no. 3
Forecasting accuracy and system complexity
RAIRO - Operations Research - Recherche Opérationnelle, Tome 29 (1995) no. 3, pp. 259-283. 
@article{RO_1995__29_3_259_0,
     author = {Makridakis, Spyros},
     title = {Forecasting accuracy and system complexity},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {259--283},
     publisher = {EDP-Sciences},
     volume = {29},
     number = {3},
     year = {1995},
     language = {en},
     url = {http://www.numdam.org/item/RO_1995__29_3_259_0/}
}
TY  - JOUR
AU  - Makridakis, Spyros
TI  - Forecasting accuracy and system complexity
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1995
SP  - 259
EP  - 283
VL  - 29
IS  - 3
PB  - EDP-Sciences
UR  - http://www.numdam.org/item/RO_1995__29_3_259_0/
LA  - en
ID  - RO_1995__29_3_259_0
ER  - 
%0 Journal Article
%A Makridakis, Spyros
%T Forecasting accuracy and system complexity
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1995
%P 259-283
%V 29
%N 3
%I EDP-Sciences
%U http://www.numdam.org/item/RO_1995__29_3_259_0/
%G en
%F RO_1995__29_3_259_0
Makridakis, Spyros. Forecasting accuracy and system complexity. RAIRO - Operations Research - Recherche Opérationnelle, Tome 29 (1995) no. 3, pp. 259-283. http://www.numdam.org/item/RO_1995__29_3_259_0/

J. S. Armstrong, Forecasting with Econometric Methods: Folklore versus Fact, Journal of Business, 1978Vol. 51, No. 4.

G. E. P. Box and G. Jenkins, Time Series Analysis, Forecasting and Control, Holden-Day, San Francisco, 1970. | MR | Zbl

C. Chatfield, Calculating interval forecasts, Journal of Business and Economic Statistics, in press, 1993.

R. Clemen, Combining forecasts: A review and annotated bibliography with discussion, International Journal of Forecasting, 1989, Vol. 5, pp. 559-608.

K. O. Cogger, The optimality of general-order exponential smoothing, Operations Research, 1974, Vol. 22, pp. 858-867. | MR | Zbl

F. Collopy, and J. S. Armstrong, Rule-based forecasting, Management Science, 1992, 38, pp. 1394-1414.

J.-C. Duplessy, and P. Morel, Gros Temps sur la Planète, Editions Odile Jacob, Paris, 1990.

R. Ferber, Are correlations any guide to predictive value, Applied Statistics, 1956, Vol. 5, pp. 113-122.

R. Fildes, and S. Makridakis, The Impact of Empirical Studies on Time Series Analysis and Forecasting, International Statistical Review, forthcoming, 1995. | Zbl

R. Fildes, An evaluation of Bayesian forecasting, Journal of Forecasting, 1983, Vol. 2, pp. 137-150.

E. S., Jr., Gardner and E. Mckenzie, Forecasting trends in time series, Management Science, 1985, Vol. 31, pp. 1237-1246. | Zbl

M. D. Geurts, and J. P. Kelly, Forecasting retail sales using alternative models, International Journal of Forecasting, 1986, Vol. 2, pp. 261-272.

J. Guiot, J. L. De Beaulieu, A. Pons and M. Reille, A 140,000 year climatic reconstruction from two european pollen records, Nature, 1989, Vol. 338, pp. 309-313.

J. Gleick, Chaos: Making a New Science, Viking, NewYork, 1987. | MR | Zbl

W. R. Huss, Comparative analysis of company forecasts and advanced time series techniques in the electric utility industry, International Journal of Forecasting, 1985, Vol. 1, pp. 217-239.

J. Jouzel, C. Lorius, J. R. Petit, C. Genthon, N. I. Bargov, V. M. Kotlyakov and V. M. Petrov, Vostok Ice Core: A continuous isotope temperature over the last climatic cycle (160 000 years), Nature, 1987, Vol. 329, pp. 403-408.

A. B. Koehler and E. S. Murphree, A comparison of results from state space forecasting with forecasts from the Makridakis Competition, International Journal of Forecasting, 1988, Vol. 4, pp. 45-55.

E. Lorenz, Large-Scale Motions of the Atmosphere: Circulation, in Advances in Earth Science, in Hurley, P. M. (ed), The MIT Press, Cambridge, Mass, 1966.

E. J. Lusk and J. S. Neves, A comparative ARIMA analysis of the 111 series of the Makridakis competition, Journal of Forecasting, 1984, Vol. 3, pp. 329-332.

S. Makridakis, C. Chatfield, M. Hibon, M. Lawrence, T. Mills, K. Ord and L. F. Simmons, The M-2 Competition: A real-life judgmentally based forecasting study, International Journal of Forecasting, 1993, Vol. 9, pp. 5-29.

S. Makridakis, Sliding Simulation: A New Approach to Time Series Forecasting, Management Science, 1990, Vol. 36, pp. 505-512.

S. Makridakis and R. L. Winkler, Sampling distributions of post-sample forecasting errors, Applied Statistics, 1989, Vol. 38, pp. 331-342. | Zbl

S. Makridakis, M. Hibon E. Lusk and M. Belhadjali, Confidence intervals: an empirical investigation of the series in the M-competition, International Journal of Forecasting, 1987, Vol. 3, pp. 489-508.

S. Makridakis, The art and science of forecasting: an assessment and future directions, International Journal of Forecasting, 1986, Vol. 2, pp. 15-39.

S. Makridakis, A. Andersen, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, P. Parzen and R. Winkler, The accuracy of extrapolation (time series) methods: Results of a forecasting competition, Journal of Forecasting, 1982, Vol. 1, pp. 111-153.

S. Makridakis and M. Hibon, Accuracy of Forecasting: an empirical investigation with discussion, Journal of the Royal Statistical Society (A), 1979, Vol. 142, pp. 97-145.

R. May, Simple Mathematical Models with Very Complicated Dynamics, Nature, 1976, Vol. 261, pp. 459-467. | Zbl

R. May, Biological Populations with Non-Overlapping Generations: Stable Points, Stable Cycles, and Chaos, Science, 1974, Vol. 186, pp. 645-647.

S. K. Mcnees, An Evaluation of Economic Forecasts, New England Economic Review, Nov-Dec, 1975.

D. C. Montgomery and L. A. Johnson, Forecasting and Time Series Analysis, McGraw-Hill, New York, 1976. | Zbl

P. Newbold and C. W. J. Granger, Experience with forecasting univariate time-series and the combination of forecasts with discussion, Journal of the Royal Statistical Society (A), 1974, Vol. 137, pp. 131-165. | MR

P. N. Pant and W. H. Starbuck, Innocents in the forecast: forecasting and research methods, Journal of Management, 1990, Vol. 16, pp. 433-460.

I. Peterson, Newton 's Clock: Chaos in the Solar System, W.H. Freeman and Company, New York, 1993.

M. B. Priestley, Comment on Makridakis, Spyros, Hibon, Michèle, Accuracy of forecasting: an empirical investigation with discussion, Journal of the Royal Statistical Society (A), 1979, Vol. 142, pp. 127-128.

D. J. Reid, A comparative study of time series prediction techniques on economic data, Ph. D. Thesis, University of Nottingham, Nottingham, 1969.

S. P. Schnaars, A comparison of extrapolation models on yearly sales forecasts, International Journal of Forecasting, 1986, Vol. 2, pp. 71-85.

M. P. Schupack, The predictive accuracy of empirical demand analysis, Economic Journal, 1962, Vol. 72, pp. 550-575.

E. Slutsky, The Summation of Random Causes as the Source of Cyclic Processes, Econometrica, 1937, Vol. 5, pp. 105-146. | JFM

M. W. Watson, L. M. Pastuszek and E. Cody, Forecasting commercial electricity sales, Journal of Forecasting, 1987, Vol. 6, pp. 117-136.

A. S. Weigend, and N. A. Gershenfeld, Time Series Prediction: Forecasting the Future and Understanding the Past, Addison-Wesley Publishing Company, Reading, Mass, 1994.