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.
  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.
  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.
  4. Daniele Girolimetto, Tommaso Di Fonzo (2025) FoCo2: Coherent Forecast Combination for Linearly Constrained Multiple Time Series. CRAN.
  5. Daniele Girolimetto, Tommaso Di Fonzo (2025) FoReco: Point Forecast Reconciliation. CRAN.
  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.
  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.
  9. Daniele Girolimetto, Tommaso Di Fonzo (2024) Coherent forecast combination for linearly constrained multiple time series. Working paper.
  10. Daniele Girolimetto, Tommaso Di Fonzo (2024) Insights into regression-based cross-temporal forecast reconciliation. Working paper.
  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.
  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.
  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.
  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).
  15. Tommaso Di Fonzo, Daniele Girolimetto (2024) Forecast combination based forecast reconciliation: insights and extensions. International Journal of Forecasting, 40(2), 490-514.
  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.
  17. Tommaso Di Fonzo, Daniele Girolimetto (2023) Spatio-temporal reconciliation of solar forecasts. Solar Energy, 251, 13-29.
  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.
  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.
  20. Tommaso Di Fonzo, Daniele Girolimetto (2022) Enhancements in cross-temporal forecast reconciliation, with an application to solar irradiance forecasts. Working paper.
  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.
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