# For2For: Learning to forecast from forecasts

arXiv: https://arxiv.org/abs/2001.04601 · HTML: https://mlsanity.com/paper/2001.04601/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 14 Jan 2020.

## Built on by (most cited first, 1 of 1)

- [Forecast combinations: an over 50-year review](https://mlsanity.com/paper/2205.04216/) (2022)

## Abstract (arXiv)

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead forecasts produced by standard methods. The machine learning model can be either a convolutional neural network model or a recurrent neural network model. The intuition behind this approach is that forecasts of a time series are themselves good features characterizing the series, especially when the modelling purpose is forecasting. It can also be viewed as a weighted ensemble method. Tested on the M4 competition dataset, this approach outperforms all submissions for quarterly series, and is more accurate than all but the winning algorithm for monthly series.