Alert: International Journal of Forecasting
New articles available on ScienceDirect
New Articles in Press, 16 December
Automatic selection of unobserved components models for supply chain forecasting
Marco A. Villegas, Diego J. Pedregal
For many companies, automatic forecasting has come to be an essential part of business analytics applications. The large amounts of data available, the short life-cycle of the analysis and the acceleration of business operations make traditional manual data analysis unfeasible in such environments. In this paper, an automatic forecasting support system that comprises several methods and models is developed in a general state space framework built in the SSpace toolbox written for Matlab.
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