Optimal Forecast Reconciliation with Time Series Selection
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- Wang, Xiaoqian & Hyndman, Rob J. & Wickramasuriya, Shanika L., 2025. "Optimal forecast reconciliation with time series selection," European Journal of Operational Research, Elsevier, vol. 323(2), pages 455-470.
References listed on IDEAS
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More about this item
Keywords
Forecasting; Hierarchical Time Series; Grouped Time Series; Linear Forecast Reconciliation; Integer Programming;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2025-01-20 (Econometrics)
- NEP-ETS-2025-01-20 (Econometric Time Series)
- NEP-FOR-2025-01-20 (Forecasting)
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