Journal: International Journal of Forecasting

Found 1200 papers in total
The combination of forecasts using changing weights
The combination of forecasts using changing weights
1994,
This paper considers the combination of forecasts using changing weights derived from...
The approximation of the one-step ahead forecast error covariance for vector ARMA models
The approximation of the one-step ahead forecast error covariance for vector ARMA models
1994,
A vector case parallel to that described by Ledolter and Abraham is extended for an...
Two complementary representations of multiple time series in state-space innovations forms
Two complementary representations of multiple time series in state-space innovations forms
1994,
This paper discusses two alternative innovation representations (forward and backward)...
Some advances in non-linear and adaptive modelling in time-series
Some advances in non-linear and adaptive modelling in time-series
1994,
This paper considers some recent developments in non-linear and linear time series...
Artificial neural network models for forecasting and decision making
Artificial neural network models for forecasting and decision making
1994,
Some authors advocate artificial neural networks as a replacement for statistical...
Comparative study of artificial neural network and statistical models for predicting student grade point averages
Comparative study of artificial neural network and statistical models for predicting student grade point averages
1994,
This paper compares linear regression; stepwise polynomial regression; and...
Review of ‘4Thought’
Review of ‘4Thought’
1994,
The use of neural nets for forcasting and modelling has aroused considerable interest...
Accuracy improvements from a consensus of updated individual analyst earnings forecasts
Accuracy improvements from a consensus of updated individual analyst earnings forecasts
1993,
This study compares the bias and accuracy of mean consensus earnings forecasts...
Periodic integration in quarterly U.K. macroeconomic variables
Periodic integration in quarterly U.K. macroeconomic variables
1993,
This paper presents empirical evidence on the seasonal patterns in several U.K....
Combining historical and preliminary information to obtain timely time series data
Combining historical and preliminary information to obtain timely time series data
1993,
A method is presented to improve the precision of timely data, which are published...
Rounding errors in autoregressive processes
Rounding errors in autoregressive processes
1993,
Time series observations are often rounded, but are modelled as though they were...
An envelope function model for forecasting athletics records
An envelope function model for forecasting athletics records
1994,
The purpose of this paper is to present a multiplicative model for the fastest time...
Seasonal exponential smoothing with damped trends: An application for production planning
Seasonal exponential smoothing with damped trends: An application for production planning
1993,
This paper reviews a spreadsheet-based forecasting approach which a process industry...
Economic evaluation of commodity price forecasting models
Economic evaluation of commodity price forecasting models
1993,
Price forecasts are typically evaluated on the basis of statistical criteria, such as...
Using group seasonal indices in multi-item short-term forecasting
Using group seasonal indices in multi-item short-term forecasting
1993,
Methods for dealing with seasonal patterns of product sales can be categorized into...
Developing a Bayesian vector autoregression forecasting model
Developing a Bayesian vector autoregression forecasting model
1993,
In recent years, Bayesian vector autoregression (BVAR) forecasting models have...
Dynamic structural analysis and forecasting of residential electricity consumption
Dynamic structural analysis and forecasting of residential electricity consumption
1993,
This paper studies the dynamic relationships between electricity consumption and...
The demand for gasoline: A two stage approach
The demand for gasoline: A two stage approach
1993,
The demand for gasoline has typically been estimated using a reduced-form equation...
Earnings forecasting research: Its implications for capital markets research
Earnings forecasting research: Its implications for capital markets research
1993,
Since the early 1980s, earnings forecasting research has become much more closely...
Comments on ‘Earnings forecasting research: Its implications for capital markets research’ by L. Brown
Comments on ‘Earnings forecasting research: Its implications for capital markets research’ by L. Brown
1993,
This commentary extends Larry Brown’s survey paper on the link between earnings...
Comments on ‘Earnings forecasting research: Its implications for capital markets research’ by L. Brown
Comments on ‘Earnings forecasting research: Its implications for capital markets research’ by L. Brown
1993,
Research on the linkage between earnings forecasts and stock market behaviour dates...
Comments on ‘Earnings forecasting research: Its implications for capital markets research’ by L. Brown
Comments on ‘Earnings forecasting research: Its implications for capital markets research’ by L. Brown
1993,
Larry Brown has written a useful review of the earnings forecasting literature. The...
Forecasting the return and risk on a portfolio of assets
Forecasting the return and risk on a portfolio of assets
1993,
Portfolio selection algorithms use estimates of expected return and risk as their...
On the limitations of comparing mean square forecast errors
On the limitations of comparing mean square forecast errors
1993,
Linear models are invariant under non-singular, scale-preserving linear...
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