Unmasking the Theta method

被引：88

作者：

Hyndman, RJ ^{[1
]}

Billah, B ^{[1
]}

机构：

[1] Monash Univ, Dept Econometr & Business Stat, Melbourne, Vic 3800, Australia

来源：

INTERNATIONAL JOURNAL OF FORECASTING | 2003年 / 19卷 / 02期

关键词：

exponential smoothing; forecasting competitions; state space models;

D O I：

10.1016/S0169-2070(01)00143-1

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The 'Theta method' of forecasting performed particularly well in the M3-competition and is therefore of interest to forecast practitioners. The original description of the method given by Assimakopoulos and Nikolopoulos [International Journal of Forecasting 16 (2000) 521] involves several pages of algebraic manipulation. We show that the method can be expressed much more simply and that the forecasts obtained are equivalent to simple exponential smoothing with drift. (C) 2001 International Institute of Forecasters. Published by Elsevier Science BY. All rights reserved.

引用

页码：287 / 290

页数：4

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