Modeling uncertainty in the covariance matrix for probabilistic forecast reconciliation

International Journal of Forecasting 2026 Open access

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Authors: Chiara Carrara, Dario Azzimonti, Giorgio Corani, Lorenzo Zambon

DOI: 10.1016/j.ijforecast.2026.07.003

Cited by: 0

Fields of Study & Subjects

Fault Detection and Control Systems Forecasting Techniques and Applications Reservoir Engineering and Simulation Methods