3 papers
stat.ME2025
Forecast reconciliation with non-linear constraints
Daniele Girolimetto, Anastasios Panagiotelis, Tommaso Di Fonzo +1
Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper…
stat.AP2025
Forecasting Italian daily electricity generation disaggregated by geographical zones and energy sources using coherent forecast combination
Daniele Girolimetto, Tommaso Di Fonzo
A novel approach is applied for improving forecast accuracy and achieving coherence in forecasting the Italian daily energy generation time series. In hierarchical frameworks such…
stat.AP2021
Forecast combination based forecast reconciliation: insights and extensions
Tommaso Di Fonzo, Daniele Girolimetto
In a recent paper, while elucidating the links between forecast combination and cross-sectional forecast reconciliation, Hollyman et al. (2021) have proposed a forecast combination…