Publications

  1. Daniele Girolimetto, Tommaso Di Fonzo (2024) Coherent forecast combination for linearly constrained multiple time series. arXiv. [doi] [arXiv]
  2. Daniele Girolimetto, Tommaso Di Fonzo (2024) Insights into regression-based cross-temporal forecast reconciliation. arXiv. [arXiv] [code]
  3. Daniele Girolimetto (2024) Forecast reconciliation: Not only hierarchies. The Fourth Edition of the Young Applied Mathematicians Conference: Book of abstract. Ed. by E. Onofri, and G. Auricchio. Cnr Edizioni. in press. [doi] [isbn]
  4. Massimiliano Caporin, Tommaso Di Fonzo, Daniele Girolimetto (2024) Exploiting intraday decompositions in Realized Volatility forecasting: a forecast reconciliation approach. Journal of Financial Econometrics, 22(5), 1759-1784. [doi] [arXiv]
  5. Daniele Girolimetto, George Athanasopoulos, Tommaso Di Fonzo, Rob J Hyndman (2024) Cross-temporal Probabilistic Forecast Reconciliation. International Journal of Forecasting, 40(3), 1134-1151. [doi] [arXiv] [code]
  6. Gianpiero Dalla Zuanna, Tommaso Di Fonzo, Daniele Girolimetto, Marzia Loghi (2024) Exploring the impacts of COVID‐19 on births in Italy, 2020−2022. Population, Space and Place, 30(8). [doi]
  7. Tommaso Di Fonzo, Daniele Girolimetto (2024) Forecast combination based forecast reconciliation: insights and extensions. International Journal of Forecasting, 40(2), 490-514. [doi] [arXiv]
  8. Daniele Girolimetto, Tommaso Di Fonzo (2024) Point and probabilistic forecast reconciliation for general linearly constrained multiple time series. Statistical Methods & Applications, 33, 581–607. [doi] [arXiv] [code]
  9. Daniele Girolimetto, Tommaso Di Fonzo (2023) FoReco: Point Forecast Reconciliation. CRAN. [cran] [code]
  10. Tommaso Di Fonzo, Daniele Girolimetto (2023) Spatio-temporal reconciliation of solar forecasts. Solar Energy, 251, 13-29. [doi] [code]
  11. 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] [code]
  12. 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] [arXiv]
  13. Tommaso Di Fonzo, Daniele Girolimetto (2022) Enhancements in cross-temporal forecast reconciliation, with an application to solar irradiance forecasts. Working paper. [arXiv]
  14. 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] [arXiv]
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