Concepedia

Forecast Error Analysis

Forecast Error Analysis is a quantitative diagnostic method in demand and revenue forecasting that evaluates the accuracy and bias of forecasting models by measuring, summarizing, and interpreting the statistical properties of the deviations between predicted and realized values over time.

3.4K

Publications

212.6K

Citations

6.6K

Authors

2.2K

Institutions

Publications per year

2017–2026

838

Parents

Children

Publications

3.4K

Another look at measures of forecast accuracy

Rob J. Hyndman, Anne B. Koehler · International Journal of Forecasting · 2006 · 5.3K citations

, , +16

Evaluating Interval Forecasts

Peter Christoffersen · International Economic Review · 1998 · 2.7K citations

, , +17

Exponential smoothing: The state of the art

Everette S. Gardner · Journal of Forecasting · 1985 · 1.4K citations

, , +13

Electric load forecasting using an artificial neural network

Dong-Chul Park, M.A. El-Sharkawi, Robert J. Marks et al. · IEEE Transactions on Power Systems · 1991 · 1.4K citations

, , +15

On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

Roy Henriksson, Robert C. Merton · The Journal of Business · 1981 · 1.3K citations

, , +17

1–5 of 3.4K

Authors

6.6K

  1. RF
    Robert Fildes

    Lancaster University, United Kingdom

    21 publications · 2K citations

    20

    h-index

  2. DF
    David F. Hendry

    University of Oxford, United Kingdom

    22 publications · 1.8K citations

    17

    h-index

  3. JS
    J. Scott Armstrong

    University of Pennsylvania, United States

    16 publications · 930 citations

    15

    h-index

  4. LD
    Lawrence D. Brown

    Temple University, United States

    15 publications · 1.9K citations

    14

    h-index

  5. AT
    Allan Timmermann

    University of California San Diego, United States

    15 publications · 2.2K citations

    14

    h-index

1–5 of 6.6K

Institutions

2.2K

  1. University of Pennsylvania

    Philadelphia, United States

    28 h-index

    43 publications

    3.6K citations

  2. Federal Reserve

    Washington D.C., United States

    25 h-index

    60 publications

    4.2K citations

  3. National Bureau of Economic Research

    Cambridge, United States

    24 h-index

    42 publications

    5.9K citations

  4. Lancaster University

    Lancaster, United Kingdom

    23 h-index

    34 publications

    2.8K citations

  5. Federal Reserve Board of Governors

    Washington D.C., United States

    22 h-index

    48 publications

    3.4K citations

  6. Pennsylvania State University

    State College, United States

    21 h-index

    34 publications

    3.8K citations

  7. University of Oxford

    Oxford, United Kingdom

    20 h-index

    31 publications

    3.1K citations

  8. Texas A&M University

    College Station, United States

    20 h-index

    41 publications

    2.5K citations

1–8 of 2.2K

Venues

  1. International Journal of Forecasting

    152 publications · 15.5K citations

    52

    h-index

  2. SSRN Electronic Journal

    Repository · 216 publications · 8.7K citations

    46

    h-index

  3. Journal of Forecasting

    104 publications · 6.4K citations

    43

    h-index

  4. IEEE Transactions on Power Systems

    38 publications · 8.8K citations

    34

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 43 publications · 5.1K citations

    32

    h-index

1–5