Cross-temporal Probabilistic Forecast Reconciliation

• Article title: Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues
• Authors: Daniele Girolimetto, George Athanasopoulos, Tommaso Di Fonzo, and Rob J Hyndman
• DOI: https://doi.org/10.1016/j.ijforecast.2023.10.003

Directories

• paper: manuscript and online appendix files (tex, bib and pdf).
• simsetup/ausgdp/vn525: code for simulation study and the two empirical applications (Australian GDP and Australian Tourism Demand datasets).

Citation

@article{GiroEtAl2023,
  title = {Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues},
  journal = {International Journal of Forecasting},
  year = {2023},
  issn = {0169-2070},
  doi = {https://doi.org/10.1016/j.ijforecast.2023.10.003},
  url = {https://www.sciencedirect.com/science/article/pii/S0169207023001024},
  author = {Daniele Girolimetto and George Athanasopoulos and Tommaso {Di Fonzo} and Rob J. Hyndman},
}