Professor Rob J Hyndman: Ten years of forecast reconciliation

[@bastianabaleiv]

What a gem, professor Hyndman is the MVP

[@axeltorbenson8533]

This is a great talk! Thanks for posting this

[@paulperrin7650]

I loved the talk. I am very interested in hearing more about making Fable reconciliation on par with HTS in terms of computational efficiency. Also, I would love a non-negative constraint method added to the Fable reconciliation function. Does anyone have a link to the non-Negative Cross Temporal Forecast Reconciliation talk mentioned at the end of this video?

[@IIForecasters]

There was a talk given at ISF 2022 entitled Tools for forecast reconciliation: the R package FoReco by Daniele Girolimetto which might assist with your inquiry. I found this reference as well: cran.r-project.org/web/packages/FoReco/FoReco.pdf.

[@bibinmjose]

What’s the difference between matrix S and S’. Is it S_transpose

[@karimb.]

Yes!