Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Anastasios Panagiotelis, Puwasala Gamakumara, George Athanasopoulos, Rob J. Hyndman
| Year of publication: |
2023
|
|---|---|
| Authors: | Panagiotelis, Anastasios ; Gamakumara, Puwasala ; Athanasopoulos, George ; Hyndman, Rob J. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 306.2023, 2 (16.4.), p. 693-706
|
| Subject: | Forecasting | Scoring rules | Hierarchical time series | Stochastic gradient descent | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.07.040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279069