Publications
- 2023) Cross-temporal Probabilistic Forecast Reconciliation. International Journal of Forecasting, in press. ( DOI arXiv
- 2023) Exploiting intraday decompositions in Realized Volatility forecasting: a forecast reconciliation approach. Working paper. ( arXiv
- 2023) Point and probabilistic forecast reconciliation for general linearly constrained multiple time series. Statistical Methods & Applications, in press. ( arXiv
- 2023) FoReco: Point Forecast Reconciliation. CRAN. ( CRAN code
- 2023) Spatio-temporal reconciliation of solar forecasts. Solar Energy, 251, 13-29. ( DOI
- 2023) Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives. International Journal of Forecasting, 39(1), 39-57. ( DOI arXiv
- 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
- 2022) Enhancements in cross-temporal forecast reconciliation, with an application to solar irradiance forecasts. Working paper. ( arXiv
- 2022) Forecast combination based forecast reconciliation: insights and extensions. International Journal of Forecasting, in press. ( DOI arXiv
- 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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