Article ID: | iaor2008585 |
Country: | United Kingdom |
Volume: | 24 |
Issue: | 4 |
Start Page Number: | 299 |
End Page Number: | 309 |
Publication Date: | Jul 2005 |
Journal: | International Journal of Forecasting |
Authors: | Madden Gary, Coble-Neal Grant |
Keywords: | communications, internet |
M-competition studies provide a set of stylized recommendations to enhance forecast reliability. However, no single method dominates across series, leading to consideration of the relationship between selected data characteristics and the reliability of alternative forecast methods. This study conducts an analysis of predictive accuracy in relation to Internet bandwidth loads. Extrapolation techniques that perform best in M-competitions perform relatively poorly in predicting Internet bandwidth loads. Such performance is attributed to Internet bandwidth data exhibiting considerably less structure than M-competition data.