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INFORMATICALT
1998

Forecasting Automation: an Emerging Branch of Forecasting Engineering

9 years 2 months ago
Forecasting Automation: an Emerging Branch of Forecasting Engineering
Principles of the framework called time series forecasting automation are presented. It is required in processing massive temporal data sets and creating completely user-oriented forecasting software where manual data analysis and a user’s decision-making is either impractical or undesirable. Its distinct features are local extrapolation models, their active training, criterion of model performance assessment used in adding new examples to the model training set and in deciding on which one of a group of competing models consistent with the common training set performs best. A generalized algorithm for local model tuning on massive data series that can be run without human intervention is presented. Key words: forecasting, forecasting automation, massive time series, model scoring, time series analysis.
Andrey Kharchenko
Added 22 Dec 2010
Updated 22 Dec 2010
Type Journal
Year 1998
Where INFORMATICALT
Authors Andrey Kharchenko
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