Evaluation of bottom-up and top-down strategies for aggregated forecasts: state space models and arima applications

Abstract. In this research, we consider monthly series from the M4 competition to study the relative performance of top-down and bottom-up strategies by means of implementing forecast automation of state space and ARIMA models. For the bottomup strategy, the forecast for each series is developed ind...

Full description

Autores:

Soto-Ferrari, Milton
Escorcia-Caballero, Juan P.
Hussain, Namra
Khan, Muhammad
Chams Anturi, Odette
Soto Ferrari, Milton

Tipo de recurso:

http://purl.org/coar/resource_type/c_816b

Fecha de publicación:

2019

Institución:

Corporación Universidad de la Costa

Repositorio:

REDICUC - Repositorio CUC

Idioma:

eng

OAI Identifier:

oai:repositorio.cuc.edu.co:11323/5809

Acceso en línea:

https://hdl.handle.net/11323/5809
https://repositorio.cuc.edu.co/

Palabra clave:

Top-down
Bottom-up
Forecast automation
Forecast performance
State space models
ARIMA

Rights

openAccess

License

CC0 1.0 Universal