Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Forecasting is a challenging task that typically requires making assumptions about the
observed data but also the future conditions. Inevitably, any forecasting process will result in …

Forecasting as a scientific discipline has progressed a lot in the last 40 years, with Nobel
prizes being awarded for seminal work in the field, most notably to Engle, Granger and …

Accurate and robust forecasting methods for univariate time series are very important when
the objective is to produce estimates for large numbers of time series. In this context, the …

The Theta method became popular due to its superior performance in the M3 forecasting
competition. Since then, although it has been shown that Theta provides accurate forecasts …

We introduce a new forecasting methodology, referred to as adaptive learning forecasting,
that allows for both forecast averaging and forecast error learning. We analyze its theoretical …

The first book to be published on the Theta method, outlining under what conditions the
method outperforms other forecasting methods This book is the first to detail the Theta …

In this paper, we discuss how extrapolation can be advanced by using some of the most
successful elements and paradigms from the forecasting literature. We propose a new …

A systemic integration of multiple criteria decision aiding (MCDA) and forecasting is
presented for enhancing the quality of investment decisions. First, we provide a new …

In this study building on earlier work on the properties and performance of the univariate
Theta method for a unit root data‐generating process we:(a) derive new theoretical …