FoReco

Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 doi:10.1016/j.ijforecast.2021.08.004) and probabilistic (Girolimetto et al. 2023 doi:10.1016/j.ijforecast.2023.10.003) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.

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