Probabilistic forecast reconciliation: Properties, evaluation and score optimisation.

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Bibliographic Details
Title: Probabilistic forecast reconciliation: Properties, evaluation and score optimisation.
Authors: Panagiotelis, Anastasios1, anastasios.panagiotelis@sydney.edu.au, Gamakumara, Puwasala2, puwasala.gamakumara@gmail.com, Athanasopoulos, George1,3, george.athanasopoulos@monash.edu, Hyndman, Rob J.2, rob.hyndman@monash.edu
Source: European Journal of Operational Research; Apr2023, Vol. 306 Issue 2, p693-706, 14p
Database: Applied Science & Technology Source
Description
ISSN:03772217
DOI:10.1016/j.ejor.2022.07.040