8 citations · 9 across the 3 of their papers we have counts for
3 papers
stat.ME2026
Hierarchical forecasting: The role of information
Minh Nguyen, Farshid Vahid, Shanika L Wickramasuriya
In hierarchical forecasting, the process of forecast reconciliation transforms a set of "base" or "raw" forecasts, which do not satisfy the hierarchical aggregation constraints in…
stat.ME2021★ 8 cited
Properties of point forecast reconciliation approaches
Shanika L Wickramasuriya
Point forecast reconciliation of collection of time series with linear aggregation constraints has evolved substantially over the last decade. A few commonly used methods are GLS (…
stat.ME2021★ 1 cited
Probabilistic forecast reconciliation under the Gaussian framework
Shanika L Wickramasuriya
Forecast reconciliation of multivariate time series is the process of mapping a set of incoherent forecasts into coherent forecasts to satisfy a given set of linear constraints. Co…