OOIR: Observatory of International Research

Papers

(The TQCC of International Journal of Forecasting is 10. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)

Article	Citations
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	701
Recurrent Neural Networks for Time Series Forecasting: Current status and future directions	549
Forecasting: theory and practice	354
Forecasting for COVID-19 has failed	213
M5 accuracy competition: Results, findings, and conclusions	145
Kaggle forecasting competitions: An overlooked learning opportunity	140
Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants	118
Retail forecasting: Research and practice	114
The impact of the COVID-19 pandemic on business expectations	108
A novel text-based framework for forecasting agricultural futures using massive online news headlines	86
Principles and algorithms for forecasting groups of time series: Locality and globality	86
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	67
Forecast combinations: An over 50-year review	63
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	56
Forecast reconciliation: A geometric view with new insights on bias correction	52
The M5 competition: Background, organization, and implementation	51
Forecasting crude oil market volatility using variable selection and common factor	50
Nowcasting GDP using machine-learning algorithms: A real-time assessment	49
Forecasting with trees	48
Forecasting recovery rates on non-performing loans with machine learning	45
COVID-19: Forecasting confirmed cases and deaths with a simple time series model	45
Recent advances in intra-hour solar forecasting: A review of ground-based sky image methods	44
The power of text-based indicators in forecasting Italian economic activity	44
Measuring the Connectedness of the Global Economy	43
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	40

Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models	40
Stock market volatility forecasting: Do we need high-frequency data?	39
Crude oil price forecasting incorporating news text	39
Targeting predictors in random forest regression	39
Forecasting sales using online review and search engine data: A method based on PCA–DSFOA–BPNN	38
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates	38
Preventing rather than punishing: An early warning model of malfeasance in public procurement	38
Big data from dynamic pricing: A smart approach to tourism demand forecasting	38
The M5 uncertainty competition: Results, findings and conclusions	35
Forecasting macroeconomic risks	35
Artificial bee colony-based combination approach to forecasting agricultural commodity prices	35
High-frequency monitoring of growth at risk	34
Forecasting cryptocurrency volatility	33
Forecasting crude oil futures market returns: A principal component analysis combination approach	33
Investigating the accuracy of cross-learning time series forecasting methods	33
Forecasting realized volatility of agricultural commodities	32
The COVID-19 shock and challenges for inflation modelling	31
Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States	30
Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility	29
Multivariate volatility forecasts for stock market indices	29
A comparison of monthly global indicators for forecasting growth	28
A robust support vector regression model for electric load forecasting	28
Minnesota-type adaptive hierarchical priors for large Bayesian VARs	27
Comparing the accuracy of several network-based COVID-19 prediction algorithms	27
Short-term forecasting of the coronavirus pandemic	26
On single point forecasts for fat-tailed variables	26
Modeling and predicting U.S. recessions using machine learning techniques	26
Nowcasting unemployment insurance claims in the time of COVID-19	25
Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals	25
Forecasting Bitcoin with technical analysis: A not-so-random forest?	25
Prediction of the Indian summer monsoon using a stacked autoencoder and ensemble regression model	25
Endemic-epidemic models with discrete-time serial interval distributions for infectious disease prediction	25
Transparent modeling of influenza incidence: Big data or a single data point from psychological theory?	25
Conformal prediction interval estimation and applications to day-ahead and intraday power markets	24
Forecasting crude oil prices with DSGE models	24
Probabilistic population forecasting: Short to very long-term	24
Forecasting high resolution electricity demand data with additive models including smooth and jagged components	23
Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach	23
Calibration of deterministic NWP forecasts and its impact on verification	23
Forecasting in humanitarian operations: Literature review and research needs	23
Forecasting Brazilian mortality rates due to occupational accidents using autoregressive moving average approaches	23
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	22
Forecasting unemployment insurance claims in realtime with Google Trends	22
Distributed ARIMA models for ultra-long time series	22
The recurrence of financial distress: A survival analysis	22
Bagging weak predictors	22
Assessing and predicting small industrial enterprises’ credit ratings: A fuzzy decision-making approach	22
The effect of spatiotemporal resolution on predictive policing model performance	20
Classification-based model selection in retail demand forecasting	20
Stability in the inefficient use of forecasting systems: A case study in a supply chain company	20

A critical overview of privacy-preserving approaches for collaborative forecasting	19
Deep learning models for visibility forecasting using climatological data	19
Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks	19
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana	19
Spatial dependence in microfinance credit default	19
Realized volatility forecasting: Robustness to measurement errors	18
Nowcasting food inflation with a massive amount of online prices	17
Expert forecasting with and without uncertainty quantification and weighting: What do the data say?	17
Online distributed learning in wind power forecasting	17
Factor extraction using Kalman filter and smoothing: This is not just another survey	17
Mixed random forest, cointegration, and forecasting gasoline prices	17
Bayesian median autoregression for robust time series forecasting	17
Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals	16
Forecasting electricity prices with expert, linear, and nonlinear models	16
Spatio-temporal probabilistic forecasting of wind power for multiple farms: A copula-based hybrid model	16
Thirty years on: A review of the Lee–Carter method for forecasting mortality	16
Stock market volatility predictability in a data-rich world: A new insight	15
Robust recurrent network model for intermittent time-series forecasting	15
Sequential optimization three-way decision model with information gain for credit default risk evaluation	15
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	15
Informational efficiency and behaviour within in-play prediction markets	15
Evaluating quantile-bounded and expectile-bounded interval forecasts	15
FFORMPP: Feature-based forecast model performance prediction	15
Modelling non-stationary ‘Big Data’	14
Variational Bayes approximation of factor stochastic volatility models	14
Probabilistic access forecasting for improved offshore operations	14
Cyberattack-resilient load forecasting with adaptive robust regression	13
U-Convolutional model for spatio-temporal wind speed forecasting	13
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence	13
What do forecasting rationales reveal about thinking patterns of top geopolitical forecasters?	13
Analytic moments for GJR-GARCH (1, 1) processes	13
Optimal model averaging forecasting in high-dimensional survival analysis	13
A Bayesian approach for predicting food and beverage sales in staff canteens and restaurants	13
Demand forecasting for fashion products: A systematic review	12
Data snooping in equity premium prediction	12
Exploring the representativeness of the M5 competition data	12
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	12
Non-Gaussian models for CoVaR estimation	12
Dimensionality reduction in forecasting with temporal hierarchies	12
Artificial intelligence-based predictions of movie audiences on opening Saturday	12
Summarizing ensemble NWP forecasts for grid operators: Consistency, elicitability, and economic value	12
Forecasting corporate default risk in China	12
Influence of earnings management on forecasting corporate failure	12
Combining forecasts for universally optimal performance	12
Hierarchical forecasting with a top-down alignment of independent-level forecasts	11
Simple averaging of direct and recursive forecasts via partial pooling using machine learning	11
Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives	11
Optimal and robust combination of forecasts via constrained optimization and shrinkage	11
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy	11
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model	10
Bayesian VAR forecasts, survey information, and structural change in the euro area	10
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	10
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	10
Anticipating special events in Emergency Department forecasting	10
Real-time inflation forecasting using non-linear dimension reduction techniques	10
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach	10
Online hierarchical forecasting for power consumption data	10
Macroeconomic data transformations matter	10
Testing big data in a big crisis: Nowcasting under Covid-19	10
Does judgment improve macroeconomic density forecasts?	10
Sparse structures with LASSO through principal components: Forecasting GDP components in the short-run	10
Weekly economic activity: Measurement and informational content	10
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	10