Evidence map›Paper›PMID 40149203›Full record

ReviewEntropy (Basel, Switzerland)2025

Selected Topics in Time Series Forecasting: Statistical Models vs. Machine Learning.

Dag Tjøstheim

Abstract readReview
In one paragraph

Review in Entropy (Basel, Switzerland), 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 3 papers.

0numbers the graph read from it
0cells of the map it votes in
3citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

3 citing papers in PubMed.

  1. Article
  2. Article
  3. Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

1 author.

Dag TjøstheimDepartment of Mathematics, University of Bergen, 5008 Bergen, Norway.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

Machine learning forecasting methods are compared to more traditional parametric statistical models. This comparison is carried out regarding a number of different situations and settings. A survey of the most used parametric models is given. Machine learning methods, such as convolutional networks, TCNs, LSTM, transformers, random forest, and gradient boosting, are briefly presented. The practical performance of the various methods is analyzed by discussing the results of the Makridakis forecasting competitions (M1-M6). I also look at probability forecasting via GARCH-type modeling for integer time series and continuous models. Furthermore, I briefly comment on entropy as a volatility measure. Cointegration and panels are mentioned. The paper ends with a section on weather forecasting and the potential of machine learning methods in such a context, including the very recent GraphCast and GenCast forecasts.

Indexed as

forecasting competitionmachine learningneural networkrandom foreststatistical modeltime series forecastingweather forecasting

Identifiers

PMID40149203
PMCPMC11941414

What OpenQuestion holds

Textmetadata
LicenceCC BY
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.