Concepedia

Optimal Reconciliation

Optimal Reconciliation is a hierarchical forecasting method that belongs to the class of reconciliation approaches by minimizing the expected forecast error across all levels of a hierarchy through a statistically justified combination of base forecasts using a weighting scheme derived from the covariance structure of the errors.

10

Publications

498

Citations

24

Authors

12

Institutions

Publications per year

2017–2026

5

Parents

Publications

10

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

Optimally Reconciling Forecasts in a Hierarchy

Rob J. Hyndman, George Athanasopoulos · RePEc: Research Papers in Economics · 2014 · 33 citations

, , +16

Optimal non-negative forecast reconciliation

Shanika L. Wickramasuriya, Berwin A. Turlach, Rob J. Hyndman · Statistics and Computing · 2020 · 32 citations

, , +7

Least Squares-based Optimal Reconciliation Method for Hierarchical Forecasts of Wind Power Generation

Yao Zhang, J. Dong · IEEE Transactions on Power Systems · 2018 · 27 citations

, , +16

Theoretical study of continuous-variable quantum key distribution

Anthony Leverrier · OpenGrey (Institut de l'Information Scientifique et Technique) · 2009 · 22 citations · Full text

, , +17

1–5 of 10

Authors

24

  1. RJ
    Rob J. Hyndman

    Monash University, Australia

    3 publications · 369 citations

    3

    h-index

  2. GA
    George Athanasopoulos

    Monash University, Australia

    2 publications · 337 citations

    2

    h-index

  3. SL
    Shanika L. Wickramasuriya

    University of Auckland, New Zealand

    2 publications · 336 citations

    2

    h-index

  4. YK
    Yanfei Kang

    Beihang University, China

    1 publications · 17 citations

    1

    h-index

  5. AL
    Anthony Leverrier

    Institut national de recherche en sciences et technologies du numérique, France

    1 publications · 22 citations

    1

    h-index

1–5 of 24

Institutions

12

  1. Monash University

    Melbourne, Australia

    2 h-index

    3 publications

    640 citations

  2. University of Auckland

    Auckland, New Zealand

    2 h-index

    2 publications

    336 citations

  3. Institut national de recherche en sciences et technologies du numérique

    Le Chesnay-Rocquencourt, France

    1 h-index

    1 publications

    16 citations

  4. Beihang University

    Beijing, China

    1 h-index

    2 publications

    34 citations

  5. East China University of Science and Technology

    Shanghai, China

    1 h-index

    4 publications

    76 citations

  6. Laboratoire Traitement et Communication de l’Information

    Palaiseau, France

    1 h-index

    1 publications

    22 citations

  7. The University of Sydney

    Sydney, Australia

    1 h-index

    1 publications

    17 citations

  8. Universidade Federal de Minas Gerais

    Belo Horizonte, Brazil

    1 h-index

    2 publications

    36 citations

1–8 of 12

Venues

  1. HAL (Le Centre pour la Communication Scientifique Directe)

    Repository · 1 publications · 16 citations

    1

    h-index

  2. 72nd EAGE Conference and Exhibition incorporating SPE EUROPEC 2010

    Conference · 1 publications · 10 citations

    1

    h-index

  3. Energies

    1 publications · 18 citations

    1

    h-index

  4. Statistics and Computing

    1 publications · 32 citations

    1

    h-index

  5. European Journal of Operational Research

    1 publications · 17 citations

    1

    h-index

1–5