Stochastic coherency in forecast reconciliation

标题
Stochastic coherency in forecast reconciliation
作者
关键词
Forecasting, Coherency, Model uncertainty, Forecast combination, Covariance estimation
出版物
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS
Volume 240, Issue -, Pages 108221
出版商
Elsevier BV
发表日期
2021-07-08
DOI
10.1016/j.ijpe.2021.108221

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