bayesRecon

Probabilistic Reconciliation via Conditioning

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Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) , MCMC reconciliation of count time series (Corani et al., 2024) , Bottom-Up Importance Sampling (Zambon et al., 2024) , methods for the reconciliation of mixed hierarchies (Mix-Cond and TD-cond) (Zambon et al., 2024. The 40th Conference on Uncertainty in Artificial Intelligence, accepted).


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