Journal: International Journal of Forecasting

Found 1200 papers in total
Optimally harnessing inter‐day and intra‐day information for daily value‐at‐risk prediction
Optimally harnessing inter‐day and intra‐day information for daily value‐at‐risk prediction
2013,
We make use of quantile regression theory to obtain a combination of individual...
Do statistical forecasting models for SKU‐level data benefit from including past expert knowledge?
Do statistical forecasting models for SKU‐level data benefit from including past expert knowledge?
2013,
We determine whether statistical model forecasts of SKU level sales data can be...
Depression and forecast accuracy: Evidence from the 2010 FIFA World Cup
Depression and forecast accuracy: Evidence from the 2010 FIFA World Cup
2013,
Before and during the 2010 Soccer World Cup, participants made probabilistic forecasts...
Combining expert forecasts: Can anything beat the simple average?
Combining expert forecasts: Can anything beat the simple average?
2013,
This paper explores the gains from combining expert forecasts from the ECB Survey of...
Estimation and prediction in the random effects model with AR(p>) remainder disturbances
Estimation and prediction in the random effects model with AR(p>) remainder disturbances
2013,
This paper considers the problem of estimation and forecasting in a panel data model...
Does the euro area forward rate provide accurate forecasts of the short rate?
Does the euro area forward rate provide accurate forecasts of the short rate?
2013,
The forward rate can deliver accurate forecasts of euro area short‐term...
Evaluating probability forecasts for GDP declines using alternative methodologies
Evaluating probability forecasts for GDP declines using alternative methodologies
2013,
Evaluation methodologies for rare events from meteorology, psychology and medical...
Quantifying survey expectations: What’s wrong with the probability approach?
Quantifying survey expectations: What’s wrong with the probability approach?
2013,
We study a matched sample of individual stock market forecasts consisting of both...
Can securities analysts forecast intangible firms’ earnings?
Can securities analysts forecast intangible firms’ earnings?
2013,
Much evidence in the 1990s cast serious doubt on securities analysts’ abilities...
Space–time autoregressive models and forecasting national, regional and state crime rates
Space–time autoregressive models and forecasting national, regional and state crime rates
2013,
The recently advanced space–time autoregressive (ST‐AR) model is used to...
On downside risk predictability through liquidity and trading activity: A dynamic quantile approach
On downside risk predictability through liquidity and trading activity: A dynamic quantile approach
2013,
Most downside risk models implicitly assume that returns are a sufficient statistic...
MLP ensembles improve long term prediction accuracy over single networks
MLP ensembles improve long term prediction accuracy over single networks
2011,
This work describes an award winning approach for solving the NN3 Forecasting...
Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures
Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures
2011,
Airline traffic forecasting is important to airlines and regulatory authorities. This...
A heuristic method for parameter selection in LS‐SVM: Application to time series prediction
A heuristic method for parameter selection in LS‐SVM: Application to time series prediction
2011,
Least Squares Support Vector Machines (LS‐SVM) are the state of the art in...
Forecasting (aggregate) demand for US commercial air travel
Forecasting (aggregate) demand for US commercial air travel
2011,
We analyze whether it is better to forecast air travel demand using aggregate data at...
Forecasting the NN5 time series with hybrid models
Forecasting the NN5 time series with hybrid models
2011,
We propose a simple way of predicting time series with recurring seasonal periods....
Holt’s exponential smoothing and neural network models for forecasting interval‐valued time series
Holt’s exponential smoothing and neural network models for forecasting interval‐valued time series
2011,
Interval‐valued time series are interval‐valued data that are collected...
Forecasting ATM cash demands using a local learning model of cerebellar associative memory network
Forecasting ATM cash demands using a local learning model of cerebellar associative memory network
2011,
Forecasting cash demands at automatic teller machines (ATMs) is challenging, due to...
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
2011,
This paper evaluates the performances of prediction intervals generated from...
Mixture of MLP‐experts for trend forecasting of time series: A case study of the Tehran stock exchange
Mixture of MLP‐experts for trend forecasting of time series: A case study of the Tehran stock exchange
2011,
A new method for forecasting the trend of time series, based on mixture of MLP...
The tourism forecasting competition
The tourism forecasting competition
2011,
We evaluate the performances of various methods for forecasting tourism data. The data...
Forecasting tourist arrivals using time‐varying parameter structural time series models
Forecasting tourist arrivals using time‐varying parameter structural time series models
2011,
Empirical evidence has shown that seasonal patterns of tourism demand and the effects...
Combination of long term and short term forecasts, with application to tourism demand forecasting
Combination of long term and short term forecasts, with application to tourism demand forecasting
2011,
Forecast combination is a well‐established and well‐tested approach for...
An empirical analysis of neural network memory structures for basin water quality forecasting
An empirical analysis of neural network memory structures for basin water quality forecasting
2011,
This research investigates the cumulative multi‐period forecast accuracy of a...
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