ATA method

YAPAR G., TAYLAN SELAMLAR H., ÇAPAR S., YAVUZ İ.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, vol.48, no.6, pp.1838-1844, 2019 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 48 Issue: 6
  • Publication Date: 2019
  • Doi Number: 10.15672/hujms.461032
  • Journal Name: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus, TR DİZİN (ULAKBİM)
  • Page Numbers: pp.1838-1844
  • Keywords: exponential smoothing, forecasting, initial value, M3-competition, smoothing parameter, DECOMPOSITION, FORECASTS
  • Dokuz Eylül University Affiliated: Yes

Abstract

In this study, the forecasting accuracy of a new forecasting method that is alternative to two major forecasting approaches: exponential smoothing (ES) and ARIMA, will be evaluated. Using the results from the M3-competition, the forecasting performance of this method will be compared to not only these two major approaches but also to other successful methods derived from these two approaches with respect to simplicity and cost in addition to accuracy.