RoME in general reconciliation
Background: The reconciliation process is a post-forecasting procedure that adjusts base forecasts to ensure coherence with a system of linear constraints, applicable to HTS and more general linearly constrained multiple time series systems.
Question / Future Work: Investigating the application of the proposed RoME method within the more general forecast reconciliation framework, which extends beyond strictly cross-sectional HTS to include temporal or cross-temporal problems, is an important analytical extension.
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- 2026-03-27T14:08:29Z