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Sliding simulation: a new approach to time series forecasting
(Institute for Operations Research and the Management Sciences, 1990-04)
This paper proposes a new approach to time series forecasting based upon three premises. First, a model is selected not by how well it fits historical data but on its ability to accurately predict out-of-sample actual data. ...
Time-Series Analysis and Forecasting: An Update and Evaluation
(International Statistical Institute (ISI), 1978-12)
Forecasting has clearly become a field in its own right; its growth and change continue at a rather fast pace, as the number of published books and papers on the topic increases and as more experience about forecasting ...
Exponential smoothing: The effect of initial values and loss functions on post-sample forecasting accuracy
(Elsevier Ltd, 1991-11)
This paper describes an empirical investigation aimed at measuring the effect of different initial values and loss functions (both symmetric and asymmetric) on the post-sample forecasting accuracy. The 1001 series of the ...
Metaforecasting: Ways of improving forecasting accuracy and usefulness
(Elsevier, 1988)
Forecasting has a long history. An understanding of such history coupled with the study
of the empirical evidence can provide invaluable information for improving the accuracy
and usefulness of predictions. Statistical ...
Reply to comments on "Forecasting: its role and value for planning and strategy"
(Elsevier, 1996)
Long-term predictions are indispensable for planning and strategy. Yet little is known about their value, their limitations or the most appropriate way of making and using them. This paper examines these issues and proposes ...
Averages of Forecasts: Some Empirical Results
(Informs, 1983-09)
An altemative to using a single forecasting method is to average the forecasts obtained from
several methods. In this paper we investigate empirically the impact of the number and choice
of forecasting methods on the ...
The accuracy of extrapolation (time series) methods: Results of a forecasting competition
(John Wiley & Sons Ltd., 1982)
In the last few decades many methods have become available for forecasting. As always, when alternatives exist, choices need to be made so that an appropriate forecasting method can be selected and used for the specific ...
The New SIBYL/RUNNER Interactive Forecasting Package (1978)
(Taylor & Francis, Ltd., 1978)
The SIBYL/RUNNER interactive forecasting system is a comprehensive package of time-shared computer programs that seek to handle four essential forecasting functions. The first is screening alternative forecasting techniques ...
"Forecasting: its role and value for planning and strategy"
(Elsevier, 1996)
First i would like to thank the commentators for their excellent and well thought comments on my paper. I believe that there is little disagrement between their views and mine. All commentators, with the possible exception ...
Decision making and planning under low levels of predictability
(Elsevier Ltd, 2009)
This special section aims to demonstrate the limited predictability and high level of uncertainty in practically all important
areas of our lives, and the implications of this. It summarizes the huge body of solid empirical ...