M5 accuracy competition: Results, findings, and conclusions
- BusinessInternational Journal of Forecasting
Economic Forecasting: Some Lessons from Recent Research
- EconomicsSSRN Electronic Journal
The inventory performance of forecasting methods: Evidence from the M3 competition data
- Business, EconomicsInternational Journal of Forecasting
The M4 Competition: Results, findings, conclusion and way forward
- Computer ScienceInternational Journal of Forecasting
On the Evaluation of Hierarchical Forecasts
A thinking road-map and a practical guide to researchers and practitioners working on hierarchical forecasting problems about the scale and units of time series, the issue of sparsity, the decision context and the importance of multiple evaluation windows are provided.
Simple Versus Complex Forecasting: The Evidence
This article introduces this JBR Special Issue on simple versus complex methods in forecasting. Simplicity in forecasting requires that (1) method, (2) representation of cumulative knowledge, (3)…
A Multi-Factor Analysis of Forecasting Methods: A Study on the M4 Competition
The main goal of this study is to recognize the key elements of the contemporary forecasting methods, reveal what made them excel in the M4 competition, and eventually provide insights towards better understanding the forecasting task.
SHOWING 1-10 OF 42 REFERENCES
The accuracy of extrapolation (time series) methods: Results of a forecasting competition
The results of a forecasting competition are presented to provide empirical evidence about differences found to exist among the various extrapolative (time series) methods used in the competition.
Accuracy of Forecasting: An Empirical Investigation
In this study, the authors used 111 time series to examine the accuracy of various forecasting methods, particularly time-series methods. The study shows, at least for time series, whysome methods…
A comparative arima analysis of the 111 series of the makridakis competition
The 111 series of the Makridakis competition are used to address a number of questions pertaining to use of the Box–Jenkins technique. The ARIMA models developed are compared to the ARIMA models…
Experience with Forecasting Univariate Time Series and the Combination of Forecasts
A number of procedures for forecasting a time series from its own current and past values are surveyed. Forecasting performances of three methodsBox-Jenkins, Holt-Winters and stepwise…