Nothing Special   »   [go: up one dir, main page]
create a website
Split-then-Combine simplex combination and selection of forecasters. (2020). Arroyo, Antonio Martin ; Martinarroyo, Antonio ; de Juan, Aranzazu .
In: Papers.
RePEc:arx:papers:2012.11935.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 19

References cited by this document

Cocites: 26

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Aitchison, J. (1982) The statistical analysis of compositional data (with discussion). J. R. Statist. Soc. B, 44, 139–177.
    Paper not yet in RePEc: Add citation now
  2. Aitchison, J. (1986) The statistical analysis of compositional data, Monographs on Statistics and Applied Probability. London: Chapman & Hall, (Reprinted in 2003 with additional material by The Blackburn Press)
    Paper not yet in RePEc: Add citation now

  3. Arroyo, A.S.M. and A. de Juan Fernández (2014), Split-then-Combine method for out-of-sample combinations of forecasts, J. Bus Adm Res, 3 (1), pp. 19 - 37.

  4. Barrow, D.K. and Kourentzes, N. (2016). Distributions of forecasting errors of forecast combinations: implications for inventory management. International Journal of Production Economics, 177, pp. 24-33.

  5. Billheimer, D., P. Guttorp, and W. Fagan, (2001), Statistical interpretation of species composition, Journal of the American Statitictical Asociation, 96 (456), 2001, pp. 1205–1214.

  6. Bujosa-Brun, M. A. Garcı́a-Ferrer, A. de Juan and A. Martı́n Arroyo (2019): Evaluating early warning and coincident indicators of business cycles using smooth trends, forthcoming Journal of Forecasting. DOI: 10.1002/for.2601.

  7. Diebold, F.X. and Mariano, R.S. (1995). Comparing predictive accuracy. Journal of Business and Economic Statistics, vol 13(3). pp. 253-263.

  8. Egozcue, J.J. and V. Pawlowsky-Glahn, (2005) Groups of parts and their balances in compositional data analysis. Mathematical Geology, 37 (7), 2005, pp. 795–828.
    Paper not yet in RePEc: Add citation now
  9. Federal Reserve Bank of Philadelphia (2018),. Survey of Professional Forecasters documentation. August 29, 2018.
    Paper not yet in RePEc: Add citation now
  10. Gabriel, K.R. (1971). The biplot—graphic display of matrices with application to principal component analysis. Biometrika, 58 (3), pp. 453–467.
    Paper not yet in RePEc: Add citation now

  11. Genre, V., Kenny, G., Meyler, A. and Timmermann, A. (2013). Combining expert forecasts: Can anything beat the simple average?. International Journal of Forecasting, 29, pp. 108-121.

  12. Giacomini, R. and White, H. (2006). Test of conditional predictive ability, Econometrica, 74(6), pp. 1545-1578.

  13. Jose, V. R. and R.L. Winkler (2008): Simple robust averages of forecasts: Some empirical results. International Journal of Forecasting, 24, 163 - 1 69

  14. Lahiri, K., H. Peng and Y. Zhao (2017): Online learnig and forecast combination in unbalanced panels. Econometric Reviews, vol. 36, pp. 257 -288.

  15. Pawlowsky-Glahn, V. and Buccianti, A. (2011) Compositional Data Analysis: Theory and Applications. Chichester: Wiley.
    Paper not yet in RePEc: Add citation now

  16. Poncela, P., J. Rodrı́guez, R. Sánchez-Mangas, and E. Senra (2011), Forecast combination through dimension reduction techniques. International Journal of Forecasting, 27, pp. 224 - 237.

  17. Smith, J. and Wallis, K.F. (2009), A simple explanation of the forecast combination puzzle. Oxford bulletin of economics and statistics, 71(3), pp.331355.

  18. Stock, J.H. and Watson, M. W. (2004). Combination forecasts of output growth in a seven country dataset, Journal of Forecasting, vol. 23, pp. 405-430.

  19. van den Boogaart, K.G., R. Tolosana, and M. Bren (2009), Compositions: Compositional data analysis. R package.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Forecast reconciliation: A review. (2024). Panagiotelis, Anastasios ; Kourentzes, Nikolaos ; Hyndman, Rob J ; Athanasopoulos, George.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

    Full description at Econpapers || Download paper

  2. Stock control analytics: a data-driven approach to compute the fill rate considering undershoots. (2023). Trapero, Juan R ; Guijarro, Ester ; Babiloni, Eugenia.
    In: Operational Research.
    RePEc:spr:operea:v:23:y:2023:i:1:d:10.1007_s12351-023-00748-y.

    Full description at Econpapers || Download paper

  3. Approximations for the Lead Time Variance: a Forecasting and Inventory Evaluation. (2022). Boylan, John E ; Kourentzes, Nikolaos ; Saoud, Patrick.
    In: Omega.
    RePEc:eee:jomega:v:110:y:2022:i:c:s0305048322000238.

    Full description at Econpapers || Download paper

  4. Leveraging customer engagement to improve the operational efficiency of social commerce start-ups. (2022). Sivarajah, Uthayasankar ; Gupta, Shivam ; Li, Chao ; Han, Shuihua ; Liu, Zhenyuan.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:140:y:2022:i:c:p:572-582.

    Full description at Econpapers || Download paper

  5. GoodsForecast second-place solution in M5 Uncertainty track: Combining heterogeneous models for a quantile estimation task. (2022). Kanevskiy, Daniel ; Golubyatnikov, Evgeny ; Mamonov, Nikolay ; Gusakov, Igor.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:4:p:1434-1441.

    Full description at Econpapers || Download paper

  6. The M5 uncertainty competition: Results, findings and conclusions. (2022). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros ; Winkler, Robert L ; Tsetlin, Ilia ; Gaba, Anil ; Chen, Zhi.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:4:p:1365-1385.

    Full description at Econpapers || Download paper

  7. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
  8. Classification-based model selection in retail demand forecasting. (2022). Pesch, Robert ; Langrock, Roland ; Jahnke, Hermann ; Ulrich, Matthias ; Senge, Robin.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:1:p:209-223.

    Full description at Econpapers || Download paper

  9. Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

    Full description at Econpapers || Download paper

  10. Retail sales forecasting with meta-learning. (2021). Fildes, Robert ; Ma, Shaohui.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:288:y:2021:i:1:p:111-128.

    Full description at Econpapers || Download paper

  11. Optimising forecasting models for inventory planning. (2020). Barrow, Devon K ; Trapero, Juan R ; Kourentzes, Nikolaos.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304323.

    Full description at Econpapers || Download paper

  12. Split-then-Combine simplex combination and selection of forecasters. (2020). Arroyo, Antonio Martin ; Martinarroyo, Antonio ; de Juan, Aranzazu .
    In: Papers.
    RePEc:arx:papers:2012.11935.

    Full description at Econpapers || Download paper

  13. Forecasting the Sales of Console Games for the Italian Market. (2019). Renato, Rossetti.
    In: Econometrics. Advances in Applied Data Analysis.
    RePEc:vrs:eaiada:v:23:y:2019:i:3:p:76-88:n:7.

    Full description at Econpapers || Download paper

  14. Optimization of combined time series methods to forecast the demand for coffee in Brazil: A new approach using Normal Boundary Intersection coupled with mixture designs of experiments and rotated fact. (2019). Mello, Luiz Gustavo ; Bacci, Livio Agnew ; Balestrassi, Pedro Paulo ; de Paiva, Anderson Paulo ; Incerti, Taynara.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:212:y:2019:i:c:p:186-211.

    Full description at Econpapers || Download paper

  15. Another look at forecast selection and combination: Evidence from forecast pooling. (2019). Petropoulos, Fotios ; Barrow, Devon ; Kourentzes, Nikolaos.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:209:y:2019:i:c:p:226-235.

    Full description at Econpapers || Download paper

  16. Incorporating macroeconomic leading indicators in tactical capacity planning. (2019). Aghezzaf, El-Houssaine ; de Vuyst, Stijn ; Kourentzes, Nikolaos ; Sagaert, Yves R ; Desmet, Bram.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:209:y:2019:i:c:p:12-19.

    Full description at Econpapers || Download paper

  17. Empirical safety stock estimation based on kernel and GARCH models. (2019). Trapero, Juan R ; Kourentzes, Nikolaos ; Cardos, Manuel.
    In: Omega.
    RePEc:eee:jomega:v:84:y:2019:i:c:p:199-211.

    Full description at Econpapers || Download paper

  18. Tales from tails: On the empirical distributions of forecasting errors and their implication to risk. (2019). Assimakopoulos, Vassilios ; Nikolopoulos, Konstantinos ; Spiliotis, Evangelos.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:2:p:687-698.

    Full description at Econpapers || Download paper

  19. The inventory performance of forecasting methods: Evidence from the M3 competition data. (2019). Petropoulos, Fotios ; Disney, Stephen M ; Wang, Xun.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:1:p:251-265.

    Full description at Econpapers || Download paper

  20. Quantile forecast optimal combination to enhance safety stock estimation. (2019). Trapero, Juan R ; Kourentzes, Nikolaos ; Cardos, Manuel.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:1:p:239-250.

    Full description at Econpapers || Download paper

  21. Automatic selection of unobserved components models for supply chain forecasting. (2019). Villegas, Marco A ; Pedregal, Diego J.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:1:p:157-169.

    Full description at Econpapers || Download paper

  22. Cross-temporal coherent forecasts for Australian tourism. (2019). Athanasopoulos, George ; Kourentzes, Nikolaos.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:75:y:2019:i:c:p:393-409.

    Full description at Econpapers || Download paper

  23. Cross-temporal coherent forecasts for Australian tourism. (2018). Athanasopoulos, George ; Kourentzes, Nikolaos.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2018-24.

    Full description at Econpapers || Download paper

  24. Stochastic Multi-Objectives Supply Chain Optimization with Forecasting Partial Backordering Rate: A Novel Hybrid Method of Meta Goal Programming and Evolutionary Algorithms. (2017). Taleizadeh, Ata Allah.
    In: Asia-Pacific Journal of Operational Research (APJOR).
    RePEc:wsi:apjorx:v:34:y:2017:i:04:n:s021759591750021x.

    Full description at Econpapers || Download paper

  25. Forecasting with temporal hierarchies. (2017). Hyndman, Rob ; Athanasopoulos, George ; Petropoulos, Fotios ; Kourentzes, Nikolaos.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:262:y:2017:i:1:p:60-74.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-26 13:01:38 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.