Unmasking the Theta method
نویسندگان
چکیده
The “Theta method” of forecasting performed particularly well in the M3competition and is therefore of interest to forecast practitioners. The original description of the method given by Assimakopoulos and Nikolopoulos (2000) involves several pages of algebraic manipulation. We show that the method can be expressed much more simply and that the forecasts obtained are equivalent to simple exponential smoothing with drift.
منابع مشابه
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