Publications

  1. Mahdi Abolghasemi, Daniele Girolimetto, Tommaso Di Fonzo (2025) Improving cross-temporal forecasts reconciliation accuracy and utility in energy market. Applied Energy, 394, 126053. [doi] [arXiv] [code]
  2. Daniele Girolimetto, Tommaso Di Fonzo (2025) Energy load forecasting using terna public data: A free lunch multi-task combination approach. In E. di Bella, V. Gioia, C. Lagazio, & S. Zaccarin (Eds.), Statistics for innovation III - Italian Statistical Society Series on Advances in Statistics (pp. 338–344). Springer. [doi] [arXiv]
  3. Luisa Bisaglia, Ghamari Roya, Daniele Girolimetto (2025) Linear vs. Machine learning approaches for cross-temporal forecast reconciliation with an application to Italian energy load data. In E. di Bella, V. Gioia, C. Lagazio, & S. Zaccarin (Eds.), Statistics for innovation II - Italian Statistical Society Series on Advances in Statistics (pp. 184–189). Springer. [doi]
  4. Daniele Girolimetto, Tommaso Di Fonzo (2025) FoCo2: Coherent Forecast Combination for Linearly Constrained Multiple Time Series. CRAN. [cran] [code]
  5. Daniele Girolimetto, Tommaso Di Fonzo (2025) FoReco: Point Forecast Reconciliation. CRAN. [cran] [code]
  6. Daniele Girolimetto, Tommaso Di Fonzo (2025) Forecasting Italian daily electricity generation disaggregated by geographical zones and energy sources using coherent forecast combination. In R. Castellano, G. De Luca, & E. Bruno (Eds.), Sustainability, innovation and digitalization: Statistical measurement for economic analysis - 3rd Italian Conference on Economic Statistics (pp. 169–172). Enzo Albano Edizioni. [arXiv]
  7. Massimiliano Caporin, Daniele Girolimetto, Emanuele Lopetuso (2025) Forecast reconciliation and Multivariate GARCH. In R. Castellano, G. De Luca, & E. Bruno (Eds.), Sustainability, innovation and digitalization: Statistical measurement for economic analysis - 3rd Italian Conference on Economic Statistics (pp. 81–84). Enzo Albano Edizioni.
  8. Daniele Girolimetto, Tommaso Di Fonzo (2025) Insights into regression-based cross-temporal forecast reconciliation. In A. Pollice & P. Mariani (Eds.), Methodological and applied statistics and demography IV - Italian Statistical Society Series on Advances in Statistics (pp. 119–125). Springer. [doi] [arXiv]
  9. Daniele Girolimetto, Tommaso Di Fonzo (2024) Coherent forecast combination for linearly constrained multiple time series. Working paper. [doi] [arXiv]
  10. Daniele Girolimetto, Tommaso Di Fonzo (2024) Insights into regression-based cross-temporal forecast reconciliation. Working paper. [arXiv] [code]
  11. Daniele Girolimetto (2024) Forecast reconciliation: Not only hierarchies. In E. Onofri & G. Auricchio (Eds.), Book of Abstracts of the Fourth Edition of the Young Applied Mathematicians Conference (pp. 209–210). Cnr Edizioni. [doi]
  12. 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]
  13. 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]
  14. 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]
  15. Tommaso Di Fonzo, Daniele Girolimetto (2024) Forecast combination based forecast reconciliation: insights and extensions. International Journal of Forecasting, 40(2), 490-514. [doi] [arXiv]
  16. 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]
  17. Tommaso Di Fonzo, Daniele Girolimetto (2023) Spatio-temporal reconciliation of solar forecasts. Solar Energy, 251, 13-29. [doi] [code]
  18. 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]
  19. Tommaso Di Fonzo, Daniele Girolimetto (2022) Fully reconciled probabilistic GDP forecasts from Income and Expenditure sides. In A. Balzanella, M. Bini, C. Cavicchia, & R. Verde (Eds.), Book of Short Papers SIS 2022 (pp. 1376–1381). Pearson. [isbn] [arXiv]
  20. Tommaso Di Fonzo, Daniele Girolimetto (2022) Enhancements in cross-temporal forecast reconciliation, with an application to solar irradiance forecasts. Working paper. [arXiv]
  21. Luisa Bisaglia, Tommaso Di Fonzo, Daniele Girolimetto (2020) Fully reconciled GDP forecasts from Income and Expenditure sides. In A. Pollice, N. Salvati, & F. Schirripa Spagnolo (Eds.), Book of Short Papers SIS 2020 (pp. 951–956). Pearson. [isbn] [arXiv]
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