historical data. The three models are then used in the Monte Carlo simulation of future fertility, mortality and net migration …

multivariate seasonal component. We evaluate their performances for forecasting international tourist arrivals from eleven source …

have potential for forecasting. We illustrate this forecast potential in both a Monte Carlo and empirical setting, and … demonstrate the difficulties in developing forecasting "rules of thumb" for forecasting in multivariate systems. …

approach to forecasting is therefore evaluated using the 51 non-seasonal series from the competition. It is contrasted with a …

Institute of Forecasters (Journal of Forecasting 1982-1985; International Journal of Forecasting 1985-2005). During this period …, over one third of all papers published in these journals concerned time series forecasting. We also review highly … influential works on time series forecasting that have been published elsewhere during this period. Enormous progress has been …