Probabilistic forecast reconciliation: properties, evaluation and score optimisation
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Publication:6106494
DOI10.1016/j.ejor.2022.07.040OpenAlexW3080971905MaRDI QIDQ6106494
Puwasala Gamakumara, Anastasios Panagiotelis, Rob Hyndman, George Athanasopoulos
Publication date: 3 July 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/Probabilistic_Forecast_Reconciliation_Properties_Evaluation_and_Score_Optimisation/21529341
Related Items (2)
Probabilistic Forecast Reconciliation under the Gaussian Framework ⋮ Efficient probabilistic reconciliation of forecasts for real-valued and count time series
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