Bayesian Forecasting Methods for Short Time Series

Enrique de Alba and Manuel Mendoza

Foresight: The International Journal of Applied Forecasting, 2007, issue 8, 41-44

Abstract: This article by Enrique de Alba and Manuel Mendoza extends Foresight’s previous coverage of methods for forecasting seasonal data when the historical series is short (less than 2-3 years of data). The authors describe and illustrate a Bayesian method for seasonal data and show that it can outperform traditional time series methods for short time series. Copyright International Institute of Forecasters, 2007

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:for:ijafaa:y:2007:i:8:p:41-44

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