Kourentzes, Nikolaos; Petropoulos, Fotios; Trapero, Juan R. - In: International Journal of Forecasting 30 (2014) 2, pp. 291-302
Identifying the most appropriate time series model to achieve a good forecasting accuracy is a challenging task. We propose a novel algorithm that aims to mitigate the importance of model selection, while increasing the accuracy. Multiple time series are constructed from the original time...