LAUSR

Tuning Forecasting Algorithms for Black Swans

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1 Published in 2019 at "IFAC-PapersOnLine"

DOI: 10.1016/j.ifacol.2019.11.411

Abstract: Abstract Forecasting algorithms based on exponential smoothing have smoothing factors, and it is often recommended that these be tuned to minimise an error measure on observed data. We show that forecasting algorithms such as simple… read more here.

Keywords: algorithms black; tuning forecasting; error; forecasting algorithms ... See more keywords