Standard
Forecasting: theory and practice. / Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, Vassilios et al.
In:
International Journal of Forecasting, Vol. 38, No. 3, 01.07.2022, p. 705-871.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Harvard
Petropoulos, F, Apiletti, D, Assimakopoulos, V, Babai, MZ, Barrow, DK, Ben Taieb, S, Bergmeir, C, Bessa, RJ, Bijak, J
, Boylan, JE, Browell, J, Carnevale, C, Castle, JL, Cirillo, P, Clements, MP, Cordeiro, C, Cyrino Oliveira, FL, De Baets, S, Dokumentov, A, Ellison, J, Fiszeder, P, Franses, PH, Frazier, DT, Gilliland, M, Gönül, MS, Goodwin, P, Grossi, L, Grushka-Cockayne, Y, Guidolin, M, Guidolin, M, Gunter, U, Guo, X, Guseo, R, Harvey, N, Hendry, DF, Hollyman, R, Januschowski, T, Jeon, J, Jose, VRR, Kang, Y, Koehler, AB
, Kolassa, S, Kourentzes, N, Leva, S, Li, F, Litsiou, K, Makridakis, S, Martin, GM, Martinez, AB, Meeran, S, Modis, T, Nikolopoulos, K, Önkal, D, Paccagnini, A, Panagiotelis, A, Panapakidis, I, Pavía, JM, Pedio, M, Pedregal, DJ, Pinson, P, Ramos, P, Rapach, DE, Reade, JJ, Rostami-Tabar, B, Rubaszek, M, Sermpinis, G, Shang, HL, Spiliotis, E, Syntetos, AA, Talagala, PD, Talagala, TS, Tashman, L, Thomakos, D, Thorarinsdottir, T, Todini, E, Trapero Arenas, JR, Wang, X, Winkler, RL
, Yusupova, A & Ziel, F 2022, '
Forecasting: theory and practice',
International Journal of Forecasting, vol. 38, no. 3, pp. 705-871.
https://doi.org/10.1016/j.ijforecast.2021.11.001APA
Petropoulos, F., Apiletti, D., Assimakopoulos, V., Babai, M. Z., Barrow, D. K., Ben Taieb, S., Bergmeir, C., Bessa, R. J., Bijak, J.
, Boylan, J. E., Browell, J., Carnevale, C., Castle, J. L., Cirillo, P., Clements, M. P., Cordeiro, C., Cyrino Oliveira, F. L., De Baets, S., Dokumentov, A., ... Ziel, F. (2022).
Forecasting: theory and practice.
International Journal of Forecasting,
38(3), 705-871.
https://doi.org/10.1016/j.ijforecast.2021.11.001Vancouver
Petropoulos F, Apiletti D, Assimakopoulos V, Babai MZ, Barrow DK, Ben Taieb S et al.
Forecasting: theory and practice.
International Journal of Forecasting. 2022 Jul 1;38(3):705-871. Epub 2022 Jun 10. doi: 10.1016/j.ijforecast.2021.11.001
Author
Petropoulos, Fotios ; Apiletti, Daniele ; Assimakopoulos, Vassilios et al. /
Forecasting : theory and practice. In:
International Journal of Forecasting. 2022 ; Vol. 38, No. 3. pp. 705-871.
Bibtex
@article{db5afc1b67a847d497bfb80a53fa7ff0,
title = "Forecasting: theory and practice",
abstract = "Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts.We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases.",
keywords = "Review, Encyclopedia, Methods, Applications, Principles, Time series, Prediction",
author = "Fotios Petropoulos and Daniele Apiletti and Vassilios Assimakopoulos and Babai, {Mohamed Zied} and Barrow, {Devon K.} and {Ben Taieb}, Souhaib and Christoph Bergmeir and Bessa, {Ricardo J.} and Jakub Bijak and Boylan, {John E.} and Jethro Browell and Claudio Carnevale and Castle, {Jennifer L.} and Pasquale Cirillo and Clements, {Michael P.} and Clara Cordeiro and {Cyrino Oliveira}, {Fernando Luiz} and {De Baets}, Shari and Alexander Dokumentov and Joanne Ellison and Piotr Fiszeder and Franses, {Philip Hans} and Frazier, {David T.} and Michael Gilliland and G{\"o}n{\"u}l, {M. Sinan} and Paul Goodwin and Luigi Grossi and Yael Grushka-Cockayne and Mariangela Guidolin and Massimo Guidolin and Ulrich Gunter and Xiaojia Guo and Renato Guseo and Nigel Harvey and Hendry, {David F.} and Ross Hollyman and Tim Januschowski and Jooyoung Jeon and Jose, {Victor Richmond R.} and Yanfei Kang and Koehler, {Anne B.} and Stephan Kolassa and Nikolaos Kourentzes and Sonia Leva and Feng Li and Konstantia Litsiou and Spyros Makridakis and Martin, {Gael M.} and Martinez, {Andrew B.} and Sheik Meeran and Theodore Modis and Konstantinos Nikolopoulos and Dilek {\"O}nkal and Alessia Paccagnini and Anastasios Panagiotelis and Ioannis Panapakidis and Pav{\'i}a, {Jose M.} and Manuela Pedio and Pedregal, {Diego J.} and Pierre Pinson and Patr{\'i}cia Ramos and Rapach, {David E.} and Reade, {J. James} and Bahman Rostami-Tabar and Micha{\l} Rubaszek and Georgios Sermpinis and Shang, {Han Lin} and Evangelos Spiliotis and Syntetos, {Aris A.} and Talagala, {Priyanga Dilini} and Talagala, {Thiyanga S.} and Len Tashman and Dimitrios Thomakos and Thordis Thorarinsdottir and Ezio Todini and {Trapero Arenas}, {Juan Ram{\'o}n} and Xiaoqian Wang and Winkler, {Robert L.} and Alisa Yusupova and Florian Ziel",
year = "2022",
month = jul,
day = "1",
doi = "10.1016/j.ijforecast.2021.11.001",
language = "English",
volume = "38",
pages = "705--871",
journal = "International Journal of Forecasting",
issn = "0169-2070",
publisher = "Elsevier Science B.V.",
number = "3",
}
RIS
TY - JOUR
T1 - Forecasting
T2 - theory and practice
AU - Petropoulos, Fotios
AU - Apiletti, Daniele
AU - Assimakopoulos, Vassilios
AU - Babai, Mohamed Zied
AU - Barrow, Devon K.
AU - Ben Taieb, Souhaib
AU - Bergmeir, Christoph
AU - Bessa, Ricardo J.
AU - Bijak, Jakub
AU - Boylan, John E.
AU - Browell, Jethro
AU - Carnevale, Claudio
AU - Castle, Jennifer L.
AU - Cirillo, Pasquale
AU - Clements, Michael P.
AU - Cordeiro, Clara
AU - Cyrino Oliveira, Fernando Luiz
AU - De Baets, Shari
AU - Dokumentov, Alexander
AU - Ellison, Joanne
AU - Fiszeder, Piotr
AU - Franses, Philip Hans
AU - Frazier, David T.
AU - Gilliland, Michael
AU - Gönül, M. Sinan
AU - Goodwin, Paul
AU - Grossi, Luigi
AU - Grushka-Cockayne, Yael
AU - Guidolin, Mariangela
AU - Guidolin, Massimo
AU - Gunter, Ulrich
AU - Guo, Xiaojia
AU - Guseo, Renato
AU - Harvey, Nigel
AU - Hendry, David F.
AU - Hollyman, Ross
AU - Januschowski, Tim
AU - Jeon, Jooyoung
AU - Jose, Victor Richmond R.
AU - Kang, Yanfei
AU - Koehler, Anne B.
AU - Kolassa, Stephan
AU - Kourentzes, Nikolaos
AU - Leva, Sonia
AU - Li, Feng
AU - Litsiou, Konstantia
AU - Makridakis, Spyros
AU - Martin, Gael M.
AU - Martinez, Andrew B.
AU - Meeran, Sheik
AU - Modis, Theodore
AU - Nikolopoulos, Konstantinos
AU - Önkal, Dilek
AU - Paccagnini, Alessia
AU - Panagiotelis, Anastasios
AU - Panapakidis, Ioannis
AU - Pavía, Jose M.
AU - Pedio, Manuela
AU - Pedregal, Diego J.
AU - Pinson, Pierre
AU - Ramos, Patrícia
AU - Rapach, David E.
AU - Reade, J. James
AU - Rostami-Tabar, Bahman
AU - Rubaszek, Michał
AU - Sermpinis, Georgios
AU - Shang, Han Lin
AU - Spiliotis, Evangelos
AU - Syntetos, Aris A.
AU - Talagala, Priyanga Dilini
AU - Talagala, Thiyanga S.
AU - Tashman, Len
AU - Thomakos, Dimitrios
AU - Thorarinsdottir, Thordis
AU - Todini, Ezio
AU - Trapero Arenas, Juan Ramón
AU - Wang, Xiaoqian
AU - Winkler, Robert L.
AU - Yusupova, Alisa
AU - Ziel, Florian
PY - 2022/7/1
Y1 - 2022/7/1
N2 - Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts.We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases.
AB - Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts.We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases.
KW - Review
KW - Encyclopedia
KW - Methods
KW - Applications
KW - Principles
KW - Time series
KW - Prediction
U2 - 10.1016/j.ijforecast.2021.11.001
DO - 10.1016/j.ijforecast.2021.11.001
M3 - Journal article
VL - 38
SP - 705
EP - 871
JO - International Journal of Forecasting
JF - International Journal of Forecasting
SN - 0169-2070
IS - 3
ER -
