Journal: International Journal of Forecasting

Found 1200 papers in total
Neural network forecasting of Canadian GDP growth
Neural network forecasting of Canadian GDP growth
2001,
The objective of this paper is to improve the accuracy of financial and monetary...
Forecasting market shares from models for sales
Forecasting market shares from models for sales
2001,
Dividing forecasts of brand sales by a forecast of category sales, when they are...
The forecasting accuracy and determinants of football rankings
The forecasting accuracy and determinants of football rankings
2001,
Numerous models vie to explain the extent to which and the manner in which people use...
Long lead-time forecasting of UK air passengers by Holt–Winters methods with damped trend
Long lead-time forecasting of UK air passengers by Holt–Winters methods with damped trend
2001,
Planning decisions for air transport infrastructure require forecasts of air passenger...
Predicting bankruptcy using recursive partitioning and a realistically proportioned data set
Predicting bankruptcy using recursive partitioning and a realistically proportioned data set
2000,
Auditors must assess their clients' ability to function as a going concern for at...
Out-of-sample tests of forecasting accuracy: An analysis and review
Out-of-sample tests of forecasting accuracy: An analysis and review
2000,
In evaluations of forecasting accuracy, including forecasting competitions,...
The M3-competition: Results, conclusions and implications
The M3-competition: Results, conclusions and implications
2000,
This paper describes, the M3-Competition, the latest of the M-Competitions. It...
An application of rule-based forecasting to a situation lacking domain knowledge
An application of rule-based forecasting to a situation lacking domain knowledge
2000,
Rule-based forecasting (RBF) uses rules to combine forecasts from simple extrapolation...
The use of an expert system in the M3 competition
The use of an expert system in the M3 competition
2000,
The Expert System that one of the authors had developed during his dissertation was...
Automatic ARIMA modeling including interventions, using time series expert software
Automatic ARIMA modeling including interventions, using time series expert software
2000,
This article has three objectives: (a) to describe the method of automatic ARIMA...
Automatic neural network modeling for univariate time series
Automatic neural network modeling for univariate time series
2000,
Artificial neural networks (ANNs) are an information processing paradigm inspired by...
A note on the robust trend and ARARMA methodologies used in the M3 competition
A note on the robust trend and ARARMA methodologies used in the M3 competition
2000,
This brief note describes two of the forecasting methods used in the M3 Competition,...
The theta model: A decomposition approach to forecasting
The theta model: A decomposition approach to forecasting
2000,
This paper presents a new univariate forecasting method. The method is based on the...
Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model
Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model
2000,
A two-step procedure to produce a statistical measure of the probability of being in...
Linear combination of restrictions and forecasts in time series analysis
Linear combination of restrictions and forecasts in time series analysis
2000,
An important tool in time series analysis is that of combining information in an...
Updating the forecast function of ARIMA models and the link with DLMs
Updating the forecast function of ARIMA models and the link with DLMs
1999,
This paper shows that the whole forecast function of ARIMA time series models, and not...
A measure of time series' predictability using genetic programming applied to stock returns
A measure of time series' predictability using genetic programming applied to stock returns
1999,
Based on the standard genetic programming (GP) paradigm, we introduce a new...
Time series forecasting using neural networks: Should the data be deseasonalized first?
Time series forecasting using neural networks: Should the data be deseasonalized first?
1999,
This research investigates whether prior statistical deseasonalization of data is...
Dynamic harmonic regression
Dynamic harmonic regression
1999,
This paper describes in detail a flexible approach to nonstationary time series...
Finite sample prediction and interpolation for ARIMA models with missing data
Finite sample prediction and interpolation for ARIMA models with missing data
1999,
A transformation which allows Cholesky decomposition to be used to evaluate the exact...
Ex post and ex ante analysis of provisional data
Ex post and ex ante analysis of provisional data
1999,
In this paper we suggest a framework to assess the degree of reliability of...
Forecast evaluation tests in the presence of ARCH
Forecast evaluation tests in the presence of ARCH
1999,
We consider tests for the equality of prediction mean squared errors and for forecast...
Monthly data and short-term forecasting: An assessment of monthly data in a VAR model
Monthly data and short-term forecasting: An assessment of monthly data in a VAR model
1999,
Use of monthly data for economic forecasting purposes is typically constrained by the...
Forecasting cointegrated series with BVAR models
Forecasting cointegrated series with BVAR models
1999,
In this paper we examine how BVARs can be used for forecasting cointegrated variables....
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