Generalizing the Theta method for automatic forecasting

DOI10.1016/J.EJOR.2020.01.007MaRDI QIDQ2178076zbMATH OpenOpenAlexWikidataFDO

Authors Evangelos Spiliotis, Vassilios Assimakopoulos, Spyros Makridakis

Publication date 7 May 2020

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2020.01.007

zbMATH Keywords

forecastingtime seriesautomatic model selectionTheta methodM competitions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3984294 (Why is no real title available?)
• A combination selection algorithm on forecasting
• ABC inventory classification with multiple-criteria using weighted linear optimization
• Exploring the sources of uncertainty: why does bagging for time series forecasting work?
• Fathoming the theta method for a unit root process
• Forecasting daily supermarket sales using exponentially weighted quantile regression
• Forecasting for big data: does suboptimality matter?
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Supply chain forecasting: theory, practice, their gap and the future
• `Horses for courses' in demand forecasting

Cited in

(8)

• Updated DTW+K-Means approach with LSTM and ARIMA-type models for Core Inflation forecasting
• Frequency-based ensemble forecasting model for time series forecasting
• Metalearning of time series: an approximate dynamic programming approach
• AA-forecast: anomaly-aware forecast for extreme events
• Theta models for daily pandemic data
• Forecast with forecasts: diversity matters
• Probabilistic Time Series Forecasts with Autoregressive Transformation Models
• Forecasting with the Theta Method

Describes a project that uses

Uses Software

• Forecast
• forecast

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