An evaluation of forecasting methods and forecast combination methods in goods management systems

In this paper we use 4 different time series models to forecast sales in a goods management system. We use a variety of forecast combining techniques and measure the forecast quality by applying symmetric and asymmetric forecast quality measures. Simple, rank-, and criteria-based combining methods lead to an improvement of the individual time series models.

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Year of publication:	1999
Authors:	Schneider, Carsten ; Klapper, Matthias ; Wenzel, Thomas
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Marktforschung \| Prognoseverfahren \| Theorie \| ARX forecasts \| dynamic linear model \| combination of forecasts \| goods management system \| asymmetric loss function

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Series:	Technical Report ; 1999,31
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	767880315 [GVK] hdl:10419/77356 [Handle] RePEc:zbw:sfb475:199931 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316699