Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 ) and probabilistic (Girolimetto et al. 2023 ) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.
FoReco: Forecast Reconciliation
Daniele Girolimetto
;Tommaso Di Fonzo
2024
Abstract
Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 ) and probabilistic (Girolimetto et al. 2023 ) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.
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