Models for optimising the theta method and their relationship to state space models
Jose A. Fiorucci, Tiago R. Pellegrini, Francisco Louzada, Fotios Petropoulos, Anne B. Koehler
| Year of publication: |
October-December 2016
|
|---|---|
| Authors: | Fiorucci, Jose A. ; Pellegrini, Tiago R. ; Louzada, Francisco ; Petropoulos, Fotios ; Koehler, Anne B. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 4, p. 1151-1161
|
| Subject: | Time series forecasting | Theta method | State Space Models | M3-Competition | Combination | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011622119