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This paper applies receiver operating characteristic (ROC) analysis to micro-level, monthly time series from the M3 … demand. Using the partial area under the ROC curve (PAUC) criterion as a forecast accuracy measure and paired …
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distributions. For this purpose, the paper introduces application of the receiver operating characteristic (ROC) framework, which … the most complex multivariate model is best for forecasting exceptional conditions, using ROC forecast accuracy measures. …
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The Theta model created a lot of interest in academic circles due to its surprising performance in the M3-competition. However, this interest was not followed by a large number of studies, with the exception of Hyndman and Billah in 2003. The present study discusses the advances in the model...
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