Source Themes

Discrete Forecast Reconciliation

Forecast Reconciliation for discrete data.

Forecasting Reconciliation: A Review

A review of the literature on forecast reconciliation.

Bayesian forecasting in economics and finance: A modern review

Review of Bayesian forecasting.

Boosting domain-specific models with shrinkage: An application in mortality forecasting

Gradient boosting on Lee Carter model with age-spatial shrinkage.

Optimal reconciliation with immutable forecasts

Forecast Reconciliation where a subset of forecasts are not adjusted.

Model combinations through revised base rates

Forecast combination using reference data to cross-learn weights.

Manifold learning with approximate nearest neighbors

Manifold Learning with Approximate Nearest Neighbors including on statistical manifolds.

Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation

The theory of probabilistic reconciliation and score optimisation by gradient descent.

Bayesian Weighted Inference from Surveys

Bayesian methods taking survey weights into account are proposed, evaluated and applied to estimating the Australian income distribution.

Hierarchical Forecasting

Application of hierarchical methods to Australian GDP Forecasting.