Forecasting Swiss exports using Bayesian forecast reconciliation
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Publication:2030726
DOI10.1016/j.ejor.2020.09.046zbMath1487.62147OpenAlexW2962955015MaRDI QIDQ2030726
Anastasios Panagiotelis, Florian Eckert, Rob Hyndman
Publication date: 7 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.09.046
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Bayesian problems; characterization of Bayes procedures (62C10)
Related Items (2)
An empirical Bayes approach to incorporating demand intermittency and irregularity into inventory control ⋮ Probabilistic forecast reconciliation: properties, evaluation and score optimisation
Uses Software
Cites Work
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- Partitioned Ridge Regression
- Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization
- Time Varying Structural Vector Autoregressions and Monetary Policy
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