Forecast Reconciliation: A geometric View with New Insights on Bias Correction
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- Panagiotelis, Anastasios & Athanasopoulos, George & Gamakumara, Puwasala & Hyndman, Rob J., 2021. "Forecast reconciliation: A geometric view with new insights on bias correction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 343-359.
- Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman, 2019. "Forecast Reconciliation: A geometric View with New Insights on Bias Correction," Monash Econometrics and Business Statistics Working Papers 18/19, Monash University, Department of Econometrics and Business Statistics.
References listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-FOR-2020-08-10 (Forecasting)
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