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

Product_sales_probabilistic_forecasting

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

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.