A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition
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DOI: 10.1016/j.ijforecast.2021.11.004
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References listed on IDEAS
- Montero-Manso, Pablo & Hyndman, Rob J., 2021.
"Principles and algorithms for forecasting groups of time series: Locality and globality,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1632-1653.
- Pablo Montero-Manso & Rob J Hyndman, 2020. "Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality," Monash Econometrics and Business Statistics Working Papers 45/20, Monash University, Department of Econometrics and Business Statistics.
- Juan R Trapero & Nikolaos Kourentzes & Robert Fildes, 2015. "On the identification of sales forecasting models in the presence of promotions," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 66(2), pages 299-307, February.
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More about this item
Keywords
M5 forecasting competition; Global forecasting models; Sales demand forecasting; LightGBM models; Pooled Regression models;All these keywords.
JEL classification:
- M5 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Personnel Economics
Statistics
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