Schneider, Carsten Klapper, Matthias Wenzel, Thomas
Year of Publication:
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1999,31
In this paper we use 4 different time series models to forecast sales in a goods management system. We use a variety of forecast combining techniques and measure the forecast quality by applying symmetric and asymmetric forecast quality measures. Simple, rank-, and criteria-based combining methods lead to an improvement of the individual time series models.
ARX forecasts dynamic linear model combination of forecasts goods management system asymmetric loss function