Journal: International Journal of Forecasting

Found 1200 papers in total
Trends, lead times and forecasting
Trends, lead times and forecasting
1997,
The innovations representation for a local linear trend can adapt to long run secular...
ARMA models and the Box–Jenkins methodology
ARMA models and the Box–Jenkins methodology
1997,
The purpose of this paper is to apply the Box–Jenkins methodology to ARIMA...
Going up–going down: How good are people at forecasting trends and changes in trends?
Going up–going down: How good are people at forecasting trends and changes in trends?
1997,
Prior studies of judgemental time-series forecasting have found that people have...
Bayesian analysis of vector ARMA models using Gibbs sampling
Bayesian analysis of vector ARMA models using Gibbs sampling
1997,
We present a methodology for estimation, prediction, and model assessment of vector...
Predictions in overdispersed series of counts using an approximate predictive likelihood
Predictions in overdispersed series of counts using an approximate predictive likelihood
1997,
The generalized autoregression model or GARM, originally used to model series of...
An improved approach for estimating the mean and standard deviation of a subjective probability distribution
An improved approach for estimating the mean and standard deviation of a subjective probability distribution
1997,
The literature offers many formulas for estimating the mean and standard deviation of...
A principal component approach to dynamic regression models
A principal component approach to dynamic regression models
1997,
In this paper we introduce a dynamic regression model that states how an output is...
Robustness properties of some forecasting methods for seasonal time series: A Monte Carlo study
Robustness properties of some forecasting methods for seasonal time series: A Monte Carlo study
1997,
Most statistical time series forecasting methods are based upon some assumptions on...
Testing the equality of prediction mean squared errors
Testing the equality of prediction mean squared errors
1997,
Given two sources of forecasts of the same quantity, it is possible to compare...
Univariate forecasting comparisons: The case of the Spanish automobile industry
Univariate forecasting comparisons: The case of the Spanish automobile industry
1997,
This paper investigates the forecasting ability of unobserved component models, when...
One-sided simultaneous prediction intervals for AR(1) and MA(1) processes with exponential innovations
One-sided simultaneous prediction intervals for AR(1) and MA(1) processes with exponential innovations
1997,
This paper is concerned with the determination of simultaneous confidence regions for...
Adjusting judgemental extrapolations using Theil's method and discounted weighted regression
Adjusting judgemental extrapolations using Theil's method and discounted weighted regression
1997,
Theil's method can be applied to judgemental forecasts to remove systematic errors....
Time-series properties and forecasts of crude steel consumption in the UK
Time-series properties and forecasts of crude steel consumption in the UK
1997,
This paper makes use of simple graphical techniques, a seasonal unit root test and a...
Average work hours as a leading economic variable in US manufacturing industries
Average work hours as a leading economic variable in US manufacturing industries
1997,
This paper examines the role of the average workweek as a leading indicator of output...
Predicting consumption of Italian households by means of survey indicators
Predicting consumption of Italian households by means of survey indicators
1997,
The paper presents a small macroeconometric model for short-term forecasting of...
Supply potential and output gaps in West German manufacturing
Supply potential and output gaps in West German manufacturing
1997,
Data on West Germany manufacturing output and producer prices are analysed to extract...
Generating detailed commodity forecasts from a computable general equilibrium model
Generating detailed commodity forecasts from a computable general equilibrium model
1997,
The largest computable general equilibrium (CGE) models currently in operation produce...
Analysis of spatial contiguity influences on state price level formation
Analysis of spatial contiguity influences on state price level formation
1997,
Economists frequently ignore the spatial dimension of market activity, especially in...
Short-run forecasts of electricity loads and peaks
Short-run forecasts of electricity loads and peaks
1997,
This paper reports on the design and implementation of a short-run forecasting model...
Is a random walk the best exchange rate predictor?
Is a random walk the best exchange rate predictor?
1997,
The paper discusses short-term exchange rate prediction, using the random walk...
Model uncertainty and forecast accuracy
Model uncertainty and forecast accuracy
1996,
In time-series analysis, a model is rarely pre-specified but rather is typically...
Estimation under exact linear time-varying constraints, with an application to population projections
Estimation under exact linear time-varying constraints, with an application to population projections
1996,
Estimation problems sometimes have inherent constraints which, when used, increase...
A remark on least-squares and naive extrapolations in non-linear AR(1) processes
A remark on least-squares and naive extrapolations in non-linear AR(1) processes
1996,
The m- step least squares extrapolation is generally different from the m- step naive...
Journey time forecasting for dynamic route guidance systems in incident conditions
Journey time forecasting for dynamic route guidance systems in incident conditions
1997,
New in-vehicle systems for route guidance require optimum routes in network to be...
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