Optimal reconciliation with immutable forecasts
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DOI: 10.1016/j.ejor.2022.11.035
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- Bohan Zhang & Yanfei Kang & Anastasios Panagiotelis & Feng Li, 2022. "Optimal reconciliation with immutable forecasts," Papers 2204.09231, arXiv.org.
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- Zabihinia Gerdroodbari, Yasin & Khorasany, Mohsen & Razzaghi, Reza & Heidari, Rahmat, 2024. "Management of prosumers using dynamic export limits and shared Community Energy Storage," Applied Energy, Elsevier, vol. 355(C).
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024.
"Forecast reconciliation: A review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 430-456.
- George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023. "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers 8/23, Monash University, Department of Econometrics and Business Statistics.
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Keywords
Forecasting; Hierarchical time series; Constrained optimization; Unbiasedness; Online retail;All these keywords.
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