An Alternative Proof of Minimum Trace Reconciliation

Minimum trace reconciliation, developed by Wickramasuriya et al., 2019, is an innovation in the literature on forecast reconciliation. The proof, however, has a gap, and the idea is not easy to extend to more general situations. This paper fills the gap by providing an alternative proof based on the...

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Bibliographic Details
Published in:Forecasting
Main Authors: Sakai Ando, Futoshi Narita
Format: Article
Language:English
Published: MDPI AG 2024-06-01
Subjects:
Online Access:https://www.mdpi.com/2571-9394/6/2/25