Probabilistic forecast reconciliation: Properties, evaluation and score optimisation

Anastasios Panagiotelis, Puwasala Gamakumara, George Athanasopoulos, Rob J. Hyndman. Probabilistic forecast reconciliation: Properties, evaluation and score optimisation. European Journal of Operational Research, 306(2):693-706, 2023. [doi]

Authors

Anastasios Panagiotelis

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Puwasala Gamakumara

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George Athanasopoulos

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Rob J. Hyndman

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