27 citations · 31 across the 4 of their papers we have counts for
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stat.ME2024
Scaleable Dynamic Forecast Reconciliation
Ross Hollyman, Fotios Petropoulos, Michael E. Tipping
We introduce a dynamic approach to probabilistic forecast reconciliation at scale. Our model differs from the existing literature in this area in several important ways. Firstly we…
stat.ME2022
Hierarchies Everywhere -- Managing & Measuring Uncertainty in Hierarchical Time Series
Ross Hollyman, Fotios Petropoulos, Michael E. Tipping
We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and expl…