Direct rolling training for improving judgmental time series forecasting performance

Research Objectives/Research Questions

  • This study examines the effectiveness of using a rolling training approach to improve the accuracy of such forecasts.
  • A direct training scheme will enable forecasters to better understand the underlying pattern of the data by learning directly from their forecast errors.
  • Such a scheme will drive the forecaster to focus on each series and its patterns separately, thus increasing forecasting performance.

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