IDEAS home Printed from https://ideas.repec.org/a/eee/intfor/v16y2000i4p437-450.html
   My bibliography  Save this article

Out-of-sample tests of forecasting accuracy: an analysis and review

Author

Listed:
  • Tashman, Leonard J.

Abstract

No abstract is available for this item.

Suggested Citation

  • Tashman, Leonard J., 2000. "Out-of-sample tests of forecasting accuracy: an analysis and review," International Journal of Forecasting, Elsevier, vol. 16(4), pages 437-450.
    • Handle: RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0169-2070(00)00065-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Fildes, Robert & Hibon, Michele & Makridakis, Spyros & Meade, Nigel, 1998. "Generalising about univariate forecasting methods: further empirical evidence," International Journal of Forecasting, Elsevier, vol. 14(3), pages 339-358, September.
    2. Pack, David J., 1990. "In defense of ARIMA modeling," International Journal of Forecasting, Elsevier, vol. 6(2), pages 211-218, July.
    3. Robert Fildes, 1989. "Evaluation of Aggregate and Individual Forecast Method Selection Rules," Management Science, INFORMS, vol. 35(9), pages 1056-1065, September.
    4. J. Scott Armstrong & Michael C. Grohman, 1972. "A Comparative Study of Methods for Long-Range Market Forecasting," Management Science, INFORMS, vol. 19(2), pages 211-221, October.
    5. Bartolomei, Sonia M. & Sweet, Arnold L., 1989. "A note on a comparison of exponential smoothing methods for forecasting seasonal series," International Journal of Forecasting, Elsevier, vol. 5(1), pages 111-116.
    6. Vokurka, Robert J. & Flores, Benito E. & Pearce, Stephen L., 1996. "Automatic feature identification and graphical support in rule-based forecasting: a comparison," International Journal of Forecasting, Elsevier, vol. 12(4), pages 495-512, December.
    7. Chatfield, Chris, 1993. "Calculating Interval Forecasts: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 143-144, April.
    8. Swanson, Norman R. & White, Halbert, 1997. "Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December.
    9. Tashman, Leonard J. & Kruk, Joshua M., 1996. "The use of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions," International Journal of Forecasting, Elsevier, vol. 12(2), pages 235-253, June.
    10. Chatfield, Chris, 1993. "Calculating Interval Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 121-135, April.
    11. Tashman, Leonard J. & Leach, Michael L., 1991. "Automatic forecasting software: A survey and evaluation," International Journal of Forecasting, Elsevier, vol. 7(2), pages 209-230, August.
    12. Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476.
    13. Callen, Jeffrey L. & Kwan, Clarence C. Y. & Yip, Patrick C. Y. & Yuan, Yufei, 1996. "Neural network forecasting of quarterly accounting earnings," International Journal of Forecasting, Elsevier, vol. 12(4), pages 475-482, December.
    14. Spyros Makridakis, 1990. "Note---Sliding Simulation: A New Approach to Time Series Forecasting," Management Science, INFORMS, vol. 36(4), pages 505-512, April.
    15. Chatfield, Chris, 1992. "A commentary on error measures," International Journal of Forecasting, Elsevier, vol. 8(1), pages 100-102, June.
    16. Bunn, Derek W. & Vassilopoulos, A. I., 1993. "Using group seasonal indices in multi-item short-term forecasting," International Journal of Forecasting, Elsevier, vol. 9(4), pages 517-526, December.
    17. Armstrong, J. Scott & Collopy, Fred, 1992. "Error measures for generalizing about forecasting methods: Empirical comparisons," International Journal of Forecasting, Elsevier, vol. 8(1), pages 69-80, June.
    18. Fildes, Robert, 1992. "The evaluation of extrapolative forecasting methods," International Journal of Forecasting, Elsevier, vol. 8(1), pages 81-98, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    2. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    3. Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
    4. Robert Fildes & Gary Madden & Joachim Tan, 2007. "Optimal forecasting model selection and data characteristics," Applied Financial Economics, Taylor & Francis Journals, vol. 17(15), pages 1251-1264.
    5. repec:lan:wpaper:470 is not listed on IDEAS
    6. Tashman, Leonard J. & Kruk, Joshua M., 1996. "The use of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions," International Journal of Forecasting, Elsevier, vol. 12(2), pages 235-253, June.
    7. R Fildes & K Nikolopoulos & S F Crone & A A Syntetos, 2008. "Forecasting and operational research: a review," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(9), pages 1150-1172, September.
    8. Mirakyan, Atom & Meyer-Renschhausen, Martin & Koch, Andreas, 2017. "Composite forecasting approach, application for next-day electricity price forecasting," Energy Economics, Elsevier, vol. 66(C), pages 228-237.
    9. repec:lan:wpaper:425 is not listed on IDEAS
    10. repec:lan:wpaper:539557 is not listed on IDEAS
    11. repec:lan:wpaper:413 is not listed on IDEAS
    12. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
    13. Madden, Gary & Tan, Joachim, 2007. "Forecasting telecommunications data with linear models," Telecommunications Policy, Elsevier, vol. 31(1), pages 31-44, February.
    14. Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015. "Golden rule of forecasting: Be conservative," Journal of Business Research, Elsevier, vol. 68(8), pages 1717-1731.
    15. Fildes, Robert & Hibon, Michele & Makridakis, Spyros & Meade, Nigel, 1998. "Generalising about univariate forecasting methods: further empirical evidence," International Journal of Forecasting, Elsevier, vol. 14(3), pages 339-358, September.
    16. Gary Madden & Joachim Tan, 2008. "Forecasting international bandwidth capacity using linear and ANN methods," Applied Economics, Taylor & Francis Journals, vol. 40(14), pages 1775-1787.
    17. Madden, Gary G & Coble-Neal, Grant, 2004. "Internet traffic dynamics," MPRA Paper 10827, University Library of Munich, Germany.
    18. Madden, Gary G & Coble-Neal, Grant, 2005. "Forecasting international bandwidth capability," MPRA Paper 10822, University Library of Munich, Germany.
    19. Hyndman, Rob J. & Koehler, Anne B., 2006. "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, vol. 22(4), pages 679-688.
    20. Taylor, James W., 2007. "Forecasting daily supermarket sales using exponentially weighted quantile regression," European Journal of Operational Research, Elsevier, vol. 178(1), pages 154-167, April.
    21. Gardner Jr., Everette S. & Diaz-Saiz, Joaquin, 2008. "Exponential smoothing in the telecommunications data," International Journal of Forecasting, Elsevier, vol. 24(1), pages 170-174.
    22. Crone, Sven F. & Hibon, Michèle & Nikolopoulos, Konstantinos, 2011. "Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction," International Journal of Forecasting, Elsevier, vol. 27(3), pages 635-660.
    23. Fildes, Robert & Petropoulos, Fotios, 2015. "Simple versus complex selection rules for forecasting many time series," Journal of Business Research, Elsevier, vol. 68(8), pages 1692-1701.
    24. Shah, Chandra, 1997. "Model selection in univariate time series forecasting using discriminant analysis," International Journal of Forecasting, Elsevier, vol. 13(4), pages 489-500, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ijforecast .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.