Journal: International Journal of Forecasting

Found 1200 papers in total
Testing for short memory in a VARMA process
Testing for short memory in a VARMA process
1999,
We generalize the short-term memory test of an ARMA model, presented by Öller, to...
Finite-sample properties of tests for equal forecast accuracy
Finite-sample properties of tests for equal forecast accuracy
1999,
This study examines the small-sample properties of some commonly used tests of equal...
Subset selection of autoregressive time series models
Subset selection of autoregressive time series models
1999,
We propose a solution to select promising subsets of autoregressive time series models...
Forecasting an aggregate of cointegrated disaggregates
Forecasting an aggregate of cointegrated disaggregates
2000,
This study examines the problem of forecasting an aggregate of cointegrated...
Detection of outliers and level shifts in time series: An evaluation of two alternative procedures
Detection of outliers and level shifts in time series: An evaluation of two alternative procedures
2000,
A unified method to detect and handle innovational and additive outliers, and...
Neural model identification, variable selection and model adequacy
Neural model identification, variable selection and model adequacy
1999,
In recent years an impressive array of publications has appeared claiming considerable...
Forecasting with missing data: Application to coastal wave heights
Forecasting with missing data: Application to coastal wave heights
1999,
This paper presents a comparative analysis of linear and mixed models for short-term...
Forecasting ski demand: Comparing learning curve and varying parameter coefficient approaches
Forecasting ski demand: Comparing learning curve and varying parameter coefficient approaches
1999,
Demand for skiing expanded rapidly in the 1980s, fell quite dramatically at the start...
An intelligent business forecaster for strategic business planning
An intelligent business forecaster for strategic business planning
1999,
In this paper an intelligent business forecaster for strategic business planning is...
Specification versus data fitting: SEM prediction and the Q-class estimator
Specification versus data fitting: SEM prediction and the Q-class estimator
1999,
We propose a new class of limited information estimators built upon an explicit...
The impact of measurement errors on ARMA prediction
The impact of measurement errors on ARMA prediction
1999,
Measurement errors can have dramatic impact on the outcome of empirical analysis. In...
Evaluating volatility and interval forecasts
Evaluating volatility and interval forecasts
1999,
A widely used approach to evaluating volatility forecasts uses a regression framework...
Signal extraction and estimation of a trend: A Monte Carlo study
Signal extraction and estimation of a trend: A Monte Carlo study
1999,
Several authors have questioned the use of exponentially weighted moving average...
Time series multistep-ahead predictability estimation and ranking
Time series multistep-ahead predictability estimation and ranking
1999,
A predictability index was defined as the ratio of the variance of the optimal...
An intelligent model selection and forecasting system
An intelligent model selection and forecasting system
1999,
In this paper we present an intelligent decision-support system based on neural...
Short-term forecasting of industrial electricity consumption in Brazil
Short-term forecasting of industrial electricity consumption in Brazil
1999,
This paper presents short-term forecasting methods applied to electricity consumption...
Linear signal extraction with intervention techniques in non-linear time series
Linear signal extraction with intervention techniques in non-linear time series
1998,
Seasonal adjustment is performed in some data-producing agencies according to the...
The role of prices in models of innovation diffusion
The role of prices in models of innovation diffusion
1998,
When evaluating the launch of a new product or service, forecasts of the diffusion...
Why do regime-switching models forecast so badly?
Why do regime-switching models forecast so badly?
1999,
Most non-linear techniques give good in-sample fits to exchange rate data but are...
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter
1999,
We develop an ordinary least squares estimator of the long-memory parameter from a...
Disaggregation of annual flow data with multiplicative trends
Disaggregation of annual flow data with multiplicative trends
1999,
Various methods based on smoothing or statistical criteria have been used for...
Judgement in learning-curve forecasting: A laboratory study
Judgement in learning-curve forecasting: A laboratory study
1999,
This study investigates whether human judgement can be of value to users of industrial...
Multi-step forecasting for long-memory processes
Multi-step forecasting for long-memory processes
1999,
In this paper we present results of a simulation study to assess and compare the...
Exact smoothing for stationary and non-stationary time series
Exact smoothing for stationary and non-stationary time series
2000,
In this work we derive an analytical relationship between exact fixed-interval...
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