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Forecasting monthly and quarterly time series using STL decomposition

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Cited by:

  1. Ozancan Ozdemir & Ceylan Yozgatligil, 2024. "Forecasting performance of machine learning, time series, and hybrid methods for low‐ and high‐frequency time series," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 78(2), pages 441-474, May.
  2. Wei Zhou & Wei Wang & Xuedong Hua & Yi Zhang, 2020. "Real-Time Traffic Flow Forecasting via a Novel Method Combining Periodic-Trend Decomposition," Sustainability, MDPI, vol. 12(15), pages 1-23, July.
  3. Dhanya Jothimani & Ravi Shankar & Surendra S. Yadav, 2016. "Discrete Wavelet Transform-Based Prediction of Stock Index: A Study on National Stock Exchange Fifty Index," Papers 1605.07278, arXiv.org.
  4. Linh Nguyen & Vilém Novák & Soheyla Mirshahi, 2020. "Trend‐cycle Estimation Using Fuzzy Transform and Its Application for Identifying Bull and Bear Phases in Markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 27(3), pages 111-124, July.
  5. Ribeiro, Matheus Henrique Dal Molin & da Silva, Ramon Gomes & Ribeiro, Gabriel Trierweiler & Mariani, Viviana Cocco & Coelho, Leandro dos Santos, 2023. "Cooperative ensemble learning model improves electric short-term load forecasting," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
  6. Divya Aggarwal & Sougata Banerjee, 2025. "Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(2), pages 339-355, March.
  7. José Francisco Martoreli Júnior & Antônio Carlos Vieira Ramos & Josilene Dalia Alves & Juliane de Almeida Crispim & Luana Seles Alves & Thaís Zamboni Berra & Tatiana Pestana Barbosa & Fernanda Bruzade, 2021. "Inequality of gender, age and disabilities due to leprosy and trends in a hyperendemic metropolis: Evidence from an eleven-year time series study in Central-West Brazil," PLOS Neglected Tropical Diseases, Public Library of Science, vol. 15(11), pages 1-16, November.
  8. Yang, Yu & Rong, Huilu & Cheng, Gaoxin & Gao, Hui, 2025. "Soybean futures responses to meteorological disaster risk —— Empirical evidence from the Chicago board of trade," Finance Research Letters, Elsevier, vol. 78(C).
  9. Yu, Jize & Zhang, Li & Peng, Lijuan & Wu, Rui, 2023. "Which component of air quality index drives stock price volatility in China: a decomposition-based forecasting method," Finance Research Letters, Elsevier, vol. 51(C).
  10. Barrow, Devon K., 2016. "Forecasting intraday call arrivals using the seasonal moving average method," Journal of Business Research, Elsevier, vol. 69(12), pages 6088-6096.
  11. de Oliveira, Erick Meira & Cyrino Oliveira, Fernando Luiz, 2018. "Forecasting mid-long term electric energy consumption through bagging ARIMA and exponential smoothing methods," Energy, Elsevier, vol. 144(C), pages 776-788.
  12. Hao Yang & Weide Li, 2023. "Data Decomposition, Seasonal Adjustment Method and Machine Learning Combined for Runoff Prediction: A Case Study," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(1), pages 557-581, January.
  13. Zhang, Li & Wang, Lu & Wang, Xunxiao & Zhang, Yaojie & Pan, Zhigang, 2022. "How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method," Resources Policy, Elsevier, vol. 77(C).
  14. Chao Huang & Michael Edesess & Alain Bensoussan & Kwok L. Tsui, 2016. "Performance Analysis of a Grid-Connected Upgraded Metallurgical Grade Silicon Photovoltaic System," Energies, MDPI, vol. 9(5), pages 1-15, May.
  15. Seyma Gozuyilmaz & O. Erhun Kundakcioglu, 2021. "Mathematical optimization for time series decomposition," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(3), pages 733-758, September.
  16. Jaganathan, Srihari & Prakash, P.K.S., 2020. "A combination-based forecasting method for the M4-competition," International Journal of Forecasting, Elsevier, vol. 36(1), pages 98-104.
  17. Lifeng Wu & Xiaohui Gao & Yanli Xiao & Sifeng Liu & Yingjie Yang, 2017. "Using grey Holt–Winters model to predict the air quality index for cities in China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 88(2), pages 1003-1012, September.
  18. Theresa Maria Rausch & Tobias Albrecht & Daniel Baier, 2022. "Beyond the beaten paths of forecasting call center arrivals: on the use of dynamic harmonic regression with predictor variables," Journal of Business Economics, Springer, vol. 92(4), pages 675-706, May.
  19. Xu, Li & Ou, Yanxia & Cai, Jingjing & Wang, Jin & Fu, Yang & Bian, Xiaoyan, 2023. "Offshore wind speed assessment with statistical and attention-based neural network methods based on STL decomposition," Renewable Energy, Elsevier, vol. 216(C).
  20. Meira, Erick & Cyrino Oliveira, Fernando Luiz & de Menezes, Lilian M., 2022. "Forecasting natural gas consumption using Bagging and modified regularization techniques," Energy Economics, Elsevier, vol. 106(C).
  21. Wang, Lu & Wu, Rui & Ma, WeiChun & Xu, Weiju, 2023. "Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information," International Review of Financial Analysis, Elsevier, vol. 89(C).
  22. Hong, Yanran & Yu, Jize & Su, Yuquan & Wang, Lu, 2023. "Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 358-368.
  23. Su, Yuandong & Liang, Chao & Zhang, Li & Zeng, Qing, 2022. "Uncover the response of the U.S grain commodity market on El Niño–Southern Oscillation," International Review of Economics & Finance, Elsevier, vol. 81(C), pages 98-112.
  24. Lin, Yong & Wang, Renyu & Gong, Xingyue & Jia, Guozhu, 2022. "Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: Evidence from Baidu Index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
  25. Hui Zuo & Gaowei Yan & Ruochen Lu & Rong Li & Shuyi Xiao & Yusong Pang, 2024. "A Multi-Task Learning Based Runoff Forecasting Model for Multi-Scale Chaotic Hydrological Time Series," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 38(2), pages 481-503, January.
  26. Ye, Lili & Xie, Naiming & Boylan, John E. & Shang, Zhongju, 2024. "Forecasting seasonal demand for retail: A Fourier time-varying grey model," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1467-1485.
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