Journal: International Journal of Forecasting

Found 1200 papers in total
Criminal incident prediction using a point-pattern-based density model
Criminal incident prediction using a point-pattern-based density model
2003,
Law enforcement agencies need crime forecasts to support their tactical operations;...
Predicting the geo-temporal variations of crime and disorder
Predicting the geo-temporal variations of crime and disorder
2003,
Traditional police boundaries – precincts, patrol districts, etc. – often...
Forecasting unemployment using an autoregression with censored latent effects parameters
Forecasting unemployment using an autoregression with censored latent effects parameters
2004,
Monthly observed unemployment typically displays explosive behavior in recessionary...
A new approach to forecasting intermittent demand for service parts inventories
A new approach to forecasting intermittent demand for service parts inventories
2004,
A fundamental aspect of supply chain management is accurate demand forecasting. We...
How costly is it to ignore breaks when forecasting the direction of a time series?
How costly is it to ignore breaks when forecasting the direction of a time series?
2004,
Empirical evidence suggests that many macroeconomic and financial time series are...
Directional accuracy tests of long-term interest rate forecasts
Directional accuracy tests of long-term interest rate forecasts
2003,
The one-year forecasts for long-term interest rates issued by The Wall Street Journal...
Predicting the outcomes of National Football League games
Predicting the outcomes of National Football League games
2003,
Rankings have predictive value for determining the outcomes of basketball games and...
Predicting discrete outcomes with the maximum score estimator: the case of the NCAA men's basketball tournament
Predicting discrete outcomes with the maximum score estimator: the case of the NCAA men's basketball tournament
2003,
Seedings as a predictor of winning in the men's NCAA basketball tournament have...
Forecasting the behaviour of manufacturing inventory
Forecasting the behaviour of manufacturing inventory
2003,
Forecasting levels of stock held by manufacturing industry is problematic. Stocks are...
Comparing forecasts of inflation using time distance
Comparing forecasts of inflation using time distance
2003,
When considering the relative quality of forecasts the method of comparison is...
Accuracy, usefulness and the evaluation of analysts' forecasts
Accuracy, usefulness and the evaluation of analysts' forecasts
2003,
This paper provides evidence that forecast immediacy (FI), which is the speed with...
Debiasing forecasts: how useful is the unbiasedness test?
Debiasing forecasts: how useful is the unbiasedness test?
2003,
A number of studies have demonstrated the improvements in accuracy that can result...
Long memory time series and short term forecasts
Long memory time series and short term forecasts
2003,
This article studies the usefulness of low order ARMA models in the prediction of long...
Forecasting autoregressive time series with bias-corrected parameter estimators
Forecasting autoregressive time series with bias-corrected parameter estimators
2003,
The parameter estimators of autoregressive (AR) models are biased in small samples,...
On the specification of cointegrated autoregressive moving-average forecasting systems
On the specification of cointegrated autoregressive moving-average forecasting systems
2003,
This paper discusses equilibrium correction, echelon canonical form vector...
Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy
Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy
2003,
This paper shows that forecasting accuracy can be improved through better estimation...
Exponential smoothing with a damped multiplicative trend
Exponential smoothing with a damped multiplicative trend
2003,
Multiplicative trend exponential smoothing has received very little attention in the...
A note on Musgrave asymmetrical trend-cycle filters
A note on Musgrave asymmetrical trend-cycle filters
2003,
In this paper, we derive the implicit forecasts in the asymmetrical trend-cycle...
Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation
Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation
2004,
Charles Holt's classic paper on exponentially weighted moving averages appeared as...
Forecasting seasonals and trends by exponentially weighted moving averages
Forecasting seasonals and trends by exponentially weighted moving averages
2004,
The paper provides a systematic development of the forecasting expressions for...
Efficient market hypothesis and forecasting
Efficient market hypothesis and forecasting
2004,
The efficient market hypothesis gives rise to forecasting tests that mirror those...
The effects of feedback on judgmental interval predictions
The effects of feedback on judgmental interval predictions
2004,
The majority of studies of probability judgment have found that judgments tend to be...
Distance and prediction error variance constraints for ARMA model portfolios
Distance and prediction error variance constraints for ARMA model portfolios
2004,
Poskitt and Tremayne present a posterior odds ratio (ℜ) portfolio selection...
Naïve, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance
Naïve, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance
2004,
We examine the forecasting performance of a number of parametric and nonparametric...
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