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

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.

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

Kourentzes, N. (2014). On intermittent demand model optimisation and selection. International Journal of Production Economics, 156, 180-190.

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, 237(1), 152-163.

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.