Journal: International Journal of Forecasting

Found 1200 papers in total
Level Shifts, Temporary Changes and forecasting
Level Shifts, Temporary Changes and forecasting
1995,
The purpose of this paper is to analyse the effect of not treating Level Shift and...
The decomposition of forecast in seasonal ARIMA models
The decomposition of forecast in seasonal ARIMA models
1995,
This paper presents a procedure to break down the forecast function of a seasonal...
Predicting nominal variable relationships with multiple response
Predicting nominal variable relationships with multiple response
1995,
For forecasting purposes, it is useful to predict the most likely response of an...
Judging the probability that the next point in an observed time-series will be below, or above, a given value
Judging the probability that the next point in an observed time-series will be below, or above, a given value
1995,
This paper describes a study which presented people with trended and untrended time...
Deletion diagnostics for transformations of time series
Deletion diagnostics for transformations of time series
1996,
Deletion diagnostics are derived for the effect of individual observations on the...
Assessing the historical accuracy of regional economic forecasts
Assessing the historical accuracy of regional economic forecasts
1996,
This study addresses for the first time systematic evaluation of a widely used class...
Combining ordinal forecasts with an application in a financial market
Combining ordinal forecasts with an application in a financial market
1996,
The literature on combining forecasts has almost exclusively focused on combining...
Forecast combining with neural networks
Forecast combining with neural networks
1996,
This paper investigates the use of Artificial Neural Networks (ANNs) to combine time...
The user of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions
The user of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions
1996,
Forecasting competitions have evaluated the accuracy of extrapolative methods...
Effects of task format on probabilistic forecasting of stock prices
Effects of task format on probabilistic forecasting of stock prices
1996,
This study aims to explore the differences in various dimensions of forecasting...
An application of probability judgement accuracy measures to currency forecasting
An application of probability judgement accuracy measures to currency forecasting
1996,
A general framework for examining the quality of judgement in a currency forecasting...
Forecasting consumers’ expenditure: A comparison between economic and neural network models
Forecasting consumers’ expenditure: A comparison between economic and neural network models
1996,
This paper is motivated by the difficulties faced by forecasters in predicting the...
The role and validity of judgment in forecasting
The role and validity of judgment in forecasting
1996,
All forecasting methods involve judgment but forecasting techniques are often...
Good probabilistic forecasters: The ‘consumer’s’ perspective
Good probabilistic forecasters: The ‘consumer’s’ perspective
1996,
There is an established literature describing how probabilistic forecasts, and hence...
The impact of task characteristics on the performance of structured group forecasting techniques
The impact of task characteristics on the performance of structured group forecasting techniques
1996,
A number of approaches (e.g. Delphi) have been developed to structure information...
Judgemental and statistical time series forecasting: A review of the literature
Judgemental and statistical time series forecasting: A review of the literature
1996,
This paper reviews the literature on the contributions of judgemental methods to the...
Graphs versus tables: Effects of data presentation format on judgemental forecasting
Graphs versus tables: Effects of data presentation format on judgemental forecasting
1996,
The authors report two experiments designed to study the effect of data presentation...
Judgmental forecasting with time series and causal information
Judgmental forecasting with time series and causal information
1996,
Although contextual or causal information has been emphasised in forecasting, few...
Remarks on the application of the analytic hierarchy process to judgmental forecasting
Remarks on the application of the analytic hierarchy process to judgmental forecasting
1996,
The analytical hierarchy process has been proposed as a method for improving...
Adjustment of forecasts with model consistent expectations
Adjustment of forecasts with model consistent expectations
1996,
This paper provides a practical procedure to support the judgemental adjustment of...
Forecasting practice: A review of the empirical literature and an agenda for future research
Forecasting practice: A review of the empirical literature and an agenda for future research
1996,
An up-to-date overview of empirical studies on forecasting practice is presented....
An experimental examination of subjective forecast combination
An experimental examination of subjective forecast combination
1996,
Little is known about how individuals subjectively combine forecasts. This study uses...
Unit roots in the Nelson-Plosser data: Do they matter for forecasting?
Unit roots in the Nelson-Plosser data: Do they matter for forecasting?
1996,
In this paper tha authors compare two univariate time series models, i.e. one with and...
Forecasting macroeconomic variables using data of different periodicities
Forecasting macroeconomic variables using data of different periodicities
1996,
A formal statistical method is used in this study to combine forecasts from a...
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