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The theta model: a decomposition approach to forecasting

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Author Info
Assimakopoulos, V.
Nikolopoulos, K.

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File URL: http://www.sciencedirect.com/science/article/B6V92-41J6944-9/2/0462613cda8a8b511a513b745216e1cb
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 16 (2000)
Issue (Month): 4 ()
Pages: 521-530
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Handle: RePEc:eee:intfor:v:16:y:2000:i:4:p:521-530

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  1. Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah, 2002. "Local Linear Forecasts Using Cubic Smoothing Splines," Monash Econometrics and Business Statistics Working Papers 10/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  2. Hyndman, R.J. & Billah, B., 2001. "Unmasking the Theta Method," Monash Econometrics and Business Statistics Working Papers 5/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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  3. Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  4. Yeasmin Khandakar & Rob J. Hyndman, 2008. "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, American Statistical Association, vol. 27(03), 07. [Downloadable!]
  5. Md B. Billah & R.J. Hyndman & A.B. Koehler, 2003. "Empirical Information Criteria for Time Series Forecasting Model Selection," Monash Econometrics and Business Statistics Working Papers 2/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  6. George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009. [Downloadable!]
  7. Rob J. Hyndman & Anne B. Koehler, 2005. "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers 13/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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