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Online forecast reconciliation using linear models

stat.ME · 2026-06-22 · unverdicted · novelty 6.0

A framework for online forecast reconciliation is developed via multivariate linear models on graph hierarchies, ridge regression, and recursive least squares, with a demonstration on district heating load data.

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  • Online forecast reconciliation using linear models stat.ME · 2026-06-22 · unverdicted · none · ref 45

    A framework for online forecast reconciliation is developed via multivariate linear models on graph hierarchies, ridge regression, and recursive least squares, with a demonstration on district heating load data.