activity
20202025
most citedCross-temporal probabilistic forecast reconciliation: Methodological and practical issues

18 citations · 23 across the 6 of their papers we have counts for

collaborators

6 papers

stat.AP2025

Energy load forecasting using Terna public data: a free lunch multi-task combination approach

Daniele Girolimetto, Tommaso Di Fonzo

We propose a quick-and-simple procedure to augment the accuracy of 15-minutes Italian load forecasts disaggregated by bidding zones published by Terna, the operator of the Italian…

stat.ME2024

Balancing Accuracy and Costs in Cross-Temporal Hierarchies: Investigating Decision-Based and Validation-Based Reconciliation

Mahdi Abolghasemi, Daniele Girolimetto, Tommaso Di Fonzo

Wind power forecasting is essential for managing daily operations at wind farms and enabling market operators to manage power uncertainty effectively in demand planning. This paper…

stat.ME2024

Insights into regression-based cross-temporal forecast reconciliation

Daniele Girolimetto, Tommaso Di Fonzo

Cross-temporal forecast reconciliation aims to ensure consistency across forecasts made at different temporal and cross-sectional levels. We explore the relationships between seque…

stat.ME2023★ 18 cited

Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues

Daniele Girolimetto, George Athanasopoulos, Tommaso Di Fonzo +1

Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constrain…

stat.AP2022★ 3 cited

Enhancements in cross-temporal forecast reconciliation, with an application to solar irradiance forecasts

Tommaso Di Fonzo, Daniele Girolimetto

In recent works by Yang et al. (2017a,b), and Yagli et al. (2019), geographical, temporal, and sequential deterministic reconciliation of hierarchical photovoltaic (PV) power gener…

stat.ME2020★ 2 cited

Fully reconciled GDP forecasts from Income and Expenditure sides

Luisa Bisaglia, Tommaso Di Fonzo, Daniele Girolimetto

We propose a complete reconciliation procedure, resulting in a 'one number forecast' of the GDP figure, coherent with both Income and Expenditure sides' forecasted series, and eval…