Table 1 Candidate forecasting methods
Method | Description |
|---|---|
1 | Holt-Winters Exponential Smoothing |
2 | Automatic Autoregressive Integrated Moving Average (autoARIMA) |
3 | Lagged regression (autoregression) with holidays and seasonal indexes |
4 | Lagged regularised regression (elastic-net) with seasonal indexes |
5 | Regression with holidays and ARIMA errors |
6 | Regression with holidays, seasonal indexes and ARIMA errors |
7 | Harmonic Regression (fourier terms) with holidays |
8 | Singular Spectrum Analysis |
9 | Facebook Prophet |
10 | Trigonometric seasonality, Box-Cox transformation (TBATS) |
11 | Comb: Simple Exponential Smoothing, Linear Trend, damped trend |
12 | Ensemble of [1] and [2] |
13 | Ensemble of [7], [5] |
14 | Ensemble of [1], [9] and [5] |