18 citations · 23 across the 6 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…
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…