Stochastic coherency in forecast reconciliation

Title
Stochastic coherency in forecast reconciliation
Authors
Keywords
Forecasting, Coherency, Model uncertainty, Forecast combination, Covariance estimation
Journal
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS
Volume 240, Issue -, Pages 108221
Publisher
Elsevier BV
Online
2021-07-08
DOI
10.1016/j.ijpe.2021.108221

Ask authors/readers for more resources

Reprint

Contact the author

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation