The Theta model created a lot of interest in academic circles due to its surprisingly good performance in the M3 … 2003. In addition, the Theta model performance has not been tested on a large dataset of non-demand forecasting series, nor … presents some empirical results on the application of the Theta model for forecasting the evolution of the S&P500 index, both …

properties and performance of the Theta model, and potentially explain its very good performance in the M3 forecasting … ARIMA(1,1,0) model. Furthermore, we illustrate how the Theta model can be generalized to include local behavior in two …

The Theta model created a lot of interest in academic circles due to its surprising performance in the M3-competition … insights into the research question: “Is the Theta model just a special case of Simple Exponential Smoothing with drift (SES …-d)?” If we do not use equally weighted extrapolations of two specific Theta Lines, L(T=0) and L(T=2) in the Theta model then …

variation of the Theta model on a time series composed of the daily values of mutual funds. The proposed models are simple and …

variation of the Theta model on a time series composed of the daily values of mutual funds. The proposed models are simple and …