Dergiler / Hacettepe Journal of Mathematics and Statistics / 2026 / Volume: 52 Issue: 1

Ata method’s performance in the M4 competition

Sedat Çapar(DOKUZ EYLUL UNIVERSITY)0000-0003-4741-4908
İdil Yavuz(DOKUZ EYLUL UNIVERSITY)0000-0003-2163-1066
Ali Sabri Taylan(Türkiye Ürün İhtisas Borsası A.Ş.)0000-0001-9514-934X
Güçkan Yapar(DOKUZ EYLUL UNIVERSITY)0000-0002-0971-6676
Sayfa
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Yayın Tarihi
2023-02-15
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Therefore, besides the fact that Ata models perform well alone, Ata should be considered as a candidate for being included in combinations of forecasts.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:Like the previous M competitions, M4 competition resulted in great contributions to the field of forecasting.
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Temel Bulgular & Veri:In addition, the forecasting accuracy of simple combinations of these Ata models and ARIMA are given for the M4 competition data set.
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Sonuç & Katkı:Therefore, besides the fact that Ata models perform well alone, Ata should be considered as a candidate for being included in combinations of forecasts.
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Exponential smoothing · forecasting · M4-competition

Abstract

Like the previous M competitions, M4 competition resulted in great contributions to the field of forecasting. Ata method which is a new forecasting method alternative to exponential smoothing, competed in this competition with five different models. The results obtained from these five models are discussed in detail in this paper. According to various error metrics, the models perform better than their exponential smoothing based counters. Despite their simplicity, they are ranked satisfactorily high compared to the other methods. In addition, the forecasting accuracy of simple combinations of these Ata models and ARIMA are given for the M4 competition data set. The combinations work significantly better than models that are much more complex. Therefore, besides the fact that Ata models perform well alone, Ata should be considered as a candidate for being included in combinations of forecasts.

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Bu Makaleye Atıf Yap

Çapar, S., Selamlar, H. T., Yavuz, İ., Taylan, A. S., Yapar, G. (2023). Ata method’s performance in the M4 competition. Hacettepe Journal of Mathematics and Statistics, Volume: 52 Issue: 1. https://doi.org/10.15672/hujms.1018362

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Kaynakça (12)

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