3 papers
stat.ME2024
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…
stat.ME2023
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,…
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…