Evaluation of bottom-up and top-down strategies for aggregated forecasts: state space models and arima applications
Abstract. In this research, we consider monthly series from the M4 competition to study the relative performance of top-down and bottom-up strategies by means of implementing forecast automation of state space and ARIMA models. For the bottomup strategy, the forecast for each series is developed ind...
- Autores:
-
Soto-Ferrari, Milton
Chams-Anturi, Odette
Escorcia-Caballero, Juan P.
Hussain, Namra
Khan, Muhammad
- Tipo de recurso:
- http://purl.org/coar/resource_type/c_816b
- Fecha de publicación:
- 2019
- Institución:
- Corporación Universidad de la Costa
- Repositorio:
- REDICUC - Repositorio CUC
- Idioma:
- eng
- OAI Identifier:
- oai:repositorio.cuc.edu.co:11323/5809
- Acceso en línea:
- https://hdl.handle.net/11323/5809
https://repositorio.cuc.edu.co/
- Palabra clave:
- Top-down
Bottom-up
Forecast automation
Forecast performance
State space models
ARIMA
- Rights
- openAccess
- License
- CC0 1.0 Universal