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...

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Bibliographic Details
Main Authors: Doornik, JA, Castle, JL, Hendry, DF
Format: Journal article
Language:English
Published: Elsevier 2019

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