Cross-temporal Probabilistic Forecast Reconciliation
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- 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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More about this item
Keywords
coherent; GDP; linear constraints; multivariate time series; temporal aggregation; tourism flows;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-05-22 (Econometrics)
- NEP-FOR-2023-05-22 (Forecasting)
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