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vangspiliot avatar vangspiliot commented on July 20, 2024 1

Yes. You may find them here
https://github.com/Mcompetitions/M4-methods/tree/master/Point%20Forecasts
labelled as "submission-ARIMA.rar"

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vangspiliot avatar vangspiliot commented on July 20, 2024

The ARIMA method was implemented using the auto.arima function from the forecast package, as noted here
https://www.sciencedirect.com/science/article/pii/S0169207019301128
No pre-processing took place and none of the hyper-parameters was manually set.
Any differences with the published results should be due to package updates.

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mloning avatar mloning commented on July 20, 2024

Okay, thanks for the info, will look into it!

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mloning avatar mloning commented on July 20, 2024

Have you published ARIMA results by category (yearly, quarterly, etc) somewhere?

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