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stat.ME2022
Optimal reconciliation with immutable forecasts
Bohan Zhang, Yanfei Kang, Anastasios Panagiotelis +1
The practical importance of coherent forecasts in hierarchical forecasting has inspired many studies on forecast reconciliation. Under this approach, so-called base forecasts are p…
stat.ME2021
Model combinations through revised base-rates
Fotios Petropoulos, Evangelos Spiliotis, Anastasios Panagiotelis
Standard selection criteria for forecasting models focus on information that is calculated for each series independently, disregarding the general tendencies and performances of th…
stat.ME2018
Reconciliation of probabilistic forecasts with an application to wind power
Jooyoung Jeon, Anastasios Panagiotelis, Fotios Petropoulos
New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches neste…