Some forecasting principles from the M4 competition
Year of publication: |
January 9, 2019
|
---|---|
Authors: | Castle, Jennifer ; Doornik, Jurgen A. ; Hendry, David F. |
Publisher: |
Oxford, United Kingdom : Nuffield College, University of Oxford |
Subject: | Automatic forecasting | Calibration | Prediction intervals | Regression | M4 | Seasonality | Software | Time series | Unit roots | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Regressionsanalyse | Regression analysis |
-
Doornik, Jurgen A., (2020)
-
Time series forecasting using a moving average model for extrapolation of number of tourist
Ivanovski, Zoran, (2018)
-
Chattopadhyay, Manojit, (2019)
- More ...
-
Selecting a model for forecasting
Castle, Jennifer, (2021)
-
Evaluating automatic model selection
Castle, Jennifer, (2011)
-
Model selection when there are multiple breaks
Castle, Jennifer, (2012)
- More ...