Sensitivity to autocorrelation in judgmental time series forecasting
By S. Reimers, Nigel Harvey. 2011
55 citations recorded by the source corpus.
Subfields: General Decision Sciences, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/3a50c38daef27015221de1aca74ce86135779ba1
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In General Decision Sciences
- Ulrich Gunter
- Paul Goodwin
- Nigel Harvey
- Rob J Hyndman
- Feng Li
- Xiaoqian Wang
- Massimo Guidolin
- Konstantinos Nikolopoulos
In Management Science and Operations Research
- Rob J Hyndman
- Fotios Petropoulos
- Konstantinos Nikolopoulos
- Nikolaos Kourentzes
- Vassilios Assimakopoulos
- Spyros Makridakis
- Evangelos Spiliotis
- Christoph Bergmeir
Citations in the corpus
- Forecasting in social settings: The state of the art (2020, background): “, 1993) and confusion of the signal with the noise (Harvey, 1995; Reimers and Harvey, 2011).”
- Forecasting: theory and practice (2020, background): “Fourth, forecasts from un-trended independent series do not lie on the series mean but between the last data point and the mean; this is what we would expect if people perceived a positive autocorrelation in the series (Reimers and Harvey, 2011).”