Forecasting With Sparse Data

Forecasting with Sparse Data is a methodological framework within new product demand forecasting that enables the prediction of future demand using limited, incomplete, or infrequent historical observations, distinguished by its reliance on specialized statistical or machine learning techniques to infer patterns in data-scarce environments.

123

Publications

7.1K

Citations

404

Authors

220

Institutions

Publications per year

2017–2026

79

Variants

Sparse Data Forecasting

Authors

404

  1. DG
    Domenico Giannone

    Centre for Economic Policy Research, United Kingdom

    4 publications · 881 citations

    4

    h-index

  2. GE
    Giorgio E. Primiceri

    National Bureau of Economic Research, United States

    3 publications · 354 citations

    3

    h-index

  3. ML
    Michèle Lenza

    European Central Bank, Germany

    3 publications · 354 citations

    3

    h-index

  4. SL
    Steven L. Scott

    University of Wisconsin–Madison, United States

    2 publications · 442 citations

    2

    h-index

  5. CK
    Chongqing Kang

    Tsinghua University, China

    2 publications · 62 citations

    2

    h-index

1–5 of 404

Venues

  1. SSRN Electronic Journal

    Repository · 5 publications · 334 citations

    5

    h-index

  2. IEEE Transactions on Industrial Informatics

    4 publications · 274 citations

    4

    h-index

  3. Applied Soft Computing

    4 publications · 157 citations

    4

    h-index

  4. arXiv (Cornell University)

    Repository · 4 publications · 606 citations

    4

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 4 publications · 168 citations

    4

    h-index

1–5