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

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• Fast computation of reconciled forecasts for hierarchical and grouped time series
• Forecasting Swiss exports using Bayesian forecast reconciliation
• Numerical Linear Algebra and Matrix Factorizations
• Optimal reconciliation with immutable forecasts

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