{"id":"https://openalex.org/W2750639202","doi":"https://doi.org/10.1007/s12351-017-0347-0","title":"Exploiting resampling techniques for model selection in forecasting: an empirical evaluation using out-of-sample tests","display_name":"Exploiting resampling techniques for model selection in forecasting: an empirical evaluation using out-of-sample tests","publication_year":2017,"publication_date":"2017-09-06","ids":{"openalex":"https://openalex.org/W2750639202","doi":"https://doi.org/10.1007/s12351-017-0347-0","mag":"2750639202"},"language":"en","primary_location":{"id":"doi:10.1007/s12351-017-0347-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12351-017-0347-0","pdf_url":null,"source":{"id":"https://openalex.org/S140563256","display_name":"Operational Research","issn_l":"1109-2858","issn":["1109-2858","1866-1505"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operational Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5060327962","display_name":"Dimitrios Sarris","orcid":"https://orcid.org/0000-0003-1379-1465"},"institutions":[{"id":"https://openalex.org/I174458059","display_name":"National Technical University of Athens","ror":"https://ror.org/03cx6bg69","country_code":"GR","type":"education","lineage":["https://openalex.org/I174458059"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Dimitrios Sarris","raw_affiliation_strings":["Forecasting and Strategy Unit, School of Electrical and Computer Engineering, National Technical University of Athens, 9 Iroon Polytechniou Str, Zografou Athens, 15773, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Forecasting and Strategy Unit, School of Electrical and Computer Engineering, National Technical University of Athens, 9 Iroon Polytechniou Str, Zografou Athens, 15773, Greece","institution_ids":["https://openalex.org/I174458059"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5015832946","display_name":"Evangelos Spiliotis","orcid":"https://orcid.org/0000-0002-1854-1206"},"institutions":[{"id":"https://openalex.org/I174458059","display_name":"National Technical University of Athens","ror":"https://ror.org/03cx6bg69","country_code":"GR","type":"education","lineage":["https://openalex.org/I174458059"]}],"countries":["GR"],"is_corresponding":true,"raw_author_name":"Evangelos Spiliotis","raw_affiliation_strings":["Forecasting and Strategy Unit, School of Electrical and Computer Engineering, National Technical University of Athens, 9 Iroon Polytechniou Str, Zografou Athens, 15773, Greece"],"raw_orcid":"https://orcid.org/0000-0002-1854-1206","affiliations":[{"raw_affiliation_string":"Forecasting and Strategy Unit, School of Electrical and Computer Engineering, National Technical University of Athens, 9 Iroon Polytechniou Str, Zografou Athens, 15773, Greece","institution_ids":["https://openalex.org/I174458059"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5112615779","display_name":"Vassilios Assimakopoulos","orcid":null},"institutions":[{"id":"https://openalex.org/I174458059","display_name":"National Technical University of Athens","ror":"https://ror.org/03cx6bg69","country_code":"GR","type":"education","lineage":["https://openalex.org/I174458059"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Vassilios Assimakopoulos","raw_affiliation_strings":["Forecasting and Strategy Unit, School of Electrical and Computer Engineering, National Technical University of Athens, 9 Iroon Polytechniou Str, Zografou Athens, 15773, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Forecasting and Strategy Unit, School of Electrical and Computer Engineering, National Technical University of Athens, 9 Iroon Polytechniou Str, Zografou Athens, 15773, Greece","institution_ids":["https://openalex.org/I174458059"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5015832946"],"corresponding_institution_ids":["https://openalex.org/I174458059"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":0.2342,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.61886131,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"20","issue":"2","first_page":"701","last_page":"721"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9758999943733215,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/resampling","display_name":"Resampling","score":0.7628383636474609},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7387439608573914},{"id":"https://openalex.org/keywords/outlier","display_name":"Outlier","score":0.6904237270355225},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.6176709532737732},{"id":"https://openalex.org/keywords/bootstrapping","display_name":"Bootstrapping (finance)","score":0.6072244644165039},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.5638827085494995},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.5287185311317444},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5204182267189026},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.5143821835517883},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4772112965583801},{"id":"https://openalex.org/keywords/model-selection","display_name":"Model selection","score":0.47349271178245544},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.467526912689209},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.445359468460083},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4393310546875},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.31881916522979736},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.13527178764343262}],"concepts":[{"id":"https://openalex.org/C150921843","wikidata":"https://www.wikidata.org/wiki/Q1170431","display_name":"Resampling","level":2,"score":0.7628383636474609},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7387439608573914},{"id":"https://openalex.org/C79337645","wikidata":"https://www.wikidata.org/wiki/Q779824","display_name":"Outlier","level":2,"score":0.6904237270355225},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.6176709532737732},{"id":"https://openalex.org/C207609745","wikidata":"https://www.wikidata.org/wiki/Q4944086","display_name":"Bootstrapping (finance)","level":2,"score":0.6072244644165039},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.5638827085494995},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.5287185311317444},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5204182267189026},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.5143821835517883},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4772112965583801},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.47349271178245544},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.467526912689209},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.445359468460083},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4393310546875},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.31881916522979736},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.13527178764343262},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s12351-017-0347-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12351-017-0347-0","pdf_url":null,"source":{"id":"https://openalex.org/S140563256","display_name":"Operational Research","issn_l":"1109-2858","issn":["1109-2858","1866-1505"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operational Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:operea:v:20:y:2020:i:2:d:10.1007_s12351-017-0347-0","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s12351-017-0347-0","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.4000000059604645,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":40,"referenced_works":["https://openalex.org/W129305155","https://openalex.org/W612092204","https://openalex.org/W618769887","https://openalex.org/W1551187515","https://openalex.org/W1966680739","https://openalex.org/W1975172114","https://openalex.org/W1976779238","https://openalex.org/W1977698057","https://openalex.org/W1978954330","https://openalex.org/W1985333631","https://openalex.org/W1986979067","https://openalex.org/W2010100928","https://openalex.org/W2015696398","https://openalex.org/W2028909894","https://openalex.org/W2039332020","https://openalex.org/W2042506099","https://openalex.org/W2047694274","https://openalex.org/W2048665112","https://openalex.org/W2061317273","https://openalex.org/W2068257608","https://openalex.org/W2070681743","https://openalex.org/W2076396344","https://openalex.org/W2077832579","https://openalex.org/W2081319752","https://openalex.org/W2084175761","https://openalex.org/W2117897510","https://openalex.org/W2132782512","https://openalex.org/W2142635246","https://openalex.org/W2151985645","https://openalex.org/W2152209375","https://openalex.org/W2260161590","https://openalex.org/W2488358200","https://openalex.org/W2609857610","https://openalex.org/W2811507150","https://openalex.org/W2890622637","https://openalex.org/W3123965474","https://openalex.org/W3125199452","https://openalex.org/W4242688646","https://openalex.org/W4285719527","https://openalex.org/W4302441299"],"related_works":["https://openalex.org/W1534274833","https://openalex.org/W3117246195","https://openalex.org/W2081850291","https://openalex.org/W2375771286","https://openalex.org/W69222743","https://openalex.org/W1913467779","https://openalex.org/W4229900761","https://openalex.org/W2149345204","https://openalex.org/W2937099569","https://openalex.org/W3005992387"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
