Forecasting publications

The Lancaster Centre for Forecasting publishes academic and corporate research in numerous ways.

Below, please find a list of recent books, theses, journal publications and working papers since 1997. A full list of publications for each member of the Centre, including conference proceedings, is provided through their academic profiles:

Professor Robert Fildes Dr Sven F Crone Dr Nikolaos Kourentzes
Dr Nicos Pavlidis    Dr Gokhan Yildirim    Dr Fotios Petropoulos
Dr Devon Barrow  

  

 
 
 

2014

Kourentzes, N. (in press). On intermittent demand model optimisation and selection. International Journal of Production Economics.

Petropoulos, F., & Kourentzes, N. (in press). Forecast combinations for intermittent demand. Journal of the Operational Research Society.

Spithourakis, G., Petropoulos, F., Nikolopoulos, K., & Assimakopoulos, V. (in press). Amplifying the learning effect via a forecasting and foresight support system. International Journal of Forecasting.

Trapero, J. R., Kourentzes, N., & Fildes, R. (in press). On the identification of sales forecasting models in the presence of promotions. Journal of the Operational Research Society.

Fildes, R., & Petropoulos, F. (in press). An evaluation of simple versus complex selection rules for forecasting many time series. Journal of Business Research.

Kourentzes, N., Barrow, D., & Crone, S. (2014). Neural network ensemble operators for time series forecasting. Expert Systems with Applications, 41(9), 4235-4244.

Kourentzes, N., Petropoulos, F., & Trapero, J. R. (2014). Improving forecasting by estimating time series structural components across multiple frequencies. International Journal of Forecasting, 30(2), 291-302.

Esteban-Bravo, M., Vidal-Sanz, J. M., & Yildirim, G. (2014). Valuing customer portfolios with endogenous mass-and-direct-marketing interventions using a Stochastic Dynamic Programming Decomposition. Marketing Science.

Hanssens, D. M., Pauwels, K. H., Srinivasan, S., Vanhuele, M., & Yildirim, G. (2014). Consumer attitude metrics for guiding marketing mix decisions. Marketing Science.

Erguncu, S., & Yildirim, G. (2014). How consumer mindset response and long-term marketing effectiveness differ in emerging versus mature markets. In Brand management in emerging markets. IGI Global.

Petropoulos, F., Makridakis, S., Assimakopoulos, V., & Nikolopoulos, K. (2014). 'Horses for courses' in demand forecasting. European Journal of Operational Research.

Nikolopoulos, K., Litsa, A., Petropoulos, F., Bougioukos, V., & Khammash, M. (2014). Relative performance of methods for forecasting unique events. Journal of Business Research.

Spithourakis, G., Petropoulos, F., Nikolopoulos, K., & Assimakopoulos, V. (2014). A systemic view of the ADIDA framework. IMA Journal of Management Mathematics, 25(2), 125-137.

 

2013

Ord, J. K., & Fildes, R. (2013). Principles of Business Forecasting. Mason, Ohio: South-Western Cengage Learning.

Davydenko, A., & Fildes, R. (2013). Measuring forecasting accuracy: the case of judgmental adjustments to SKU-level demand forecasts. International Journal of Forecasting, 29(3), 510-522.

Trapero Arenas, J., Pedregal, D. J., Fildes, R., & Kourentzes, N. (2013). Analysis of judgmental adjustments in the presence of promotions. International Journal of Forecasting, 29(2), 234-243.

Huang, T., Fildes, R., & Soopramanien, D. (2013). The value of competitive information in forecasting FMCG retail product sales and the variable selection problem. Working paper 2013:1. Lancaster, UK: Department of Management Science.

Kourentzes, N. (2013). Intermittent demand forecasts with neural networks. International Journal of Production Economics, 143(1), 198-206.

Pauwels, K., Erguncu, S., & Yildirim, G. (2013). Winning hearts, minds and sales: how marketing communication enters the purchase process in emerging and mature markets. International Journal of Research in Marketing, 30(1), 57-68.

Mitrovic, A., Ohlsson, S., & Barrow, D. (2013). The effect of positive feedback in a constraint-based intelligent tutoring system. Computers and Education, 60(1), 264-272.

Petropoulos, F., Nikolopoulos, K., Spithourakis, G., & Assimakopoulos, V. (2013). Empirical heuristics for improving Intermittent Demand Forecasting. Industrial Management and Data Systems, 113(5).

 

2012

Davydenko, A., & Fildes, R. (2012). A joint Bayesian forecasting model of judgment and observed data: Working paper 2012: 4. Lancaster: Department of Management Science, Lancaster University.

Trapero Arenas, J., Kourentzes, N. , & Fildes, R. (2012). Impact of Information Exchange on Supplier Forecasting Performance. OMEGA the International Journal of Management Science, 40(6), 738-747.

Crone, S. F., & Finlay, S. (2012). Instance sampling in credit scoring: An empirical study of sample size and balancing. International Journal of Forecasting, 28(1), 224-238.

Pavlidis, E., & Pavlidis, N. (2012). Dynamic Estimation of Trade Costs from Real Exchange Rates. (Economics Working Paper Series). Lancaster: The Department of Economics.

Anagnostopoulos, C., Tasoulis, D. K., Adams, N. M. , Pavlidis, N., & Hand, D. J. (2012). Online linear and quadratic discriminant analysis with adaptive forgetting for streaming classification. Statistical Analysis and Data Mining, 5(2), 139-166.

Pavlidis, N., Tasoulis, D., Adams, N. M., & Hand, D. J. (2012). Adaptive consumer credit classification. Journal of the Operational Research Society, 63(12), 1645-1654.

Nikolopoulos, K., Litsa, A. , Petropoulos, F., Metaxiotis, K., & Assimakopoulos, V. (2012). A web forecasting system supporting policy implementation: the case of 'digital planning' in Greece. International Journal of Business Information Systems, 11(4), 397-409.

 

2011

Fildes, R. A., Wei, Y., & Ismael, S. (2011). Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures. International Journal of Forecasting.

Fildes, R. (Ed.), & Allen, P. G. (2011). Forecasting: 5 volume set. (SAGE Benchmarks in Social Research Methods ). London: Sage.

Fildes, R. A., & Kingsman, B. G. (2011). Incorporating demand uncertainty and forecasting in supply chain planning models. Journal of the Operational Research Society, 62, 483-500.

Trapero Arenas, J. R., Fildes, R. A., & Davydenko, A. (2011). Non-linear identification of judgmental forecasts effects at SKU-level. Journal of Forecasting, 30(5), 490–508.

Goodwin, P., Fildes, R. A., Lawrence, M., & Stephens, G. (2011). Restrictiveness and guidance in support systems. OMEGA the International Journal of Management Science, 39, 242-253.

Asimakopoulos, S., Dix, A., & Fildes, R. A. (2011). Using hierarchical task decompositions as a grammar to map actions in context: Application to forecasting systems in supply chain planning. International Journal of Human-Computer Studies, 69, 234-250.

Fildes, R., & Kourentzes, N. (2011). Validation and forecasting accuracy in models of climate change. International Journal of Forecasting, 27(4), 968-995.

Fildes, R., & Kourentzes, N. (2011). Validation and forecasting accuracy in models of climate change: Postscript. International Journal of Forecasting, 27(4), 1004-1005.

Crone, S. (2011). Simultane Bedarfsprognose und Warendisposition mit künstlichen Neuronalen Netzen: Fachbeitrag GOR Dissertationspreis 2009. OR News, 38 , 13-17.

Crone, S. F., Hibon, M., & Nikolopoulos, K. (2011). Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction. International Journal of Forecasting, 27(3), 635-660.

Epitropakis, M., Tasoulis, D. K., Pavlidis, N., Plagianakos, V. P., & Vrahatis, M. N. (2011). Enhancing differential evolution utilizing proximity-based mutation operators. IEEE Transactions on Evolutionary Computation, 15(1), 99-119.

Pavlidis, N., Tasoulis, D., Adams, N. M., & Hand, D. J. (2011). Lambda-perceptron: an adaptive classifier for data-streams. Pattern Recognition, 44(1), 78-96.

Nikolopoulos, K., Syntetos, A., Boylan, J., Petropoulos, F., & Assimakopoulos, V. (2011). An Aggregate - Disaggregate Intermittent Demand Approach (ADIDA) to Forecasting: An Empirical Proposition and Analysis. Journal of the Operational Research Society, 62(3), 544-554.

Spithourakis, G., Petropoulos, F., Babai, M. , Nikolopoulos, K., & Assimakopoulos, V. (2011). Improving the Performance of popular Supply Chain forecasting techniques. Supply Chain Forum: An International Journal, 12(4), 16-25.

 

2010

Trapero Arenas, J. R., Kourentzes, N., & Fildes, R. A. (2010). Impact of Information Exchange on Supplier Forecasting Performance. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Davydenko, A., Fildes, R. A., & Trapero Arenas, J. R. (2010). Judgmental Adjustments to Demand Forecasts: Accuracy Evaluation and Bias Correction. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Davydenko, A., Fildes, R. A., & Trapero Arenas, J. R. (2010). Measuring the Accuracy of Judgmental Adjustments to SKU-level Demand Forecasts. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Fildes, R. A., & Kourentzes, N. (2010). Validation in models of climate change and forecasting accuracy. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Kourentzes, N., & Crone, S. (2010). Advances in forecasting with artificial neural networks. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Kourentzes, N., & Crone, S. (2010). Modelling Deterministic Seasonality with Artificial Neural Networks for Time Series Forecasting. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Crone, S. (2010). Neuronale Netze zur Prognose und Disposition im Handel: Doktorarbeit, eingereicht an der Universität Hamburg. Frankfurt a.M.: Gabler.

Crone, S. F., & Kourentzes, N. (2010). Feature selection for time series prediction: A combined filter and wrapper approach for neural networks. Neurocomputing, 73(10-12), 1923-1936.

Adamopoulos, A. V., Pavlidis, N., & Vrahatis, M. N. (2010). Evolving cellular automata rules for multiple-step-ahead prediction of complex binary sequences. Mathematical and Computer Modelling, 51(3-4), 229-238.

Pavlidis, N., Adams, N. M., Nicholson, M., & Hand, D. J. (2010). Prospects for bandit solutions in sensor management. The Computer Journal, 53(9), 1370-1383.

 

2009

Fildes, R. A., Goodwin, P., Lawrence, M., & Nikolopoulos, K. (2009). Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. International Journal of Forecasting, 25, 3-23.

Trapero Arenas, J. R., Fildes, R. A., & Davydenko, A. (2009). Non-Linear Identification of Judgmental Forecasts Effects at SKU-Level. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Syntetos, A., Nikolopoulos, K., Boylan, J. , Fildes, R. A., & Goodwin, P. (2009). The effects of integrating management judgement into intermittent demand forecasts. International Journal of Production Economics, 118, 72-81.

Stahlbock, R., Lessmann, S. , & Crone, S. (2009). Data mining and information systems - Quo Vadis?. Annals of Information Systems, 8(XIII), 1-18.

Crone, S. (2009). Mining the past to forecast the future: comments. International Journal of Forecasting, 25(3), 441-451.

Kourentzes, N. (2009). Input variable selection for time series forecasting with artificial neural networks: an empirical evaluation across varying time series frequencies Lancaster: Lancaster University

 

2008

Fildes, R. A., & Madden, G. (2008). Aggregate selection, data characteristics and choice of optimal model. Teletronikk, 104(3/4), 155-167.

Fildes, R. A., Nikolopoulos, K. , Crone, S., & Syntetos, A. (2008). Forecasting and Operational Research: A Review. Journal of the Operational Research Society, 59(9), 1150-1172.

 

2007

Fildes, R. A., & Goodwin, P. (2007). Against your better judgment? How organizations can improve their use of management judgment in forecasting. Interfaces. 37(6), 570-576.

Soopramanien, D. G. R. , Fildes, R. A. , & Robertson, A. (2007). Consumer decision making, e-commerce and perceived risks. Applied Economics, 39, 2159-2166.

Fildes, R. A., & Goodwin, P. (2007). Good and bad judgment in forecasting: lessons from four companies. Foresight: The International Journal of Applied Forecasting, 8, 5-10.

Robertson, A., Soopramanien, D. G. R. , & Fildes, R. A. (2007). Household technology acceptance heterogeneity in computer adoption. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Fildes, R. A., Tan, J., & Madden, G. (2007). Optimal forecasting model selection and data characteristics. Applied Financial Economics, 17, 1251-1264.

Fildes, R. A., Lee, W. Y., Goodwin, P., & Nikolopoulos, K. (2007). Providing support for the use of analogies in demand forecasting tasks. International Journal of Forecasting, 23, 377-390.

Robertson, A., Soopramanien, D. G. R., & Fildes, R. A. (2007). Segmental new-product diffusion of residential broadband services. Telecommunications Policy, 31(5), 265-275.

Robertson, A., Soopramanien, D. G. R., & Fildes, R. A. (2007). Segmentation based analysis of internet service adoption of UK households. Technology in Society, 29, 339-350.

Goodwin, P., Fildes, R. A., Lawrence, M., & Nikolopoulos, K. (2007). The process of using a forecasting support system. International Journal of Forecasting. 23(3), 391-404.

Pavlidis, N., Vrahatis, M. N., & Mossay, P. (2007). Existence and computation of short-existence and computation of short-run equilibria in economic geography. Applied Mathematics and Computation, 184(1), 93-103.

 

2006

Fildes, R. A., Goodwin, P., Lawrence, M., & Nikolopoulos, K. (2006). Effective forecasting for supply-chain planning: an empirical evaluation and strategies for improvement. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Robertson, A. , Soopramanien, D. G. R., & Fildes, R. A. (2006). Segmental new-product diffusion of residential broadband services. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Fildes, R. A., Goodwin, P., & Lawrence, M. (2006). The design features of forecasting support systems and their effectiveness. Decision Support Systems, 42(1), 351-361.

Stamatopoulos, I., Teunter, R. H., & Fildes, R. A. (2006). The impact of forecasting on the bullwhip effect. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Goodwin, P., Lee, W. Y., Fildes, R. A., Nikolopoulos, K., & Lawrence, M. (2006). Understanding the use of forecasting software: an interpretive study in a supply-chain company. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Crone, S., Lessmann, S., & Stahlbock, R. (2006). The impact of preprocessing on data mining: an evaluation of classifier sensitivity in direct marketing. European Journal of Operational Research, 173(3), 781-800.

Mourrain, B., Pavlidis, N., Tasoulis, D. K., & Vrahatis, M. N. (2006). Determining the number of real roots of polynomials through neural networks. Computers and Mathematics with Applications, 51(3-4), 527-536.

Pavlidis, N., Plagianakos, V. P., Tasoulis, D. K., & Vrahatis, M. N. (2006). Financial forecasting through unsupervised clustering and neural networks. Operational Research: An International Journal , 6(2), 103-127.

Georgiou, V. L., Pavlidis, N., Parsopoulos, K. E., Alevizos, P. D., & Vrahatis, M. N. (2006). New self-adaptive probabilistic neural networks in bioinformatic and medical tasks. International Journal on Artificial Intelligence Tools, 15(3), 371-396.

Pavlidis, N., Tasoulis, D. K., Plagianakos, V. P., & Vrahatis, M. N. (2006). Computational intelligence methods for financial time series modeling. International Journal of Bifurcation and Chaos, 16(7), 2053–2062.

Tasoulis, D. K., Spyridonos, P., Pavlidis, N., Cavouras, D., Ravazoula, P., Nikiforidis, G., & Vrahatis, M. N. (2006). Cell-nuclear data reduction and prognostic model selection in bladder tumor recurrence. Artificial Intelligence in Medicine, 38(3), 291-303.

 

2005

Kingsman, B. G., & Fildes, R. A. (2005). Demand uncertainty and lot sizing in manufacturing systems: the effects of forecasting errors and mis-specification. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Allen, P. G., & Fildes, R. A. (2005). Levels, difference and ECMs: principles for improved econometric forecasting. Oxford Bulletin of Economics and Statistics, 67, 881-904.

Robertson, A., Soopramanien, D. G. R., & Fildes, R. A. (2005). Measuring residential internet service adoption patterns. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Nikolopoulos, K., Lawrence, M., Goodwin, P. , & Fildes, R. A. (2005). On the accuracy of judgmental interventions on forecasting support systems. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Liao, K. P., & Fildes, R. A. (2005). The accuracy of a procedural approach to specifying feedforward neural networks for forecasting. Computers and Operations Research, 32(8), 2151-2169.

Crone, S. (2005). Stepwise selection of artificial neural network models for time series prediction. Journal of Intelligent Systems, 14(2-3), 99-122.

Pavlidis, N., Parsopoulos, K. E., & Vrahatis, M. N. (2005). Computing Nash equilibria through computational intelligence methods. Journal of Computational and Applied Mathematics, 175(1), 113-136.

 

2004

Amstrong, J. S., & Fildes, R. A. (2004). Forecasting and prediction. In: The Social Science Encyclopedia. London and New York: Routledge.

Fildes, R. A., & Allen, P. G. (2004). Levels, differences and ECMs - principles for improved econometric forecasting. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Rose, M. B., Fildes, R. A., & Elsubbaugh, S. (2004). Preparation for crisis management: a proposed model and empirical evidence. Journal of Contingencies and Crisis Management, 12(3), 112-127.

Robertson, A., Soopramanien, D. G. R., & Fildes, R. A. (2004). Understanding residential internet adoption patterns in the UK. Telektronikk, 100(4), 84-93.

 

2003

Soopramanien, D. G. R. , Robertson, A., & Fildes, R. A. (2003). Internet Usage and Online Shopping Experience as Predictors of Consumers’per Preferences to Shop Online Across Product Categories. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Fildes, R. A., & Liao, K. P. (2003). The accuracy of a procedural approach to specifying feedforward neural networks for forecasting. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Lawrence, M., Goodwin, P. , & Fildes, R. A. (2003). The design features of forecasting support systems and their effectiveness. (Management Science Working Paper Series). Lancaster University: The Department of Management Science.

Crone, S. (2003). Künstliche neuronale Netze zur betrieblichen Entscheidungsunterstützung. WISU - Das Wirtschaftsstudium, 32(4), 452-458.

 

2002

Fildes, R. A., & Ord, J. K. (2002). Forecasting competitions - their role in improving forecasting practice and research. In: A Companion to Economic Forecasting. (pp. 322-353). Oxford: Blackwell.

Lawrence, M., Goodwin, P., & Fildes, R. A. (2002). Influence of user participation on DSS use and decision accuracy. OMEGA the International Journal of Management Science, 30, 381-392.

Fildes, R. A. (2002). Telecommunications demand - a review. International Journal of Forecasting, 18, 489-522.

Fildes, R. A., & Stekler, H. (2002). The state of macroeconomic forecasting. Journal of Macroeconomics, 24(4), 435-468.

 

2001

Fildes, R. A. (2001). Beyond forecasting competitions. International Journal of Forecasting, 17(4), 556-560.

Fildes, R. A., & Allen, P. G. (2001). Econometric forecasting: strategies and techniques. In: Principles of Forecasting: A Handbook for Researchers and Practitioners. (pp. 303-362). Berlin: Springer.

 

1999

Fildes, R. A., & Goodwin, P. (1999). Judgemental forecasts of times series affected by special events: does providing a statistical forecast improve accuracy?. Journal of Behavioural Decision Making, 12, 37-53.

Crymble, W. R., Ranyard, J. C., & Fildes, R. A. (1999). The management of OR groups: results of a survey. Journal of the Operational Research Society, 50, 563-580.

Stekler, H., & Fildes, R. A. (1999). The state of macroeconomic forecasting. (Economics Working Paper Series). Lancaster University: The Department of Economics.

 

1998

Koehler, A. B., Armstrong, J. C., Hibon, M., Makridakis, S., & Fildes, R. A. (1998). Commentaries on 'Generalizing about the univariate forecasting methods: further empirical evidence'. International Journal of Forecasting, 14(3), 359-366.

Raina, J., Day, K., & Fildes, R. A. (1998). Forecasting internet telephony. OR Insight, 11(4).

Hibon, M., Meade, N., Makridakis, S., & Fildes, R. A. (1998). Generalising about univariate forecasting methods: further empirical evidence. International Journal of Forecasting, 14(3), 339-358.

Fildes, R. A., & Ranyard, J. C. (1998). Summary of final discussion. Journal of the Operational Research Society, 49, 434-443.

Fildes, R. A., & Ranyard, J. C. (1998). The foundations, development and current practice of OR. Journal of the Operational Research Society, 49, 304-443.

Fildes, R. A., & Bottomley, P. (1998). The role of prices in models of innovation diffusion. Journal of Forecasting, 17(7), 539-555.

Fildes, R. A., & Ranyard, J. C. (1998). Winners and losers: adding organisational value. Journal of the Operational Research Society, 49, 355-368.

 

1997

Randall, A., Stubbs, P., & Fildes, R. A. (1997). Daily demand forecasting in the utility industries. Journal of the Operational Research Society, 48, 15-24.

Crymble, W. R., Fildes, R. A., & Ranyard, J. C. (1997). Death of an OR group: a case study. Journal of the Operational Research Society, 48(4), 361-372.

Randall, A., Stubbs, P., & Fildes, R. A. (1997). One day ahead demand forecasting in the utility industries: two case studies. Journal of the Operational Research Society, 48, 15-24.

Fildes, R. A., & Ranyard, J. C. (1997). Success and survival of operational research groups - a review. Journal of the Operational Research Society, 48(4), 336-360.