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International Journal of Forecasting

1985 - 2023

Current editor(s): R. J. Hyndman

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 39, issue 3, 2023

Thirty years on: A review of the Lee–Carter method for forecasting mortality pp. 1033-1049 Downloads
Ugofilippo Basellini, Carlo Giovanni Camarda and Heather Booth
Forecasting short-term defaults of firms in a commercial network via Bayesian spatial and spatio-temporal methods pp. 1065-1077 Downloads
Claudia Berloco, Raffaele Argiento and Silvia Montagna
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models pp. 1078-1096 Downloads
Carol Alexander, Yang Han and Xiaochun Meng
The power of narrative sentiment in economic forecasts pp. 1097-1121 Downloads
Steven Sharpe, Nitish R. Sinha and Christopher A. Hollrah
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data pp. 1122-1144 Downloads
Daniel Borup, David E. Rapach and Erik Christian Montes Schütte
Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks pp. 1145-1162 Downloads
Oren Barkan, Jonathan Benchimol, Itamar Caspi, Eliya Cohen, Allon Hammer and Noam Koenigstein
Distributed ARIMA models for ultra-long time series pp. 1163-1184 Downloads
Xiaoqian Wang, Yanfei Kang, Rob J. Hyndman and Feng Li
Penalized estimation of panel vector autoregressive models: A panel LASSO approach pp. 1185-1204 Downloads
Annika Camehl
Factor models for large and incomplete data sets with unknown group structure pp. 1205-1220 Downloads
Maximo Camacho and German Lopez-Buenache
Improving variance forecasts: The role of Realized Variance features pp. 1221-1237 Downloads
Ioannis Papantonis, Leonidas Rompolis and Elias Tzavalis
A fully Bayesian tracking algorithm for mitigating disparate prediction misclassification pp. 1238-1252 Downloads
Martin B. Short and George O. Mohler
Forecasting electricity prices using bid data pp. 1253-1271 Downloads
Aitor Ciarreta, Blanca Martinez and Shahriyar Nasirov
Daily peak electrical load forecasting with a multi-resolution approach pp. 1272-1286 Downloads
Yvenn Amara-Ouali, Matteo Fasiolo, Yannig Goude and Hui Yan
Bayesian forecast combination using time-varying features pp. 1287-1302 Downloads
Li Li, Yanfei Kang and Feng Li
fETSmcs: Feature-based ETS model component selection pp. 1303-1317 Downloads
Lingzhi Qi, Xixi Li, Qiang Wang and Suling Jia
Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility pp. 1318-1332 Downloads
Yaojie Zhang, Mengxi He, Yudong Wang and Chao Liang
Improving forecast stability using deep learning pp. 1333-1350 Downloads
Jente Van Belle, Ruben Crevits and Wouter Verbeke
Shrinkage estimator for exponential smoothing models pp. 1351-1365 Downloads
Kandrika F. Pritularga, Ivan Svetunkov and Nikolaos Kourentzes
Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States pp. 1366-1383 Downloads
Evan L. Ray, Logan C. Brooks, Jacob Bien, Matthew Biggerstaff, Nikos I. Bosse, Johannes Bracher, Estee Y. Cramer, Sebastian Funk, Aaron Gerding, Michael A. Johansson, Aaron Rumack, Yijin Wang, Martha Zorn, Ryan J. Tibshirani and Nicholas G. Reich
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model pp. 1384-1412 Downloads
David Kohns and Arnab Bhattacharjee
Betting on a buzz: Mispricing and inefficiency in online sportsbooks pp. 1413-1423 Downloads
Philip Ramirez, J Reade and Carl Singleton
LoMEF: A framework to produce local explanations for global model time series forecasts pp. 1424-1447 Downloads
Dilini Rajapaksha, Christoph Bergmeir and Rob J. Hyndman
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions pp. 1448-1459 Downloads
Maxime Taillardat, Anne-Laure Fougères, Philippe Naveau and Raphaël de Fondeville
Nowcasting GDP with a pool of factor models and a fast estimation algorithm pp. 1460-1476 Downloads
Sercan Eraslan and Maximilian Schröder
Model combinations through revised base rates pp. 1477-1492 Downloads
Fotios Petropoulos, Evangelos Spiliotis and Anastasios Panagiotelis

Volume 39, issue 2, 2023

How to “improve” prediction using behavior modification pp. 541-555 Downloads
Galit Shmueli and Ali Tafti
Forecasting, causality and feedback pp. 558-560 Downloads
Rob J. Hyndman
Forecasting electricity prices with expert, linear, and nonlinear models pp. 570-586 Downloads
Anna Gloria Billé, Angelica Gianfreda, Filippo Del Grosso and Francesco Ravazzolo
Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US pp. 587-605 Downloads
Felix Haase and Matthias Neuenkirch
Testing the predictive accuracy of COVID-19 forecasts pp. 606-622 Downloads
Laura Coroneo, Fabrizio Iacone, Alessia Paccagnini and Paulo Santos Monteiro
A Markov chain model for forecasting results of mixed martial arts contests pp. 623-640 Downloads
Benjamin Holmes, Ian G. McHale and Kamila Żychaluk
An accurate and fully-automated ensemble model for weekly time series forecasting pp. 641-658 Downloads
Rakshitha Godahewa, Christoph Bergmeir, Geoffrey I. Webb and Pablo Montero-Manso
Forecasting crude oil futures market returns: A principal component analysis combination approach pp. 659-673 Downloads
Yaojie Zhang and Yudong Wang
Bayesian model averaging for mortality forecasting using leave-future-out validation pp. 674-690 Downloads
Karim Barigou, Pierre-Olivier Goffard, Stéphane Loisel and Yahia Salhi
Beating the market with a bad predictive model pp. 691-719 Downloads
Ondřej Hubáček and Gustav Šír
Forecasting extreme financial risk: A score-driven approach pp. 720-735 Downloads
Fernanda Fuentes, Rodrigo Herrera and Adam Clements
Empirically-transformed linear opinion pools pp. 736-753 Downloads
Anthony Garratt, Timo Henckel and Shaun Vahey
Analysing differences between scenarios pp. 754-771 Downloads
David Hendry and Felix Pretis
Differing behaviours of forecasters of UK GDP growth pp. 772-790 Downloads
Nigel Meade and Ciaran Driver
The power of text-based indicators in forecasting Italian economic activity pp. 791-808 Downloads
Valentina Aprigliano, Simone Emiliozzi, Gabriele Guaitoli, Andrea Luciani, Juri Marcucci and Libero Monteforte
Nowcasting food inflation with a massive amount of online prices pp. 809-826 Downloads
Paweł Macias, Damian Stelmasiak and Karol Szafranek
Time-varying variance and skewness in realized volatility measures pp. 827-840 Downloads
Anne Opschoor and André Lucas
Targeting predictors in random forest regression pp. 841-868 Downloads
Daniel Borup, Bent Jesper Christensen, Nicolaj Søndergaard Mühlbach and Mikkel Slot Nielsen
A copula-based time series model for global horizontal irradiation pp. 869-883 Downloads
Alfred Müller and Matthias Reuber
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx pp. 884-900 Downloads
Kin G. Olivares, Cristian Challu, Grzegorz Marcjasz, Rafał Weron and Artur Dubrawski
Real-time inflation forecasting using non-linear dimension reduction techniques pp. 901-921 Downloads
Niko Hauzenberger, Florian Huber and Karin Klieber
The RWDAR model: A novel state-space approach to forecasting pp. 922-937 Downloads
Giacomo Sbrana and Andrea Silvestrini
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations pp. 938-955 Downloads
Luc Bauwens and Yongdeng Xu
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan pp. 956-966 Downloads
Michio Umeda
Physics-informed Gaussian process regression for states estimation and forecasting in power grids pp. 967-980 Downloads
Alexandre M. Tartakovsky, Tong Ma, David A. Barajas-Solano and Ramakrishna Tipireddy
Calibration of deterministic NWP forecasts and its impact on verification pp. 981-991 Downloads
Martin János Mayer and Dazhi Yang
Deep learning models for visibility forecasting using climatological data pp. 992-1004 Downloads
Luz C. Ortega, Luis Daniel Otero, Mitchell Solomon, Carlos E. Otero and Aldo Fabregas
A robust support vector regression model for electric load forecasting pp. 1005-1020 Downloads
Jian Luo, Tao Hong, Zheming Gao and Shu-Cherng Fang

Volume 39, issue 1, 2023

Forecasting Bitcoin with technical analysis: A not-so-random forest? pp. 1-17 Downloads
Nikola Gradojevic, Dragan Kukolj, Robert Adcock and Vladimir Djakovic
Too similar to combine? On negative weights in forecast combination pp. 18-38 Downloads
Peter Radchenko, Andrey Vasnev and Wendun Wang
Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives pp. 39-57 Downloads
Tommaso Di Fonzo and Daniele Girolimetto
Real estate illiquidity and returns: A time-varying regional perspective pp. 58-72 Downloads
Michael Ellington, Xi Fu and Yunyi Zhu
Probabilistic population forecasting: Short to very long-term pp. 73-97 Downloads
Adrian E. Raftery and Hana Ševčíková
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy pp. 98-109 Downloads
Francisco Cribari-Neto, Vinícius T. Scher and Fábio M. Bayer
Evaluation of the best M4 competition methods for small area population forecasting pp. 110-122 Downloads
Tom Wilson, Irina Grossman and Jeromey Temple
Influence of earnings management on forecasting corporate failure pp. 123-143 Downloads
David Veganzones, Eric Séverin and Souhir Chlibi
Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection pp. 144-169 Downloads
Georgios Gioldasis, Antonio Musolesi and Michel Simioni
Embrace the differences: Revisiting the PollyVote method of combining forecasts for U.S. presidential elections (2004 to 2020) pp. 170-177 Downloads
Andreas Graefe
Technical analysis, spread trading, and data snooping control pp. 178-191 Downloads
Ioannis Psaradellis, Jason Laws, Athanasios A. Pantelous and Georgios Sermpinis
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques pp. 192-208 Downloads
Elisabetta Benevento, Davide Aloini and Nunzia Squicciarini
Data-based priors for vector error correction models pp. 209-227 Downloads
Jan Prüser
Weekly economic activity: Measurement and informational content pp. 228-243 Downloads
Philipp Wegmüller, Christian Glocker and Valentino Guggia
Recent advances in intra-hour solar forecasting: A review of ground-based sky image methods pp. 244-265 Downloads
Fan Lin, Yao Zhang and Jianxue Wang
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence pp. 266-278 Downloads
Andres Algaba, Samuel Borms, Kris Boudt and Brecht Verbeken
FRED-SD: A real-time database for state-level data with forecasting applications pp. 279-297 Downloads
Kathryn O. Bokun, Laura E. Jackson, Kevin L. Kliesen and Michael T. Owyang
Nowcasting German GDP: Foreign factors, financial markets, and model averaging pp. 298-313 Downloads
Paolo Andreini, Thomas Hasenzagl, Lucrezia Reichlin, Charlotte Senftleben-König and Till Strohsal
Forecasting expected shortfall: Should we use a multivariate model for stock market factors? pp. 314-331 Downloads
Alain-Philippe Fortin, Jean-Guy Simonato and Georges Dionne
Parameter-efficient deep probabilistic forecasting pp. 332-345 Downloads
Olivier Sprangers, Sebastian Schelter and Maarten de Rijke
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage pp. 346-363 Downloads
Deborah Gefang, Gary Koop and Aubrey Poon
Does the Phillips curve help to forecast euro area inflation? pp. 364-390 Downloads
Marta Bańbura and Elena Bobeica
Non-Gaussian models for CoVaR estimation pp. 391-404 Downloads
Michele Leonardo Bianchi, Giovanni De Luca and Giorgia Rivieccio
Estimation of a dynamic multi-level factor model with possible long-range dependence pp. 405-430 Downloads
Yunus Emre Ergemen and C. Vladimir Rodríguez-Caballero
The accuracy of IMF crises nowcasts pp. 431-449 Downloads
Theo Eicher and Yuan Gao Rollinson
Multi-population mortality projection: The augmented common factor model with structural breaks pp. 450-469 Downloads
Pengjie Wang, Athanasios A. Pantelous and Farshid Vahid
Decomposing the effects of crowd-wisdom aggregators: The bias–information–noise (BIN) model pp. 470-485 Downloads
Ville A. Satopää, Marat Salikhov, Philip E. Tetlock and Barbara Mellers
Forecasting crude oil market volatility using variable selection and common factor pp. 486-502 Downloads
Yaojie Zhang, M.I.M. Wahab and Yudong Wang
A mixture model for credit card exposure at default using the GAMLSS framework pp. 503-518 Downloads
Suttisak Wattanawongwan, Christophe Mues, Ramin Okhrati, Taufiq Choudhry and Mee Chi So
The COVID-19 shock and challenges for inflation modelling pp. 519-539 Downloads
Elena Bobeica and Benny Hartwig
Page updated 2023-09-24