Now showing items 1-6 of 6
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. ...
Metaforecasting: Ways of improving forecasting accuracy and usefulness
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 ...
ARMA Models and the Box–Jenkins Methodology
(John Wiley & Sons, Ltd., 1997-05)
The purpose of this paper is to apply the Box–Jenkins methodology to ARIMA models and determine the reasons why in empirical tests it is found that the post-sample forecasting the accuracy of such models is generally worse ...
The M2-competition: A real-time judgmentally based forecasting study
The purpose of the M2-Competition is to determine the post sample accuracy of various forecasting methods. It is an empirical study organized in such a way as to avoid the major criticism of the M-Competition that forecasters ...
Generalising about univariate forecasting methods: further empirical evidence
This paper extends the empirical evidence on the forecasting accuracy of extrapolative methods. The robustness of the major conclusions of the M-Competition data is examined in the context of the telecommunications data ...
The M3-Competition: results, conclusions and implications
This paper describes the M3-Competition, the latest of the M-Competitions. It explains the reasons for conducting the competition and summarizes its results and conclusions. In addition, the paper compares such results / ...