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- W4318997152 abstract "Time series bagging has been deemed an effective way to improve unstable modelling procedures and subsequent forecasting accuracy. However, the literature has paid little attention to decomposition in time series bagging. This study investigates the impacts of various decomposition methods on bagging forecasting performance. Eight popular decomposition approaches are incorporated into the time series bagging procedure to improve unstable modelling procedures, and the resulting bagging methods' forecasting performance is evaluated. Using the world's top 20 inbound destinations as an empirical case, this study generates one-to eight-step-ahead tourism forecasts and compares them against benchmarks, including non-bagged and seasonal naïve models. For short-term forecasts, bagging constructed via seasonal extraction in autoregressive integrated moving average time series decomposition outperforms other methods. An autocorrelation test shows that efficient decomposition reduces variance in bagging forecasts." @default.
- W4318997152 created "2023-02-03" @default.
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- W4318997152 date "2023-08-01" @default.
- W4318997152 modified "2023-10-06" @default.
- W4318997152 title "Impact of decomposition on time series bagging forecasting performance" @default.
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- W4318997152 doi "https://doi.org/10.1016/j.tourman.2023.104725" @default.
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