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The evaluation of extrapolative forecasting methods

Citations

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Cited by:

  1. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
  2. Qian, Lixian & Soopramanien, Didier, 2014. "Using diffusion models to forecast market size in emerging markets with applications to the Chinese car market," Journal of Business Research, Elsevier, vol. 67(6), pages 1226-1232.
  3. Madden, Gary & Tan, Joachim, 2007. "Forecasting telecommunications data with linear models," Telecommunications Policy, Elsevier, vol. 31(1), pages 31-44, February.
  4. Svetunkov, Ivan & Chen, Huijing & Boylan, John E., 2023. "A new taxonomy for vector exponential smoothing and its application to seasonal time series," European Journal of Operational Research, Elsevier, vol. 304(3), pages 964-980.
  5. Bloom, David E. & Canning, David & Fink, Gunther & Finlay, Jocelyn E., 2007. "Does age structure forecast economic growth?," International Journal of Forecasting, Elsevier, vol. 23(4), pages 569-585.
  6. Everette S. Gardner, 1999. "Note: Rule-Based Forecasting vs. Damped-Trend Exponential Smoothing," Management Science, INFORMS, vol. 45(8), pages 1169-1176, August.
  7. Monika Zimmermann & Florian Ziel, 2024. "Efficient mid-term forecasting of hourly electricity load using generalized additive models," Papers 2405.17070, arXiv.org, revised Feb 2025.
  8. Darbellay, Georges A. & Slama, Marek, 2000. "Forecasting the short-term demand for electricity: Do neural networks stand a better chance?," International Journal of Forecasting, Elsevier, vol. 16(1), pages 71-83.
  9. Oliver Schaer & Nikolaos Kourentzes & Robert Fildes, 2022. "Predictive competitive intelligence with prerelease online search traffic," Production and Operations Management, Production and Operations Management Society, vol. 31(10), pages 3823-3839, October.
  10. Yelland, Phillip M., 2010. "Bayesian forecasting of parts demand," International Journal of Forecasting, Elsevier, vol. 26(2), pages 374-396, April.
  11. 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.
  12. Hu, Qiwei & Boylan, John E. & Chen, Huijing & Labib, Ashraf, 2018. "OR in spare parts management: A review," European Journal of Operational Research, Elsevier, vol. 266(2), pages 395-414.
  13. João A. Bastos, 2019. "Forecasting the capacity of mobile networks," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 72(2), pages 231-242, October.
  14. Vasconcelos de Deus, Joseph David Barroso & de Mendonça, Helder Ferreira, 2017. "Fiscal forecasting performance in an emerging economy: An empirical assessment of Brazil," Economic Systems, Elsevier, vol. 41(3), pages 408-419.
  15. Ord, Keith, 2007. "Comments on "significance tests harm progress in forecasting"," International Journal of Forecasting, Elsevier, vol. 23(2), pages 331-332.
  16. Kourentzes, Nikolaos, 2013. "Intermittent demand forecasts with neural networks," International Journal of Production Economics, Elsevier, vol. 143(1), pages 198-206.
  17. Garcia-Ferrer, Antonio & Bujosa-Brun, Marcos, 2000. "Forecasting OECD industrial turning points using unobserved components models with business survey data," International Journal of Forecasting, Elsevier, vol. 16(2), pages 207-227.
  18. Jennifer Castle & David Hendry, 2012. "Forecasting by factors, by variables, or both?," Economics Series Working Papers 600, University of Oxford, Department of Economics.
  19. Mahdi Moradi & Mehdi Jabbari Nooghabi & Mohammad Mahdi Rounaghi, 2021. "Investigation of fractal market hypothesis and forecasting time series stock returns for Tehran Stock Exchange and London Stock Exchange," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 662-678, January.
  20. Mei Yang & Hong Fan & Kang Zhao, 2019. "PM 2.5 Prediction with a Novel Multi-Step-Ahead Forecasting Model Based on Dynamic Wind Field Distance," IJERPH, MDPI, vol. 16(22), pages 1-21, November.
  21. Sagaert, Yves R. & Kourentzes, Nikolaos & De Vuyst, Stijn & Aghezzaf, El-Houssaine & Desmet, Bram, 2019. "Incorporating macroeconomic leading indicators in tactical capacity planning," International Journal of Production Economics, Elsevier, vol. 209(C), pages 12-19.
  22. Madden, Gary G & Coble-Neal, Grant, 2005. "Forecasting international bandwidth capability," MPRA Paper 10822, University Library of Munich, Germany.
  23. Businger, Mark P. & Read, Robert R., 1999. "Identification of demand patterns for selective processing: a case study," Omega, Elsevier, vol. 27(2), pages 189-200, April.
  24. Adrian Xi Lin & Andrew Fu Wah Ho & Kang Hao Cheong & Zengxiang Li & Wentong Cai & Marcel Lucas Chee & Yih Yng Ng & Xiaokui Xiao & Marcus Eng Hock Ong, 2020. "Leveraging Machine Learning Techniques and Engineering of Multi-Nature Features for National Daily Regional Ambulance Demand Prediction," IJERPH, MDPI, vol. 17(11), pages 1-15, June.
  25. 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.
  26. Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019. "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, vol. 84(C).
  27. Thury, Gerhard & Witt, Stephen F., 1998. "Forecasting industrial production using structural time series models," Omega, Elsevier, vol. 26(6), pages 751-767, December.
  28. Elisa Jorge-González & Enrique González-Dávila & Raquel Martín-Rivero & Domingo Lorenzo-Díaz, 2020. "Univariate and multivariate forecasting of tourism demand using state-space models," Tourism Economics, , vol. 26(4), pages 598-621, June.
  29. Harvey, Nigel & Harries, Clare, 2004. "Effects of judges' forecasting on their later combination of forecasts for the same outcomes," International Journal of Forecasting, Elsevier, vol. 20(3), pages 391-409.
  30. Gutierrez, Rafael S. & Solis, Adriano O. & Mukhopadhyay, Somnath, 2008. "Lumpy demand forecasting using neural networks," International Journal of Production Economics, Elsevier, vol. 111(2), pages 409-420, February.
  31. Kumar, V. & Leone, Robert P. & Gaskins, John N., 1995. "Aggregate and disaggregate sector forecasting using consumer confidence measures," International Journal of Forecasting, Elsevier, vol. 11(3), pages 361-377, September.
  32. Gneiting, Tilmann, 2011. "Making and Evaluating Point Forecasts," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 746-762.
  33. 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.
  34. Aysun Kapucugil Ikiz & Gizem Halil Utma, 2023. "Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs)," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 9(1), pages 1-31, June.
  35. Lawrence, Michael & Goodwin, Paul & Fildes, Robert, 2002. "Influence of user participation on DSS use and decision accuracy," Omega, Elsevier, vol. 30(5), pages 381-392, October.
  36. 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.
  37. 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.
  38. Perera, H. Niles & Hurley, Jason & Fahimnia, Behnam & Reisi, Mohsen, 2019. "The human factor in supply chain forecasting: A systematic review," European Journal of Operational Research, Elsevier, vol. 274(2), pages 574-600.
  39. Bera, Soumitra Kumar, 2010. "Forecasting model of small scale industrial sector of West Bengal," MPRA Paper 28144, University Library of Munich, Germany.
  40. repec:lan:wpaper:470 is not listed on IDEAS
  41. David Hendry, 2000. "A General Forecast-error Taxonomy," Econometric Society World Congress 2000 Contributed Papers 0608, Econometric Society.
  42. Harvey, Nigel & Bolger, Fergus, 1996. "Graphs versus tables: Effects of data presentation format on judgemental forecasting," International Journal of Forecasting, Elsevier, vol. 12(1), pages 119-137, March.
  43. repec:rri:wpaper:200501 is not listed on IDEAS
  44. Abolghasemi, Mahdi & Hurley, Jason & Eshragh, Ali & Fahimnia, Behnam, 2020. "Demand forecasting in the presence of systematic events: Cases in capturing sales promotions," International Journal of Production Economics, Elsevier, vol. 230(C).
  45. 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.
  46. repec:lan:wpaper:425 is not listed on IDEAS
  47. Siva R Venna & Satya Katragadda & Vijay Raghavan & Raju Gottumukkala, 2021. "River Stage Forecasting using Enhanced Partial Correlation Graph," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 35(12), pages 4111-4126, September.
  48. 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.
  49. Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
  50. Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476.
  51. 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.
  52. Saligari, Grant R. & Snyder, Ralph D., 1997. "Trends, lead times and forecasting," International Journal of Forecasting, Elsevier, vol. 13(4), pages 477-488, December.
  53. Fildes, Robert, 2006. "The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion," International Journal of Forecasting, Elsevier, vol. 22(3), pages 415-432.
  54. JS Armstrong & Robert Fildes, 2004. "Correspondence On the Selection of Error Measures for Comparisons Among Forecasting Methods," General Economics and Teaching 0412002, University Library of Munich, Germany.
  55. Trapero, Juan R. & Pedregal, Diego J. & Fildes, R. & Kourentzes, N., 2013. "Analysis of judgmental adjustments in the presence of promotions," International Journal of Forecasting, Elsevier, vol. 29(2), pages 234-243.
  56. Syntetos, Aris A. & Boylan, John E., 2005. "The accuracy of intermittent demand estimates," International Journal of Forecasting, Elsevier, vol. 21(2), pages 303-314.
  57. Lawrence, Michael & O'Connor, Marcus, 2000. "Sales forecasting updates: how good are they in practice?," International Journal of Forecasting, Elsevier, vol. 16(3), pages 369-382.
  58. Davydenko, Andrey & Fildes, Robert, 2013. "Measuring forecasting accuracy: The case of judgmental adjustments to SKU-level demand forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 510-522.
  59. Pollock, Andrew C. & Macaulay, Alex & Onkal-Atay, Dilek & Wilkie-Thomson, Mary E., 1999. "Evaluating predictive performance of judgemental extrapolations from simulated currency series," European Journal of Operational Research, Elsevier, vol. 114(2), pages 281-293, April.
  60. Athanasopoulos, George & Kourentzes, Nikolaos, 2023. "On the evaluation of hierarchical forecasts," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1502-1511.
  61. Konrad Bogner & Katharina Liechti & Luzi Bernhard & Samuel Monhart & Massimiliano Zappa, 2018. "Skill of Hydrological Extended Range Forecasts for Water Resources Management in Switzerland," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(3), pages 969-984, February.
  62. Welch, Eric & Bretschneider, Stuart & Rohrbaugh, John, 1998. "Accuracy of judgmental extrapolation of time series data: Characteristics, causes, and remediation strategies for forecasting," International Journal of Forecasting, Elsevier, vol. 14(1), pages 95-110, March.
  63. K. Triantafyllopoulos, 2008. "Multivariate stochastic volatility using state space models," Papers 0802.0223, arXiv.org.
  64. repec:lan:wpaper:539557 is not listed on IDEAS
  65. Otilia Elena Dragomir & Florin Dragomir & Veronica Stefan & Eugenia Minca, 2015. "Adaptive Neuro-Fuzzy Inference Systems as a Strategy for Predicting and Controling the Energy Produced from Renewable Sources," Energies, MDPI, vol. 8(11), pages 1-15, November.
  66. Heinecke, G. & Syntetos, A.A. & Wang, W., 2013. "Forecasting-based SKU classification," International Journal of Production Economics, Elsevier, vol. 143(2), pages 455-462.
  67. Harvey, Nigel & Fischer, Ilan, 1997. "Taking Advice: Accepting Help, Improving Judgment, and Sharing Responsibility," Organizational Behavior and Human Decision Processes, Elsevier, vol. 70(2), pages 117-133, May.
  68. R H Teunter & L Duncan, 2009. "Forecasting intermittent demand: a comparative study," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(3), pages 321-329, March.
  69. Garcia-Ferrer, Antonio & Queralt, Ricardo A., 1997. "A note on forecasting international tourism demand in Spain," International Journal of Forecasting, Elsevier, vol. 13(4), pages 539-549, December.
  70. Geraint Johnes, 2000. "Up Around the Bend: Linear and nonlinear models of the UK economy compared," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(4), pages 485-493.
  71. Patterson, K. D., 2003. "Exploiting information in vintages of time-series data," International Journal of Forecasting, Elsevier, vol. 19(2), pages 177-197.
  72. Stefanescu, Răzvan & Dumitriu, Ramona, 2017. "Ajustarea seriilor de timp financiare,Partea întâi [Smoothing of financial time series, Part 1]," MPRA Paper 78329, University Library of Munich, Germany, revised 15 Apr 2017.
  73. Gianna Boero & Emanuela Marrocu, 2005. "Evaluating non-linear models on point and interval forecasts: an application with exchange rates," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(232), pages 91-120.
  74. David F. Hendry, 2002. "Forecast Failure, Expectations Formation and the Lucas Critique," Annals of Economics and Statistics, GENES, issue 67-68, pages 21-40.
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