Journal: International Journal of Forecasting

Found 1200 papers in total
Disaggregation of annual time-series data to quarterly figures: A comparative study
Disaggregation of annual time-series data to quarterly figures: A comparative study
1993,
This paper considers some of the prominent methods that are available in the...
Betting on trends: Intuitive forecasts of financial risk and return
Betting on trends: Intuitive forecasts of financial risk and return
1993,
Based on nearly 38000 forecasts of stock prices and exchange rates, it appears that...
Forecasting the number of competing products in high-technology markets
Forecasting the number of competing products in high-technology markets
1993,
Firm decisions to enter a high-tech product category or to extend an existing product...
Judgemental forecasting in times of change
Judgemental forecasting in times of change
1993,
This paper reports a study which examines the ability of people and statistical models...
On the estimation of time-series quantiles using smoothed order statistics
On the estimation of time-series quantiles using smoothed order statistics
1993,
The paper describes how smoothed order statistics can be used to estimate time-series...
Minimum variance prediction of bilinear time series: Direct and adaptive versions
Minimum variance prediction of bilinear time series: Direct and adaptive versions
1993,
Bilinear models of time series are considered. Minimum variance predictor for bilinear...
Forecasting the business cycle without using minimum autocorrelation factors
Forecasting the business cycle without using minimum autocorrelation factors
1993,
The authors introduce a forecasting technique based on multivariate ideas previously...
On estimation and prediction procedures for AR(1) models with power transformation
On estimation and prediction procedures for AR(1) models with power transformation
1993,
The power transformation of Box and Cox has been shown to be quite useful in...
Linear regression forecasting in the presence of AR(1) disturbances
Linear regression forecasting in the presence of AR(1) disturbances
1993,
This paper is concerned with time-series forecasting based on the linear regression...
A Bayesian approach to modelling stochastic cycles
A Bayesian approach to modelling stochastic cycles
1993,
This article deals with a fully Bayesian approach to describe the cyclical behaviour...
Testing weak rationality of forecasts with different time horizons
Testing weak rationality of forecasts with different time horizons
1993,
Starting with conventional tests for weak rationality, the paper shows how additional...
Diagnostic tracking and model specification in combined forecasts of U.K. inflation
Diagnostic tracking and model specification in combined forecasts of U.K. inflation
1993,
Combinations of several forecasts are now quite commonly used as inputs into business...
Generalized exponential growth models: A Bayesian approach
Generalized exponential growth models: A Bayesian approach
1993,
A broad class of normal and non-normal models for processes with non-negative and...
Forecast intervals of net migration: The case of The Netherlands
Forecast intervals of net migration: The case of The Netherlands
1993,
In the Netherlands, as in many other countries, annual fluctuations in net migration...
Periodicially integrated subset autoregressions for Dutch industrial production and money stock
Periodicially integrated subset autoregressions for Dutch industrial production and money stock
1993,
The univariate quarterly Dutch series of industrial production and money stock are...
Improving judgmental time series forecasting: A review of the guidance provided by research
Improving judgmental time series forecasting: A review of the guidance provided by research
1993,
This study reviews the research literature on judgmental time series forecasting in...
Modeling and forecasting the time series of U.S. fertility: Age distribution, range, and ultimate level
Modeling and forecasting the time series of U.S. fertility: Age distribution, range, and ultimate level
1993,
To develop high-low bounds for population projections, traditional demographic...
Energy forecasting models, simulations and price sensitivity: New formulation
Energy forecasting models, simulations and price sensitivity: New formulation
1993,
The top-down, two-stage optimization approach provides energy analysts with a powerful...
Constructing leading indicators from non-balanced sectoral business survey series
Constructing leading indicators from non-balanced sectoral business survey series
1993,
This paper considers the construction of leading indicators based on monthly survey...
Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model
Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model
1993,
The paper uses a series of monthly IBM product revenues to illustrate the usefulness...
Forecasting replacement demand by occupation and education
Forecasting replacement demand by occupation and education
1993,
Replacement demand is an important component of the future demand for manpower often...
The M2-Competition: A real-time judgmentally based forecasting study
The M2-Competition: A real-time judgmentally based forecasting study
1993,
The purpose of the M2-Competition is to determine the post sample accuracy of various...
Forecasting the failure of component parts in computer systems: A case study
Forecasting the failure of component parts in computer systems: A case study
1993,
This paper is an applied study in forecasting the failure of component parts in...
The effect of additive outliers on the estimates from aggregated and disaggregated ARIMA models
The effect of additive outliers on the estimates from aggregated and disaggregated ARIMA models
1993,
Assume that the observed series follows an ARIMA process, and that the forecaster is...
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