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A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition

Expert Systems with Applications · 2012 · Vol. 39(8) · pp. 7067–7083
Souhaib Ben TaiebGianluca BontempiAmir F. AtiyaAntti Sorjamaa
Forecasting Techniques and ApplicationsStock Market Forecasting MethodsTime Series Analysis and ForecastingComputer scienceBenchmark (surveying)Series (stratigraphy)Selection (genetic algorithm)Time seriesVariable (mathematics)Competition (biology)Machine learningEconometricsArtificial intelligence
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References
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The Combination of Forecasts
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