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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 languageEnglish
PublisherWiley
ISBN (electronic)978-1-119-32075-3
ISBN (print)9781119320760
DOIs
Publication statusPublished - Mar 2019

Research outputs (1)

  • Published

    Conclusions and the Way Forward

    Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionarypeer-review

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