Reproducibility materials for Variance reduction is not interval efficiency: a fixed-covariance construction and a controlled reanalysis of reconciled prediction intervals
Year: 2026
Type: dataset
Abstract: This record provides the R21 computational reproducibility materials for the associated study by Junhao Zhan, Wenjie Li and Jufeng Li. It includes analysis code, processed hierarchical data, data provenance, exact rational certificates, saved prediction and interval endpoints, numerical summaries, and instructions for verification and reproduction. The theoretical materials contain twelve exact rational witnesses for a fixed-covariance interval-width construction. The empirical materials cover Australian retail trade and TourismLarge. Multiple hierarchies, test windows, models and configurations are related evaluations rather than independent replications. The README distinguishes file-integrity verification, theoretical recomputation, endpoint rescoring and empirical retraining. The associated manuscript is unpublished. Original data sources:https://tsibbledata.tidyverts.org/reference/aus_retail.htmlhttps://nixtlaverse.nixtla.io/datasetsforecast/hierarchical.htmlOriginal code is licensed under MIT. Original documentation and original analysis results are licensed under CC BY 4.0. Third-party materials retain their applicable original terms; see THIRD_PARTY_NOTICES.md for the file-specific scope and source-data notices.
Authors: Zhan, Junhao, Li, Wenjie, Li, Jufeng
Institution: China University of Petroleum, East China
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7223658366