Forecast with forecasts: diversity matters

DOI10.1016/J.EJOR.2021.10.024zbMath1506.62377arXiv2012.01643OpenAlexW3205207421MaRDI QIDQ2140152

Yanyan Li

Publication date: 20 May 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.01643

zbMATH Keywords

forecastingempirical evaluationforecast combinationprediction intervalsforecast diversity

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• forecast
• Forecast
• XGBoost
• tsfresh
• FFORMA
• tsfeatures

Cites Work

• Combining ranked mean value forecasts
• Measures of diversity in classifier ensembles and their relationship with the ensemble accuracy
• Review of guidelines for the use of combined forecasts
• Supply chain forecasting when information is not shared
• An improved forecasting approach to reduce inventory levels in decentralized supply chains
• Generalizing the Theta method for automatic forecasting
• A combination selection algorithm on forecasting
• `Horses for courses' in demand forecasting
• Ensemble approaches for regression
• Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
• Forecaster Diversity and the Benefits of Combining Forecasts
• GRATIS: GeneRAting TIme Series with diverse and controllable characteristics
• Strictly Proper Scoring Rules, Prediction, and Estimation

This page was built for publication: Forecast with forecasts: diversity matters