Point and probabilistic forecast reconciliation for general linearly constrained multiple time series

DOI10.1007/S10260-023-00738-6MaRDI QIDQ6580652FDOQ6580652

Authors Daniele Girolimetto, Tommaso Di Fonzo

Publication date 29 July 2024

Published in Statistical Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

GDPquarterly national accountshierarchical/grouped time serieslinearly constrained multiple time seriespoint and probabilistic forecast reconciliation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 1460605 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
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• Reconciliation of systems of time series according to a growth rates preservation principle

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