2 papers
stat.ME2026
Coherence is not enough: Aggregation constraints across predictive distributions, forecasts and decisions
Shun Hu, Yanfei Kang
Forecasts made at different levels of aggregation are often required to agree---for example, regional forecasts should sum to the national total. Forecast reconciliation imposes su…
stat.ML2026
REGAIN: REconciliation GAIN-driven Auxiliary Direction Learning
Weijia Li, Shun Hu, Yanfei Kang
Forecast reconciliation usually starts from a fixed measurement system and asks how forecasts should be projected onto a coherent space. We ask a different question: which addition…