Properties of the reconciled distributions for Gaussian and count forecasts
Lorenzo Zambon, Arianna Agosto, Paolo Giudici, Giorgio Corani
| Year of publication: |
2024
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|---|---|
| Authors: | Zambon, Lorenzo ; Agosto, Arianna ; Giudici, Paolo ; Corani, Giorgio |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 4, p. 1438-1448
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| Subject: | Hierarchical forecasting | Importance sampling | Intermittent time series | Probabilistic forecasts | Reconciliation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Statistische Verteilung | Statistical distribution | Stichprobenerhebung | Sampling | Wahrscheinlichkeitsrechnung | Probability theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015438422