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Bayesian Forecasting Methods for Short Time Series

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  • Enrique de Alba
  • Manuel Mendoza

Abstract

This article by Enrique de Alba and Manuel Mendoza extends Foresight’s previous coverage of methods for forecasting seasonal data when the historical series is short (less than 2-3 years of data). The authors describe and illustrate a Bayesian method for seasonal data and show that it can outperform traditional time series methods for short time series. Copyright International Institute of Forecasters, 2007

Suggested Citation

  • Enrique de Alba & Manuel Mendoza, 2007. "Bayesian Forecasting Methods for Short Time Series," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 8, pages 41-44, Fall.
    • Handle: RePEc:for:ijafaa:y:2007:i:8:p:41-44
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    Cited by:

    1. Muñoz Negrón, David F. & Muñoz Medina, Diego F., 2009. "Bayesian Forecastings For Automobile Parts Using Stochastic Simulation," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 14(27), pages 7-20.
    2. Kirshners Arnis & Borisov Arkady, 2012. "A Comparative Analysis of Short Time Series Processing Methods," Information Technology and Management Science, Sciendo, vol. 15(1), pages 65-69, December.

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