Forecasts reconciliation with fable.bayesRecon2 months ago
Introduction | Data preparation | Models fitting | Reconciliation | Summary of results | Visualisation | References
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t-Rec: Reconciliation of Gaussian forecasts by modelling the uncertainty on the covariance matrix2 months ago
Introduction | Loading the data | Forecasts | Reconciliation | Comparison of results | Comparison of the covariance matrix estimates | References
Probabilistic Reconciliation via Conditioning with bayesRecon3 months ago
Introduction | Installation | Temporal hierarchy over a count time series | Temporal hierarchy over a smooth time series | Gaussian reconciliation of a cross-sectional hierarchy | References
Reconciliation of M5 hierarchy with mixed-type forecasts3 months ago
Introduction | Data and base forecasts | Gaussian reconciliation | Reconciliation with mixed-conditioning | Top down conditioning | Comparison | Skill scores | Boxplots | Full reproducibility | References
Properties of the reconciled distribution via conditioning4 months ago
Introduction | Data and base forecasts | Reconciliation via conditioning | Reconciled mean and variance | References
