A neural network ensemble method with jittered training data for time series forecasting

GP Zhang - Information Sciences, 2007 - Elsevier
Improving forecasting especially time series forecasting accuracy is an important yet often
difficult task facing decision makers in many areas. Combining multiple models can be an …

Significance tests harm progress in forecasting

JS Armstrong - International Journal of Forecasting, 2007 - Elsevier
I briefly summarize prior research showing that tests of statistical significance are improperly
used even in leading scholarly journals. Attempts to educate researchers to avoid pitfalls …

Quarterly time-series forecasting with neural networks

GP Zhang, DM Kline - IEEE transactions on neural networks, 2007 - ieeexplore.ieee.org
Forecasting of time series that have seasonal and other variations remains an important
problem for forecasters. This paper presents a neural network (NN) approach to forecasting …

Forecasting daily supermarket sales using exponentially weighted quantile regression

JW Taylor - European Journal of Operational Research, 2007 - Elsevier
Inventory control systems typically require the frequent updating of forecasts for many
different products. In addition to point predictions, interval forecasts are needed to set …

Predicting Wimbledon 2005 tennis results by mere player name recognition

B Scheibehenne, A Bröder - International Journal of Forecasting, 2007 - Elsevier
The outcomes of matches in the 2005 Wimbledon Gentlemen's tennis competition were
predicted by mere player name recognition. In a field study, amateur tennis players (n= 79) …

Forecast combination and model averaging using predictive measures

J Eklund, S Karlsson - Econometric Reviews, 2007 - Taylor & Francis
We extend the standard approach to Bayesian forecast combination by forming the weights
for the model averaged forecast from the predictive likelihood rather than the standard …

Nonlinearities and fractional integration in the US unemployment rate

GM Caporale, LA Gil‐Alana - Oxford Bulletin of Economics and …, 2007 - Wiley Online Library
This paper proposes a model of the US unemployment rate which accounts for both its
asymmetry and its long memory. Our approach introduces fractional integration and …

Forecasting age‐specific breast cancer mortality using functional data models

B Erbas, RJ Hyndman, DM Gertig - Statistics in Medicine, 2007 - Wiley Online Library
Accurate estimates of future age‐specific incidence and mortality are critical for allocation of
resources to breast cancer control programmes and evaluation of screening programmes …

Holt–Winters forecasting: an alternative formulation applied to UK air passenger data

JD Bermúdez, JV Segura, E Vercher - Journal of Applied Statistics, 2007 - Taylor & Francis
This paper provides a formulation for the additive Holt–Winters forecasting procedure that
simplifies both obtaining maximum likelihood estimates of all unknowns, smoothing …

Machine learning-based demand forecasting in supply chains

R Carbonneau, R Vahidov… - International journal of …, 2007 - igi-global.com
Effective supply chain management is one of the key determinants of success of today's
businesses. However, communication patterns between participants that emerge in a supply …