• Media type: Report; E-Book
  • Title: An evaluation of forecasting methods and forecast combination methods in goods management systems
  • Contributor: Schneider, Carsten [Author]; Klapper, Matthias [Author]; Wenzel, Thomas [Author]
  • imprint: Dortmund: Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, 1999
  • Language: English
  • Keywords: combination of forecasts ; Marktforschung ; Theorie ; dynamic linear model ; asymmetric loss function ; ARX forecasts ; goods management system ; Prognoseverfahren
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: 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.
  • Access State: Open Access