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FFORMPP: Feature-based forecast model performance prediction · Study

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ArticleFFORMPP: Feature-based forecast model performance prediction

Thiyanga S. Talagala2021

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Articlegreen2021

FFORMPP: Feature-based forecast model performance prediction

Thiyanga S. Talagala · Feng Li · Yanfei Kang

42 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Stock Market Forecasting Methods Time Series Analysis and Forecasting

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References

2006Another look at measures of forecast accuracy 2008Automatic Time Series Forecasting: The forecast Package for R 2000Out-of-sample tests of forecasting accuracy: an analysis and review 2018The M4 Competition: Results, findings, conclusion and way forward 2005Persistence in forecasting performance and conditional combination strategies 2019FFORMA: Feature-based forecast model averaging 2007Rule-based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations 2010Meta-learning for time series forecasting and forecast combination

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Details

Year2021

Typearticle

Published2021-08-08

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations42

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.ijforecast.2021.07.002

openalex_workW2970876609

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