Card forecasts for M4
The M4 forecast competition required forecasts of 100,000 time series at different frequencies. We provide a detailed description of the calibrated average of Rho and Delta (Card) forecasting method that we developed for this purpose. Delta estimates a dampened trend from the growth rates, while Rho...
Main Authors: | Doornik, JA, Castle, JL, Hendry, DF |
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Format: | Journal article |
Language: | English |
Published: |
Elsevier
2019
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