-term relationship. We finally conclude by comparing the forecasting ability of these two approaches with classical models such as Random …

state space models obtained by the CCA subspace algorithm, including a density forecasting analysis …

This paper presents a rigurous framework for evaluating alternative forecasting methods for Chilean industrial … production and sales. While nonlinear features appear to be important for forecasting the very short term, simple univariate … linear models perform about as well for almost every forecasting horizon …

key issue is this: In the literature on developing forecasting models, new models are put together based on the results … variety of exercises designed to answer this question. In particular, we find that real-time data matters for some forecasting …