International Journal of Forecasting

Article	Citations
Time-varying variance and skewness in realized volatility measures	970
Editorial Board	460
Stock return predictability in the frequency domain	230
Crude oil price forecasting incorporating news text	198
GoodsForecast second-place solution in M5 Uncertainty track: Combining heterogeneous models for a quantile estimation task	169
Robust recurrent network model for intermittent time-series forecasting	151
Designing time-series models with hypernetworks and adversarial portfolios	127
A projected nonlinear state-space model for forecasting time series signals	107
Emotions and the status quo: The anti-incumbency bias in political prediction markets	103
Light-touch forecasting: A novel method to combine human judgment with statistical algorithms	101
Forecasting soccer matches with betting odds: A tale of two markets	101
Adaptively aggregated forecast for exponential family panel model	76
A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching	66
An overview of the effects of algorithm use on judgmental biases affecting forecasting	62
Acknowledgement to reviewers	61
A data-driven approach to forecasting ground-level ozone concentration	60
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	57
Generalized βARMA model for double bounded time series forecasting	55
Forecasting in humanitarian operations: Literature review and research needs	54
How to improve prediction using behavior modification?	52
Editorial Board	51
Spatio-temporal probabilistic forecasting of wind power for multiple farms: A copula-based hybrid model	50
A new method to assess the degree of information rigidity using fixed-event forecasts	49
Systemic bias of IMF reserve and debt forecasts for program countries	49
The RWDAR model: A novel state-space approach to forecasting	49

A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations	48
(Structural) VAR models with ignored changes in mean and volatility	47
Forecasting in factor augmented regressions under structural change	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
Fan charts 2.0: Flexible forecast distributions with expert judgement	44
The contribution of realized variance–covariance models to the economic value of volatility timing	43
A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic	42
FFORMPP: Feature-based forecast model performance prediction	41
Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation	41
Testing the predictive accuracy of COVID-19 forecasts	39
Probabilistic hierarchical forecasting with deep Poisson mixtures	39
Forecasting emergency department occupancy with advanced machine learning models and multivariable input	37
Generalized Poisson difference autoregressive processes	37
Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors	36
Spurious relationships in high-dimensional systems with strong or mild persistence	36
Forecasting CPI inflation under economic policy and geopolitical uncertainties	36
Hierarchical forecasting at scale	32
Survey density forecast comparison in small samples	31
Exploring the social influence of the Kaggle virtual community on the M5 competition	31
Short-term Covid-19 forecast for latecomers	31
Thinking outside the container: A sparse partial least squares approach to forecasting trade flows	30
The short-term predictability of returns in order book markets: A deep learning perspective	30
A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market	29
Quantifying subjective uncertainty in survey expectations	29
Conflict forecasting using remote sensing data: An application to the Syrian civil war	29
Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals	29
A review and comparison of conflict early warning systems	29
FRED-SD: A real-time database for state-level data with forecasting applications	28
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	28
The M5 competition: Background, organization, and implementation	28
Nowcasting U.S. state-level CO2 emissions and energy consumption	27
Corrigendum to “Evaluating the conditionality of judgmental forecasts” [Int. J. Forecast. 35 (2019) 1627–1635]	27
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	27
Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?	27
Machine learning for satisficing operational decision making: A case study in blood supply chain	27
Forecasting adversarial actions using judgment decomposition-recomposition	27
Deep learning and NLP in cryptocurrency forecasting: Integrating financial, blockchain, and social media data	26
Forecasting crude oil prices with DSGE models	26
Forecasting crude oil market volatility using variable selection and common factor	25
Stability in the inefficient use of forecasting systems: A case study in a supply chain company	25
Beating the market with a bad predictive model	25
Combining forecasts for universally optimal performance	25
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	25
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	23
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations	23
Forecast combinations: An over 50-year review	22
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	21
The M5 uncertainty competition: Results, findings and conclusions	21
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	20

Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	20
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	20
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	20
An extended logarithmic visualization improves forecasting accuracy for exponentially growing numbers, but residual difficulties remain	19
Forecasting government support in Irish general elections: Opinion polls and structural models	19
Forecast encompassing tests for the expected shortfall	19
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	19
The profitability of lead–lag arbitrage at high frequency	19
Parameter-efficient deep probabilistic forecasting	19
Kaggle forecasting competitions: An overlooked learning opportunity	18
Differing behaviours of forecasters of UK GDP growth	18
Editorial Board	18
Individual foresight: Concept, operationalization, and correlates	18
Forecasting stock market return with anomalies: Evidence from China	17
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	17
On the role of fundamentals, private signals, and beauty contests to predict exchange rates	17
Responses to the discussions and commentaries of the M5 Special Issue	16
Predicting inflation with recurrent neural networks	16
Acknowledgement to reviewers	16
Anticipating special events in Emergency Department forecasting	16
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	16
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	15
Assessing and predicting small industrial enterprises’ credit ratings: A fuzzy decision-making approach	15
Forecasting house price growth rates with factor models and spatio-temporal clustering	15
Introduction – Early days of the Lee–Carter model	15
Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices	15
Skew–Brownian processes for estimating the volatility of crude oil Brent	15
Weekly economic activity: Measurement and informational content	15
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach	14
The decrease in confidence with forecast extremity	14
Technical analysis, spread trading, and data snooping control	14
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	14
Obituary: J. Scott Armstrong	14
Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity	14
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	14
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	13
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	13
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	13
Forecast combination-based forecast reconciliation: Insights and extensions	13
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	13
Editorial Board	13
Rating players by Laplace’s approximation and dynamic modeling	13
An accurate and fully-automated ensemble model for weekly time series forecasting	13
A fully Bayesian tracking algorithm for mitigating disparate prediction misclassification	13
A new approach to estimating earnings forecasting models: Robust regression MM-estimation	13
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	12
Conditional value-at-risk forecasts of an optimal foreign currency portfolio	12
Dynamic prediction of the National Hockey League draft with rank-ordered logit models	12
Wind energy forecasting with missing values within a fully conditional specification framework	12
Commentary on “Transparent modeling of influenza incidence”: Because the model said so	11
Transfer learning for hierarchical forecasting: Reducing computational efforts of M5 winning methods	11
Sparse estimation of dynamic principal components for forecasting high-dimensional time series	11
SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks	11
LoMEF: A framework to produce local explanations for global model time series forecasts	11
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	11
Short-term forecasting of the coronavirus pandemic	11
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	11
fETSmcs: Feature-based ETS model component selection	11
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	10
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	10
The time-varying Multivariate Autoregressive Index model	10
Forecasting in GARCH models with polynomially modified innovations	10
Book review	10
Asymmetric uncertainty: Nowcasting using skewness in real-time data	10
Editorial Board	10
A time-varying skewness model for Growth-at-Risk	10
Conformal prediction interval estimation and applications to day-ahead and intraday power markets	10
Monitoring recessions: A Bayesian sequential quickest detection method	10
Forecast combination for VARs in large N and T panels	10
Artificial bee colony-based combination approach to forecasting agricultural commodity prices	9
Erratum regarding missing Declaration of Competing Interest statement in previously published article	9
Stock market volatility forecasting: Do we need high-frequency data?	9
Avoiding overconfidence: Evidence from the M6 financial competition	9
Too similar to combine? On negative weights in forecast combination	9
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions	9
Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives	9
Real-time monitoring procedures for early detection of bubbles	9
Testing big data in a big crisis: Nowcasting under Covid-19	8
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	8
On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation	8

A market for trading forecasts: A wagering mechanism	8
A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls	8
Does the Phillips curve help to forecast euro area inflation?	8
Nonparametric expected shortfall forecasting incorporating weighted quantiles	8
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	8
Tree-based heterogeneous cascade ensemble model for credit scoring	8
Fundamental determinants of exchange rate expectations	8
Variational Bayes approximation of factor stochastic volatility models	8
On single point forecasts for fat-tailed variables	8
Macroeconomic data transformations matter	8
Multi-population mortality projection: The augmented common factor model with structural breaks	8
Factor extraction using Kalman filter and smoothing: This is not just another survey	8
M5 accuracy competition: Results, findings, and conclusions	7
Forecasting for social good	7
Predicting value at risk for cryptocurrencies with generalized random forests	7
Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data	7
Improving the wisdom of crowds with analysis of variance of predictions of related outcomes	7
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces	7
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks	7
The power of narrative sentiment in economic forecasts	7
Do we want coherent hierarchical forecasts, or minimal MAPEs or MAEs? (We won’t get both!)	7
Guest Editorial: Food and Agriculture Forecasting	7
Editorial Board	7
Commentary on “Transparent modelling of influenza incidence”: The need to justify complexity	7
Engaging research with practice — An invited editorial	7
High-frequency monitoring of growth at risk	7
Editorial Board	7
COVID-19: Forecasting confirmed cases and deaths with a simple time series model	7
Applicability of the M5 to Forecasting at Walmart	7
Forecasting exchange rates with elliptically symmetric principal components	7
Robust returns ranking prediction and portfolio optimization for M6	7
Forecasting football results and exploiting betting markets: The case of “both teams to score”	6
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	6
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	6
Deep learning for modeling the collection rate for third-party buyers	6
Forecasting unemployment insurance claims in realtime with Google Trends	6
Predicting recessions using VIX–yield curve cycles	6
Demand forecasting under lost sales stock policies	6
Forecasting multiparty by-elections using Dirichlet regression	6
Robust regression for electricity demand forecasting against cyberattacks	6
Rounding behaviour of professional macro-forecasters	6
Accelerating peak dating in a dynamic factor Markov-switching model	6
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions	6
Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals	5
Forecasting macroeconomic tail risk in real time: Do textual data add value?	5
Out-of-sample predictability in predictive regressions with many predictor candidates	5
Minnesota-type adaptive hierarchical priors for large Bayesian VARs	5
Forecasting the equity premium with frequency-decomposed technical indicators	5
Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection	5
Editorial: Innovations in hierarchical forecasting	5
Data-based priors for vector error correction models	5
Multivariate dynamic mixed-frequency density pooling for financial forecasting	5
Do professional forecasters believe in the Phillips curve?	5
U-Convolutional model for spatio-temporal wind speed forecasting	5
On the evaluation of hierarchical forecasts	5
Guest editorial: Economic forecasting in times of COVID-19	5
Real-time density nowcasts of US inflation: A model combination approach	5
Random coefficient state-space model: Estimation and performance in M3–M4 competitions	5
Are professional forecasters overconfident?	5
DeepTVAR: Deep learning for a time-varying VAR model with extension to integrated VAR	5
Dynamic time series modelling and forecasting of COVID-19 in Norway	5
Real estate illiquidity and returns: A time-varying regional perspective	5
Instance-based meta-learning for conditionally dependent univariate multi-step forecasting	5
Evaluating quantile-bounded and expectile-bounded interval forecasts	5
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	5
ALICE: Composite leading indicators for euro area inflation cycles	5
In-sample tests of predictability are superior to pseudo-out-of-sample tests, even when data mining	5
An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition	5
Interpretable water level forecaster with spatiotemporal causal attention mechanisms	4
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models	4
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	4
Book review	4
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	4
Penalized estimation of panel vector autoregressive models: A panel LASSO approach	4
Reducing revisions in hedonic house price indices by the use of nowcasts	4
A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference	4
Online hierarchical forecasting for power consumption data	4
Reply to commentaries on “Transparent modelling of influenza incidence”: Recency heuristics and psychological AI	4
Corrigendum to “The behaviour of betting and currency markets on the night of the EU referendum” [Int. J. Forecast. 35 (1) (2018) 371–389]	4
The uncertainty in extreme risk forecasts from covariate-augmented volatility models	4
On forecast stability	4
Improving out-of-population prediction: The complementary effects of model assistance and judgmental bootstrapping	4
Erratum regarding missing Declaration of Competing Interest statement in previously published article	4
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	4
Semiparametric time series models driven by latent factor	4
Factor-augmented forecasting in big data	4
A copula-based time series model for global horizontal irradiation	4
LASSO principal component averaging: A fully automated approach for point forecast pooling	4
Crowd prediction systems: Markets, polls, and elite forecasters	4
Forecast value added in demand planning	4
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	4
Daily growth at risk: Financial or real drivers? The answer is not always the same	4
Deep learning models for visibility forecasting using climatological data	3
Bayesian median autoregression for robust time series forecasting	3
Sequential optimization three-way decision model with information gain for credit default risk evaluation	3