Model uncertainty and forecast accuracy

Time-series forecasting

The joys of consulting

Elements of multivariate time series analysis: Gregory C. Reinsel, 1993, (Springer-Verlag, New York), xiv + 263 pp., DM 88 hardback, ISBN 0-387-94063-4

Positive or negative?

Time series prediction: Forecasting the future and understanding the past: Neil A. Gershenfeld and Andreas S. Weigend, 1994, ‘The future of time series’, in: A.S. Weigend and N.A.

‘Modelling non-stationary economic time series’

Simple is best?

The future of the time-series forecasting

A commentary on error measures

Non-linear time series: Howell Tong, (Clarendon Press, Oxford, UK, 1990), pp. 564, £50.00.

Non-linear and non-stationary time series analysis: M.B. Priestley, (Academic Press, London, 1988), £25.00, pp. 237

Apples, oranges and mean square error

Business forecasting methods: Jeffrey Jarrett

“Confidence intervals for non-stationary forecast errors”, by P. Lefrançois

Time-Series Forecasting

The Analysis Of Time Series - An Introduction

Model Uncertainty, Data Mining and Statistical Inference

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