Probabilistic forecast reconciliation : properties, evaluation and score optimisation

Anastasios Panagiotelis, Puwasala Gamakumara, George Athanasopoulos and Rob J Hyndman

Year of publication:	August 2020
Authors:	Panagiotelis, Anastasios ; Gamakumara, Puwasala ; Athanasopoulos, George ; Hyndman, Rob J.
Publisher:	[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics
Subject:	Scoring Rules \| Probabilistic Forecasting \| Hierarchical Time Series \| Stochastic Gradient Descent \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Wahrscheinlichkeitsrechnung \| Probability theory \| Stochastischer Prozess \| Stochastic process

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