International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 18, issue 4, 2002

Telecommunications demand forecasting--a review pp. 489-522

Robert Fildes and V. Kumar

Forecasting United States-Asia international message telephone service pp. 523-543

Gary Madden, Scott Savage and Grant Coble-Neal

IntraLATA long-distance demand: carrier choice, usage demand and price elasticities pp. 545-559

Donald J. Kridel, Paul Rappoport and Lester Taylor

Forecasting telecommunication service subscribers in substitutive and competitive environments pp. 561-581

Duk B. Jun, Seon K. Kim, Yoon S. Park, Myoung H. Park and Amy R. Wilson

Forecasting category sales and market share for wireless telephone subscribers: a combined approach pp. 583-603

V. Kumar, Anish Nagpal and Rajkumar Venkatesan

Modelling multinational telecommunications demand with limited data pp. 605-624

Towhidul Islam, Denzil Fiebig and Nigel Meade

A genetic algorithms approach to growth phase forecasting of wireless subscribers pp. 625-646

Rajkumar Venkatesan and V. Kumar

A hybrid system-identification method for forecasting telecommunications product demands pp. 647-671

Louis A. Cox and Douglas A. Popken

An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system pp. 673-695

Wlodek Tych, Diego J. Pedregal, Peter C. Young and John Davies

Volume 18, issue 3, 2002

Introduction to forecasting decisions in conflict situations pp. 319-320

Jan G. Gooijer

Forecasting decisions in conflict situations: a comparison of game theory, role-playing, and unaided judgement pp. 321-344

Kesten Green

Assessing game theory, role playing, and unaided judgment pp. 345-352

J. Armstrong

Game theory's role in role-playing pp. 353-358

Gary Bolton

Predictive value and the usefulness of game theoretic models pp. 359-368

Ido Erev, Alvin Roth, Robert Slonim and Greg Barron

Forecasting games: can game theory win? pp. 369-374

Paul Goodwin

Behavioral decision making, forecasting, game theory, and role-play pp. 375-382

Hersh Shefrin

Game theory, game theorists, university students, role-playing and forecasting ability pp. 383-387

George Wright

Embroiled in a conflict: who do you call? pp. 389-395

Kesten Green

Evaluating multivariate forecast densities: a comparison of two approaches pp. 397-407

Michael Clements and Jeremy Smith

Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns pp. 409-419

Cherif Guermat and Richard Harris

Combined forecasts from linear and nonlinear time series models pp. 421-438

Nobuhiko Terui and Herman van Dijk

A state space framework for automatic forecasting using exponential smoothing methods pp. 439-454

Rob Hyndman, Anne B. Koehler, Ralph Snyder and Simone Grose

ITSM 2000 Professional Version 6.0, developed by Peter J. Brockwell and Richard A. Davis, B&D Enterprises, Inc., Copyright 1999. The Student Version is included in Introduction to Time Series and Forecasting, 1996, Springer-Verlag New York Inc. (ISBN: 0387947191). The Professional Version is obtainable from pbrockwell@compuserve.com. Web Page of the author: http://www.stat.colostate.edu/~pjbrock/ pp. 455-460

Junsoo Lee and Mark Strazicich

Book reviews: Time Series: Data Analysis and Theory, Classics Edition, David R. Brillinger, SIAM, Philadelphia, USA, 2001, Paperback, 540pp, ISBN 0-89871-501-6, $59, [UK pound]51.95 pp. 461-461

Chris Chatfield

Book review: Developments in Forecast Combination and Portfolio Choice, edited by Christian Dunis, Allan Timmermann and John Moody, Wiley, New York, 2001, Hardback, 330pp. ISBN 0-47152-165-5, $95 pp. 462-463

Andreas Krause

How to Forecast: A Guide for Business: James Morrell (2001), Aldershot: Gower, xii+201 pages. ISBN 0 566 08363 0. Hardback [UK pound]55 pp. 463-464

Paul Goodwin

Understanding Economic Forecasts: David F. Hendry and Neil R. Ericsson (MIT Press, Cambridge, 2001). ISBN 0-262-08304-3, pp. 210, $27.95 pp. 464-466

Jaime Marquez

Seasonal Adjustment with the X-11 Method: Dominique Ladiray and Benoit Quenneville, Lecture Notes in Statistics, 2001, New York: Springer-Verlag, pp.260. [UK pound]48, $59.95, ISBN 0-387-95171-7 pp. 467-468

Christophe Planas

Principles of Forecasting: A Handbook for Researchers and Practitioners: J. Scott Armstrong (Ed.), (2001), Boston: Kluwer Academic Publishers, 849 pages. Hardback: ISBN: 0-7923-7930-6; $190, [UK pound]133, [euro;]210.00, Paperback: ISBN: 07923-7401-0; $95; [UK pound]66.50, [euro;]105 pp. 468-478

Paul Goodwin, John Ord, Lars-Erik Oller, Janet A. Sniezek and Mike Leonard

Research on Forecasting pp. 479-480

A. Diamantopoulos

Research on Forecasting pp. 481-482

Monica Adya

"How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus": Batchelor, Roy (2001), Applied Economics, 33, pp. 225-235. E-mail address: R.A.Batchelor@city.bc.uk pp. 482-483

J. Armstrong

Volume 18, issue 2, 2002

Introduction pp. 163-165

Richard Baillie, Nuno Crato and B. K. Ray

Multistep forecasting of long memory series using fractional exponential models pp. 167-179

Clifford Hurvich

Computation of the forecast coefficients for multistep prediction of long-range dependent time series pp. 181-206

R. J. Bhansali and P. S. Kokoszka

Bayesian prediction for vector ARFIMA processes pp. 207-214

Nalini Ravishanker and Bonnie K. Ray

Modeling and forecasting from trend-stationary long memory models with applications to climatology pp. 215-226

Richard Baillie and Sang-Kuck Chung

On robust local polynomial estimation with long-memory errors pp. 227-241

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Philipp Sibbertsen

Inflation, forecast intervals and long memory regression models pp. 243-264

Charles Bos, Philip Hans Franses and Marius Ooms

A class of nearly long-memory time series models pp. 265-281

F. Jay Breidt and Nan-Jung Hsu

Predicting the distribution function for long-memory processes pp. 283-290

Sucharita Ghosh and Dana Draghicescu

A note on moving average forecasts of long memory processes with an application to quality control pp. 291-297

Radhika Ramjee, Nuno Crato and Bonnie K. Ray

Bias in the memory parameter for different sampling rates pp. 299-313

Leonardo Souza and Jeremy Smith

Volume 18, issue 1, 2002

Forecasting for inventory control with exponential smoothing pp. 5-18

Ralph Snyder, Anne B. Koehler and John Ord

A new approach to modelling and forecasting monthly guest nights in hotels pp. 19-30

Kurt Brännäs, Jorgen Hellstrom and Jonas Nordström

Forecasting performance of seasonal cointegration models pp. 31-44

Marten Lof and Johan Lyhagen

Does knowledge of the cost of carry model improve commodity futures price forecasting ability?: A case study using the London Metal Exchange lead contract pp. 45-65

Richard Heaney

A comparison of the accuracy of short term foreign exchange forecasting methods pp. 67-83

Nigel Meade

Increasing the transparency of macroeconometric forecasts: a report from the trenches pp. 85-105

Ullrich Heilemann

Do revisions improve forecasts? pp. 107-115

Dong W. Cho

Seasonal adjustment of inventory demand series: a case study pp. 117-123

Everette Gardner and Joaquin Diaz-Saiz

Bootstrap prediction intervals for single period regression forecasts pp. 125-130

Jean-Paul Lam and Michael Veall

Victor Zarnowitz: An interview with the International Journal of Forecasting pp. 131-151

Philip A. Klein

Exchange Rate Forecasting. Techniques and Applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, [UK pound]120 (Hardback) pp. 153-154

Laurence Copeland

Data Mining in Finance: Advances in Relational and Hybrid Methods: Boris Kovalerchuk and Evgenii Vityaev (Eds.), Kluwer Academic Publishers, Norwell, Massachusetts, 2000, HB US $120, ISBN 0-7923-7804-0 pp. 155-156

Adrian M. Cowan

Predictive Modular Neural Networks - Applications to Time Series pp. 157-158

Frank Monforte

Forecasting: Methods and Applications, by Spyros Makridakis, Steven C. Wheelwright and Rob J. Hyndman. Third edition. John Wiley and Sons, 1998, 642pp, ISBN 0-471-53233-9. [UK pound]29.95, $90.65 pp. 158-159

Alvaro Faria

Forecasting with Judgment: George Wright and Paul Goodwin (Eds.) (1998) Chichester: Wiley. 297 pages. ISBN 0 471 97014 X Hardback: [UK pound]55.00, $165.00 pp. 159-161

Clare Harries