nlcReco: Non-linearly Constrained Forecast Reconciliation

Optimal combination forecast reconciliation procedures (Girolimetto et al. 2025 doi:10.48550/arXiv.2510.21249 ) for multiple time series with linear and non-linear constraints in cross-sectional framework.

See also

Useful links:

• https://github.com/daniGiro/nlcReco

• https://danigiro.github.io/nlcReco/

• Report bugs at https://github.com/daniGiro/nlcReco/issues

Author

Maintainer: Daniele Girolimetto daniele.girolimetto@unipd.it (ORCID)

Authors:

• Anastasios Panagiotelis anastasios.panagiotelis@monash.edu (ORCID)

• Tommaso Di Fonzo difonzo@stat.unipd.it (ORCID)

• Han Li han.li@unimelb.edu.au (ORCID)