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]

@article{PanagiotelisGAH23,
  title = {Probabilistic forecast reconciliation: Properties, evaluation and score optimisation},
  author = {Anastasios Panagiotelis and Puwasala Gamakumara and George Athanasopoulos and Rob J. Hyndman},
  year = {2023},
  doi = {10.1016/j.ejor.2022.07.040},
  url = {https://doi.org/10.1016/j.ejor.2022.07.040},
  researchr = {https://researchr.org/publication/PanagiotelisGAH23},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {306},
  number = {2},
  pages = {693-706},
}