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Bayesian Forecasting Methods for Short Time Series

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Author Info
Enrique de Alba
Manuel Mendoza
Abstract

This article by Enrique de Alba and Manuel Mendoza extends Foresight’s previous coverage of methods for forecasting seasonal data when the historical series is short (less than 2-3 years of data). The authors describe and illustrate a Bayesian method for seasonal data and show that it can outperform traditional time series methods for short time series. Copyright International Institute of Forecasters, 2007

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Article provided by International Institute of Forecasters in its journal Foresight: The International Journal of Applied Forecasting.

Volume (Year): (2007)
Issue (Month): 8 (Fall)
Pages: 41-44
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Handle: RePEc:for:ijafaa:y:2007:i:8:p:41-44

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