Publications

  1. Daniele Girolimetto, George Athanasopoulos, Tommaso Di Fonzo, Rob J Hyndman (2023) Cross-temporal Probabilistic Forecast Reconciliation. International Journal of Forecasting, in press.  DOI  arXiv
  2. Massimiliano Caporin, Tommaso Di Fonzo, Daniele Girolimetto (2023) Exploiting intraday decompositions in Realized Volatility forecasting: a forecast reconciliation approach. Working paper.  arXiv
  3. Daniele Girolimetto, Tommaso Di Fonzo (2023) Point and probabilistic forecast reconciliation for general linearly constrained multiple time series. Statistical Methods & Applications, in press.  arXiv
  4. Daniele Girolimetto, Tommaso Di Fonzo (2023) FoReco: Point Forecast Reconciliation. CRAN.  CRAN  code
  5. Tommaso Di Fonzo, Daniele Girolimetto (2023) Spatio-temporal reconciliation of solar forecasts. Solar Energy, 251, 13-29.  DOI
  6. Tommaso Di Fonzo, Daniele Girolimetto (2023) Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives. International Journal of Forecasting, 39(1), 39-57.  DOI  arXiv
  7. Tommaso Di Fonzo, Daniele Girolimetto (2022) Fully reconciled probabilistic GDP forecasts from Income and Expenditure sides. Book of Short Papers SIS 2022. Ed. by A. Balzanella, M. Bini, C. Cavicchia, and R. Verde. Pearson, pp. 1376–1381. ISBN: 9788891932310. ISBN  arXiv
  8. Tommaso Di Fonzo, Daniele Girolimetto (2022) Enhancements in cross-temporal forecast reconciliation, with an application to solar irradiance forecasts. Working paper.  arXiv
  9. Tommaso Di Fonzo, Daniele Girolimetto (2022) Forecast combination based forecast reconciliation: insights and extensions. International Journal of Forecasting, in press.  DOI  arXiv
  10. Luisa Bisaglia, Tommaso Di Fonzo, Daniele Girolimetto (2020) Fully reconciled GDP forecasts from Income and Expenditure sides. Book of Short Papers SIS 2020. Ed. by A. Pollice, N. Salvati, and F. Schirripa Spagnolo. Pearson, pp. 951–956. ISBN: 9788891910776. ISBN  arXiv
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