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Combining exponential smoothing forecasts using Akaike weights
16 references·9 citing·28 second hop
Combining exponential smoothing forecasts using Akaike weights (2010)Combining exponential smoothing forecasts…Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (2011)Forecasting Time Series With …Forecasting with Exponential Smoothing : The State Space Approach (2008)Forecasting with Exponential …Exponential smoothing: The state of the art—Part II (2006)Exponential smoothing: The st…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…A state space framework for automatic forecasting using exponential smoothing methods (2002)A state space framework for a…The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Out-of-sample tests of forecasting accuracy: an analysis and review (2000)Out-of-sample tests of foreca…Forecasting: Methods and Applications (1999)Forecasting: Methods and Appl…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Forecasting methods and applications (1993)Forecasting methods and appli…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Empirical Model-Building and Response Surfaces. (1988)Empirical Model-Building and …Empirical Model Building and Response Surfaces (1988)Empirical Model Building and …The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…EcoForecast: An interpretable data-driven approach for short-term macroeconomic forecasting using N-BEATS neural network (2022)EcoForecast: An interpretable…Complex exponential smoothing (2022)Complex exponential smoothingUnderstanding forecast reconciliation (2021)Understanding forecast reconc…Support System for Trading in Exchange Market by Distributional Forecasting Model (2019)Support System for Trading in…Selection of Value at Risk Models for Energy Commodities (2018)Selection of Value at Risk Mo…Another look at forecast selection and combination: Evidence from forecast pooling (2018)Another look at forecast sele…The impact of special days in call arrivals forecasting: A neural network approach to modelling special days (2016)The impact of special days in…Distributions of forecasting errors of forecast combinations: Implications for inventory management (2016)Distributions of forecasting …Forecasting with multivariate temporal aggregation: The case of promotional modelling (2015)Forecasting with multivariate…Expert judgment: Some necessary conditions and an example. (1974)25 years of time series forecasting (2006)Chapter 4 Forecast Combinations (2006)Statistics for Experimenters (1979)Response Surfaces: Designs and Analyses (1997)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Explaining Fixed Effects: Random Effects Modeling of Time-Series Cross-Sectional and Panel Data (2014)The Combination of Forecasts (1969)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Forecasting Stock Returns (2013)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Time Series Analysis: Forecasting and Control (1977)Another look at measures of forecast accuracy (2006)Automatic Time Series Forecasting: The forecast Package for R (2008)Forecasting Destination Weekly Hotel Occupancy with Big Data (2016)Structural combination of seasonal exponential smoothing forecasts applied to load forecasting (2018)Forecasting: theory and practice (2022)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Exponential smoothing: The state of the art (1985)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)A new metric of absolute percentage error for intermittent demand forecasts (2016)The M4 Competition: 100,000 time series and 61 forecasting methods (2019)Three-level meta-analysis of dependent effect sizes (2012)A Review on Global Sensitivity Analysis Methods (2015)Handbook of Economic Forecasting (2013)
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References

  • 1988Empirical Model Building and Response Surfaces5,235 cited
  • 1993Forecasting methods and applications2,393 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1988Empirical Model-Building and Response Surfaces.1,894 cited
  • 2000The M3-Competition: results, conclusions and implications1,700 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2002A state space framework for automatic forecasting using exponential smoothing methods1,074 cited
  • 2011Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing1,055 cited
  • 2000Out-of-sample tests of forecasting accuracy: an analysis and review1,014 cited
  • 2006Exponential smoothing: The state of the art—Part II953 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
  • 2008Forecasting with Exponential Smoothing : The State Space Approach

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818 cited
  • 1999Forecasting: Methods and Applications626 cited
  • Cited by

    • 2018Another look at forecast selection and combination: Evidence from forecast pooling107 cited
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    • 2015Forecasting with multivariate temporal aggregation: The case of promotional modelling98 cited
    • 2018Selection of Value at Risk Models for Energy Commodities75 cited
    • 2021Understanding forecast reconciliation70 cited
    • 2019Support System for Trading in Exchange Market by Distributional Forecasting Model49 cited
    • 2022EcoForecast: An interpretable data-driven approach for short-term macroeconomic forecasting using N-BEATS neural network47 cited
    • 2016The impact of special days in call arrivals forecasting: A neural network approach to modelling special days47 cited
    • 2022Complex exponential smoothing37 cited