Bayesian Forecasting Methods for Short Time Series

This article by Enrique de Alba and Manuel Mendoza extends Foresight’s previous coverage of methods for forecasting seasonal data when the historical series is short (less than 2-3 years of data). The authors describe and illustrate a Bayesian method for seasonal data and show that it can outperform traditional time series methods for short time series. Copyright International Institute of Forecasters, 2007

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Year of publication:	2007
Authors:	Alba, Enrique de ; Mendoza, Manuel
Published in:	Foresight: The International Journal of Applied Forecasting. - International Institute of Forecasters - IIF. - 2007, 8, p. 41-44
Publisher:	International Institute of Forecasters - IIF

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005429883