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Content
2011, Volume 27, Issue 3
- 725-739 A heuristic method for parameter selection in LS-SVM: Application to time series prediction
by Rubio, Ginés & Pomares, Héctor & Rojas, Ignacio & Herrera, Luis Javier
- 740-759 Holt’s exponential smoothing and neural network models for forecasting interval-valued time series
by Maia, André Luis Santiago & de Carvalho, Francisco de A.T.
- 760-776 Forecasting ATM cash demands using a local learning model of cerebellar associative memory network
by Teddy, S.D. & Ng, S.K.
- 777-803 An empirical analysis of neural network memory structures for basin water quality forecasting
by West, David & Dellana, Scott
- 804-816 Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange
by Ebrahimpour, Reza & Nikoo, Hossein & Masoudnia, Saeed & Yousefi, Mohammad Reza & Ghaemi, Mohammad Sajjad
- 822-844 The tourism forecasting competition
by Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C.
- 845-849 The value of feedback in forecasting competitions
by Athanasopoulos, George & Hyndman, Rob J.
- 855-869 Forecasting tourist arrivals using time-varying parameter structural time series models
by Song, Haiyan & Li, Gang & Witt, Stephen F. & Athanasopoulos, George
- 870-886 Combination of long term and short term forecasts, with application to tourism demand forecasting
by Andrawis, Robert R. & Atiya, Amir F. & El-Shishiny, Hisham
- 887-901 Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
by Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen
- 902-922 Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures
by Fildes, Robert & Wei, Yingqi & Ismail, Suzilah
- 923-941 Forecasting (aggregate) demand for US commercial air travel
by Carson, Richard T. & Cenesizoglu, Tolga & Parker, Roger
- 942-960 Booking horizon forecasting with dynamic updating: A case study of hotel reservation data
by Haensel, Alwin & Koole, Ger
April 2011, Volume 27, Issue 2
- 197-207 Quantiles as optimal point forecasts
by Gneiting, Tilmann
- 208-223 Combining probability forecasts
by Clements, Michael P. & Harvey, David I.
- 224-237 Forecast combination through dimension reduction techniques
by Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío & Senra, Eva
- 238-251 Combining exponential smoothing forecasts using Akaike weights
by Kolassa, Stephan
- 252-265 Forecasting correlated time series with exponential smoothing models
by Corberán-Vallet, Ana & Bermúdez, José D. & Vercher, Enriqueta
- 266-280 Direct and iterated multistep AR methods for difference stationary processes
by Proietti, Tommaso
- 281-307 Incorporating vintage differences and forecasts into Markov switching models
by Nalewaik, Jeremy J.
- 308-319 Prediction intervals in conditionally heteroscedastic time series with stochastic components
by Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni
- 320-332 Bootstrap prediction intervals for SETAR models
by Li, Jing
- 333-346 A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
by Banbura, Marta & Rünstler, Gerhard
- 347-364 Multivariate semi-nonparametric distributions with dynamic conditional correlations
by Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier
- 365-378 Shrinkage estimation of semiparametric multiplicative error models
by Brownlees, Christian T. & Gallo, Giampiero M.
- 379-393 Scoring rules and survey density forecasts
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
- 394-412 Density forecasting through disaggregation
by Kim, Kun Ho
- 413-437 Asymmetric loss functions and the rationality of expected stock returns
by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
- 438-451 Predicting economic contractions and expansions with the aid of professional forecasts
by Chua, Chew Lian & Tsiaplias, Sarantis
- 452-465 Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
by Dovern, Jonas & Weisser, Johannes
- 466-481 Real-time macroeconomic forecasting with leading indicators: An empirical comparison
by Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F.
- 482-495 One model and various experts: Evaluating Dutch macroeconomic forecasts
by Franses, Philip Hans & Kranendonk, Henk C. & Lanser, Debby
- 496-511 Forecasting national activity using lots of international predictors: An application to New Zealand
by Eickmeier, Sandra & Ng, Tim
- 512-528 Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts
by Lees, Kirdan & Matheson, Troy & Smith, Christie
- 529-542 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian
- 543-560 Are VIX futures prices predictable? An empirical investigation
by Konstantinidi, Eirini & Skiadopoulos, George
- 561-578 Forecasting the direction of the US stock market with dynamic binary probit models
by Nyberg, Henri
- 579-591 Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
by Yu, Wei-Choun & Zivot, Eric
- 592-601 Forecasting accuracy of wind power technology diffusion models across countries
by Dalla Valle, Alessandra & Furlan, Claudia
- 602-618 Forecasting temperature to price CME temperature derivatives
by Dupuis, Debbie J.
- 619-630 A Bradley-Terry type model for forecasting tennis match results
by McHale, Ian & Morton, Alex
- 631-633 The Business Forecasting Deal
by Kolassa, Stephan
2011, Volume 27, Issue 2
- 197-207 Quantiles as optimal point forecasts
by Gneiting, Tilmann
- 208-223 Combining probability forecasts
by Clements, Michael P. & Harvey, David I.
- 224-237 Forecast combination through dimension reduction techniques
by Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío & Senra, Eva
- 238-251 Combining exponential smoothing forecasts using Akaike weights
by Kolassa, Stephan
- 252-265 Forecasting correlated time series with exponential smoothing models
by Corberán-Vallet, Ana & Bermúdez, José D. & Vercher, Enriqueta
- 266-280 Direct and iterated multistep AR methods for difference stationary processes
by Proietti, Tommaso
- 281-307 Incorporating vintage differences and forecasts into Markov switching models
by Nalewaik, Jeremy J.
- 308-319 Prediction intervals in conditionally heteroscedastic time series with stochastic components
by Pellegrini, Santiago & Ruiz, Esther & Espasa, Antoni
- 320-332 Bootstrap prediction intervals for SETAR models
by Li, Jing
- 333-346 A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
by Bańbura, Marta & Rünstler, Gerhard
- 347-364 Multivariate semi-nonparametric distributions with dynamic conditional correlations
by Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier
- 365-378 Shrinkage estimation of semiparametric multiplicative error models
by Brownlees, Christian T. & Gallo, Giampiero M.
- 379-393 Scoring rules and survey density forecasts
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
- 394-412 Density forecasting through disaggregation
by Kim, Kun Ho
- 413-437 Asymmetric loss functions and the rationality of expected stock returns
by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
- 438-451 Predicting economic contractions and expansions with the aid of professional forecasts
by Chua, Chew Lian & Tsiaplias, Sarantis
- 452-465 Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
by Dovern, Jonas & Weisser, Johannes
- 466-481 Real-time macroeconomic forecasting with leading indicators: An empirical comparison
by Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F.
- 482-495 One model and various experts: Evaluating Dutch macroeconomic forecasts
by Franses, Philip Hans & Kranendonk, Henk C. & Lanser, Debby
- 496-511 Forecasting national activity using lots of international predictors: An application to New Zealand
by Eickmeier, Sandra & Ng, Tim
- 512-528 Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts
by Lees, Kirdan & Matheson, Troy & Smith, Christie
- 529-542 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian
- 543-560 Are VIX futures prices predictable? An empirical investigation
by Konstantinidi, Eirini & Skiadopoulos, George
- 561-578 Forecasting the direction of the US stock market with dynamic binary probit models
by Nyberg, Henri
- 579-591 Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
by Yu, Wei-Choun & Zivot, Eric
- 592-601 Forecasting accuracy of wind power technology diffusion models across countries
by Dalla Valle, Alessandra & Furlan, Claudia
- 602-618 Forecasting temperature to price CME temperature derivatives
by Dupuis, Debbie J.
- 619-630 A Bradley-Terry type model for forecasting tennis match results
by McHale, Ian & Morton, Alex
2011, Volume 27, Issue 1
- 14-40 Group-based forecasting?: A social psychological analysis
by Kerr, Norbert L. & Tindale, R. Scott
- 41-49 Group diversity and decision quality: Amplification and attenuation of the framing effect
by Yaniv, Ilan
- 50-68 Influence of differentiated roles on group forecasting accuracy
by Önkal, Dilek & Lawrence, Michael & Zeynep Sayım, K.
- 69-80 Role thinking: Standing in other people’s shoes to forecast decisions in conflicts
by Green, Kesten C. & Armstrong, J. Scott
- 81-102 Judgmental aggregation strategies depend on whether the self is involved
by Soll, Jack B. & Mannes, Albert E.
- 103-120 Forecasting another’s enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice
by Van Swol, Lyn M.
- 121-133 Forecasting clients’ reactions: How does the perception of strategic behavior influence the acceptance of advice?
by Jodlbauer, Barbara & Jonas, Eva
- 134-151 People consultation to construct the future: A Delphi application
by Landeta, Jon & Barrutia, Jon
- 152-165 A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi
by Klenk, Nicole L. & Hickey, Gordon M.
- 166-182 The predictive validity of peer review: A selective review of the judgmental forecasting qualities of peers, and implications for innovation in science
by Benda, Wim G.G. & Engels, Tim C.E.
- 183-195 Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task
by Graefe, Andreas & Armstrong, J. Scott
January 2011, Volume 27, Issue 1
- 1-13 Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda
by Wright, George & Rowe, Gene
- 14-40 Group-based forecasting?: A social psychological analysis
by Kerr, Norbert L. & Tindale, R. Scott
- 41-49 Group diversity and decision quality: Amplification and attenuation of the framing effect
by Yaniv, Ilan
- 50-68 Influence of differentiated roles on group forecasting accuracy
by Önkal, Dilek & Lawrence, Michael & Zeynep SayIm, K.
- 69-80 Role thinking: Standing in other people's shoes to forecast decisions in conflicts
by Green, Kesten C. & Armstrong, J. Scott
- 81-102 Judgmental aggregation strategies depend on whether the self is involved
by Soll, Jack B. & Mannes, Albert E.
- 103-120 Forecasting another's enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice
by Van Swol, Lyn M.
- 121-133 Forecasting clients' reactions: How does the perception of strategic behavior influence the acceptance of advice?
by Jodlbauer, Barbara & Jonas, Eva
- 134-151 People consultation to construct the future: A Delphi application
by Landeta, Jon & Barrutia, Jon
- 152-165 A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi
by Klenk, Nicole L. & Hickey, Gordon M.
- 166-182 The predictive validity of peer review: A selective review of the judgmental forecasting qualities of peers, and implications for innovation in science
by Benda, Wim G.G. & Engels, Tim C.E.
- 183-195 Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task
by Graefe, Andreas & Armstrong, J. Scott
October 2010, Volume 26, Issue 4
- 627-646 Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles
by Taylor, James W.
- 647-651 Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments
by Koopman, S.J. & Ooms, M.
- 652-654 Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments
by Shen, Haipeng
- 655-657 Exponentially weighted methods for multiple seasonal time series
by De Livera, Alysha M.
- 658-660 Reply to the discussion of: Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles
by Taylor, James W.
- 661-665 Damped trend exponential smoothing: A modelling viewpoint
by McKenzie, Eddie & Gardner Jr., Everette S.
- 666-683 Real-time forecasting of online auctions via functional K-nearest neighbors
by Zhang, Shu & Jank, Wolfgang & Shmueli, Galit
- 684-699 Functional hourly forecasting of water temperature
by Mestekemper, Thomas & Windmann, Michael & Kauermann, Göran
- 700-711 Functional clustering and linear regression for peak load forecasting
by Goia, Aldo & May, Caterina & Fusai, Gianluca
- 712-724 State space models for estimating and forecasting fertility
by Rueda, Cristina & Rodríguez, Pilar
- 725-743 A hierarchical procedure for the combination of forecasts
by Costantini, Mauro & Pappalardo, Carmine
- 744-763 Predictive likelihood for Bayesian model selection and averaging
by Ando, Tomohiro & Tsay, Ruey
- 764-776 Predictive-sequential forecasting system development for cash machine stocking
by Brentnall, Adam R. & Crowder, Martin J. & Hand, David J.
- 777-793 Business cycle monitoring with structural changes
by Chauvet, Marcelle & Potter, Simon
- 794-807 Should quarterly government finance statistics be used for fiscal surveillance in Europe?
by Pedregal, Diego J. & Pérez, Javier J.
- 808-835 Have economic models' forecasting performance for US output growth and inflation changed over time, and when?
by Rossi, Barbara & Sekhposyan, Tatevik
- 836-857 A reappraisal of the leading indicator properties of the yield curve under structural instability
by Schrimpf, Andreas & Wang, Qingwei
- 858-884 Currency crisis prediction using ADR market data: An options-based approach
by Maltritz, Dominik & Eichler, Stefan
- 885-907 General-to-specific modelling of exchange rate volatility: A forecast evaluation
by Bauwens, Luc & Sucarrat, Genaro
- 908-926 Regional unemployment forecasts with spatial interdependencies
by Schanne, N. & Wapler, R. & Weyh, A.
- 927-928 Book review
by Goodwin, Paul
- 929-929 Robert A. Krueger , Business forecasting: A practical, comprehensive resource for managers and practitioners, BookSurge, North Charleston (2008), p. 319 Soft-cover, ISBN: 978-1-4196-7779-3
by Syntetos, Aris A.
July 2010, Volume 26, Issue 3
- 445-447 Sports forecasting
by Vaughan Williams, Leighton & Stekler, Herman O.
- 448-459 Prediction accuracy of different market structures -- bookmakers versus a betting exchange
by Franck, Egon & Verbeek, Erwin & Nüesch, Stephan
- 460-470 Using ELO ratings for match result prediction in association football
by Hvattum, Lars Magnus & Arntzen, Halvard
- 471-481 Forecasting sports tournaments by ratings of (prob)abilities: A comparison for the EUROÂ 2008
by Leitner, Christoph & Zeileis, Achim & Hornik, Kurt
- 482-488 Online bookmakers' odds as forecasts: The case of European soccer leagues
by Strumbelj, E. & Sikonja, M. Robnik
- 489-497 Improving Australian Football League player performance forecasts using optimized nonlinear smoothing
by Sargent, Jonathan & Bedford, Anthony
- 498-510 Finding profitable forecast combinations using probability scoring rules
by Grant, Andrew & Johnstone, David
- 511-517 An optimized ratings-based model for forecasting Australian Rules football
by Ryall, Richard & Bedford, Anthony
- 518-536 Alternative methods of predicting competitive events: An application in horserace betting markets
by Lessmann, Stefan & Sung, Ming-Chien & Johnson, Johnnie E.V.
- 537-542 The impact of insider trading on forecasting in a bookmakers' horse betting market
by Schnytzer, Adi & Lamers, Martien & Makropoulou, Vasiliki
- 543-550 Forecasting horse race outcomes: New evidence on odds bias in UK betting markets
by Smith, Michael A. & Vaughan Williams, Leighton
- 551-563 Are differences in ranks good predictors for Grand Slam tennis matches?
by del Corral, Julio & Prieto-Rodríguez, Juan
- 564-575 Forecasting outcomes in tennis matches using within-match betting markets
by Easton, Stephen & Uylangco, Katherine
- 576-588 Forecasting national team medal totals at the Summer Olympic Games
by Forrest, David & Sanz, Ismael & Tena, J.D.
- 589-605 Evaluating National Football League draft choices: The passing game
by Boulier, Bryan L. & Stekler, H.O. & Coburn, Jason & Rankins, Timothy
- 606-621 Issues in sports forecasting
by Stekler, H.O. & Sendor, David & Verlander, Richard
- 622-623 Book review
by Syntetos, Aris A.
- 624-625 Book review
by Sloboda, Brian W.
April 2010, Volume 26, Issue 2
- 211-215 Bayesian forecasting in economics
by Lahiri, Kajal & Martin, Gael
- 216-230 Comparing and evaluating Bayesian predictive distributions of asset returns
by Geweke, John & Amisano, Gianni
- 231-247 Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
by Hoogerheide, Lennart & van Dijk, Herman K.
- 248-264 Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors
by Beechey, Meredith & Österholm, Pär
- 265-292 Learning and heterogeneity in GDP and inflation forecasts
by Lahiri, Kajal & Sheng, Xuguang
- 293-311 Mixed frequency models: Bayesian approaches to estimation and prediction
by Rodriguez, Abel & Puggioni, Gavino
- 312-325 Forecasting macroeconomic time series with locally adaptive signal extraction
by Giordani, Paolo & Villani, Mattias
- 326-347 Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
by Jochmann, Markus & Koop, Gary & Strachan, Rodney W.
- 348-373 DSGE model-based forecasting of non-modelled variables
by Schorfheide, Frank & Sill, Keith & Kryshko, Maxym
- 374-396 Bayesian forecasting of parts demand
by Yelland, Phillip M.
- 397-412 Predictive densities for models with stochastic regressors and inequality constraints: Forecasting local-area wheat yield
by Griffiths, William E. & Newton, Lisa S. & O'Donnell, Christopher J.
- 413-434 Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting
by Zellner, Arnold & Ando, Tomohiro
- 435-438 Comment
by Geweke, John
- 439-442 Rejoinder
by Zellner, Arnold & Ando, Tomohiro
January 2010, Volume 26, Issue 1
- 1-1 Changing of the guard
by Hyndman, Rob J.
- 2-3 Encouraging replication and reproducible research
by Hyndman, Rob J.
- 4-8 Replications of forecasting research
by Evanschitzky, Heiner & Armstrong, J. Scott
- 9-10 European election forecasting: An introduction
by Lewis-Beck, Michael S. & Jêrôme, Bruno
- 11-18 Electoral forecasting in France: A multi-equation solution
by Nadeau, Richard & Lewis-Beck, Michael S. & Bélanger, Éric
- 19-31 Bread and butter à la française: Multiparty forecasts of the French legislative vote (1981-2007)
by Arzheimer, Kai & Evans, Jocelyn
- 32-41 Testing the accuracy of the Downs' spatial voter model on forecasting the winners of the French parliamentary elections in May-June 2007
by Lemennicier, Bertrand & Katir-Lescieux, Honorine
- 42-53 The chancellor model: Forecasting German elections
by Norpoth, Helmut & Gschwend, Thomas
- 54-67 Election cycles and electoral forecasting in Italy, 1994-2008
by Bellucci, Paolo
- 68-81 Improving predictive accuracy of exit polls
by Pavia, Jose M.
- 82-97 Comparing forecast models of Radical Right voting in four European countries (1973-2008)
by Evans, Jocelyn & Ivaldi, Gilles
- 98-115 Forecasting partisan dynamics in Europe
by Jerôme, Bruno & Jerôme-Speziari, Véronique
- 116-133 Biases in judgmental adjustments of statistical forecasts: The role of individual differences
by Eroglu, Cuneyt & Croxton, Keely L.
- 134-143 Judging the judges through accuracy-implication metrics: The case of inventory forecasting
by Syntetos, Aris A. & Nikolopoulos, Konstantinos & Boylan, John E.
- 144-161 Forecasting task-technology fit: The influence of individuals, systems and procedures on forecast performance
by Smith, Carlo D. & Mentzer, John T.
- 162-179 Stochastic level shifts and outliers and the dynamics of oil price movements
by Trimbur, Thomas M.
- 180-194 Estimation of the conditional variance-covariance matrix of returns using the intraday range
by Harris, Richard D.F. & Yilmaz, Fatih
- 195-203 Interview with Herman O. Stekler
by Joutz, Frederick L.
- 204-205 Rob J. Hyndman, Anne B. Koehler, J. Keith Ord and Ralph Snyder , Forecasting with Exponential Smoothing: The State Space Approach, Springer (2008) 359 pp, ISBN 978-3-540-71916-0 (paperback), [euro] 36.95, e-ISBN 978-3-540-71918-2 (online), [euro] 25/Chapter
by Öller, Lars-Erik & Stockhammar, Pär
- 206-207 Book review
by Sloboda, Brian W.
- 208-209 Book review
by Fildes, Robert
October 2009, Volume 25, Issue 4
- 639-641 Sir Clive W. J. Granger (1934-2009)
by Elliott, Graham
- 642-675 Forecasting economic and financial variables with global VARs
by Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa
- 676-679 Comments on "Forecasting economic and financial variables with global VARs"
by Allen, P. Geoffrey
- 680-683 Comments on "Forecasting economic and financial variables with global VARs"
by Clements, Michael P.
- 684-686 Comments on "Forecasting economic and financial variables with global VARs"
by Giannone, Domenico & Reichlin, Lucrezia
- 687-688 Comments on "Forecasting economic and financial variables with global VARs"
by Granger, Clive W.J.
- 689-692 Comments on "Forecasting economic and financial variables with global VARs"
by Lahiri, Kajal
- 693-696 Forecast evaluation of AveAve forecasts in the global VAR context
by Sinclair, Tara M. & Stekler, H.O.
- 697-702 Comments on "Forecasting economic and financial variables with global VARs"
by Swanson, Norman R.
- 703-715 Rejoinder to comments on forecasting economic and financial variables with global VARs
by Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa
- 716-733 Decision making and planning under low levels of predictability
by Makridakis, Spyros & Taleb, Nassim
- 734-743 System economics: Overcoming the pitfalls of forecasting models via a multidisciplinary approach
by Orrell, David & McSharry, Patrick
- 744-759 Errors, robustness, and the fourth quadrant
by Taleb, Nassim Nicholas
- 760-772 Fast and frugal forecasting
by Goldstein, Daniel G. & Gigerenzer, Gerd
- 773-783 Limits to forecasting in personalized medicine: An overview
by Ioannidis, John P.A.
- 784-793 Diagnoses by general practitioners: Accuracy and reliability
by Fink, Waltraud & Lipatov, Vilen & Konitzer, Martin
- 794-812 Forecasting and uncertainty in the economic and business world
by Makridakis, Spyros & Hogarth, Robin M. & Gaba, Anil
- 813-825 Decision making and planning under low levels of predictability: Enhancing the scenario method
by Wright, George & Goodwin, Paul
- 826-832 Validity of climate change forecasting for public policy decision making
by Green, Kesten C. & Armstrong, J. Scott & Soon, Willie
- 833-839 Diagnostics cannot have much power against general alternatives
by Freedman, David A.
- 840-844 Living in a world of low levels of predictability
by Makridakis, Spyros & Taleb, Nassim
July 2009, Volume 25, Issue 3
- 432-434 Victor Zarnowitz 1919-2009
by Klein, Philip A.
- 435-440 Fleeing the Nazis, surviving the Gulag, and arriving in the free world: My life and times
by Guerard Jr., John B.
- 441-451 Mining the past to determine the future: Problems and possibilities
by Hand, David J.
- 452-455 Mining the past to determine the future: Comments
by Price, Simon
- 456-460 Mining the past to determine the future: Comments
by Crone, Sven F.
- 461-462 Mining the past to determine the future: Rejoinder
by Hand, David J.
- 463-466 Introduction to time series monitoring
by Gorr, Wilpen L. & Ord, J. Keith
- 467-483 How does improved forecasting benefit detection? An application to biosurveillance
by Lotze, Thomas H. & Shmueli, Galit
- 484-497 Empirical calibration of time series monitoring methods using receiver operating characteristic curves
by Cohen, Jacqueline & Garman, Samuel & Gorr, Wilpen
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