Cross-temporal forecast reconciliation : optimal combination method and heuristic alternatives
Tommaso Di Fonzo, Daniele Girolimetto
| Year of publication: |
2023
|
|---|---|
| Authors: | Di Fonzo, Tommaso ; Girolimetto, Daniele |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 39-57
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| Subject: | Combining forecasts | Evaluating forecasts | GDP from Income and Expenditure side | Heuristic techniques | Linearly constrained multiple time series | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Heuristik | Heuristics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.08.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462764