Understanding forecast reconciliation

Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data

(2020) Souhaib Ben Taieb et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Laplace’s Theories of Cognitive Illusions, Heuristics and Biases

(2020) Joshua B. Miller et al.   STATISTICAL SCIENCE

Simultaneous parameter estimation and variable selection via the logit-normal continuous analogue of the spike-and-slab prior

(2019) W. Thomson et al.   Journal of the Royal Society Interface

Probabilistic forecast reconciliation with applications to wind power and electric load

(2019) Jooyoung Jeon et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Improving the forecasting performance of temporal hierarchies

(2019) Evangelos Spiliotis et al.   PLoS One

Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption

(2019) Evangelos Spiliotis et al.   APPLIED ENERGY

Temporal hierarchies with autocorrelation for load forecasting

(2019) Peter Nystrup et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Exploring the sources of uncertainty: Why does bagging for time series forecasting work?

(2018) Fotios Petropoulos et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Another look at forecast selection and combination: Evidence from forecast pooling

(2018) Nikolaos Kourentzes et al.   INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS

Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization

(2018) Shanika L Wickramasuriya et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry

(2018) Wessam Abouarghoub et al.   TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW

Integrated hierarchical forecasting

(2017) Clint L.P. Pennings et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Forecasting with temporal hierarchies

(2017) George Athanasopoulos et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Fast computation of reconciled forecasts for hierarchical and grouped time series

(2016) Rob J. Hyndman et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Grouped Functional Time Series Forecasting: An Application to Age-Specific Mortality Rates

(2016) Han Lin Shang et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Optimal combination forecasts for hierarchical time series

(2011) Rob J. Hyndman et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

The horseshoe estimator for sparse signals

(2010) C. M. Carvalho et al.   BIOMETRIKA