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Forecasting with the Theta Method : Theory and Applications.

The first book to be published on the Theta method, outlining under what conditions the method outperforms other forecasting methods This book is the first to detail the Theta method of forecasting - one of the most difficult-to-beat forecasting benchmarks, which topped the biggest forecasting compe...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Nikolopoulos, Konstantinos (Kostas)
Other Authors: Thomakos, D. D.
Format: Electronic eBook
Language:Inglés
Published: Newark : John Wiley & Sons, Incorporated, 2018.
Subjects:
Online Access:Texto completo
Table of Contents:
  • Cover; Title Page; Copyright; Contents; Author Biography; Preface; Part I Theory, Methods and Models; Chapter 1 The -legacy; 1.1 The Origins ... ; 1.1.1 The Quest for Causality; 1.2 The Original Concept: THETA as in THErmosTAt; 1.2.1 Background: A Decomposition Approach to Forecasting; 1.2.2 The Original Basic Model of the Theta Method; 1.2.3 How to Build and Forecast with the Basic Model; 1.2.4 SES with Drift; 1.2.5 The Exact Setup in the M3 Competition; 1.2.6 Implementing the Basic Version in Microsoft Excel; 1.2.7 The FutuRe is Written in R; 1.A Appendix