We consider the problem of forecasting a stationary time series when there is an unknown mean break close to the forecast origin. Based on the intercept-correction methods suggested by Clements and Hendry (1998) and Bewley (2003), a hybrid approach is introduced, where the break and break point...

A Bayesian procedure for forecasting S-shaped growth is introduced and compared to classical methods of estimation and prediction using three variants of the logistic functional form and annual times series of the diffusion of music compact discs in twelve countries. The Bayesian procedure was...