Concepedia

Recursive Forecast Updating

Recursive Forecast Updating is a forecasting methodology that iteratively refines point or probabilistic predictions by recursively incorporating ex post observations to adjust the underlying model or parameters, thereby distinguishing itself from non-recursive methods through its systematic feedback of realized outcomes into subsequent forecast horizons.

7

Publications

344

Citations

19

Authors

14

Institutions

Publications per year

2017–2026

0

Parents

Publications

7

Learning about Risk and Return: A Simple Model of Bubbles and Crashes

William A. Branch, George W. Evans · American Economic Journal Macroeconomics · 2011 · 145 citations

, , +17

Coordinating a two-supplier and one-retailer supply chain with forecast updating

Danqin Yang, Tsan‐Ming Choi, Tiaojun Xiao et al. · Automatica · 2011 · 62 citations

, , +10

A model updating strategy for predicting time series with seasonal patterns

José Guajardo, Richard W. Weber, Jaime Miranda · Applied Soft Computing · 2009 · 50 citations · Full text

, , +13

Adaptive Forecasting of Hourly Municipal Water Consumption

Chatree Homwongs, Tep Sastri, Joseph W. Foster · Journal of Water Resources Planning and Management · 1994 · 30 citations

, , +16

Robust Forecasting with Exponential and Holt-Winters Smoothing

Sarah Gelper, Roland Fried, Christophe Croux · SSRN Electronic Journal · 2007 · 27 citations · Full text

, , +16

1–5 of 7

Authors

19

  1. JW
    Joseph W. Foster

    Texas A&M University, United States

    1 publications · 30 citations

    1

    h-index

  2. DW
    Derek W. Bunn

    London Business School, United Kingdom

    1 publications · 14 citations

    1

    h-index

  3. TS
    Tep Sastri

    Texas A&M University, United States

    1 publications · 30 citations

    1

    h-index

  4. XS
    Xiaosheng Si

    Xi'an High Tech University, China

    1 publications · 16 citations

    1

    h-index

  5. TX
    Tiaojun Xiao

    Nanjing University, China

    1 publications · 62 citations

    1

    h-index

1–5 of 19

Institutions

14

  1. Université Libre de Bruxelles

    Brussels, Belgium

    1 h-index

    1 publications

    27 citations

  2. TU Dortmund University

    Dortmund, Germany

    1 h-index

    1 publications

    27 citations

  3. University of Oregon

    Eugene, United States

    1 h-index

    1 publications

    145 citations

  4. Texas A&M University

    College Station, United States

    1 h-index

    3 publications

    90 citations

  5. University of Pennsylvania

    Philadelphia, United States

    1 h-index

    1 publications

    50 citations

  6. University of Manchester

    Manchester, United Kingdom

    1 h-index

    1 publications

    16 citations

  7. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    1 h-index

    2 publications

    124 citations

  8. Nanjing University

    Nanjing, China

    1 h-index

    3 publications

    186 citations

1–8 of 14

Venues

  1. Automatica

    1 publications · 62 citations

    1

    h-index

  2. 1

    h-index

  3. Applied Soft Computing

    1 publications · 50 citations

    1

    h-index

  4. Omega

    1 publications · 14 citations

    1

    h-index

  5. SSRN Electronic Journal

    Repository · 1 publications · 27 citations

    1

    h-index

1–5