“The Terminator” is Stopping our Demand Planning & Forecasting Education – Are we Prepared?International Symposium on Forecasting 2011: Prague
The 31st International Symposium on Forecasting (ISF) will take place in Prague from June 26-29, 2011. As the premier, international forecasting conference, the ISF provides the opportunity to interact with the world's leading forecasting researchers and practitioners. The attendance is large eno...
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Guest Blogger: Len Tashman previews Summer 2010 issue of Foresight
The Summer 2010 issue of Foresight is now available. Here is Editor Len Tashman’s preview:
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 For so many years, we forecasters have developed and refined models for demand forecasts – forecasts for product and item sal...Predicting elections using the big issue
Andreas Graefe (http://www.andreas-graefe.org/) and Scott Armstrong (http://www.jscottarmstrong.com/) developed a model for forecasting U.S. Presidential Elections based on perceptions of how candidates would handle the big issue of the time. The model provides fast advice on which issues candida...
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The Contest
Better forecasting can, of course, help address many business problems. We want to believe that more accurate forecasts are always possible. “If only,” management bemoans, “if only we had bigger computers, more sophisticated software, more skilled forecast analysts – or if the analysts ...
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Modelling Realized Covariances and Returns
This paper proposes new dynamic component models of realized covariance (RCOV) matrices based on recent work in time-varying Wishart distributions. The specifications are linked to returns for a joint multivariate model of returns and covariance dynamics that is both easy to estimate and forecast...
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Testing the Consumption Based CAPM: Evidence from a New Approach
The goal of this paper is to test the consumption based CAPM. To achieve this goal, we propose a new test capable of examining the unit root null hypothesis in cases of non-trending data. We fi…nd that the real interest rate series and the consumption growth rate series for Australia, Canada, D...
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