Empirical prediction intervals are constructed based on the distribution of previous out-of-sample forecast errors. Given historical data, a sample of such forecast errors is generated by successively applying a chosen point forecasting model to a sequence of fixed windows of past observations...

In a retail market where market competition is intensifying due to increases in the numbers of outlets, an understanding of patronage-shifting behavior is critical to improving the prediction accuracy of changes in the market shares of existing outlets. Our objective is to understand...