Journal: International Journal of Forecasting

Found 1200 papers in total
Nonnegativity Restricted Least Squares combinations
Nonnegativity Restricted Least Squares combinations
1992,
In combining reasonably efficient forecasts of a time series, nonnegative weights are...
Error measures for generalizing about forecasting methods: Empirical comparisons
Error measures for generalizing about forecasting methods: Empirical comparisons
1992,
This study evaluated measures for making comparisons of errors across time series. The...
The evaluation of extrapolative forecasting methods
The evaluation of extrapolative forecasting methods
1992,
Extrapolative forecasting methods are widely used in production and inventory...
An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts
An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts
1992,
Theoretically, the efficiency of OLS combination forecasts can be improved by imposing...
Prediction intervals for the Holt-Winters forecasting procedure
Prediction intervals for the Holt-Winters forecasting procedure
1990,
Prediction interval formulae are derived for the Holt-Winters forecasting procedure...
Parameter space of the Holt-Winters’ model
Parameter space of the Holt-Winters’ model
1990,
In the additive Holt-Winters’ seasonal exponential smoothing model, it is...
In defense of ARIMA modeling
In defense of ARIMA modeling
1990,
A number of empirical studies published in the forecasting literature in the...
An MSE statistic for comparing forecast accuracy across series
An MSE statistic for comparing forecast accuracy across series
1990,
Most forecasters agree that, for a single time series, mean squared error (MSE) is a...
Use of preliminary values in forecasting industrial production
Use of preliminary values in forecasting industrial production
1990,
The first preliminary values of the monthly index of Finnish industrial production...
Time-series decomposition using the sinusoidal model
Time-series decomposition using the sinusoidal model
1990,
This paper empirically supports the hypothesis that a sinusoidal model can be used...
The use of prior information in forecast combination
The use of prior information in forecast combination
1990,
Simple averages often, but not always, outperform more sophisticated...
An inappropriate prediction interval
An inappropriate prediction interval
1990,
This paper discusses a point of confusion in the literature of applied forecasting....
Scoring the composite leading indicators: A Bayesian turning points approach
Scoring the composite leading indicators: A Bayesian turning points approach
1992,
This paper explores a Bayesian decision-theoretic approach for analysis and...
Exponential smoothing: Behavior of the ex-post sum of squares near 0 and 1
Exponential smoothing: Behavior of the ex-post sum of squares near 0 and 1
1992,
When using simple exponential smoothing on a given time series the nature of the...
Robust exponential smoothing
Robust exponential smoothing
1992,
This paper is devoted to robust modifications of exponential smoothing for time series...
Using the bootstrap for improved ARIMA model identification
Using the bootstrap for improved ARIMA model identification
1992,
This paper presents a new method of identifying ARIMA time-series models. The authors...
Simultaneous equation estimates of electricity demand for the rural south: Revenue projection when prices are administered
Simultaneous equation estimates of electricity demand for the rural south: Revenue projection when prices are administered
1992,
Presented are estimates of demand equations and producer revenue projections for rural...
Modelling peak electricity demand
Modelling peak electricity demand
1992,
This paper estimates a forecasting equation for the hourly peak electricity demand one...
Trading days, seasonal unit root, and variance change
Trading days, seasonal unit root, and variance change
1992,
A time series model is developed for the Brazilian index of total industrial...
Forecasting stock market prices: Lessons for forecasters
Forecasting stock market prices: Lessons for forecasters
1992,
In recent years a variety of models which apparently forecast changes in stock market...
Combining forecasts: Some managerial issues
Combining forecasts: Some managerial issues
1989,
The amount of research on combining forecasts is substantial. Yet, relatively little...
Why combining works?
Why combining works?
1989,
The purpose of this paper is to explore the reasons why combining works, dicuss the...
Combining forecasts: A philosophical basis and some current issues
Combining forecasts: A philosophical basis and some current issues
1989,
A philosophical basis for combining forecasts and some important current issues in the...
Forecasting in business schools: A follow-up survey
Forecasting in business schools: A follow-up survey
1989,
This article reports the results of a follow-up survey designed to determine whether...
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