Efficient probabilistic reconciliation of forecasts for real-valued and count time series L Zambon, D Azzimonti, G Corani Statistics and Computing 34 (1), 21, 2024 | 6 | 2024 |
The Fourier discrepancy function G Auricchio, A Codegoni, S Gualandi, L Zambon Communications in Mathematical Sciences 21 (3), 627-639, 2023 | 4 | 2023 |
Properties of the reconciled distributions for Gaussian and count forecasts L Zambon, A Agosto, P Giudici, G Corani International Journal of Forecasting, 2024 | 1 | 2024 |
The Fourier Loss Function G Auricchio, A Codegoni, S Gualandi, L Zambon arXiv preprint arXiv:2102.02979, 2021 | 1 | 2021 |
Probabilistic forecast reconciliation: theory, algorithm, and applications LG Zambon Università degli studi di Pavia, 2023 | | 2023 |
Probabilistic Reconciliation via Conditioning with bayesRecon N Rubattu, G Corani, D Azzimonti, L Zambon dim (reconciled_samples) 1 (28), 20000, 0 | | |