MAPA

Multiple Aggregation Prediction Algorithm

Fotios Petropoulos, Nikolaos Kourentzes

Last update: 16 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.0.5, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9.1, 1.9, 2.0.1, 2.0.2, 2.0.4, 2.0.6

Description

Functions and wrappers for using the Multiple Aggregation Prediction Algorithm (MAPA) for time series forecasting. MAPA models and forecasts time series at multiple temporal aggregation levels, thus strengthening and attenuating the various time series components for better holistic estimation of its structure. For details see Kourentzes et al. (2014) <doi:10.1016/j.ijforecast.2013.09.006>.

Cites work

Improving forecasting by estimating time series structural components across multiple frequencies