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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.
Year of publication:
1999
Authors: Schneider, Carsten ; Klapper, Matthias ; Wenzel, Thomas
Institutions: Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject: ARX forecasts | dynamic linear model | combination of forecasts | goods management system | asymmetric loss function
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application/pdf
Series:
Type of publication: Book / Working Paper
Notes:
Number 1999,31
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Persistent link: https://www.econbiz.de/10010955418
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