87 citations · 94 across the 11 of their papers we have counts for
3 papers · 1 filter
Forecast Linear Augmented Projection (FLAP): A free lunch to reduce forecast error variance
Yangzhuoran Fin Yang, George Athanasopoulos, Rob J. Hyndman +1
A novel forecast linear augmented projection (FLAP) method is introduced, which reduces the forecast error variance of any unbiased multivariate forecast without introducing bias.…
Estimating granular house price distributions in the Australian market using Gaussian mixtures
Willem P Sijp, Anastasios Panagiotelis
A new methodology is proposed to approximate the time-dependent house price distribution at a fine regional scale using Gaussian mixtures. The means, variances and weights of the m…
Constructing hierarchical time series through clustering: Is there an optimal way for forecasting?
Bohan Zhang, Anastasios Panagiotelis, Han Li
Forecast reconciliation has attracted significant research interest in recent years, with most studies taking the hierarchy of time series as given. We extend existing work that us…