Search Results - subject:"Theta method"

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The structural Theta method and its predictive performance in the M4-Competition

Sbrana, Giacomo; Silvestrini, Andrea - 2024

Persistent link: https://www.econbiz.de/10014633782

The RWDAR model : a novel state-space approach to forecasting

Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of forecasting 39 (2023) 2, pp. 922-937

Persistent link: https://www.econbiz.de/10014465165

Generalizing the Theta method for automatic forecasting

Spiliotis, Evangelos; Assimakopoulos, V.; Makridakis, … - In: European journal of operational research : EJOR 284 (2020) 2, pp. 550-558

Persistent link: https://www.econbiz.de/10012238739

A simple combination of univariate models

Petropoulos, Fotios; Svetunkov, Ivan - In: International journal of forecasting 36 (2020) 1, pp. 110-115

Persistent link: https://www.econbiz.de/10012406060

Forecasting multivariate time series with the Theta Method

Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - Bangor Business School, Bangor University - 2013

In this study building on earlier work on the properties and performance of the univariate Theta method for a unit root … series, (b) investigate the conditions for which the multivariate Theta method is expected to forecast better than the … method for vector forecasting; furthermore it provides the motivation for further investigation of the multivariate Theta …

Persistent link: https://www.econbiz.de/10010836974

Models for optimising the theta method and their relationship to state space models

Fiorucci, Jose A.; Pellegrini, Tiago R.; Louzada, Francisco - In: International journal of forecasting 32 (2016) 4, pp. 1151-1161

Persistent link: https://www.econbiz.de/10011622119

Forecasting multivariate time series with the Theta method

Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - In: Journal of forecasting 34 (2015) 3, pp. 220-229

Persistent link: https://www.econbiz.de/10011305253

Empirical heuristics for improving intermittent demand forecasting

Petropoulos, Fotios; Nikolopoulos, Konstantinos; … - In: Industrial Management & Data Systems 113 (2013) 5, pp. 683-696

Purpose – Intermittent demand appears sporadically, with some time periods not even displaying any demand at all. Even so, such patterns constitute considerable proportions of the total stock in many industrial settings. Forecasting intermittent demand is a rather difficult task but of...

Persistent link: https://www.econbiz.de/10014824463