SEMINÁRIO: A Duel of Automatic Forecasting Procedures
Profª Clara Cordeiro - Departamento de Matemática - Universidade do Algarve
- FCUL - Campo Grande - Bloco C6 Piso 4 - Sala: 6.4.31- 14:30h
- Quarta-feira, 28 de Fevereiro de 2018
- Referência Projeto: Projecto FCT: UID/MAT/00006/2013
Automatic procedures have been widely spread and used by many people. In time series, there are some automatic forecasting procedures with the objective of obtaining a prediction. In this study a comparison between the automatic procedures available in R software, such as ets(), auto.arima(), BootEXPOS() and the newest approaches, stlfit() and robest() are performed. A real data example is used to illustrate the performance of the proposed procedures.