Probabilistic Reconciliation of Hierarchical Forecast via Bayes’ Rule
Giorgio Corani, Dario Azzimonti, João P. S. C. Augusto, Marco Zaffalon
Topics & Concepts
Computer scienceBayes' theoremSeries (stratigraphy)Probabilistic logicHierarchyBase (topology)GaussianKalman filterAlgorithmBayesian probabilityPrior probabilityData miningArtificial intelligenceMathematicsMathematical analysisEconomicsQuantum mechanicsPaleontologyMarket economyBiologyPhysicsTime Series Analysis and ForecastingForecasting Techniques and ApplicationsGaussian Processes and Bayesian Inference