International Journal of Forecasting

Article	Citations
DeepAR: Probabilistic forecasting with autoregressive recurrent networks	807
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	497
Recurrent Neural Networks for Time Series Forecasting: Current status and future directions	428
Forecasting: theory and practice	263
Forecasting for COVID-19 has failed	199
The impact of sentiment and attention measures on stock market volatility	146
Kaggle forecasting competitions: An overlooked learning opportunity	121
M5 accuracy competition: Results, findings, and conclusions	111
Retail forecasting: Research and practice	103
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks	101
Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants	98
The impact of the COVID-19 pandemic on business expectations	95
Forecasting stock price volatility: New evidence from the GARCH-MIDAS model	95
Incorporating textual information in customer churn prediction models based on a convolutional neural network	77
Daily retail demand forecasting using machine learning with emphasis on calendric special days	75
Forecasting global equity market volatilities	72
A novel text-based framework for forecasting agricultural futures using massive online news headlines	70
Principles and algorithms for forecasting groups of time series: Locality and globality	70
Predicting bank insolvencies using machine learning techniques	63
Forecasting commodity prices out-of-sample: Can technical indicators help?	52
The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning	50
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	46
Forecast combinations for value at risk and expected shortfall	46
Forecast reconciliation: A geometric view with new insights on bias correction	45
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	42

COVID-19: Forecasting confirmed cases and deaths with a simple time series model	41
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity	40
The M5 competition: Background, organization, and implementation	39
Forecasting with trees	38
Nowcasting GDP using machine-learning algorithms: A real-time assessment	37
Measuring the Connectedness of the Global Economy	35
Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?	35
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models	35
Forecasting recovery rates on non-performing loans with machine learning	35
Preventing rather than punishing: An early warning model of malfeasance in public procurement	33
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	33
Oil price shocks and economic growth: The volatility link	32
Forecasting crude oil market volatility using variable selection and common factor	32
Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy	32
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates	32
Forecast combinations: An over 50-year review	32
Comparing the forecasting performances of linear models for electricity prices with high RES penetration	31
Investigating the accuracy of cross-learning time series forecasting methods	30
The M5 uncertainty competition: Results, findings and conclusions	29
Big data from dynamic pricing: A smart approach to tourism demand forecasting	29
Forecasting with news sentiment: Evidence with UK newspapers	29
Recent advances in intra-hour solar forecasting: A review of ground-based sky image methods	29
Forecasting cryptocurrency volatility	28
Crude oil price forecasting incorporating news text	28
Stock market volatility forecasting: Do we need high-frequency data?	28
Extension of the Elo rating system to margin of victory	28
Artificial bee colony-based combination approach to forecasting agricultural commodity prices	28
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model	27
Multivariate volatility forecasts for stock market indices	26
On single point forecasts for fat-tailed variables	26
Forecasting realized volatility of agricultural commodities	26
Endemic-epidemic models with discrete-time serial interval distributions for infectious disease prediction	26
Forecasting value at risk and expected shortfall with mixed data sampling	26
Short-term forecasting of the coronavirus pandemic	25
Forecasting sales using online review and search engine data: A method based on PCA–DSFOA–BPNN	25
High-frequency monitoring of growth at risk	25
Forecasting risk measures using intraday data in a generalized autoregressive score framework	25
Probabilistic forecasting of heterogeneous consumer transaction–sales time series	24
Forecasting macroeconomic risks	24
Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States	24
Minnesota-type adaptive hierarchical priors for large Bayesian VARs	24
Forecasting third-party mobile payments with implications for customer flow prediction	24
Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals	24
Comparing the accuracy of several network-based COVID-19 prediction algorithms	23
Prediction of the Indian summer monsoon using a stacked autoencoder and ensemble regression model	23
Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices	23
A comparison of monthly global indicators for forecasting growth	23
Can Google search data help predict macroeconomic series?	23
Forecasting in humanitarian operations: Literature review and research needs	22
Forecasting crude oil futures market returns: A principal component analysis combination approach	22

Five dimensions of the uncertainty–disagreement linkage	22
Forecasting crude oil prices with DSGE models	22
Spatio-temporal modeling of yellow taxi demands in New York City using generalized STAR models	22
Temperature anomaly detection for electric load forecasting	22
Forecasting inflation with online prices	22
Nowcasting unemployment insurance claims in the time of COVID-19	21
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures	20
Forecasting Bitcoin with technical analysis: A not-so-random forest?	20
Forecasting high resolution electricity demand data with additive models including smooth and jagged components	20
An empirical investigation of water consumption forecasting methods	19
Forecasting Brazilian mortality rates due to occupational accidents using autoregressive moving average approaches	19
Stability in the inefficient use of forecasting systems: A case study in a supply chain company	19
Transparent modeling of influenza incidence: Big data or a single data point from psychological theory?	19
A critical overview of privacy-preserving approaches for collaborative forecasting	19
Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach	18
Conformal prediction interval estimation and applications to day-ahead and intraday power markets	18
Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility	18
The effect of spatiotemporal resolution on predictive policing model performance	18
Forecasting election results by studying brand importance in online news	18
Bagging weak predictors	18
Predicting loss given default in leasing: A closer look at models and variable selection	18
Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?	17
The COVID-19 shock and challenges for inflation modelling	17
Quantile forecasting with mixed-frequency data	17
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	17
Modeling and predicting U.S. recessions using machine learning techniques	17
Forecasting unemployment insurance claims in realtime with Google Trends	17
Probabilistic population forecasting: Short to very long-term	17
Realized volatility forecasting: Robustness to measurement errors	17
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts	17
Spatial dependence in microfinance credit default	16
Statistical learning and exchange rate forecasting	16
Probabilistic energy forecasting using the nearest neighbors quantile filter and quantile regression	16
A robust support vector regression model for electric load forecasting	16
Distributed ARIMA models for ultra-long time series	16
The recurrence of financial distress: A survival analysis	16
Bayesian median autoregression for robust time series forecasting	15
A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth	15
Rethinking weather station selection for electric load forecasting using genetic algorithms	15
Assessing and predicting small industrial enterprises’ credit ratings: A fuzzy decision-making approach	15
Calibration of deterministic NWP forecasts and its impact on verification	15
An information-theoretic approach for forecasting interval-valued SP500 daily returns	15
A Model Confidence Set approach to the combination of multivariate volatility forecasts	15
Model-based pre-election polling for national and sub-national outcomes in the US and UK	15
Mixed random forest, cointegration, and forecasting gasoline prices	14
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana	14
Factor extraction using Kalman filter and smoothing: This is not just another survey	14
Probabilistic access forecasting for improved offshore operations	14
Expert forecasting with and without uncertainty quantification and weighting: What do the data say?	14
Forecasting volatility with time-varying leverage and volatility of volatility effects	14
Online distributed learning in wind power forecasting	14
Realized volatility forecast with the Bayesian random compressed multivariate HAR model	14
Forecasting from others’ experience: Bayesian estimation of the generalized Bass model	13
FFORMPP: Feature-based forecast model performance prediction	13
Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks	13
Spatio-temporal probabilistic forecasting of wind power for multiple farms: A copula-based hybrid model	13
Informational efficiency and behaviour within in-play prediction markets	13
Classification-based model selection in retail demand forecasting	13
A Bayesian approach for predicting food and beverage sales in staff canteens and restaurants	12
Sequential optimization three-way decision model with information gain for credit default risk evaluation	12
Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals	12
Nowcasting food inflation with a massive amount of online prices	12
Election forecasting: Too far out?	12
Forecasting and forecast narratives: The Bank of England Inflation Reports	12
Forecasting electricity prices with expert, linear, and nonlinear models	12
Exploring the representativeness of the M5 competition data	12
Evaluating quantile-bounded and expectile-bounded interval forecasts	12
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	11
Data revisions to German national accounts: Are initial releases good nowcasts?	11
Efficient big data model selection with applications to fraud detection	11
Modelling non-stationary ‘Big Data’	11
Are betting returns a useful measure of accuracy in (sports) forecasting?	11
Robust recurrent network model for intermittent time-series forecasting	11
Optimal model averaging forecasting in high-dimensional survival analysis	11
What do forecasting rationales reveal about thinking patterns of top geopolitical forecasters?	11
Optimal and robust combination of forecasts via constrained optimization and shrinkage	11
Do macroeconomic forecasters use macroeconomics to forecast?	11
Targeting predictors in random forest regression	11
Forecasting corporate default risk in China	11
Dimensionality reduction in forecasting with temporal hierarchies	10

U-Convolutional model for spatio-temporal wind speed forecasting	10
Variational Bayes approximation of factor stochastic volatility models	10
Influence of earnings management on forecasting corporate failure	10
Automatic Interpretable Retail forecasting with promotional scenarios	10
Deep learning models for visibility forecasting using climatological data	10
Analytic moments for GJR-GARCH (1, 1) processes	10
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence	9
A profitable model for predicting the over/under market in football	9
Thirty years on: A review of the Lee–Carter method for forecasting mortality	9
A functional time series analysis of forward curves derived from commodity futures	9
Forecasting bulk prices of Bordeaux wines using leading indicators	9
Data snooping in equity premium prediction	9
Online hierarchical forecasting for power consumption data	9
Bayesian forecast combination using time-varying features	9
Interpretable sports team rating models based on the gradient descent algorithm	9
Stock market volatility predictability in a data-rich world: A new insight	9
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	9
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach	8
Macroeconomic data transformations matter	8
Weekly economic activity: Measurement and informational content	8
Forecasting mortality with a hyperbolic spatial temporal VAR model	8
Probabilistic wind forecasting up to three months ahead using ensemble predictions for geopotential height	8
Bayesian VAR forecasts, survey information, and structural change in the euro area	8
Applicability of the M5 to Forecasting at Walmart	8
Combining forecasts for universally optimal performance	8
Anticipating special events in Emergency Department forecasting	8
Cyberattack-resilient load forecasting with adaptive robust regression	8
Does judgment improve macroeconomic density forecasts?	8
Artificial intelligence-based predictions of movie audiences on opening Saturday	8
Forecasting value at risk with intra-day return curves	8
Keeping track of global trade in real time	8
Crime prediction by data-driven Green’s function method	8
Simple averaging of direct and recursive forecasts via partial pooling using machine learning	7
Non-Gaussian models for CoVaR estimation	7
A DCC-type approach for realized covariance modeling with score-driven dynamics	7
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces	7
LoMEF: A framework to produce local explanations for global model time series forecasts	7
Demand forecasting under fill rate constraints—The case of re-order points	7
Measuring and forecasting retail trade in real time using card transactional data	7
Summarizing ensemble NWP forecasts for grid operators: Consistency, elicitability, and economic value	7
Granger causality detection in high-dimensional systems using feedforward neural networks	7
Killing off cohorts: Forecasting mortality of non-extinct cohorts with the penalized composite link model	7
Sparse structures with LASSO through principal components: Forecasting GDP components in the short-run	7
Hierarchical forecasting with a top-down alignment of independent-level forecasts	7
Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives	7
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	7
Boosting nonlinear predictability of macroeconomic time series	7
The power of text-based indicators in forecasting Italian economic activity	7
Optimal probabilistic forecasts: When do they work?	7
Forecasting the volatility of asset returns: The informational gains from option prices	7
Comparing density forecasts in a risk management context	7
Measuring public opinion via digital footprints	7
Nonparametric expected shortfall forecasting incorporating weighted quantiles	7
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	7
Too similar to combine? On negative weights in forecast combination	6
Short-term Covid-19 forecast for latecomers	6
Decomposing the effects of crowd-wisdom aggregators: The bias–information–noise (BIN) model	6
Modeling undecided voters to forecast elections: From bandwagon behavior and the spiral of silence perspective	6
Predicting default risk under asymmetric binary link functions	6
Improving the wisdom of crowds with analysis of variance of predictions of related outcomes	6
Testing big data in a big crisis: Nowcasting under Covid-19	6
A textual analysis of Bank of England growth forecasts	6
Understanding machine learning-based forecasting methods: A decomposition framework and research opportunities	6
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model	6
A Markov chain model for forecasting results of mixed martial arts contests	6
Bayesian loss given default estimation for European sovereign bonds	6
Forecast combination-based forecast reconciliation: Insights and extensions	6
A data-driven approach to forecasting ground-level ozone concentration	6
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting	6
Linking words in economic discourse: Implications for macroeconomic forecasts	6
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York	6
Real-time inflation forecasting using non-linear dimension reduction techniques	6
Rounding behaviour of professional macro-forecasters	6
A disaster response model driven by spatial–temporal forecasts	5
30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial	5
Post-script—Retail forecasting: Research and practice	5
Penalized estimation of panel vector autoregressive models: A panel LASSO approach	5
Real-time density nowcasts of US inflation: A model combination approach	5
Forecasting in GARCH models with polynomially modified innovations	5
Daily peak electrical load forecasting with a multi-resolution approach	5
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy	5
Forecasting extreme financial risk: A score-driven approach	5
Discrete Gompertz equation and model selection between Gompertz and logistic models	5
On the statistical differences between binary forecasts and real-world payoffs	5
Guest editorial: Economic forecasting in times of COVID-19	5
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	5
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	5
Are GDP forecasts optimal? Evidence on European countries	5
A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks	5
Volatility forecasting in European government bond markets	5
Nowcasting German GDP: Foreign factors, financial markets, and model averaging	5
Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts	5
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	5
Does the Phillips curve help to forecast euro area inflation?	5
Pandemics and forecasting: The way forward through the Taleb-Ioannidis debate	5