Journal: International Journal of Forecasting

Found 1200 papers in total
The predictability of asset returns: an approach combining technical analysis and time series forecasts
The predictability of asset returns: an approach combining technical analysis and time series forecasts
2003,
We investigate predictability of asset returns by developing an approach that combines...
Neural network forecasts of Canadian stock returns using accounting ratios
Neural network forecasts of Canadian stock returns using accounting ratios
2003,
This study compares neural network forecasts of one-year-ahead Canadian stock returns...
Evaluating Federal Open Market Committee forecasts
Evaluating Federal Open Market Committee forecasts
2003,
Monetary policy outcomes have improved since the early 1980s. One factor contributing...
AIDS in Portugal: endemic versus epidemic forecasting scenarios for mortality
AIDS in Portugal: endemic versus epidemic forecasting scenarios for mortality
2004,
Both epidemic and endemic scenarios have been proposed to study the evolution of...
Introduction to crime forecasting
Introduction to crime forecasting
2003,
Crime forecasting for police is relatively new. It has been made relevant by recent...
Modelling and predicting recorded property crime trends in England and Wales – a retrospective
Modelling and predicting recorded property crime trends in England and Wales – a retrospective
2003,
In 1999 the Home Office published, for the first time ever, 3-year ahead projections...
Forecasting residential burglary
Forecasting residential burglary
2003,
Following the work of Dhiri et al . at the Home Office predicting recorded burglary...
Short-term forecasting of crime
Short-term forecasting of crime
2003,
The major question investigated is whether it is possible to accurately forecast...
Simple indicators of crime by time of day
Simple indicators of crime by time of day
2003,
Crime varies greatly by hour of day – more than by any other variable. Yet...
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 distracts, etc. – often...
A comparison for forecasting methods for hotel revenue management
A comparison for forecasting methods for hotel revenue management
2003,
The arrivals forecast is one of the key inputs for a successful hotel revenue...
Univariate versus multivariate time series forecasting: an application to international tourism demand
Univariate versus multivariate time series forecasting: an application to international tourism demand
2003,
Tourist numbers from several origin countries to a particular destination country form...
Just-in-time inventory systems innovation and the predictability of earnings
Just-in-time inventory systems innovation and the predictability of earnings
2003,
Firms that adopt just-in-time (JIT) inventory practices do so in order to realize cost...
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
2004,
This paper is concerned with recursive estimation, testing and forecasting of the...
Neural network pruning applied to real exchange rate analysis
Neural network pruning applied to real exchange rate analysis
2002,
Neural networks are fitted to real exchange rates of several industrialized countries....
Subset threshold autoregression
Subset threshold autoregression
2003,
We develop in this paper an efficient way to select the best subset threshold...
Strategic bias, herding behaviour and economic forecasts
Strategic bias, herding behaviour and economic forecasts
2003,
Professional forecasters can have other objectives as well as minimizing expected...
Testing for (common) stochastic trends in the presence of structural breaks
Testing for (common) stochastic trends in the presence of structural breaks
2002,
This paper considers the problem of testing for the presence of stochastic trends in...
A non-linear dynamic model for multipicative seasonal-trend decomposition
A non-linear dynamic model for multipicative seasonal-trend decomposition
2002,
A non-linear dynamic model is introduced for multiplicative seasonal time series that...
On a family of finite moving-average trend filters for the ends of series
On a family of finite moving-average trend filters for the ends of series
2002,
A family of finite end filters is constructed using a minimum revisions criterion and...
Bayesian forecasts for cointegrated models
Bayesian forecasts for cointegrated models
2002,
This paper investigates Bayesian forecasts for some cointegrated time series data....
Relationships between Australian real estate and stock market prices – a case of market inefficiency
Relationships between Australian real estate and stock market prices – a case of market inefficiency
2002,
This paper explores the relationship between the Australian real estate and equity...
Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
2002,
This paper stresses the restrictive nature of the standard unit root/cointegration...
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