Search Results - "International journal of forecasting"

Journal Article

Another look at measures of forecast accuracy

by Hyndman, Rob J Koehler, Anne B Published in International journal of forecasting (01.10.2006)

“...We discuss and compare measures of accuracy of univariate time series forecasts. The methods used in the M-competition as well as the M3-competition, and many...”

Journal Article

25 years of time series forecasting

by De Gooijer, Jan G Hyndman, Rob J Published in International journal of forecasting (2006)

“... ( Journal of Forecasting 1982–1985 and International Journal of Forecasting 1985–2005). During this period, over one third of all papers published in these journals concerned time series forecasting...”

Journal Article

Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search

by Joseph, Kissan Babajide Wintoki, M Zhang, Zelin Published in International journal of forecasting (2011)

“...We examine the ability of online ticker searches (e.g. XOM for Exxon Mobil) to forecast abnormal stock returns and trading volumes. Specifically, we argue that...”

Journal Article

Exponential smoothing: The state of the art—Part II

by Gardner, Everette S Published in International journal of forecasting (01.10.2006)

“...In Gardner [Gardner, E. S., Jr. (1985). Exponential smoothing: The state of the art. Journal of Forecasting 4, 1–28], I reviewed the research in exponential...”

Journal Article

Modelling and forecasting the diffusion of innovation – A 25-year review

by Meade, Nigel Islam, Towhidul Published in International journal of forecasting (2006)

“...The wealth of research into modelling and forecasting the diffusion of innovations is impressive and confirms its continuing importance as a research topic...”

Journal Article

The financial analyst forecasting literature: A taxonomy with suggestions for further research

by Ramnath, Sundaresh Rock, Steve Shane, Philip Published in International journal of forecasting (01.01.2008)

“...: Its implications for capital markets research. International Journal of Forecasting, 9, 295–320]. We categorize papers published since 1992, describe the research questions addressed, and suggest avenues for further research in seven broad areas: (1...”

Journal Article

Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models

by Weron, Rafał Misiorek, Adam Published in International journal of forecasting (2008)

“...This empirical paper compares the accuracy of 12 time series methods for short-term (day-ahead) spot price forecasting in auction-type electricity markets. The...”

Journal Article

The tourism forecasting competition

by Athanasopoulos, George Hyndman, Rob J Song, Haiyan Wu, Doris C Published in International journal of forecasting (2011)

“...We evaluate the performances of various methods for forecasting tourism data. The data used include 366 monthly series, 427 quarterly series and 518 annual...”

Journal Article

Comparing and evaluating Bayesian predictive distributions of asset returns

by Geweke, John Amisano, Gianni Published in International journal of forecasting (01.04.2010)

“...Bayesian inference in a time series model provides exact out-of-sample predictive distributions that fully and coherently incorporate parameter uncertainty...”

Journal Article

Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task

by Graefe, Andreas Armstrong, J. Scott Published in International journal of forecasting (01.01.2011)

“...We conducted laboratory experiments for analyzing the accuracy of three structured approaches (nominal groups, Delphi, and prediction markets) relative to...”

Journal Article

Decision making and planning under low levels of predictability: Enhancing the scenario method

by Wright, George Goodwin, Paul Published in International journal of forecasting (01.10.2009)

“...In this paper we review and analyse scenario planning as an aid to anticipation of the future under conditions of low predictability. We examine how successful...”

Journal Article

A comparison of univariate methods for forecasting electricity demand up to a day ahead

by Taylor, James W de Menezes, Lilian M McSharry, Patrick E Published in International journal of forecasting (01.01.2006)

“...This empirical paper compares the accuracy of six univariate methods for short-term electricity demand forecasting for lead times up to a day ahead. The very...”

Journal Article

Forecasting European industrial production with singular spectrum analysis

by Hassani, Hossein Heravi, Saeed Zhigljavsky, Anatoly Published in International journal of forecasting (01.01.2009)

“...In this paper, the performance of the Singular Spectrum Analysis (SSA) technique is assessed by applying it to 24 series measuring the monthly seasonally...”

Journal Article

An evaluation of methods for very short-term load forecasting using minute-by-minute British data

by Taylor, James W Published in International journal of forecasting (2008)

“...This paper uses minute-by-minute British electricity demand observations to evaluate methods for prediction between 10 and 30 minutes ahead. Such very short...”

Journal Article

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area

by Kuzin, Vladimir Marcellino, Massimiliano Schumacher, Christian Published in International journal of forecasting (2011)

“...This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model specification in the presence of mixed-frequency data,...”

Journal Article

Functional clustering and linear regression for peak load forecasting

by Goia, Aldo May, Caterina Fusai, Gianluca Published in International journal of forecasting (01.10.2010)

“...In this paper we consider the problem of short-term peak load forecasting using past heating demand data in a district-heating system. Our data-set consists of...”

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