Hierarchical forecasts for Australian domestic tourism

International Journal of Forecasting - Tập 25 - Trang 146-166 - 2009
George Athanasopoulos1, Roman A. Ahmed1, Rob J. Hyndman1
1Department of Econometrics and Business Statistics, Monash University, VIC 3800, Australia

Tài liệu tham khảo

Aoki, 1987 Athanasopoulos, 2008, Modelling and forecasting Australian domestic tourism, Tourism Management, 29, 19, 10.1016/j.tourman.2007.04.009 Dangerfield, 1992, Top-down or bottom-up: Aggregate versus disaggregate extrapolations, International Journal of Forecasting, 8, 233, 10.1016/0169-2070(92)90121-O Diebold, 1995, Comparing predictive accuracy, Journal of Business and Economic Statistics, 13, 253 Dunn, 1976, Aggregate versus subaggregate models in local area forecasting, Journal of the American Statistical Association, 71, 68, 10.1080/01621459.1976.10481478 Edwards, 1969, Should aggregation prior to estimation be the rule?, Review of Economics and Statistics, 51, 409, 10.2307/1926432 Fliedner, 1992, Constrained forecasting: Some implementation guidelines, Decision Sciences, 23, 1143, 10.1111/j.1540-5915.1992.tb00440.x Fliedner, 1999, An investigation of aggregate variable time series forecast strategies with specific subaggregate time series statistical correlation, Computers and Operations Research, 26, 1133, 10.1016/S0305-0548(99)00017-9 Fogarty, 1990 Gardner, 1985, Exponential smoothing: The state of the art, Journal of Forecasting, 4, 1, 10.1002/for.3980040103 Gross, 1990, Dissagregation methods to expedite product line forecasting, Journal of Forecasting, 9, 233, 10.1002/for.3980090304 Grunfeld, 1960, Is aggregation necessarily bad?, Review of Economics and Statistics, 42, 1, 10.2307/1926089 Hyndman, R. J., Ahmed, R. A., & Athanasopoulos, G. (2007). Optimal combination forecasts for hierarchical time series. Working paper 09/07. Department of Econometrics and Business Statistics, Monash University. http://www.robhyndman.info/papers/hierarchical.htm Hyndman, 2008 Hyndman, 2002, A state space framework for automatic forecasting using exponential smoothing methods, International Journal of Forecasting, 18, 439, 10.1016/S0169-2070(01)00110-8 Kinney, 1971, Predicting earnings: Entity versus subentity data, Journal of Accounting Research, 9, 127, 10.2307/2490206 Li, 2005, Recent developments in econometric modelling and forecasting, Journal of Travel Research, 44, 82, 10.1177/0047287505276594 Lütkephol, 1984, Forecasting contemporaneously aggregated vector ARMA processes, Journal of Business and Economic Statistics, 2, 201 Makridakis, 2000, The M3-competition: Results, conclusions and implications, International Journal of Forecasting, 16, 451, 10.1016/S0169-2070(00)00057-1 McLeavey, 1985 Narasimhan, 1994 Orcutt, 1968, Data aggregation and information loss, American Economic Review, 58, 773 Pegels, 1969, Exponential smoothing: Some new variations, Management Science, 12, 311 Shing, N. K. (1993). A study of bottom-up and top-down forecasting methods. Master’s thesis. Royal Melbourne Institute of Technology Shlifer, 1979, Aggregation and proration in forecasting, Management Science, 25, 594, 10.1287/mnsc.25.6.594 Song, 2008, Tourism demand modelling and forecasting — A review of recent literature, Tourism Management, 29, 203, 10.1016/j.tourman.2007.07.016 Taylor, 2003, Exponential smoothing with a damped multiplicative trend, International Journal of Forecasting, 19, 715, 10.1016/S0169-2070(03)00003-7 Theil, 1954 Tourism Research Australia, 2005 Tourism Research Australia, 2008 Weatherby, G. (1984). Aggregation, disaggregation and combination of forecasts. Ph.D. thesis, Georgia Institute of Technology Zellner, 2000, A note on aggregation, disaggregation and forecasting performance, Journal of Forecasting, 19, 457, 10.1002/1099-131X(200009)19:5<457::AID-FOR761>3.0.CO;2-6