Optimal non-negative forecast reconciliation
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Publication:2209697
DOI10.1007/s11222-020-09930-0zbMath1452.62706OpenAlexW3015914828MaRDI QIDQ2209697
Shanika L. Wickramasuriya, Rob Hyndman, Turlach, Berwin A.
Publication date: 4 November 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://www.monash.edu/business/ebs/research/publications/ebs/wp15-2019.pdf
Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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