Forecast reconciliation: A geometric view with new insights on bias correction
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DOI: 10.1016/j.ijforecast.2020.06.004
Abstract: Abstract A geometric interpretation is developed for so-called reconciliation methodologies used to forecast time series that adhere to known linear constraints. In particular, a general framework is established that nests many existing popular reconciliation methods… read more here.
Keywords: reconciliation geometric; reconciliation; forecast; bias correction ... See more keywords