Long-term forecasting of hourly retail customer flow on intermittent time series with multiple seasonality

• Published in: Data science and management Vol. 5; no. 3; pp. 137 - 148
• Main Authors: Sousa, Martim, Tomé, Ana Maria, Moreira, José
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.09.2022; KeAi Communications Co. Ltd
• Subjects: Multi-step ahead forecasting; Neural networks; Prophet; Scale-independent performance measures; TBATS; Weighted average ensemble; Multi-step ahead forecasting; Weighted average ensemble; Scale-independent performance measures; TBATS; Neural networks; Prophet

In this study, we address a demanding time series forecasting problem that deals simultaneously with the following: (1) intermittent time series, (2) multi-step ahead forecasting, (3) time series with multiple seasonal periods, and (4) performance measures for model selection across multiple time se...