Stochastic coherency in forecast reconciliation
Year of publication: |
2021
|
---|---|
Authors: | Pritularga, Kandrika F. ; Svetunkov, Ivan ; Kourentzes, Nikolaos |
Published in: |
International journal of production economics. - Amsterdam [u.a.] : Elsevier, ISSN 0925-5273, ZDB-ID 1092526-0. - Vol. 240.2021, p. 1-14
|
Subject: | Coherency | Covariance estimation | Forecast combination | Forecasting | Model uncertainty | Theorie | Theory | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling |
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