A combination-based forecasting method for the M4-competition

Jaganathan Srihari; Prakash P. K. S.

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A combination-based forecasting method for the M4-competition

机译：基于组合的M4竞争预测方法

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Several researchers (Armstrong, 2001; Clemen, 1989; Makridakis and Winkler, 1983) have shown empirically that combination-based forecasting methods are very effective in real world settings. This paper discusses a combination-based forecasting approach that was used successfully in the M4 competition. The proposed approach was evaluated on a set of 100K time series across multiple domain areas with varied frequencies. The point forecasts submitted finished fourth based on the overall weighted average (OWA) error measure and second based on the symmetric mean absolute percent error (sMAPE). (C) 2019 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.

机译：几个研究人员（Armstrong，2001； Clemen，1989； Makridakis和Winkler，1983）从经验上证明，基于组合的预测方法在现实世界中非常有效。本文讨论了在M4竞赛中成功使用的基于组合的预测方法。所提出的方法是在多个具有不同频率的域区域上的一组100K时间序列上进行评估的。提交的积分预测基于整体加权平均（OWA）误差度量获得第四名，基于对称平均绝对百分比误差（sMAPE）获得第二名。（C）2019国际预报员学会。由Elsevier B.V.发布。保留所有权利。

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来源
《International journal of forecasting》 |2020年第1期|98-104|共7页
作者
Jaganathan Srihari; Prakash P. K. S.;
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UCB Inc 1950 Lake Pk Dr Smyrna GA 30080 USA;

ZS Associates Safina Towers South Block 5th Floor Ali Asker Rd Bengaluru 560052 Karnataka India;

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正文语种 eng
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M competition; Forecasting competitions; Combining forecasts; Time series forecasting; M4;

机译：M比赛;预测比赛;结合预测;时间序列预测;M4;

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A combination-based forecasting method for the M4-competition

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