99 citations · 388 across the 21 of their papers we have counts for
4 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,…