A comparative study on combinations of forecasts and ther individual forecasts by means of simulated series
Visualizar/abrir
Data
2019Tipo
Resumo
Over the years, several studies that compare individual forecasts with the combination of forecasts were published. There is, however, no unanimity in the conclusions. Furthermore, methods of combination by regression are poorly explored. This paper presents a comparative study of three methods of combination and their individual forecasts. Based on simulated data, it is evaluated the accuracy of Artificial Neural Networks, ARIMA and exponential smoothing models; calculating the combined foreca ...
Over the years, several studies that compare individual forecasts with the combination of forecasts were published. There is, however, no unanimity in the conclusions. Furthermore, methods of combination by regression are poorly explored. This paper presents a comparative study of three methods of combination and their individual forecasts. Based on simulated data, it is evaluated the accuracy of Artificial Neural Networks, ARIMA and exponential smoothing models; calculating the combined forecasts through simple average, minimum variance and regression methods. Four accuracy measurements, MAE, MAPE, RMSE and Theil’s U, were used for choosing the most accurate method. The main contribution is the accuracy of the combination by regression methods. ...
Contido em
Acta scientiarum : technology. Maringá. vol. 41 (2019), e41452, 9 p.
Origem
Nacional
Coleções
-
Artigos de Periódicos (39149)Ciências Exatas e da Terra (5955)
-
Artigos de Periódicos (39149)Ciências da Saúde (10550)
Este item está licenciado na Creative Commons License