ISF2022: How to make ETS work with ARIMA

This time ISF took place in Oxford. I acted as a programme chair of the event and was quite busy with schedule and some other minor organisational things, but I still found time to present something new. Specifically, I talked about one specific part of ADAM, the part implementing ETS+ARIMA. The idea is that the two models are considered as competing, belonging to different families. But we have known how to unite them at least since 1985. So, it is about time to make this brave step and implement ETS with ARIMA elements.

ETS+ARIMA love story with happy ending…

This talk was based on Chapter 9 of ADAM monograph, and more specifically on Section 9.4.

The slides of the presentation are available here.

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