Forecast reconciliation : A geometric view with new insights on bias correction
Anastasios Panagiotelis, George Athanasopoulos, Puwasala Gamakumara, Rob J. Hyndman
| Year of publication: |
2021
|
|---|---|
| Authors: | Panagiotelis, Anastasios ; Athanasopoulos, George ; Gamakumara, Puwasala ; Hyndman, Rob J. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 1, p. 343-359
|
| Subject: | Forecast reconciliation | Projections | Elliptical distributions | Scoring rules | High-dimensional time series | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Systematischer Fehler | Bias |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012692725