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

Authors

4

  1. AP
    Anastasios Panagiotelis

    Monash University, Australia

    2 publications · 64 citations

    2

    h-index

  2. FE
    Florian Eckert

    Swiss Finance Institute, Switzerland

    1 publications · 34 citations

    1

    h-index

  3. HL
    Han Li

    Jilin University, China

    2 publications · 60 citations

    1

    h-index

  4. YL
    Yang Lu

    Université Sorbonne Paris Nord, France

    1 publications · 30 citations

    1

    h-index

1–4 of 4

Venues

  1. Insurance Mathematics and Economics

    1 publications · 30 citations

    1

    h-index

  2. European Journal of Operational Research

    1 publications · 34 citations

    1

    h-index

1–2