This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …

selecting the best forecasting model class in finite samples of practical relevance. Flanking such a horse race by predictive …

This paper provides a significant numerical evidence for out-of-sample forecasting ability of linear Gaussian interest …

The average hotel manager recognizes the criticality of forecasting. However, most managers are either frustrated by …, monthly and yearly (Wheaton & Rossof, 1998). This provides an opportunity for a time-series forecasting model for revenue … (Weatherford & Kimes, 2003; Banker & Chen, 2006; Schmidgall, 2006). Moreover, time-series forecasting models, if constructed …

analyzing health series data and detecting anomalies: using forecasting methods to predict the next day's value, subtracting the … and analyze the performance of a variety of heuristic methods.Second, we describe improvements for the forecasting of … health data series. The application of weather as a predictor, cross-series covariates, and ensemble forecasting each provide …