Forecasting with the Theta Method

DOI10.1002/9781119320784MaRDI QIDQ4631558zbMATH OpenOpenAlexFDO

Authors Kostas I. Nikolopoulos, Dimitrios Thomakos

Publication date 9 April 2019

Full work available at URL https://doi.org/10.1002/9781119320784

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics (62Pxx)

Recommendations

• Forecasting multivariate time series with the theta method
• Generalizing the Theta method for automatic forecasting
• Fathoming the theta method for a unit root process
• COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
• The Dynamics of the Theta Method
• scientific article; zbMATH DE number 430529
• scientific article; zbMATH DE number 1534466

Cited in

(9)

• We need to talk about intermittent demand forecasting
• Generalizing the Theta method for automatic forecasting
• Forecasting multivariate time series with the theta method
• Fathoming the theta method for a unit root process
• Forecasting and Analytics with the Augmented Dynamic Adaptive Model (ADAM)
• Theta models for daily pandemic data
• Half-drift forecasting for random walks
• Theta method to approximate fixed points of nonexpansive multimaps in Banach spaces
• Forecasting human development with an improved theta method based on forecast combination

Describes a project that uses

Uses Software

• R
• Excel

This page was built for publication: Forecasting with the Theta Method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4631558)