Probabilistic Reconciliation via Conditioning
Returns summary of a PMF object
BUIS for Probabilistic Reconciliation of forecasts via conditioning
Sample from the distribution given as a PMF object
bayesRecon: Probabilistic Reconciliation via Conditioning
Build hierarchy matrices
Get the mean of the distribution from a PMF object
Get quantile from a PMF object
Get the variance of the distribution from a PMF object
Analytical reconciliation of Gaussian base forecasts
MCMC for Probabilistic Reconciliation of forecasts via conditioning
Probabilistic forecast reconciliation of mixed hierarchies via conditi...
Probabilistic forecast reconciliation of mixed hierarchies via top-dow...
Schäfer Strimmer covariance shrinkage
Temporal aggregation of a time series
Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) <doi:10.1007/978-3-030-67664-3_13>, MCMC reconciliation of count time series (Corani et al., 2024) <doi:10.1016/j.ijforecast.2023.04.003>, Bottom-Up Importance Sampling (Zambon et al., 2024) <doi:10.1007/s11222-023-10343-y>, 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).