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Minor changes to references for the vignettes
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dazzimonti committed May 27, 2024
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2 changes: 1 addition & 1 deletion vignettes/mixed_reconciliation.Rmd
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Expand Up @@ -69,7 +69,7 @@ rec_fc <- list(

# Gaussian reconciliation

We perform Gaussian reconciliation (`Gauss`) first.
We perform Gaussian reconciliation (`Gauss`, [@corani2021probabilistic]) first.
It assumes all forecasts to be Gaussian, even though the bottom base forecasts are not Gaussian.

We assume the upper base forecasts to be a multivariate Gaussian and we estimate their covariance matrix from the in-sample residuals. We assume also the bottom base forecasts to be independent Gaussian.
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12 changes: 7 additions & 5 deletions vignettes/references.bib
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Expand Up @@ -130,7 +130,8 @@ @InProceedings{corani2021probabilistic
booktitle="Machine Learning and Knowledge Discovery in Databases",
year="2021",
publisher="Springer International Publishing",
pages="211--226"
pages="211--226",
doi="10.1007/978-3-030-67664-3_13"
}

@article{zambon2022efficient,
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title={Probabilistic reconciliation of mixed-type hierarchical time series},
author={Zambon, Lorenzo and Azzimonti, Dario and Rubattu, Nicolò and Corani, Giorgio},
booktitle={The 40th Conference on Uncertainty in Artificial Intelligence},
year={2024},
url={https://openreview.net/forum?id=KmbmBlrQkr}
year={2024}
}

@article{MAKRIDAKIS20221325,
Expand All @@ -203,7 +203,8 @@ @article{MAKRIDAKIS20221325
pages = {1325-1336},
year = {2022},
author = {Spyros Makridakis and Evangelos Spiliotis and Vassilios Assimakopoulos},
keywords = {Forecasting competitions, M competitions, Accuracy, Uncertainty, Time series, Retail sales forecasting}
keywords = {Forecasting competitions, M competitions, Accuracy, Uncertainty, Time series, Retail sales forecasting},
doi = {10.1016/j.ijforecast.2021.07.007}
}

@article{svetunkov2023iets,
Expand All @@ -213,7 +214,8 @@ @article{svetunkov2023iets
volume={265},
pages={109013},
year={2023},
publisher={Elsevier}
publisher={Elsevier},
doi={10.1016/j.ijpe.2023.109013}
}


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