Generalizing the Theta method for automatic forecasting

Author:

Spiliotis EvangelosORCID,Assimakopoulos Vassilios,Makridakis Spyros

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference39 articles.

1. Golden rule of forecasting: Be conservative;Armstrong;Journal of Business Research,2015

2. A Successive Filtering Technique for Identifying Long- term Trends;Assimakopoulos;Journal of Forecasting,1995

3. The theta model: a decomposition approach to forecasting;Assimakopoulos;International Journal of Forecasting,2000

4. A combination selection algorithm on forecasting;Cang;European Journal of Operational Research,2014

5. The forecast combination puzzle: A simple theoretical explanation;Claeskens;International Journal of Forecasting,2016

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