explores various specifications of decompositions and various forecasting experiments. The result from these horse-races is … for richer forecasting specifications, the paper shows, using Bayesian model averaging techniques (BMA), that the …

This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …

wholesale power markets have only recently been deregulated. We introduce the weather factor into well-known forecasting models …

forecasting method with a common seat allocation heuristic (EMSR-b). …

the forecasts and forecasting methods of a panel of U.S. economists to determine how the benefits of combining vary with …

This paper presents a new technique for forecasting frequencies of events over time for individuals. The technique …

This paper examines the forecasting accuracy and the cost effectiveness of time series models with time …-varying coefficients. A simulation study investigates the potential forecasting benefits of a proposed Kalman filter type adaptive … estimation and forecasting approach. It is found that: (1) When appropriate, the time-varying coefficient approach leads to …

An alternative to using a single forecasting method is to average the forecasts made by various methods. In this paper … predict corporate earnings per share. We conclude that, on average, the primary forecasting advantages of analysts over time … beginning of the fiscal year. For predictions in the first half of the fiscal year, there is evidence of forecasting benefits …