Focus forecasting reconsidered
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Everette S. Gardner, Jr. & Ed. Mckenzie, 1985. "Forecasting Trends in Time Series," Management Science, INFORMS, vol. 31(10), pages 1237-1246, October.
- Fred Collopy & J. Scott Armstrong, 1992.
"Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations,"
Management Science, INFORMS, vol. 38(10), pages 1394-1414, October.
- Fred Collopy & JS Armstrong, 2004. "Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations," General Economics and Teaching 0412004, University Library of Munich, Germany.
- Armstrong, J. Scott & Collopy, Fred, 1992. "Error measures for generalizing about forecasting methods: Empirical comparisons," International Journal of Forecasting, Elsevier, vol. 8(1), pages 69-80, June.
- Fildes, Robert, 1992. "The evaluation of extrapolative forecasting methods," International Journal of Forecasting, Elsevier, vol. 8(1), pages 81-98, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015.
"Golden rule of forecasting: Be conservative,"
Journal of Business Research, Elsevier, vol. 68(8), pages 1717-1731.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014. "Golden Rule of Forecasting: Be conservative," MPRA Paper 53579, University Library of Munich, Germany.
- Fildes, Robert & Goodwin, Paul & Lawrence, Michael & Nikolopoulos, Konstantinos, 2009. "Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning," International Journal of Forecasting, Elsevier, vol. 25(1), pages 3-23.
- Armstrong, J. Scott, 2006. "Findings from evidence-based forecasting: Methods for reducing forecast error," International Journal of Forecasting, Elsevier, vol. 22(3), pages 583-598.
- Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
- Gardner, Everette Jr. & Anderson-Fletcher, Elizabeth A. & Wicks, Angela M., 2001. "Further results on focus forecasting vs. exponential smoothing," International Journal of Forecasting, Elsevier, vol. 17(2), pages 287-293.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Everette S. Gardner, 1999. "Note: Rule-Based Forecasting vs. Damped-Trend Exponential Smoothing," Management Science, INFORMS, vol. 45(8), pages 1169-1176, August.
- R Fildes & K Nikolopoulos & S F Crone & A A Syntetos, 2008. "Forecasting and operational research: a review," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(9), pages 1150-1172, September.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015.
"Golden rule of forecasting: Be conservative,"
Journal of Business Research, Elsevier, vol. 68(8), pages 1717-1731.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014. "Golden Rule of Forecasting: Be conservative," MPRA Paper 53579, University Library of Munich, Germany.
- Tashman, Leonard J. & Kruk, Joshua M., 1996. "The use of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions," International Journal of Forecasting, Elsevier, vol. 12(2), pages 235-253, June.
- Welch, Eric & Bretschneider, Stuart & Rohrbaugh, John, 1998. "Accuracy of judgmental extrapolation of time series data: Characteristics, causes, and remediation strategies for forecasting," International Journal of Forecasting, Elsevier, vol. 14(1), pages 95-110, March.
- Robert Fildes & Gary Madden & Joachim Tan, 2007.
"Optimal forecasting model selection and data characteristics,"
Applied Financial Economics, Taylor & Francis Journals, vol. 17(15), pages 1251-1264.
- Fildes, Robert & Madden, Gary & Tan, Joachim, 2007. "Optimal forecasting model selection and data characteristics," MPRA Paper 10819, University Library of Munich, Germany.
- Businger, Mark P. & Read, Robert R., 1999. "Identification of demand patterns for selective processing: a case study," Omega, Elsevier, vol. 27(2), pages 189-200, April.
- Vokurka, Robert J. & Flores, Benito E. & Pearce, Stephen L., 1996. "Automatic feature identification and graphical support in rule-based forecasting: a comparison," International Journal of Forecasting, Elsevier, vol. 12(4), pages 495-512, December.
- Jan G. De Gooijer & Rob J. Hyndman, 2005.
"25 Years of IIF Time Series Forecasting: A Selective Review,"
Monash Econometrics and Business Statistics Working Papers
12/05, Monash University, Department of Econometrics and Business Statistics.
- Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
- Gardner Jr., Everette S. & Diaz-Saiz, Joaquin, 2008. "Exponential smoothing in the telecommunications data," International Journal of Forecasting, Elsevier, vol. 24(1), pages 170-174.
- Webby, Richard & O'Connor, Marcus, 1996. "Judgemental and statistical time series forecasting: a review of the literature," International Journal of Forecasting, Elsevier, vol. 12(1), pages 91-118, March.
- Madden, Gary & Tan, Joachim, 2007.
"Forecasting telecommunications data with linear models,"
Telecommunications Policy, Elsevier, vol. 31(1), pages 31-44, February.
- Madden, Gary G & Tan, Joachim, 2007. "Forecasting telecommunications data with linear models," MPRA Paper 14739, University Library of Munich, Germany.
- Fildes, Robert & Hibon, Michele & Makridakis, Spyros & Meade, Nigel, 1998. "Generalising about univariate forecasting methods: further empirical evidence," International Journal of Forecasting, Elsevier, vol. 14(3), pages 339-358, September.
- Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476.
- De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
- Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
- Garcia-Ferrer, Antonio & Bujosa-Brun, Marcos, 2000. "Forecasting OECD industrial turning points using unobserved components models with business survey data," International Journal of Forecasting, Elsevier, vol. 16(2), pages 207-227.
- Kumar, V. & Leone, Robert P. & Gaskins, John N., 1995. "Aggregate and disaggregate sector forecasting using consumer confidence measures," International Journal of Forecasting, Elsevier, vol. 11(3), pages 361-377, September.
- Edward J. Lusk, 2019. "Time Series Forecasting in Stock Trading Markets: The Turning Point Curiosity," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 8(4), pages 01-16, July.
- Garcia-Ferrer, Antonio & Queralt, Ricardo A., 1997. "A note on forecasting international tourism demand in Spain," International Journal of Forecasting, Elsevier, vol. 13(4), pages 539-549, December.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:intfor:v:13:y:1997:i:4:p:501-508. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ijforecast .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.