Improvement of a Forecasting Algorithm

Abstract

In order to improve Accenture’s TSSCV algorithm this project introduces basic forecasting theory and forecasting heuristics. Additionally, it explains the TSSCV algorithm in detail. Furthermore, it proposes several algorithm modifications, testing them for code performance and forecasting accuracy performance optimization. The results conclude that the Accenture’s TSSCV algorithm design is optimally tuned. Major revamps, new heuristics and methods are proposed to achieve higher accuracy performances.