Journal: International Journal of Forecasting

Found 1200 papers in total
Generalising about univariate forecasting methods: Further empirical evidence
Generalising about univariate forecasting methods: Further empirical evidence
1998,
This paper extends the empirical evidence on the forecasting accuracy of extrapolative...
Commentaries on ‘Generalizing about univariate forecasting methods: Further empirical evidence’
Commentaries on ‘Generalizing about univariate forecasting methods: Further empirical evidence’
1998,
This set of comments addresses issues raised by Fildes et al . Armstrong highlights...
A nonlinear forecasts combination method based on Takagi–Sugeno fuzzy systems
A nonlinear forecasts combination method based on Takagi–Sugeno fuzzy systems
1998,
In this paper, we investigate the use of a special class of fuzzy systems, namely...
Are OECD forecasts rational and useful? A directional analysis
Are OECD forecasts rational and useful? A directional analysis
1998,
Tests of direction are employed to evaluate the rationality and usefulness of a large...
How should additive Holt–Winters estimates be corrected?
How should additive Holt–Winters estimates be corrected?
1998,
An important by-product of a good forecasting procedure is to gain some understanding...
A model selection strategy for time series with increasing seasonal variation
A model selection strategy for time series with increasing seasonal variation
1998,
We propose a model selection strategy for time series with increasing seasonal...
The persistence of specification problems in the distribution of combined forecast errors
The persistence of specification problems in the distribution of combined forecast errors
1998,
Combinations of several forecasts are now quite commonly used as inputs into business...
Bootstrap prediction intervals for autoregressions: Some alternatives
Bootstrap prediction intervals for autoregressions: Some alternatives
1998,
A new method is proposed to obtain interval forecasts for autoregressive models taking...
Additive outliers, GARCH and forecasting volatility
Additive outliers, GARCH and forecasting volatility
1999,
The Generalized Autoregressive Conditional Heteroscedasticity [GARCH] model is often...
Fitting autoregressive trend stationary models with finite samples
Fitting autoregressive trend stationary models with finite samples
1999,
Sims conjectured that the conditional maximum likelihood estimator of autoregressive...
Seasonal unit roots and forecasts of two-digit European industrial production
Seasonal unit roots and forecasts of two-digit European industrial production
1999,
Monthly industrial production in important sectors of the German, French and UK...
The impact of firm and export characteristics on the accuracy of export sales forecasts: Evidence from UK exporters
The impact of firm and export characteristics on the accuracy of export sales forecasts: Evidence from UK exporters
1999,
The empirical literature on forecasting practice has hardly distinguished between...
Seasonal heteroscedasticity and trends
Seasonal heteroscedasticity and trends
1998,
This paper discusses the possibility of accommodating features such as seasonal...
Weights and robustness of model-based seasonal adjustment
Weights and robustness of model-based seasonal adjustment
1998,
Model-based seasonal adjustment implicitly defines a set of weights at the ends of...
Ex-post and ex-ante prediction of unobserved economic time series: A case study
Ex-post and ex-ante prediction of unobserved economic time series: A case study
1998,
In several countries, some macro-economic variables are not observed frequently (e.g....
Are sports seedings good predictors? An evaluation
Are sports seedings good predictors? An evaluation
1999,
Very little attention has been given to predicting outcomes of sporting events. While...
Can univariate models forecast turning points in seasonal economic time series?
Can univariate models forecast turning points in seasonal economic time series?
1998,
Based on a particular class of recently developed unobserved component models with...
The comparative forecast performance of univariate and multivariate models: An application to real interest rate forecasting
The comparative forecast performance of univariate and multivariate models: An application to real interest rate forecasting
1998,
Does the use of information on the past history of the nominal interest rates and...
Forecasting unstable and nonstationary time series
Forecasting unstable and nonstationary time series
1998,
Many time series are asymptotically unstable and intrinsically nonstationary, i.e....
A two-step approach for identifying seasonal autoregressive time series forecasting models
A two-step approach for identifying seasonal autoregressive time series forecasting models
1998,
One of the most powerful and widely used methodologies for forecasting economic time...
Improving forecasting for telemarketing centers by ARIMA modeling with intervention
Improving forecasting for telemarketing centers by ARIMA modeling with intervention
1998,
In this study we analyze existing and improved methods for forecasting incoming calls...
The impact of incentives on the accuracy of subjects in judgmental forecasting experiments
The impact of incentives on the accuracy of subjects in judgmental forecasting experiments
1998,
There is an ongoing debate in the social sciences about whether or not financial...
Combining probabilistic and subjective assessments of error to provide realistic appraisals of demographic forecast uncertainty: Alho's approach
Combining probabilistic and subjective assessments of error to provide realistic appraisals of demographic forecast uncertainty: Alho's approach
1998,
With increasing interest in forecast uncertainty, there is an evolving concern with...
Forecasting Singapore's quarterly GDP with monthly external trade
Forecasting Singapore's quarterly GDP with monthly external trade
1998,
In this paper we suggest a methodology to formulate a dynamic regression with...
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