Forecasting With The Theta Method

Theory and Applications

Business & Finance, Economics, Statistics
Cover of the book Forecasting With The Theta Method by Kostas I. Nikolopoulos, Dimitrios D. Thomakos, Wiley
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Author: Kostas I. Nikolopoulos, Dimitrios D. Thomakos ISBN: 9781119320753
Publisher: Wiley Publication: December 31, 2018
Imprint: Wiley Language: English
Author: Kostas I. Nikolopoulos, Dimitrios D. Thomakos
ISBN: 9781119320753
Publisher: Wiley
Publication: December 31, 2018
Imprint: Wiley
Language: English

The first book to be published on the Theta method, outlining under what conditions the method outperforms other forecasting methods

This book is the first to detail the Theta method of forecasting – one of the most difficult-to-beat forecasting benchmarks, which topped the biggest forecasting competition in the world in 2000: the M3 competition. Written by two of the leading experts in the forecasting field, it illuminates the exact replication of the method and under what conditions the method outperforms other forecasting methods. Recent developments such as multivariate models are also included, as are a series of practical applications in finance, economics, and healthcare. The book also offers practical tools in MS Excel and guidance, as well as provisional access, for the use of R source code and respective packages.

Forecasting with the Theta Method: Theory and Applications includes three main parts. The first part, titled Theory, Methods, Models & Applications details the new theory about the method. The second part, Applications & Performance in Forecasting Competitions, describes empirical results and simulations on the method. The last part roadmaps future research and also include contributions from another leading scholar of the method – Dr. Fotios Petropoulos.

  • First ever book to be published on the Theta Method
  • Explores new theory and exact conditions under which methods would outperform most forecasting benchmarks
  • Clearly written with practical applications
  • Employs R – open source code with all included implementations

Forecasting with the Theta Method: Theory and Applications is a valuable tool for both academics and practitioners involved in forecasting and respective software development.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

The first book to be published on the Theta method, outlining under what conditions the method outperforms other forecasting methods

This book is the first to detail the Theta method of forecasting – one of the most difficult-to-beat forecasting benchmarks, which topped the biggest forecasting competition in the world in 2000: the M3 competition. Written by two of the leading experts in the forecasting field, it illuminates the exact replication of the method and under what conditions the method outperforms other forecasting methods. Recent developments such as multivariate models are also included, as are a series of practical applications in finance, economics, and healthcare. The book also offers practical tools in MS Excel and guidance, as well as provisional access, for the use of R source code and respective packages.

Forecasting with the Theta Method: Theory and Applications includes three main parts. The first part, titled Theory, Methods, Models & Applications details the new theory about the method. The second part, Applications & Performance in Forecasting Competitions, describes empirical results and simulations on the method. The last part roadmaps future research and also include contributions from another leading scholar of the method – Dr. Fotios Petropoulos.

Forecasting with the Theta Method: Theory and Applications is a valuable tool for both academics and practitioners involved in forecasting and respective software development.

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