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Schneider, Carsten
Klapper, Matthias
Wenzel, Thomas
Year of Publication: 
Series/Report no.: 
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
Document Type: 
Working Paper

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