We propose a parsimonious semiparametric method for macroeconomic forecasting during episodes of sudden changes. Based …

whether Google Trends provides significant forecasting improvements over models without search data. Second, we assess whether … a high-frequency variable (weekly Google Trends) is more useful for accurate forecasting than a low-frequency variable …In this paper, we examine the usefulness of Google Trends data in predicting monthly tourist arrivals and overnight …

improves the forecasting of the aggregated series compared to using the aggregated series alone. We used econometric techniques …-horizon Superior Predictive Ability (uSPA) tests, used to select the best forecasting model by combining different horizons. Our sample … forecasting horizons that are more than one month ahead using the mean square error, and the aggregated ETS has better forecasting …

data using economic variables and Google online search data. An out-of-sample forecasting comparison with forecast horizons … 2014M6. Models including Google search data statistically outperformed the competing models for most of the car brands and …-of-sample forecasts, directional accuracy, the variability of Google data and additional car brands …

of multi-channel customer contact, organizational decision-makers often rely on robust but simplistic forecasting methods …. Although forecasting literature indicates that incorporating additional information into time series predictions adds value by … for call center arrivals' forecasting that is able to capture the dynamics of a time series and to include contextual …