IJF Editor-in-Chief’s Report · Edited by Robert Fildes, John Boylan, Ram Ganesham, Tonya Boone...
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1 IJF Editor-in-Chief’s Report Esther Ruiz June 2019 1 Editorial Board The IJF editors are: · Amir Atiya, Cairo University (Egypt), 2019- · Dick van Dijk, Erasmus University Rotterdam (Netherlands), 2013- · George Kapetanios, King’s College London (UK), 2015- · Michael McCracken, Federal reserve Bank of Saint Louis (USA), 2015- · Dilek Önkal, University of Northumbria (UK), 2015- · Pierre Pinson, Technical University of Denmark (Denmark), 2019- There are currently 42 associate editors and 1 book review editor. In the past 12 months, Rob Hyndman has step down as Editor in Chief of IJF after 14 years of service to IJF in this role, from 2005 to 2018. The achievements of IJF during these years were impressive. The JCR impact factor increased from 0.753 in 2005 to 2.642 in 2016 and 2.186 in 2017. The IJF has also gain in reputation as the reference journal in forecasting. We thank Rob for his hard and high quality work and his invaluable contribution to IJF. Rob is now an associate editor dealing with exponential smoothing, hierarchical forecasting, demography, environmental applications, seasonal adjustment, high- dimensional time series forecasting, energy forecasting and forecast accuracy measures. Esther Ruiz taked over as interim Editor in Chief in January 2019. Two associate editors, Michael Lewis-Beck and Jeremy Nalewaik, have retired from the IJF board after many years of service. Michael joined the IJF board in 2006 while Jeremy joined it in 2012. We thank them both for their hard work and high quality editing. Two new editors have joined the editorial board: Amir Atiya and Pierre Pinson. Both were previously associate editors for several years, since 2011 and 2014, respectively. We have also appointed 7 new associate editors to the editorial board: Matteo Barigozzi (LSE, UK), Souhaib Ben Taieb (University of Mons, Belgium), Joerg Breitung (University of Colgne, Germany), Juan- Pablo Ortega (University of St. Gallen, Switzerland), Maria Stegmaier (University of Missouri, USA) Tim Swartz (Simon Fraser University, Canada) and Rafal Weron (Wroclaw University of Science and Tecnology, Poland). Matteo will take over papers on time series, financial and macroeconomic factor models and networks. Souhaib will deal with machine learning, density and probability forecasting, hierarchical forecasting, high-dimensional forecasting, energy forecasting and forecast accuracy measures papers. Joerg takes on forecast evaluation, forecasting with factor models, nonstationary time series, dynamic panel data models. Juan-Pablo expertise are dynamic machine learning methods and forecasting, volatility modeling and discrete-time derivatives pricing. Maria will take over papers on election forecasting (applied and methodology). Tim takes sports forecasting (methods and applications) papers. Finally, Rafal will deal with energy forecasting, power market, probabilistic forecasting, time series models, regression, neural network and risk management papers.
Transcript of IJF Editor-in-Chief’s Report · Edited by Robert Fildes, John Boylan, Ram Ganesham, Tonya Boone...
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IJF Editor-in-Chief’s Report
Esther Ruiz June 2019
1 Editorial Board
The IJF editors are:
· Amir Atiya, Cairo University (Egypt), 2019- · Dick van Dijk, Erasmus University Rotterdam (Netherlands), 2013- · George Kapetanios, King’s College London (UK), 2015- · Michael McCracken, Federal reserve Bank of Saint Louis (USA), 2015- · Dilek Önkal, University of Northumbria (UK), 2015- · Pierre Pinson, Technical University of Denmark (Denmark), 2019- There are currently 42 associate editors and 1 book review editor.
In the past 12 months, Rob Hyndman has step down as Editor in Chief of IJF after 14 years of service to IJF in this role, from 2005 to 2018. The achievements of IJF during these years were impressive. The JCR impact factor increased from 0.753 in 2005 to 2.642 in 2016 and 2.186 in 2017. The IJF has also gain in reputation as the reference journal in forecasting. We thank Rob for his hard and high quality work and his invaluable contribution to IJF. Rob is now an associate editor dealing with exponential smoothing, hierarchical forecasting, demography, environmental applications, seasonal adjustment, high-dimensional time series forecasting, energy forecasting and forecast accuracy measures.
Esther Ruiz taked over as interim Editor in Chief in January 2019.
Two associate editors, Michael Lewis-Beck and Jeremy Nalewaik, have retired from the IJF board after many years of service. Michael joined the IJF board in 2006 while Jeremy joined it in 2012. We thank them both for their hard work and high quality editing.
Two new editors have joined the editorial board: Amir Atiya and Pierre Pinson. Both were previously associate editors for several years, since 2011 and 2014, respectively.
We have also appointed 7 new associate editors to the editorial board: Matteo Barigozzi (LSE, UK), Souhaib Ben Taieb (University of Mons, Belgium), Joerg Breitung (University of Colgne, Germany), Juan-Pablo Ortega (University of St. Gallen, Switzerland), Maria Stegmaier (University of Missouri, USA) Tim Swartz (Simon Fraser University, Canada) and Rafal Weron (Wroclaw University of Science and Tecnology, Poland). Matteo will take over papers on time series, financial and macroeconomic factor models and networks. Souhaib will deal with machine learning, density and probability forecasting, hierarchical forecasting, high-dimensional forecasting, energy forecasting and forecast accuracy measures papers. Joerg takes on forecast evaluation, forecasting with factor models, nonstationary time series, dynamic panel data models. Juan-Pablo expertise are dynamic machine learning methods and forecasting, volatility modeling and discrete-time derivatives pricing. Maria will take over papers on election forecasting (applied and methodology). Tim takes sports forecasting (methods and applications) papers. Finally, Rafal will deal with energy forecasting, power market, probabilistic forecasting, time series models, regression, neural network and risk management papers.
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2 Submissions
· 617 papers submitted from 1/6/2018 up to 31/5/2019. There are also several manuscripts processed
outside the electronic system.
· 21.7 % papers accepted in last 12 months.
· 117 currently under consideration.
· Average time from submission to final decision: 47.1 days
· Average reviewer turnaround time: 40 days (original), 28.1 days (revision).
2015 2016 2017 2018 2019
Submissions 490 463 525 585 617
Rate of acceptance 13% 14% 12% 15% 22%
Papers under consideration 97 81 90 114 117
Average time from submission 40 35 40 49 47
Average reviewer turnaround time. Original/Revision
43/34 41/48 42/32 40/30 40/28
0
20
40
60
80
100
9 10 11 12 13 14 15 16 17 18 19
Papers submitted monthly from July 2008 to May 2019
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3 Journal citation reports
ISI report for 2017
The 2017 impact factor of IJF is Citations in 2017 to items published in 2015 (194) + 2016 (206)
Number of citable items in 2015 (81) + 2016 (102)=
400
183= 𝟐. 𝟏𝟖𝟔.
Impact factor without self cites is 1.989.
Influence: The Eigenfactor Score calculation is based on the number of times articles from the journal published in the past five years have been cited in the JCR year, but it also considers which journals have contributed these citations so that highly cited journals will influence the network more than lesser cited journals. References from one article in a journal to another article from the same journal are removed, so that Eigenfactor Scores are not influenced by journal self-citation.
Normalized Eigenfactor: 0.747
The Article Influence score (AIS) is a measure of a journal's prestige based on per article citations. It is a measure of the average influence per article of each of the papers in a journal over the first five years after publication. AISs are normalized so that the mean article in the entire JCR database has an article influence of 1.00.
Article influence score: 1.20.
Evolution of impact factor and position of IJF in Economics and Management areas.
Evolution of normalized eigenfactor and Article Influence Score
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Comparison with other journals in Management
Comparison with other journals in Economics
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Scopus report 2018
𝐶𝑖𝑡𝑎𝑡𝑖𝑜𝑛𝑠 𝐶𝑜𝑢𝑛𝑡 2018
𝐷𝑜𝑐𝑢𝑚𝑒𝑛𝑡𝑠 2015 − 2016 − 2017=
956
271= 3.53
Category: Business, Management and Accounting
𝐶𝑖𝑡𝑎𝑡𝑖𝑜𝑛𝑠 𝑢𝑝 𝑡𝑜 30 𝐴𝑝𝑟𝑖𝑙 2019
𝐷𝑜𝑐𝑢𝑚𝑒𝑛𝑡𝑠 2016 − 2017 − 2018=
419
240= 1.75
Journal Impact Factor contributing items
Authors Title Year/Volume/Issue Citations JCR
Citations Scopus
(4/6/2019)
T. Hong, P. Pinson, S. Fan, H. Zareipour, A. Trocoli and R. Hyndman
Probabilistic energy forecasting: Global energy forecasting competition 2014 and beyond
2016/32/3 Probabilistic Energy Forecast special section
20 156
T. Hong and S. Fan Probabilistic electric load forecasting: A tutorial review
2016/32/3 Probabilistic Energy Forecast special section
19 172
Wang, W., D. Rothschild, S. Goal and A. Gelman
Forecasting elections with non-representative polls
2015/31/3 US Presidential Election Forecasting special section
17 76
Iversen, E.B., J.M. Morales, J.K. Moller and H. Madsen
Short-term probability forecasting of wind speed using stochastic differential equations
2016/32/3 Probabilistic Energy Forecast special section
11 31
Huberty, M. Can we vote with our twees? On the perennial difficulty of election forecasting with social media
2015/31/3 US Presidential Election Forecasting special section
9 22
Jansen, W.J., J. Xiaowen and J.M. de Winter
Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts
2016/32/2 8 13
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Dovern, J., U. Fristche, P. Loungani and N. Tamirisa
Information rigidities: Comparing average and individual forecasts for a large international panel.
2015/31/1 Honoring Herman: A special section for Steckler
8 21
Gaillard, P., Y. Goude and R. Nedellec
Additive models and robust aggregation for GEFcom2014 probabilistic energy load and electricity price forecasting
2016/32/3 Probabilistic Energy Forecast special section
44
Kim, S. and H. Kim A metric of absolute percentage error for intermittent demand
2016/32/3 Probabilistic Energy Forecast special section
39
Maciejowska, K., J. Nowotarski and R. Weron
Probabilistic forecasting of electricity spot prices using factor quantile regression averaging
2016/32/3 Probabilistic Energy Forecast special section
38
4 Top cited articles
10 top-cited articles in all years (according to Scopus on 4 June 2019)
1 Zhang, G., Eddy Patuwo, B., Y. Hu, M. (1998), Forecasting with artificial neural networks: The state of the art, 14(1), 35-62
2049
2 Hyndman, R.J. and A.B. Koehler (2006), Another look at measures of forecast accuracy, 22(4), 679-688
1245
3 Clemen, R.T. (1989), Combining forecasts: A review and annotated bibliography, 5(4), 559-583
1117
4 Rowe, G. and G. Wright (1999), The Delphi technique as a forecasting tool: Issues and analysis, 15(4), 353-375
956
5 Makridakis, S. and M. Hibon (2000), The M3-competition: Results, conclusions and implications, 16(4), 451-476
686
6 De Gooijer, J.G. and R.J. Hyndman (2006), 25 years of time series forecasting, 22(3), 443-473
627
7 Armstrong, J.S. and F. Collopy (1992), Error measures for generalizing about forecasting methods: Empirical comparisons, 8(1), 69-80
585
8 Harvey, D., S. Leybourne and P. Newbold (1997), Testing the equality of prediction mean squared errors, 13(2), 281-291
582
9 Witt, S.F. and C.A. Witt (1995), Forecasting tourism demand: A review of empirical research, 11(3), 447-475
475
10 Diebold, F.X. and Yilmaz, K. (2012), Better to give than to receive: Predictive directional measurement of volatility spillovers, 28(1), 57-66
412
Same as in 2018 but change in ordering of number 2 and 3 and no. 10 that enters the ranking.
5 Special sections
Special sections published in the last 12 months
· Supply Chain Forecasting Edited by Robert Fildes, John Boylan, Ram Ganesham, Tonya Boone and Nada Sanders. Vol. 35(1) · Prediction markets Edited by Leighton Vaughan Williams, Johnnie E.V. Johnson and Ming-Chien Sung. Vol. 35(1) · Forecasting, uncertainty and risk management Edited by Spyros Makridakis, Terry Williams, Richard Kirkham and Maria Papadaki. Vol. 35(2) · Sports Forecasting
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Edited by Ian McHale and Tim Swartz. Vol. 35(2) · Forecasting issues in developing economies Edited by Gloria González-Rivera, Prakash Loungani and Xuguang (Simon) Sheng
Special sections in preparation
· M4 Forecasting Competition Edited by Spyros Makridakis and Fotios Petropoulos · Central Bank forecasting Edited by Domenico Giannone, George Kapetanio and Michael McCracken · Predictive energy analytics in the big data word Edited by Tao Hong and Pierre Pinson · Forecasting massive data in real time Edited by Claudio Antonini, Michael Kane and George Monokrousos · Text-based data and forecasting Edited by Michael P. Clements and Ulrich Fristsche · Food and agricultural forecasting Edited by Jue Wang and Tao Hong · Forecasting for the social good Edited by Bahman Rostami-Tabar, Michael Porter and Tao Hong · 30 years of Cointegration and Dynamic Factor Models Forecasting and its future with big data Edited by Alvaro Escribano, Daniel Peña and Esther Ruiz
