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Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy
10 references·13 citing·30 second hop
Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy (2002)Shrinkage estimators of time series seaso…Forecasting seasonals and trends by exponentially weighted moving averages (2004)Forecasting seasonals and tre…The theta model: a decomposition approach to forecasting (2000)The theta model: a decomposit…The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Forecasting: Methods and Applications (1999)Forecasting: Methods and Appl…Forecasting methods and applications (1993)Forecasting methods and appli…Long-range forecasting (1986)Long-range forecastingForecasting Trends in Time Series (1985)Forecasting Trends in Time Se…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Long-Range Forecasting. (1979)Long-Range Forecasting.Box-Jenkins Seasonal Forecasting: Problems in a Case-Study (1973)Box-Jenkins Seasonal Forecast…Portfolio design for home healthcare devices production using a new data-driven optimization methodology (2023)Portfolio design for home hea…A state-dependent M/M/1 queueing location-allocation model for vaccine distribution using metaheuristic algorithms (2023)A state-dependent M/M/1 queue…International Passenger Traffic at the Hellenic Airports: Impact of the COVID-19 Pandemic and Mid-Term Forecasting (2022)International Passenger Traff…Improving the forecasting performance of temporal hierarchies (2019)Improving the forecasting per…Objectivity, reproducibility and replicability in forecasting research (2018)Objectivity, reproducibility …Forecasting with a hybrid method utilizing data smoothing, a variation of the Theta method and shrinkage of seasonal factors (2018)Forecasting with a hybrid met…Forecasting methods and principles: Evidence-based checklists (2018)Forecasting methods and princ…Advances in Statistical Forecasting Methods: An Overview (2018)Advances in Statistical Forec…Demand forecasting: evidence-based methods (2017)Demand forecasting: evidence-…The Status of Budget Forecasting (2016)The Status of Budget Forecast…Reproducibility in forecasting research (2014)Reproducibility in forecastin…25 Years of Iif Time Series Forecasting: A Selective Review (2005)25 Years of Iif Time Series F…Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program (2004)Damping seasonal factors: Shr…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review and annotated bibliography (1990)The tourism forecasting competition (2010)Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction (2011)Forecast combinations: An over 50-year review (2022)The Combination of Forecasts (1969)Time Series Analysis: Forecasting and Control (1977)Exponential smoothing: The state of the art (1985)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Comparing the Box-Jenkins Approach with the Exponentially Smoothed Forecasting Model Application to Hawaii Tourists (1975)Time‐series analysis supported by power transformations (1993)The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting (1995)Improving forecasting for telemarketing centers by ARIMA modeling with intervention (1998)Forecasting and inventory performance in a two-stage supply chain with ARIMA(0,1,1) demand: Theory and empirical analysis (2011)Advances in Forecasting under Instability (2013)25 years of time series forecasting (2006)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Holt-Winters Forecasting: Some Practical Issues (1988)Exponential smoothing with a damped multiplicative trend (2003)World Soybean Production: Area Harvested, Yield, and Long-Term Projections (2009)A comparison of extrapolation models on yearly sales forecasts (1986)An integrative approach to tourism demand forecasting (1995)Forecasting seasonal time series with computational intelligence: On recent methods and the potential of their combinations (2012)Improved supply chain management based on hybrid demand forecasts (2005)Can Google data improve the forecasting performance of tourist arrivals? Mixed-data sampling approach (2014)Findings from evidence-based forecasting: Methods for reducing forecast error (2006)Illusions in regression analysis (2012)A systematic assessment of rigor in information systems ranking-type Delphi studies (2013)
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References

  • 1993Forecasting methods and applications2,393 cited
  • 2000The M3-Competition: results, conclusions and implications1,700 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1999Forecasting: Methods and Applications626 cited
  • 2000The theta model: a decomposition approach to forecasting507 cited
  • 1985Forecasting Trends in Time Series399 cited
  • 2004Forecasting seasonals and trends by exponentially weighted moving averages259 cited
  • 1973Box-Jenkins Seasonal Forecasting: Problems in a Case-Study214 cited
  • 1979Long-Range Forecasting.203 cited
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Cited by

  • 200525 Years of Iif Time Series Forecasting: A Selective Review61 cited
  • 2004Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program50 cited
  • 2014Reproducibility in forecasting research47 cited
  • 2018Forecasting methods and principles: Evidence-based checklists43 cited
  • 2017Demand forecasting: evidence-based methods40 cited
  • 2016The Status of Budget Forecasting

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39 cited
  • 2018Objectivity, reproducibility and replicability in forecasting research38 cited
  • 2019Improving the forecasting performance of temporal hierarchies36 cited
  • 2018Advances in Statistical Forecasting Methods: An Overview34 cited
  • 2018Forecasting with a hybrid method utilizing data smoothing, a variation of the Theta method and shrinkage of seasonal factors33 cited
  • 2023A state-dependent M/M/1 queueing location-allocation model for vaccine distribution using metaheuristic algorithms20 cited
  • 2022International Passenger Traffic at the Hellenic Airports: Impact of the COVID-19 Pandemic and Mid-Term Forecasting15 cited
  • 2023Portfolio design for home healthcare devices production using a new data-driven optimization methodology9 cited