Sökning: "M3-Competition"

Hittade 2 uppsatser innehållade ordet M3-Competition.

1. 1. Rank-Based Selection Strategies for Forecast Combinations: An Evaluation Study

   Magister-uppsats, Lunds universitet/Statistiska institutionen

   Författare :Magnus Svensson; [2019]
   Nyckelord :time series forecasting; combining forecasts; forecast combination; M3-Competition; forecast accuracy; evaluation study; model confidence set; Mathematics and Statistics;

   Sammanfattning : This thesis evaluates four of the most popular methods for combining time series forecasts. One aspect that is often overlooked in the literature is the choice of which forecasts to include in a forecast combination. LÄS MER

3. 2. An Evaluation of Methods for Combining Univariate Time Series Forecasts

   Kandidat-uppsats, Lunds universitet/Statistiska institutionen

   Författare :Magnus Svensson; [2018]
   Nyckelord :time series forecasting; combining forecasts; M3-Competition; forecast accuracy; evaluation study; Mathematics and Statistics;

   Sammanfattning : This thesis presents and evaluates nineteen methods for combining up to eleven automated univariate forecasts. The evaluation is made by applying the methods on a dataset containing more than 1000 monthly time series. The accuracy of one period ahead forecasts is analyzed. Almost 3. LÄS MER