IJF news
This is a short piece I wrote for the next issue of the Oracle newsletter produced by the International Institute of Forecasters.
Special section topics
We continue to publish special sections on selected topics. Because of the change in the way regular papers are now handled, we do not publish whole special issues any more. Rather, each issue has regular papers at the front, and if there are any special sections they appear at the back.
Lately, we had a special section in the last issue of 2013 on Flash indicators edited by Dean Croushore, Esther Ruiz and Miriam Scaglione. Most of the papers in this section were part of the IIF workshop on Flash Indicators held in Verbier, Switzerland, in January 2011.
The second issue for 2014 contains a special section on Energy forecasting edited by Tao Hong, Pierre Pinson and Shu Fan. This section concerns the Global Energy Forecasting Competition 2012. Hundreds of participants contributed to the competition (hosted on Kaggle), aiming to forecast hierarchical load data or wind power data. Those who contributed the most accurate forecasts were invited to describe their methods in detail for this special section.
We have an expanded energy competition in planning, this time focusing on probabilistic forecasting. Winning entries will again be invited to describe their methods in a special section of the journal. See www.gefcom.org for further details.
Other upcoming special sections include one on forecasting business cycles and one on predicting rare events (probably both appearing in the third issue of 2014).
Changes to the IJF editorial board
There have been several changes to the editorial board over the last few months. Asger Lunde and James Taylor, two of our associate editors, have stepped down. Asger was on the board for three years and was particularly helpful for his expertise in financial forecasting. James was part of the IJF board for ten years and handled a large number of papers in several areas including exponential smoothing, energy forecasting, call centre forecasting, and financial markets. Big shoes to fill! We are grateful to them both for their excellent service to the journal and the forecasting community.
Two new associate editors have joined the board in the last few months: David Rapach and Ana Galvao. David is at Saint Louis University, USA, and is a consultant at Merrill Lynch and a visiting scholar at the Federal Reserve Bank, St Louis. He will be handling papers in financial forecasting. Ana is Associate Professor of Economic Modelling and Forecasting at the Warwick Business School, UK. She will be primarily be handling papers on real-time forecasting and non-linear time series. We welcome them both to the board.
In addition, we have appointed Nikolaos Kourentzes (University of Lancaster, UK) as book review editor, taking over from Monica Adya who remains on the board as an associate editor. Nikos works in business forecasting, forecasting support systems and data mining. Thanks to Nikos for taking on this important role on the board, and we look forward to many interesting book reviews.
Review articles
A new initiative we have begun is the publication of regular review articles. We hope to publish survey articles of areas of forecasting to assist new researchers in the field and to help encourage new research on important topics. The first one should be ready later this year, so look out for it! If any reader has suggestions for topics where a review article would be helpful, please let me know.