99 citations · 408 across the 26 of their papers we have counts for
5 papers · 1 filter
Infinite forecast combinations based on Dirichlet process
Yinuo Ren, Feng Li, Yanfei Kang +1
Forecast combination integrates information from various sources by consolidating multiple forecast results from the target time series. Instead of the need to select a single opti…
Probabilistic Forecast Reconciliation with Kullback-Leibler Divergence Regularization
Guanyu Zhang, Feng Li, Yanfei Kang
As the popularity of hierarchical point forecast reconciliation methods increases, there is a growing interest in probabilistic forecast reconciliation. Many studies have utilized…
Forecasting large collections of time series: feature-based methods
Li Li, Feng Li, Yanfei Kang
In economics and many other forecasting domains, the real world problems are too complex for a single model that assumes a specific data generation process. The forecasting perform…
Discrete forecast reconciliation
Bohan Zhang, Anastasios Panagiotelis, Yanfei Kang
This paper presents a formal framework and proposes algorithms to extend forecast reconciliation to discrete-valued data to extend forecast reconciliation to discrete-valued data,…
Combining Probabilistic Forecasts of Intermittent Demand
Shengjie Wang, Yanfei Kang, Fotios Petropoulos
In recent decades, new methods and approaches have been developed for forecasting intermittent demand series. However, the majority of research has focused on point forecasting, wi…