Optimal non-negative forecast reconciliation

Wickramasuriya, SL; Turlach, BA; Hyndman, RJ

Wickramasuriya, SL (corresponding author), Univ Auckland, Dept Stat, Auckland, New Zealand.

STATISTICS AND COMPUTING, 2020; 30 (5): 1167

Abstract

The sum of forecasts of disaggregated time series is often required to equal the forecast of the aggregate, giving a set of coherent forecasts. The le......

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