International Journal of Forecasting

Article	Citations
Time-varying variance and skewness in realized volatility measures	872
Editorial Board	397
Crude oil price forecasting incorporating news text	220
GoodsForecast second-place solution in M5 Uncertainty track: Combining heterogeneous models for a quantile estimation task	160
Forecasting crude oil market volatility using variable selection and common factor	140
Robust recurrent network model for intermittent time-series forecasting	139
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	120
Generalized βARMA model for double bounded time series forecasting	104
Forecasting in humanitarian operations: Literature review and research needs	95
How to improve prediction using behavior modification?	89
Emotions and the status quo: The anti-incumbency bias in political prediction markets	88
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	63
Editorial Board	57
Forecasting soccer matches with betting odds: A tale of two markets	54
Spatio-temporal probabilistic forecasting of wind power for multiple farms: A copula-based hybrid model	54
The RWDAR model: A novel state-space approach to forecasting	53
A new method to assess the degree of information rigidity using fixed-event forecasts	50
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations	50
Systemic bias of IMF reserve and debt forecasts for program countries	50
(Structural) VAR models with ignored changes in mean and volatility	49
Forecasting in factor augmented regressions under structural change	46
Acknowledgement to reviewers	46
Measuring and forecasting retail trade in real time using card transactional data	45
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	45
The contribution of realized variance–covariance models to the economic value of volatility timing	44

Fan charts 2.0: Flexible forecast distributions with expert judgement	44
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	43
FFORMPP: Feature-based forecast model performance prediction	41
Probabilistic hierarchical forecasting with deep Poisson mixtures	39
Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation	39
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	38
Generalized Poisson difference autoregressive processes	36
Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors	36
Testing the predictive accuracy of COVID-19 forecasts	36
Forecasting emergency department occupancy with advanced machine learning models and multivariable input	36
Spurious relationships in high-dimensional systems with strong or mild persistence	35
Forecasting CPI inflation under economic policy and geopolitical uncertainties	35
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	34
Forecast combinations: An over 50-year review	33
Light-touch forecasting: A novel method to combine human judgment with statistical algorithms	32
Hierarchical forecasting at scale	31
Beating the market with a bad predictive model	29
Exploring the social influence of the Kaggle virtual community on the M5 competition	29
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	29
Stability in the inefficient use of forecasting systems: A case study in a supply chain company	29
A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching	28
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations	28
Forecasting crude oil prices with DSGE models	28
A data-driven approach to forecasting ground-level ozone concentration	28
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	27
Survey density forecast comparison in small samples	27
Combining forecasts for universally optimal performance	27
Short-term Covid-19 forecast for latecomers	26
The short-term predictability of returns in order book markets: A deep learning perspective	26
Thinking outside the container: A sparse partial least squares approach to forecasting trade flows	26
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	26
A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market	25
Parameter-efficient deep probabilistic forecasting	25
Conflict forecasting using remote sensing data: An application to the Syrian civil war	25
Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals	25
A review and comparison of conflict early warning systems	25
A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic	23
Quantifying subjective uncertainty in survey expectations	23
FRED-SD: A real-time database for state-level data with forecasting applications	23
Corrigendum to “Evaluating the conditionality of judgmental forecasts” [Int. J. Forecast. 35 (2019) 1627–1635]	22
The M5 uncertainty competition: Results, findings and conclusions	22
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	22
The M5 competition: Background, organization, and implementation	22
An overview of the effects of algorithm use on judgmental biases affecting forecasting	21
Forecasting adversarial actions using judgment decomposition-recomposition	20
Nowcasting U.S. state-level CO2 emissions and energy consumption	19
Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?	19
Adaptively aggregated forecast for exponential family panel model	19
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	19
Machine learning for satisficing operational decision making: A case study in blood supply chain	18

Stock return predictability in the frequency domain	17
A projected nonlinear state-space model for forecasting time series signals	17
Designing time-series models with hypernetworks and adversarial portfolios	17
Editorial Board	16
Testing big data in a big crisis: Nowcasting under Covid-19	16
Forecasting government support in Irish general elections: Opinion polls and structural models	16
Differing behaviours of forecasters of UK GDP growth	16
The profitability of lead–lag arbitrage at high frequency	16
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	15
Skew–Brownian processes for estimating the volatility of crude oil Brent	15
Multi-population mortality projection: The augmented common factor model with structural breaks	15
Forecasting for social good	15
Anticipating special events in Emergency Department forecasting	15
On the role of fundamentals, private signals, and beauty contests to predict exchange rates	15
Kaggle forecasting competitions: An overlooked learning opportunity	15
Acknowledgement to reviewers	14
M5 accuracy competition: Results, findings, and conclusions	14
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	14
Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices	14
Responses to the discussions and commentaries of the M5 Special Issue	14
Forecasting house price growth rates with factor models and spatio-temporal clustering	14
Weekly economic activity: Measurement and informational content	14
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach	13
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	13
Obituary: J. Scott Armstrong	13
Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity	13
Introduction – Early days of the Lee–Carter model	13
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	13
Technical analysis, spread trading, and data snooping control	13
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	12
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	12
The decrease in confidence with forecast extremity	12
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	12
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	12
Editorial Board	12
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	11
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	11
A new approach to estimating earnings forecasting models: Robust regression MM-estimation	11
A fully Bayesian tracking algorithm for mitigating disparate prediction misclassification	11
Rating players by Laplace’s approximation and dynamic modeling	11
Factor extraction using Kalman filter and smoothing: This is not just another survey	10
Conditional value-at-risk forecasts of an optimal foreign currency portfolio	10
Dynamic prediction of the National Hockey League draft with rank-ordered logit models	10
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	10
SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks	10
Wind energy forecasting with missing values within a fully conditional specification framework	10
Forecast combination-based forecast reconciliation: Insights and extensions	10
Artificial bee colony-based combination approach to forecasting agricultural commodity prices	10
Forecast combination for VARs in large N and T panels	10
Tree-based heterogeneous cascade ensemble model for credit scoring	10
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	10
Commentary on “Transparent modeling of influenza incidence”: Because the model said so	10
Short-term forecasting of the coronavirus pandemic	10
fETSmcs: Feature-based ETS model component selection	9
LoMEF: A framework to produce local explanations for global model time series forecasts	9
Asymmetric uncertainty: Nowcasting using skewness in real-time data	9
Transfer learning for hierarchical forecasting: Reducing computational efforts of M5 winning methods	9
Macroeconomic data transformations matter	9
Conformal prediction interval estimation and applications to day-ahead and intraday power markets	9
Monitoring recessions: A Bayesian sequential quickest detection method	9
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	9
Sparse estimation of dynamic principal components for forecasting high-dimensional time series	9
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	9
The power of narrative sentiment in economic forecasts	9
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	8
A time-varying skewness model for Growth-at-Risk	8
An extended logarithmic visualization improves forecasting accuracy for exponentially growing numbers, but residual difficulties remain	8
An accurate and fully-automated ensemble model for weekly time series forecasting	8
Does the Phillips curve help to forecast euro area inflation?	8
Book review	8
A market for trading forecasts: A wagering mechanism	8
Stock market volatility forecasting: Do we need high-frequency data?	8
Editorial Board	8
On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation	8
Forecasting in GARCH models with polynomially modified innovations	8
Forecast encompassing tests for the expected shortfall	8
Variational Bayes approximation of factor stochastic volatility models	8
The time-varying Multivariate Autoregressive Index model	8
Nonparametric expected shortfall forecasting incorporating weighted quantiles	7
A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls	7

Fundamental determinants of exchange rate expectations	7
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	7
Forecasting stock market return with anomalies: Evidence from China	7
Too similar to combine? On negative weights in forecast combination	7
High-frequency monitoring of growth at risk	7
Assessing and predicting small industrial enterprises’ credit ratings: A fuzzy decision-making approach	7
On single point forecasts for fat-tailed variables	7
Real-time monitoring procedures for early detection of bubbles	7
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	7
Avoiding overconfidence: Evidence from the M6 financial competition	7
Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives	7
Erratum regarding missing Declaration of Competing Interest statement in previously published article	7
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions	7
Individual foresight: Concept, operationalization, and correlates	7
Do we want coherent hierarchical forecasts, or minimal MAPEs or MAEs? (We won’t get both!)	6
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks	6
Predicting value at risk for cryptocurrencies with generalized random forests	6
Improving forecast stability using deep learning	6
Engaging research with practice — An invited editorial	6
COVID-19: Forecasting confirmed cases and deaths with a simple time series model	6
Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend	6
Guest Editorial: Food and Agriculture Forecasting	6
Improving variance forecasts: The role of Realized Variance features	6
The M5 competition: Conclusions	6
Applicability of the M5 to Forecasting at Walmart	6
Editorial Board	6
Editorial Board	6
Forecasting exchange rates with elliptically symmetric principal components	6
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces	6
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	5
Forecasting unemployment insurance claims in realtime with Google Trends	5
On memory-augmented gated recurrent unit network	5
Robust returns ranking prediction and portfolio optimization for M6	5
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana	5
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	5
Humans vs. large language models: Judgmental forecasting in an era of advanced AI	5
Forecasting multiparty by-elections using Dirichlet regression	5
Robust regression for electricity demand forecasting against cyberattacks	5
Forecasting for COVID-19 has failed	5
Improving the wisdom of crowds with analysis of variance of predictions of related outcomes	5
Commentary on “Transparent modelling of influenza incidence”: The need to justify complexity	5
Rounding behaviour of professional macro-forecasters	5
Sensitivity and uncertainty in the Lee–Carter mortality model	5
Deep learning for modeling the collection rate for third-party buyers	5
In-sample tests of predictability are superior to pseudo-out-of-sample tests, even when data mining	5
Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection	5
Predicting recessions using VIX–yield curve cycles	5
Hierarchical forecasting with a top-down alignment of independent-level forecasts	5
Forecasting macroeconomic risks	5
Forecasting football results and exploiting betting markets: The case of “both teams to score”	5
Demand forecasting under lost sales stock policies	5
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions	5
Accelerating peak dating in a dynamic factor Markov-switching model	5
Forecasting the equity premium with frequency-decomposed technical indicators	5
ALICE: Composite leading indicators for euro area inflation cycles	5
An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition	4
Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data	4
Evaluating quantile-bounded and expectile-bounded interval forecasts	4
Guest editorial: Economic forecasting in times of COVID-19	4
Forecasting football match results using a player rating based model	4
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	4
Real estate illiquidity and returns: A time-varying regional perspective	4
U-Convolutional model for spatio-temporal wind speed forecasting	4
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	4
Random coefficient state-space model: Estimation and performance in M3–M4 competitions	4
Minnesota-type adaptive hierarchical priors for large Bayesian VARs	4
Editorial: Innovations in hierarchical forecasting	4
Reducing revisions in hedonic house price indices by the use of nowcasts	4
Bayesian median autoregression for robust time series forecasting	4
Are professional forecasters overconfident?	4
Out-of-sample predictability in predictive regressions with many predictor candidates	4
Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals	4
On the evaluation of hierarchical forecasts	4
Forecast value added in demand planning	4
Real-time density nowcasts of US inflation: A model combination approach	4
Forecasting: theory and practice	4
Recent advances in intra-hour solar forecasting: A review of ground-based sky image methods	4
The recurrence of financial distress: A survival analysis	4
Data-based priors for vector error correction models	4
A copula-based time series model for global horizontal irradiation	3
Erratum regarding missing Declaration of Competing Interest statement in previously published article	3
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	3
Nowcasting GDP using machine-learning algorithms: A real-time assessment	3
Penalized estimation of panel vector autoregressive models: A panel LASSO approach	3
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	3
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	3
Factor-augmented forecasting in big data	3
Sequential optimization three-way decision model with information gain for credit default risk evaluation	3
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	3
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models	3
Improving out-of-population prediction: The complementary effects of model assistance and judgmental bootstrapping	3
A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference	3
Reply to commentaries on “Transparent modelling of influenza incidence”: Recency heuristics and psychological AI	3
On forecast stability	3
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	3