Global models for time series forecasting: A Simulation study

作者：

Highlights：

• Time series simulation using Data Generating Processes.

• Simulating a number of forecasting scenarios close to real-world situations.

• Evaluating the conditions when global forecasting models are competitive.

摘要

•Time series simulation using Data Generating Processes.•Simulating a number of forecasting scenarios close to real-world situations.•Evaluating the conditions when global forecasting models are competitive.

论文关键词：Time series forecasting,Global forecasting models,Time series simulation,Data generating processes

论文评审过程：Received 9 March 2021, Revised 3 November 2021, Accepted 18 November 2021, Available online 20 November 2021, Version of Record 28 February 2022.

论文官网地址：https://doi.org/10.1016/j.patcog.2021.108441