Forecast reconciliation : A geometric view with new insights on bias correction
Year of publication: |
2021
|
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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 | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Systematischer Fehler | Bias | Prognose | Forecast | Schätztheorie | Estimation theory |
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