Bayesian Forecast Reconciliation
Bayesian Forecast Reconciliation is a forecast reconciliation method that belongs to the class of probabilistic reconciliation techniques and is distinguished by its incorporation of prior distributions over reconciliation parameters, enabling coherent forecasts through posterior inference under a Bayesian framework.
2
Publications
64
Citations
4
Authors
7
Institutions
Publications per year
2017–2026
2
Variants
Bayesian Forecast Reconciliations
Parents
2
A forecast reconciliation approach to cause-of-death mortality modeling
Han Li, Han Li, Yang Lu et al. · Insurance Mathematics and Economics · 2019 · 30 citations
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7

Monash University
Melbourne, Australia
2 h-index
3 publications
94 citations
ETH Zurich
Zurich, Switzerland
1 h-index
1 publications
34 citations
Université Sorbonne Paris Nord
Villetaneuse, France
1 h-index
2 publications
60 citations

The University of Sydney
Sydney, Australia
1 h-index
1 publications
34 citations
Swiss Finance Institute
Zurich, Switzerland
1 h-index
1 publications
34 citations

University of Manitoba
Winnipeg, Canada
1 h-index
4 publications
120 citations

Macquarie University
Sydney, Australia
1 h-index
4 publications
120 citations
1–7 of 7
1 publications · 30 citations
1
h-index
1 publications · 34 citations
1
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1–2