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Created over 3 years ago
Updated about 2 years ago

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Methods used for producing product sales probabilistic forecasting (statistical methods, ML models, theoretical estimations, and empirical approaches)

AutoTheta

Generalizing the Theta method for automatic forecasting

Hybrid-forecasting-method-

Forecasting with a hybrid method utilizing data smoothing, a variation of the Theta method and shrinkage of seasonal factors

Avoiding-overconfidence-in-M6

Code used for supporting the IJF discussion paper, showing that avoiding overconfidence by assuming similar probabilities for symmetric quintiles can improve both forecast accuracy and portfolio efficiency.

vangspiliot/Product_sales_probabilistic_forecasting

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