Concepedia

Forecast Coherence

Forecast Coherence is a theoretical construct in forecast reconciliation that characterizes the property of a set of forecasts to satisfy predefined linear aggregation constraints across hierarchical or grouped time series, ensuring consistency between forecasts at different levels of aggregation.

22

Publications

2.6K

Citations

51

Authors

29

Institutions

Publications per year

2017–2026

9

Parents

Publications

22

Origins and Levels of Monthly and Seasonal Forecast Skill for United States Surface Air Temperatures Determined by Canonical Correlation Analysis

T. P. Barnett, Rudolph W Preisendorfer · Monthly Weather Review · 1987 · 642 citations · Full text

, , +17

The Well-Calibrated Bayesian

A. P. Dawid · Journal of the American Statistical Association · 1982 · 563 citations

, , +14

Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization

Shanika L. Wickramasuriya, George Athanasopoulos, Rob J. Hyndman · Journal of the American Statistical Association · 2018 · 304 citations · Full text

, , +16

Probabilistic Coherence and Proper Scoring Rules

Joel B. Predd, Robert Seiringer, Elliott H. Lieb et al. · IEEE Transactions on Information Theory · 2009 · 155 citations · Full text

, , +16

The Well-Calibrated Bayesian

A. P. Dawid · Journal of the American Statistical Association · 1982 · 147 citations

, , +14

1–5 of 22

Authors

51

  1. SB
    Souhaib Ben Taieb

    Monash University, Australia

    2 publications · 175 citations

    2

    h-index

  2. AP
    A. P. Dawid

    University College London, United Kingdom

    2 publications · 710 citations

    2

    h-index

  3. RJ
    Rob J. Hyndman

    Monash University, Australia

    2 publications · 431 citations

    2

    h-index

  4. SL
    Shanika L. Wickramasuriya

    University of Auckland, New Zealand

    2 publications · 319 citations

    2

    h-index

  5. JB
    Joel B. Predd

    Princeton University, United States

    1 publications · 155 citations

    1

    h-index

1–5 of 51

Institutions

29

  1. Monash University

    Melbourne, Australia

    4 h-index

    5 publications

    817 citations

  2. The University of Sydney

    Sydney, Australia

    2 h-index

    2 publications

    116 citations

  3. University of Auckland

    Auckland, New Zealand

    2 h-index

    2 publications

    319 citations

  4. University College London

    London, United Kingdom

    2 h-index

    2 publications

    710 citations

  5. University of Mons

    Mons, Belgium

    2 h-index

    2 publications

    175 citations

  6. University of Tübingen

    Tübingen, Germany

    1 h-index

    1 publications

    82 citations

  7. RAND Corporation

    Santa Monica, United States

    1 h-index

    1 publications

    155 citations

  8. University of Michigan

    Ann Arbor, United States

    1 h-index

    1 publications

    115 citations

1–8 of 29

Venues

  1. International Journal of Forecasting

    6 publications · 297 citations

    6

    h-index

  2. Journal of the American Statistical Association

    4 publications · 1.1K citations

    4

    h-index

  3. Monthly Weather Review

    2 publications · 696 citations

    2

    h-index

  4. European Journal of Operational Research

    1 publications · 34 citations

    1

    h-index

  5. AStA Advances in Statistical Analysis

    1 publications · 15 citations

    1

    h-index

1–5