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Are forecasting competitions data representative of the reality?
16 references·14 citing·24 second hop
Are forecasting competitions data representative of the reality? (2019)Are forecasting competitions data represe…The M4 Competition: Results, findings, conclusion and way forward (2018)The M4 Competition: Results, …Visualising forecasting algorithm performance using time series instance spaces (2017)Visualising forecasting algor…Automatic time series forecasting: the forecast package for R (2017)Automatic time series forecas…Improving forecasting by estimating time series structural components across multiple frequencies (2014)Improving forecasting by esti…‘Horses for Courses’ in demand forecasting (2014)‘Horses for Courses’ in deman…The tourism forecasting competition (2010)The tourism forecasting compe…Automatic Time Series Forecasting: The forecast Package for R (2008)Automatic Time Series Forecas…Another look at measures of forecast accuracy (2006)Another look at measures of f…A state space framework for automatic forecasting using exponential smoothing methods (2002)A state space framework for a…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, …On the asymmetry of the symmetric MAPE (1999)On the asymmetry of the symme…Forecasting: Methods and Applications (1999)Forecasting: Methods and Appl…The M2-competition: A real-time judgmentally based forecasting study (1993)The M2-competition: A real-ti…Forecasting methods and applications (1993)Forecasting methods and appli…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Time Series and Regression Methods for Univariate Environmental Forecasting: An Empirical Evaluation (2022)Time Series and Regression Me…The future of forecasting competitions: Design attributes and principles (2022)The future of forecasting com…M5 accuracy competition: Results, findings, and conclusions (2022)M5 accuracy competition: Resu…Forecasting: theory and practice (2022)Forecasting: theory and pract…Forecast Selection and Representativeness (2022)Forecast Selection and Repres…The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting (2021)The Wisdom of the Data: Getti…RETRACTED ARTICLE: Intelligent Decision Support System for Business Forecasting Using Artificial Intelligence (2021)RETRACTED ARTICLE: Intelligen…Product sales probabilistic forecasting: An empirical evaluation using the M5 competition data (2021)Product sales probabilistic f…FFORMPP: Feature-based forecast model performance prediction (2021)FFORMPP: Feature-based foreca…Generalizing the Theta method for automatic forecasting (2020)Generalizing the Theta method…The M4 Competition: 100,000 time series and 61 forecasting methods (2019)The M4 Competition: 100,000 t…Predicting/hypothesizing the findings of the M4 Competition (2019)Predicting/hypothesizing the …Machine learning in M4: What makes a good unstructured model? (2019)Machine learning in M4: What …Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Statistical and Machine Learn…Principles of Forecasting (2001)Analysis of Financial Time Series (2006)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review and annotated bibliography (1990)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)The Combination of Forecasts (1969)Book Review: Time Series Analysis: Forecasting and Control (1977)Forecasting with artificial neural networks: (1998)Time series forecasting using a hybrid ARIMA and neural network model (2003)Exponential smoothing: The state of the art (1985)Forecasting at Scale (2017)Time Series Analysis Forecasting and Control. (1971)N-BEATS: Neural basis expansion analysis for interpretable time series forecasting (2019)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Forecast evaluation for data scientists: common pitfalls and best practices (2022)Fuzzy sets (1965)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)User Acceptance of Computer Technology: A Comparison of Two Theoretical Models (1989)Deep Learning for Time Series Forecasting: Tutorial and Literature Survey (2022)Forecast combinations: An over 50-year review (2022)To Explain or to Predict? (2010)
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References

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  • 2008Automatic Time Series Forecasting: The forecast Package for R3,665 cited
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  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
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  • 2000The theta model: a decomposition approach to forecasting513 cited
  • 1999On the asymmetry of the symmetric MAPE348 cited
  • 2010The tourism forecasting competition286 cited
  • 1993The M2-competition: A real-time judgmentally based forecasting study264 cited
  • 2014‘Horses for Courses’ in demand forecasting201 cited
  • 2014Improving forecasting by estimating time series structural components across multiple frequencies184 cited

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  • 2017Visualising forecasting algorithm performance using time series instance spaces157 cited
  • Cited by

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    • 2019The M4 Competition: 100,000 time series and 61 forecasting methods1,068 cited
    • 2022Forecasting: theory and practice1,041 cited
    • 2022M5 accuracy competition: Results, findings, and conclusions669 cited
    • 2022Time Series and Regression Methods for Univariate Environmental Forecasting: An Empirical Evaluation65 cited
    • 2020Generalizing the Theta method for automatic forecasting49 cited
    • 2019Machine learning in M4: What makes a good unstructured model?45 cited
    • 2021FFORMPP: Feature-based forecast model performance prediction42 cited
    • 2021Product sales probabilistic forecasting: An empirical evaluation using the M5 competition data39 cited
    • 2019Predicting/hypothesizing the findings of the M4 Competition34 cited
    • 2022The future of forecasting competitions: Design attributes and principles33 cited
    • 2021The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting29 cited
    • 2022Forecast Selection and Representativeness28 cited
    • 2021RETRACTED ARTICLE: Intelligent Decision Support System for Business Forecasting Using Artificial Intelligence8 cited