Forecast combination is a well-established and well-tested approach for improving the forecasting accuracy. One beneficial strategy is to use constituent forecasts that have diverse information. In this paper we consider the idea of diversity being accomplished by using different time...

In this work we introduce the forecasting model with which we participated in the NN5 forecasting competition (the forecasting of 111 time series representing daily cash withdrawal amounts at ATM machines). The main idea of this model is to utilize the concept of forecast combination, which has...

Forecast combination is a well-established and well-tested approach for improving the forecasting accuracy. One beneficial strategy is to use constituent forecasts that have diverse information. In this paper we consider the idea of diversity being accomplished by using different time...

In this work we introduce the forecasting model with which we participated in the NN5 forecasting competition (the forecasting of 111 time series representing daily cash withdrawal amounts at ATM machines). The main idea of this model is to utilize the concept of forecast combination, which has...

In this paper we propose a Bayesian forecasting approach for Holt's additive exponential smoothing method. Starting from the state space formulation, a formula for the forecast is derived and reduced to a two-dimensional integration that can be computed numerically in a straightforward way. In...

In this paper, we consider the problem of missing data, and develop an ensemble-network model for handling the missing data. The proposed method is based on utilizing the inherent uncertainty of the missing records in generating diverse training sets for the ensemble's networks. Specifically we...

In this paper, a novel algorithm is proposed for sampling from discrete probability distributions using the probability proportional to size sampling method, which is a special case of Quota sampling method. The motivation for this study is to devise an efficient sampling algorithm that can be...