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README.md

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README

Code for paper Optimal reconciliation with immutable forecasts (by Bohan Zhang, Yanfei Kang, Anastasios Panagiotelis and Feng Li, 2023, appeared in European Journal of Operational Research)

  • simulation contains code for MC simulations in Section 4 of the paper.

  • wikipedia contains the Wikipedia page views dataset used in Section 6 and code for reproducing the results.

    Rsciprt wikipedia/wikipedia.R

Please feel free to submit an issue if any unexpected errors are reported.