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The M3-Competition: results, conclusions and implications

Citations

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Cited by:

  1. Pantelis Agathangelou & Demetris Trihinas & Ioannis Katakis, 2020. "A Multi-Factor Analysis of Forecasting Methods: A Study on the M4 Competition," Data, MDPI, vol. 5(2), pages 1-24, April.
  2. Li, Li & Kang, Yanfei & Li, Feng, 2023. "Bayesian forecast combination using time-varying features," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1287-1302.
  3. Sbrana, Giacomo & Silvestrini, Andrea, 2020. "Forecasting with the damped trend model using the structural approach," International Journal of Production Economics, Elsevier, vol. 226(C).
  4. Bouckaert, Nicolas & Van den Heede, Koen & Van de Voorde, Carine, 2018. "Improving the forecasting of hospital services: A comparison between projections and actual utilization of hospital services," Health Policy, Elsevier, vol. 122(7), pages 728-736.
  5. Nedeljković, Miroslav & Potrebić, Velibor, 2020. "Forecasting of Apple Production in the Republic of Srpska," Western Balkan Journal of Agricultural Economics and Rural Development (WBJAERD), Institute of Agricultural Economics, vol. 2(01), January.
  6. Naoum Tsolakis & Jagjit Singh Srai, 2018. "Mapping supply dynamics in renewable feedstock enabled industries: A systems theory perspective on ‘green’ pharmaceuticals," Operations Management Research, Springer, vol. 11(3), pages 83-104, December.
  7. Taylor, James W., 2003. "Exponential smoothing with a damped multiplicative trend," International Journal of Forecasting, Elsevier, vol. 19(4), pages 715-725.
  8. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
  9. Wilson, Kevin J., 2017. "An investigation of dependence in expert judgement studies with multiple experts," International Journal of Forecasting, Elsevier, vol. 33(1), pages 325-336.
  10. Spiliotis, Evangelos & Petropoulos, Fotios, 2024. "On the update frequency of univariate forecasting models," European Journal of Operational Research, Elsevier, vol. 314(1), pages 111-121.
  11. Gaojun Zhang & Jinfeng Wu & Bing Pan & Junyi Li & Minjie Ma & Muzi Zhang & Jian Wang, 2017. "Improving daily occupancy forecasting accuracy for hotels based on EEMD-ARIMA model," Tourism Economics, , vol. 23(7), pages 1496-1514, November.
  12. Darin, Sarah Goodrich & Stellwagen, Eric, 2020. "Forecasting the M4 competition weekly data: Forecast Pro’s winning approach," International Journal of Forecasting, Elsevier, vol. 36(1), pages 135-141.
  13. Xiaojie Xu, 2017. "Short-run price forecast performance of individual and composite models for 496 corn cash markets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(14), pages 2593-2620, October.
  14. Syntetos, Aris A. & Nikolopoulos, Konstantinos & Boylan, John E., 2010. "Judging the judges through accuracy-implication metrics: The case of inventory forecasting," International Journal of Forecasting, Elsevier, vol. 26(1), pages 134-143, January.
  15. Daniel C Medina & Sally E Findley & Boubacar Guindo & Seydou Doumbia, 2007. "Forecasting Non-Stationary Diarrhea, Acute Respiratory Infection, and Malaria Time-Series in Niono, Mali," PLOS ONE, Public Library of Science, vol. 2(11), pages 1-13, November.
  16. Adam Nelson-Archer & Aleia Sen & Meena Al Hasani & Sofia Davila & Jessica Le & Omar Abbouchi, 2025. "Forecasting Labor Markets with LSTNet: A Multi-Scale Deep Learning Approach," Papers 2507.01979, arXiv.org.
  17. Milan Bašta, 2018. "Time series forecasting with a prior wavelet-based denoising step," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2018(1), pages 5-24.
  18. Johannes Müller-Trede & Shoham Choshen-Hillel & Meir Barneron & Ilan Yaniv, 2017. "The Wisdom of Crowds in Matters of Taste," Discussion Paper Series dp709, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  19. Kourentzes, Nikolaos & Saayman, Andrea & Provenzano, Davide & Seetaram, Neelu, 2026. "Forecasting China's outbound travel recovery post-COVID-19," Annals of Tourism Research, Elsevier, vol. 118(C).
  20. Imran Ali Khan & Sami Ur Rahman, 2026. "Integrating NeuroFuzzy and Copula Model for Robust Cryptocurrency Exchange Rate Forecasting Using Environmental and Economic Data," Computational Economics, Springer;Society for Computational Economics, vol. 67(6), pages 5053-5081, June.
  21. Kolassa, Stephan, 2011. "Combining exponential smoothing forecasts using Akaike weights," International Journal of Forecasting, Elsevier, vol. 27(2), pages 238-251, April.
  22. Lejarraga, José & Lejarraga, Tomás & Narayanan, Pranadharthiharan, 2026. "The robust beauty of small recent samples," European Journal of Operational Research, Elsevier, vol. 332(1), pages 156-170.
  23. Debabrata Mukhopadhyay & Nityananda Sarkar, 2013. "Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India," International Econometric Review (IER), Economic Research Association, vol. 5(1), pages 1-19, April.
  24. Barrow, Devon K. & Kourentzes, Nikolaos, 2016. "Distributions of forecasting errors of forecast combinations: Implications for inventory management," International Journal of Production Economics, Elsevier, vol. 177(C), pages 24-33.
  25. Syntetos, Aris A. & Boylan, John E., 2005. "The accuracy of intermittent demand estimates," International Journal of Forecasting, Elsevier, vol. 21(2), pages 303-314.
  26. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "Predicting/hypothesizing the findings of the M5 competition," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1337-1345.
  27. Choe, Geon Ho & Choi, So Eun & Jang, Hyun Jin, 2020. "Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  28. K. K. Furmanov & Yu. V. Turovets, 2024. "Assessing the Impact of External Shocks on the Development of the Manufacturing Industry," Studies on Russian Economic Development, Springer, vol. 35(5), pages 697-706, October.
  29. A A Syntetos & J E Boylan & S M Disney, 2009. "Forecasting for inventory planning: a 50-year review," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(1), pages 149-160, May.
  30. Spithourakis, Georgios P. & Petropoulos, Fotios & Nikolopoulos, Konstantinos & Assimakopoulos, Vassilios, 2015. "Amplifying the learning effects via a Forecasting and Foresight Support System," International Journal of Forecasting, Elsevier, vol. 31(1), pages 20-32.
  31. Kock, Anders Bredahl & Teräsvirta, Timo, 2014. "Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009," International Journal of Forecasting, Elsevier, vol. 30(3), pages 616-631.
  32. Petropoulos, Fotios & Makridakis, Spyros & Assimakopoulos, Vassilios & Nikolopoulos, Konstantinos, 2014. "‘Horses for Courses’ in demand forecasting," European Journal of Operational Research, Elsevier, vol. 237(1), pages 152-163.
  33. Makridakis, Spyros & Hyndman, Rob J. & Petropoulos, Fotios, 2020. "Forecasting in social settings: The state of the art," International Journal of Forecasting, Elsevier, vol. 36(1), pages 15-28.
  34. Madden, Gary & Tan, Joachim, 2007. "Forecasting telecommunications data with linear models," Telecommunications Policy, Elsevier, vol. 31(1), pages 31-44, February.
  35. Souhaib Ben Taieb & Rob J Hyndman, 2012. "Recursive and direct multi-step forecasting: the best of both worlds," Monash Econometrics and Business Statistics Working Papers 19/12, Monash University, Department of Econometrics and Business Statistics.
  36. Miller, Don M. & Williams, Dan, 2003. "Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy," International Journal of Forecasting, Elsevier, vol. 19(4), pages 669-684.
  37. K. Maris & K. Nikolopoulos & K. Giannelos & V. Assimakopoulos, 2007. "Options trading driven by volatility directional accuracy," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 253-260.
  38. Mahsa Ashouri & Kate Cai & Furen Lin & Galit Shmueli, 2018. "Assessing the Value of an Information System for Developing Predictive Analytics: The Case of Forecasting School-Level Demand in Taiwan," Service Science, INFORMS, vol. 10(1), pages 58-75, March.
  39. Semenoglou, Artemios-Anargyros & Spiliotis, Evangelos & Makridakis, Spyros & Assimakopoulos, Vassilios, 2021. "Investigating the accuracy of cross-learning time series forecasting methods," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1072-1084.
  40. Davis, Lauren B. & Jiang, Steven X. & Morgan, Shona D. & Nuamah, Isaac A. & Terry, Jessica R., 2016. "Analysis and prediction of food donation behavior for a domestic hunger relief organization," International Journal of Production Economics, Elsevier, vol. 182(C), pages 26-37.
  41. Jennifer L. Castle & Michael P. Clements & David F. Hendry, 2016. "An Overview of Forecasting Facing Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 3-23, September.
  42. Hyndman, Rob J. & Billah, Baki, 2003. "Unmasking the Theta method," International Journal of Forecasting, Elsevier, vol. 19(2), pages 287-290.
  43. Fotios Petropoulos & Enno Siemsen, 2023. "Forecast Selection and Representativeness," Management Science, INFORMS, vol. 69(5), pages 2672-2690, May.
  44. Makridakis, Spyros & Taleb, Nassim, 2009. "Living in a world of low levels of predictability," International Journal of Forecasting, Elsevier, vol. 25(4), pages 840-844, October.
  45. Andrea Kolková & Aleksandr Kljuènikov, 2021. "Demand forecasting: an alternative approach based on technical indicator Pbands," Oeconomia Copernicana, Institute of Economic Research, vol. 12(4), pages 1063-1094, December.
  46. Athanasopoulos, George & Kourentzes, Nikolaos, 2023. "On the evaluation of hierarchical forecasts," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1502-1511.
  47. Hendry, David F. & Mizon, Grayham E., 2014. "Unpredictability in economic analysis, econometric modeling and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 186-195.
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