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Probabilistic forecast reconciliation with applications to wind power and electric load

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Cited by:

  1. Evangelos Spiliotis & Fotios Petropoulos & Konstantinos Nikolopoulos, 2020. "The Impact of Imperfect Weather Forecasts on Wind Power Forecasting Performance: Evidence from Two Wind Farms in Greece," Energies, MDPI, vol. 13(8), pages 1-18, April.
  2. Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021. "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 693-710.
  3. Girolimetto, Daniele & Athanasopoulos, George & Di Fonzo, Tommaso & Hyndman, Rob J., 2024. "Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1134-1151.
  4. Benedikt Finnah, 2022. "Optimal bidding functions for renewable energies in sequential electricity markets," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 44(1), pages 1-27, March.
  5. Olivares, Kin G. & Meetei, O. Nganba & Ma, Ruijun & Reddy, Rohan & Cao, Mengfei & Dicker, Lee, 2024. "Probabilistic hierarchical forecasting with deep Poisson mixtures," International Journal of Forecasting, Elsevier, vol. 40(2), pages 470-489.
  6. Pritularga, Kandrika F. & Svetunkov, Ivan & Kourentzes, Nikolaos, 2021. "Stochastic coherency in forecast reconciliation," International Journal of Production Economics, Elsevier, vol. 240(C).
  7. Fotios Petropoulos & Evangelos Spiliotis, 2021. "The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting," Forecasting, MDPI, vol. 3(3), pages 1-20, June.
  8. Li, Han & Hyndman, Rob J., 2021. "Assessing mortality inequality in the U.S.: What can be said about the future?," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 152-162.
  9. Nystrup, Peter & Lindström, Erik & Møller, Jan K. & Madsen, Henrik, 2021. "Dimensionality reduction in forecasting with temporal hierarchies," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1127-1146.
  10. Evangelos Spiliotis & Fotios Petropoulos & Vassilios Assimakopoulos, 2019. "Improving the forecasting performance of temporal hierarchies," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-21, October.
  11. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  12. Di Fonzo, Tommaso & Girolimetto, Daniele, 2024. "Forecast combination-based forecast reconciliation: Insights and extensions," International Journal of Forecasting, Elsevier, vol. 40(2), pages 490-514.
  13. Zhang, Bohan & Kang, Yanfei & Panagiotelis, Anastasios & Li, Feng, 2023. "Optimal reconciliation with immutable forecasts," European Journal of Operational Research, Elsevier, vol. 308(2), pages 650-660.
  14. Corani, Giorgio & Azzimonti, Dario & Rubattu, Nicolò, 2024. "Probabilistic reconciliation of count time series," International Journal of Forecasting, Elsevier, vol. 40(2), pages 457-469.
  15. Xiaohui Gao, 2022. "Monthly Wind Power Forecasting: Integrated Model Based on Grey Model and Machine Learning," Sustainability, MDPI, vol. 14(22), pages 1-14, November.
  16. 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.
  17. Zhang, Bohan & Panagiotelis, Anastasios & Kang, Yanfei, 2024. "Discrete forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 318(1), pages 143-153.
  18. 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.
  19. Saâdaoui, Foued & Ben Jabeur, Sami, 2023. "Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network," Energy Economics, Elsevier, vol. 124(C).
  20. Meira, Erick & Lila, Maurício Franca & Cyrino Oliveira, Fernando Luiz, 2023. "A novel reconciliation approach for hierarchical electricity consumption forecasting based on resistant regression," Energy, Elsevier, vol. 269(C).
  21. Mikkel L. Sørensen & Peter Nystrup & Mathias B. Bjerregård & Jan K. Møller & Peder Bacher & Henrik Madsen, 2023. "Recent developments in multivariate wind and solar power forecasting," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 12(2), March.
  22. Cengiz, Doruk & Tekgüç, Hasan, 2024. "Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates," International Journal of Forecasting, Elsevier, vol. 40(2), pages 564-580.
  23. Yang, Yang & Shang, Han Lin & Raymer, James, 2024. "Forecasting Australian fertility by age, region, and birthplace," International Journal of Forecasting, Elsevier, vol. 40(2), pages 532-548.
  24. Athanasopoulos, George & Kourentzes, Nikolaos, 2023. "On the evaluation of hierarchical forecasts," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1502-1511.
  25. Panagiotelis, Anastasios & Gamakumara, Puwasala & Athanasopoulos, George & Hyndman, Rob J., 2023. "Probabilistic forecast reconciliation: Properties, evaluation and score optimisation," European Journal of Operational Research, Elsevier, vol. 306(2), pages 693-706.
  26. Bergsteinsson, Hjörleifur G. & Sørensen, Mikkel Lindstrøm & Møller, Jan Kloppenborg & Madsen, Henrik, 2023. "Heat load forecasting using adaptive spatial hierarchies," Applied Energy, Elsevier, vol. 350(C).
  27. George Athanasopoulos & Rob J Hyndman & Raffaele Mattera, 2023. "Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering," Monash Econometrics and Business Statistics Working Papers 17/23, Monash University, Department of Econometrics and Business Statistics.
  28. Park, Jungyeon & Alvarenga, Estêvão & Jeon, Jooyoung & Li, Ran & Petropoulos, Fotios & Kim, Hokyun & Ahn, Kwangwon, 2024. "Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels," Applied Energy, Elsevier, vol. 353(PB).
  29. Bergsteinsson, Hjörleifur G. & Møller, Jan Kloppenborg & Nystrup, Peter & Pálsson, Ólafur Pétur & Guericke, Daniela & Madsen, Henrik, 2021. "Heat load forecasting using adaptive temporal hierarchies," Applied Energy, Elsevier, vol. 292(C).
  30. George Athanasopoulos & Nikolaos Kourentzes, 2021. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 10/21, Monash University, Department of Econometrics and Business Statistics.
  31. Li, Han & Chen, Hua, 2024. "Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement," International Journal of Forecasting, Elsevier, vol. 40(2), pages 549-563.
  32. Hollyman, Ross & Petropoulos, Fotios & Tipping, Michael E., 2021. "Understanding forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 294(1), pages 149-160.
  33. Møller, Jan Kloppenborg & Nystrup, Peter & Madsen, Henrik, 2024. "Likelihood-based inference in temporal hierarchies," International Journal of Forecasting, Elsevier, vol. 40(2), pages 515-531.
  34. George Athanasopoulos & Nikolaos Kourentzes, 2020. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 2/20, Monash University, Department of Econometrics and Business Statistics.
  35. Di Fonzo, Tommaso & Girolimetto, Daniele, 2023. "Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives," International Journal of Forecasting, Elsevier, vol. 39(1), pages 39-57.
  36. Daniele Girolimetto & George Athanasopoulos & Tommaso Di Fonzo & Rob J Hyndman, 2023. "Cross-temporal Probabilistic Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers 6/23, Monash University, Department of Econometrics and Business Statistics.
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