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Out-of-sample tests of forecasting accuracy: an analysis and review

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  • Tashman, Leonard J.

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  • Tashman, Leonard J., 2000. "Out-of-sample tests of forecasting accuracy: an analysis and review," International Journal of Forecasting, Elsevier, vol. 16(4), pages 437-450.
    • Handle: RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450
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    References listed on IDEAS

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    1. 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.
    2. Pack, David J., 1990. "In defense of ARIMA modeling," International Journal of Forecasting, Elsevier, vol. 6(2), pages 211-218, July.
    3. Robert Fildes, 1989. "Evaluation of Aggregate and Individual Forecast Method Selection Rules," Management Science, INFORMS, vol. 35(9), pages 1056-1065, September.
    4. J. Scott Armstrong & Michael C. Grohman, 1972. "A Comparative Study of Methods for Long-Range Market Forecasting," Management Science, INFORMS, vol. 19(2), pages 211-221, October.
    5. Bartolomei, Sonia M. & Sweet, Arnold L., 1989. "A note on a comparison of exponential smoothing methods for forecasting seasonal series," International Journal of Forecasting, Elsevier, vol. 5(1), pages 111-116.
    6. 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.
    7. Chatfield, Chris, 1993. "Calculating Interval Forecasts: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 143-144, April.
    8. Swanson, Norman R. & White, Halbert, 1997. "Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December.
    9. 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.
    10. Chatfield, Chris, 1993. "Calculating Interval Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 121-135, April.
    11. Tashman, Leonard J. & Leach, Michael L., 1991. "Automatic forecasting software: A survey and evaluation," International Journal of Forecasting, Elsevier, vol. 7(2), pages 209-230, August.
    12. Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476.
    13. Callen, Jeffrey L. & Kwan, Clarence C. Y. & Yip, Patrick C. Y. & Yuan, Yufei, 1996. "Neural network forecasting of quarterly accounting earnings," International Journal of Forecasting, Elsevier, vol. 12(4), pages 475-482, December.
    14. Spyros Makridakis, 1990. "Note---Sliding Simulation: A New Approach to Time Series Forecasting," Management Science, INFORMS, vol. 36(4), pages 505-512, April.
    15. Chatfield, Chris, 1992. "A commentary on error measures," International Journal of Forecasting, Elsevier, vol. 8(1), pages 100-102, June.
    16. Bunn, Derek W. & Vassilopoulos, A. I., 1993. "Using group seasonal indices in multi-item short-term forecasting," International Journal of Forecasting, Elsevier, vol. 9(4), pages 517-526, December.
    17. 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.
    18. Fildes, Robert, 1992. "The evaluation of extrapolative forecasting methods," International Journal of Forecasting, Elsevier, vol. 8(1), pages 81-98, June.
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