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The Theta Method

Author

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  • Fotios Petropoulos
  • Konstantinos Nikolopoulos

Abstract

In this, Foresight's newest forecasting-methods tutorial, we offer a step-by-step description of Theta, the top-performing method in the M3 Competition. Foresight's Forecasting Support Systems Editor, Fotios Petropoulos, and Kostas Nikolopoulos-one of the creators of Theta-demonstrate how the methodology can be applied in practice. Copyright International Institute of Forecasters, 2017

Suggested Citation

  • Fotios Petropoulos & Konstantinos Nikolopoulos, 2017. "The Theta Method," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 46, pages 11-17, Summer.
    • Handle: RePEc:for:ijafaa:y:2017:i:46:p:11-17
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    Cited by:

    1. Sbrana, Giacomo & Silvestrini, Andrea, 2023. "The RWDAR model: A novel state-space approach to forecasting," International Journal of Forecasting, Elsevier, vol. 39(2), pages 922-937.
    2. Fotios Petropoulos & Evangelos Spiliotis, 2021. "The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting," Forecasting, MDPI, vol. 3(3), pages 1-20, June.

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