Improving forecasting by estimating time series structural components across multiple frequencies

International Journal of Forecasting

Volumn 30, Issue 2, 2014, Pages 291-302

  Kourentzes, Nikolaos ^a   Petropoulos, Fotios ^a   Trapero, Juan R ^b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF CASTILLA LA MANCHA   (Spain)

Author keywords

Aggregation; Combining forecasts; ETS; Exponential smoothing; M3 Competition; MAPA

Indexed keywords

EID: 84891130745     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2013.09.006     Document Type: Article

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