Journal: International Journal of Forecasting

Found 1200 papers in total
Forecasting consumption, income and real interest rates from alternative state space models
Forecasting consumption, income and real interest rates from alternative state space models
1995,
The well-known difficulties in forecasting real interest rates are addressed by a...
The expectations theory of interest rates: Cointegration and factor decomposition
The expectations theory of interest rates: Cointegration and factor decomposition
1995,
This paper empirically re-examines the expectations theory of the term structure by...
Effects of feedback on probabilistic forecasts of stock prices
Effects of feedback on probabilistic forecasts of stock prices
1995,
This paper reports the results of an experiment in stock-price forecasting that...
The measurement of price elasticities-The BT experience
The measurement of price elasticities-The BT experience
1995,
The telephony market in the UK has been subject to substantial structural change over...
A successive filtering technique for identifying long-term trends
A successive filtering technique for identifying long-term trends
1995,
The most reliable component of a time series, for forecasting purposes, is the shape...
Modelling and forecasting time series with a general non-normal distribution
Modelling and forecasting time series with a general non-normal distribution
1995,
This paper proposes a model for time series with a general marginal distribution given...
Correspondence on the selection of error measures for comparisons among forecasting methods
Correspondence on the selection of error measures for comparisons among forecasting methods
1995,
Clements and Hendry proposed the Generalized Forecast Error Second Moment (GFESM) as...
The use of probability elicitation in the high-level nuclear waste regulation program
The use of probability elicitation in the high-level nuclear waste regulation program
1995,
Expert judgement elicitation is expected to be used in the performance assessments of...
A Bayesian method for analyzing dependencies in precursor data
A Bayesian method for analyzing dependencies in precursor data
1995,
Past Bayesian methods for analyzing accident precursor data have rested on...
Forecasting volatility in commodity markets
Forecasting volatility in commodity markets
1995,
This paper uses recent advances in time-series modelling to derive long-horizon...
SEARCH (Scenario evaluation and analysis through repeated cross impact handling): A new method for scenario analysis with an application to the Videotel service in Italy
SEARCH (Scenario evaluation and analysis through repeated cross impact handling): A new method for scenario analysis with an application to the Videotel service in Italy
1995,
After an exhaustive survey of the use (and abuse) of the term ‘scenario’...
Testing cumulative prediction errors in event study methodology
Testing cumulative prediction errors in event study methodology
1995,
This paper reconsiders event study methodology, a very popular technique in the...
A Bayesian technique for refining the uncertainty in global energy model forecasts
A Bayesian technique for refining the uncertainty in global energy model forecasts
1995,
Global energy models have a large degree of uncertainty associated with them. This...
Probabilistic forecasts from probabilistic models: A case study in the oil market
Probabilistic forecasts from probabilistic models: A case study in the oil market
1995,
Probabilistic forecasts, probabilistic models, and contingent policy recommendations...
Uncertain reasoning and forecasting
Uncertain reasoning and forecasting
1995,
The authors develop a probability forecasting model through a synthesis of Bayesian...
Road closure to mitigate avalanche danger: A case study for Little Cottonwood Canyon
Road closure to mitigate avalanche danger: A case study for Little Cottonwood Canyon
1995,
Avalanche forecasters make decisions to close the Little Cottonwood Canyon Highway to...
Modelling non-normal first-order autoregressive time series
Modelling non-normal first-order autoregressive time series
1994,
This paper first reviews some non-normal stationary first-order autoregressive models....
Time-series forecasting using fractional differencing
Time-series forecasting using fractional differencing
1994,
The main failure of ARIMA modelling as used in practice are the limiting constraints...
Towards a taxonomy of forecast error measures: A factor-comparative investigation of forecast error dimensions
Towards a taxonomy of forecast error measures: A factor-comparative investigation of forecast error dimensions
1994,
This study explores the nature of information conveyed by 14 error measures drawn from...
A comparison of Box-Jenkins and objective methods for determining the order of a non-seasonal ARMA model
A comparison of Box-Jenkins and objective methods for determining the order of a non-seasonal ARMA model
1994,
This paper evaluates different procedures for selecting the order of a non-seasonal...
Identifying treatment effects in univarate time series using a joint estimation procedure
Identifying treatment effects in univarate time series using a joint estimation procedure
1994,
Researchers use interrupted time-series analysis to identify the influence of...
Judgmental decomposition: When does it work?
Judgmental decomposition: When does it work?
1994,
The authors hypothesized that multiplicative decomposition would improve accuracy only...
Forecasting costs incurred from unit differencing fractionally integrated processes
Forecasting costs incurred from unit differencing fractionally integrated processes
1994,
This paper investigates the cost of assuming a unit difference when the series is only...
Restricted forecasts using exponential smoothing techniques
Restricted forecasts using exponential smoothing techniques
1994,
A methodology is presented for obtaining optimal forecasts with exponential smoothing...
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