Daniele Girolimetto
Department of Statistical Sciences, University of Padova, Italy
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Website
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GitHub
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DSS – Retreat Poster
Document
DSS – Retreat Poster
Read my last wp!
Read my last wp!
Abstract page for arXiv paper 2412.03429: Coherent forecast combination for linearly constrained multiple time series
FoCo2: Coherent Forecast Combination
FoCo2: Coherent Forecast Combination
FoReco: Forecast Reconciliation
FoReco: Forecast Reconciliation
Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 <doi:10.1016/j.ijforecast.2021.08.004>) and probabilistic (Girolimetto et al. 2024 <doi:10.1016/j.ijforecast.2023.10.003>) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.
FoRecoPy: Forecast Reconciliation in Python
FoRecoPy: Forecast Reconciliation in Python
ORCID: 0000-0001-9387-1232
ORCID: 0000-0001-9387-1232
arXiv page
arXiv page
Daniele girolimetto
Daniele girolimetto
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