Properties of the reconciled distributions for Gaussian and count forecasts
高斯与计数预测经协调后的分布性质
Reconciliation enforces coherence between hierarchical forecasts, in order to satisfy a set of linear constraints. While most works focus on the reconciliation of the point forecasts, we consider probabilistic reconciliation and we analyze the properties of the distributions reconciled via conditioning. We provide a formal analysis of the variance of the reconciled distribution, treating separately the case of Gaussian forecasts and count forecasts. We also study the…