Forecasting With The Theta Method: Theory and Applications
Research output: Book/Report › Book
Electronic versions
DOI
This book is the first to detail the Theta method of forecasting – one of the most difficult-to-beat forecasting benchmarks, which topped the biggest forecasting competition in the world in 2000: the M3 competition. Written by two of the leading experts in the forecasting field, it illuminates the exact replication of the method and under what conditions the method outperforms other forecasting methods. Recent developments such as multivariate models are also included, as are a series of practical applications in finance, economics, and healthcare. The book also offers practical tools in MS Excel and guidance, as well as provisional access, for the use of R source code and respective packages.
| Original language | English |
|---|---|
| Publisher | Wiley |
| ISBN (electronic) | 978-1-119-32075-3 |
| ISBN (print) | 9781119320760 |
| DOIs | |
| Publication status | Published - Mar 2019 |
Research outputs (1)
- Published
Conclusions and the Way Forward
Research output: Chapter in Book/Report/Conference proceeding › Entry for encyclopedia/dictionary › peer-review