This paper describes some recent advances and contributions to our understanding of
economic forecasting. The framework we develop helps explain the findings of forecasting …

Multiplicative trend exponential smoothing has received very little attention in the literature. It
involves modelling the local slope by smoothing successive ratios of the local level, and this …

The 'Theta method'of forecasting performed particularly well in the M3-competition and is
therefore of interest to forecast practitioners. The original description of the method given by …

This paper shows that forecasting accuracy can be improved through better estimation of
seasonal factors under conditions for which relatively simple methods are preferred, such as …

The primary interest is in out-of-sample forecasting of the US monthly unemployment rate.
Several linear unobserved components models are fitted and their comparative forecasting …

The need effectively to integrate decision making tasks together with knowledge
representation and inference procedures has caused recent research efforts towards the …

Time-series analysis is important to a wide range of disciplines transcending both the
physical and social sciences. Statistical models have sound theoretical bases and have …

It is often claimed that managers do not read serious research papers in journals. If true, this
neglect would seem to pose a problem because journals are the dominant source of …

The Internet platform has become the most popular one to build integrated applications. This
paper describes the design and implementation of an innovative e-Forecasting application …

Within the vast literature on various forecasting models, there is consensus that no single
diffusion model is best for every situation. Experts in the field have asked for studies to …