Probabilistic forecast reconciliation: Properties, evaluation and score optimisation.
Anastasios PanagiotelisPuwasala GamakumaraGeorge AthanasopoulosRob J. HyndmanPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- evaluation process
- evaluation method
- long term
- generative model
- comparative evaluation
- evaluation methods
- structural properties
- short term
- probabilistic logic
- real time
- probability theory
- information theoretic
- language model
- artificial neural networks
- decision making
- information systems
- artificial intelligence
- genetic algorithm
- machine learning
- neural network