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Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo; Hyndman, Rob J. - In: International journal of forecasting 37 (2021) 4, pp. 1632-1653
Persistent link: https://www.econbiz.de/10013274324
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FFORMA : feature-based forecast model averaging
Montero-Manso, Pablo; Athanasopoulos, George; Hyndman, … - In: International journal of forecasting 36 (2020) 1, pp. 86-92
Persistent link: https://www.econbiz.de/10012405965
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A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea; Galvão, Ana Beatriz C.; Kapetanios, … - In: International journal of forecasting 35 (2019) 4, pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
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An accurate and fully-automated ensemble model for weekly time series forecasting
Godahewa, Rakshitha; Bergmeir, Christoph; Webb, Geoffrey I. - In: International journal of forecasting 39 (2023) 2, pp. 641-658
Persistent link: https://www.econbiz.de/10014465078