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
Issue Date: 1999
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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