Forecasting the NN5 Time Series
نویسنده
چکیده
We propose a simple way of predicting time series with reoccurring seasonal periods. We combine several forecasting methods by taking the samplewise weighted mean of those forecasts that were generated with models showing low prediction errors on left-out parts of the time-series. We show the application of this approach to the NN5 Time Series Competition data set.
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