Authors: | Klapper, Matthias Schneider, Carsten Wenzel, Thomas |
Title: | An Evaluation of Forecasting Methods and Forecast Combination Methods in Goods Management Systems |
Language (ISO): | en |
Abstract: | In this paper we use 4 different time series models to forecast sales in a goods management system. We use a variety of forecast combining techniques and measure the forecast quality by applying symmetric and asymmetric forecast quality measures. Simple, rank-, and criteria-based combining methods lead to an improvement of the individual time series models. |
Subject Headings: | ARX forecasts asymmetric loss function combination of forecasts dynamic linear model goods management system |
URI: | http://hdl.handle.net/2003/4968 http://dx.doi.org/10.17877/DE290R-3089 |
Issue Date: | 1999 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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99_31.pdf | DNB | 43.35 kB | Adobe PDF | View/Open |
tr31-99.ps | 569.61 kB | Postscript | View/Open |
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