Automatic identification of time series features for rule-based forecasting
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- Vokurka, Robert J. & Flores, Benito E. & Pearce, Stephen L., 1996. "Automatic feature identification and graphical support in rule-based forecasting: a comparison," International Journal of Forecasting, Elsevier, vol. 12(4), pages 495-512, December.
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"Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations,"
Management Science, INFORMS, vol. 38(10), pages 1394-1414, October.
- Fred Collopy & JS Armstrong, 2004. "Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations," General Economics and Teaching 0412004, University Library of Munich, Germany.
- Everette S. Gardner, 1999. "Note: Rule-Based Forecasting vs. Damped-Trend Exponential Smoothing," Management Science, INFORMS, vol. 45(8), pages 1169-1176, August.
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- Armstrong, J. Scott & Collopy, Fred, 1992. "Error measures for generalizing about forecasting methods: Empirical comparisons," International Journal of Forecasting, Elsevier, vol. 8(1), pages 69-80, June.
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Citations
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Cited by:
- Anton Antonov GERUNOV, 2016.
"Automating Analytics: Forecasting Time Series in Economics and Business,"
Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 340-349, June.
- Gerunov, Anton, 2016. "Automating Analytics: Forecasting Time Series in Economics and Business," MPRA Paper 71010, University Library of Munich, Germany.
- Robert Fildes & Gary Madden & Joachim Tan, 2007.
"Optimal forecasting model selection and data characteristics,"
Applied Financial Economics, Taylor & Francis Journals, vol. 17(15), pages 1251-1264.
- Fildes, Robert & Madden, Gary & Tan, Joachim, 2007. "Optimal forecasting model selection and data characteristics," MPRA Paper 10819, University Library of Munich, Germany.
- Kang, Yanfei & Spiliotis, Evangelos & Petropoulos, Fotios & Athiniotis, Nikolaos & Li, Feng & Assimakopoulos, Vassilios, 2021. "Déjà vu: A data-centric forecasting approach through time series cross-similarity," Journal of Business Research, Elsevier, vol. 132(C), pages 719-731.
- Armstrong, J. Scott, 2006. "Findings from evidence-based forecasting: Methods for reducing forecast error," International Journal of Forecasting, Elsevier, vol. 22(3), pages 583-598.
- Thiyanga S. Talagala & Feng Li & Yanfei Kang, 2019. "Feature-based Forecast-Model Performance Prediction," Monash Econometrics and Business Statistics Working Papers 21/19, Monash University, Department of Econometrics and Business Statistics.
- Thomassey, Sebastien & Happiette, Michel & Castelain, Jean Marie, 2005. "A short and mean-term automatic forecasting system--application to textile logistics," European Journal of Operational Research, Elsevier, vol. 161(1), pages 275-284, February.
- Fildes, Robert & Petropoulos, Fotios, 2015. "Simple versus complex selection rules for forecasting many time series," Journal of Business Research, Elsevier, vol. 68(8), pages 1692-1701.
- Fildes, Robert & Petropoulos, Fotios, 2013. "An evaluation of simple forecasting model selection rules," MPRA Paper 51772, University Library of Munich, Germany.
- Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
- Manuel R. Arahal & Manuel G. Ortega & Manuel G. Satué, 2021. "Chiller Load Forecasting Using Hyper-Gaussian Nets," Energies, MDPI, vol. 14(12), pages 1-15, June.
- Adya, Monica & Armstrong, J. Scott & Collopy, Fred & Kennedy, Miles, 2000. "An application of rule-based forecasting to a situation lacking domain knowledge," International Journal of Forecasting, Elsevier, vol. 16(4), pages 477-484.
- Edward J. Lusk, 2019. "Time Series Forecasting in Stock Trading Markets: The Turning Point Curiosity," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 8(4), pages 01-16, July.
- Petropoulos, Fotios & Makridakis, Spyros & Assimakopoulos, Vassilios & Nikolopoulos, Konstantinos, 2014. "‘Horses for Courses’ in demand forecasting," European Journal of Operational Research, Elsevier, vol. 237(1), pages 152-163.
- Makridakis, Spyros & Hyndman, Rob J. & Petropoulos, Fotios, 2020. "Forecasting in social settings: The state of the art," International Journal of Forecasting, Elsevier, vol. 36(1), pages 15-28.
- Fotios Petropoulos & Enno Siemsen, 2023. "Forecast Selection and Representativeness," Management Science, INFORMS, vol. 69(5), pages 2672-2690, May.
- Talagala, Thiyanga S. & Li, Feng & Kang, Yanfei, 2022. "FFORMPP: Feature-based forecast model performance prediction," International Journal of Forecasting, Elsevier, vol. 38(3), pages 920-943.
- Arvan, Meysam & Fahimnia, Behnam & Reisi, Mohsen & Siemsen, Enno, 2019. "Integrating human judgement into quantitative forecasting methods: A review," Omega, Elsevier, vol. 86(C), pages 237-252.
- JS Armstrong, 2004.
"Forecasting for Environmental Decision Making,"
General Economics and Teaching
0412023, University Library of Munich, Germany.
- J. S. Armstrong, 2005. "Forecasting for Environmental Decision Making," General Economics and Teaching 0502017, University Library of Munich, Germany.
- Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos, 2018. "Meta-learning how to forecast time series," Monash Econometrics and Business Statistics Working Papers 6/18, Monash University, Department of Econometrics and Business Statistics.
- Manuel Bern & Edward Lusk, 2020. "The Reduced Rules Rule Based Forecasting Decision Support System: Details and Functionalities: An Audit Context," Accounting and Finance Research, Sciedu Press, vol. 9(3), pages 1-13, August.
- Han, Weiwei & Wang, Xun & Petropoulos, Fotios & Wang, Jing, 2019. "Brain imaging and forecasting: Insights from judgmental model selection," Omega, Elsevier, vol. 87(C), pages 1-9.
- James W. Taylor, 2004. "Smooth transition exponential smoothing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(6), pages 385-404.
- Graff, Mario & Peña, Rafael & Medina, Aurelio & Escalante, Hugo Jair, 2014. "Wind speed forecasting using a portfolio of forecasters," Renewable Energy, Elsevier, vol. 68(C), pages 550-559.
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