期刊名称：JOURNAL OF FORECASTING
 期刊简介(About the journal)
投稿须知(Instructions to Authors)
编辑部信息(Editorial Board)
About the journal
The Journal of Forecasting is an international journal that publishes refereed papers on forecasting. It is multidisciplinary, welcoming papers dealing with any aspect of forecasting: theoretical, practical, computational and methodological. A broad interpretation of the topic is taken with approaches from various subject areas, such as statistics, economics, psychology, systems engineering and social sciences, all encouraged. Furthermore, the Journal welcomes a wide diversity of applications in such fields as business, government, technology and the environment. Of particular interest are papers dealing with modelling issues and the relationship of forecasting systems to decision-making processes. New concepts of modelling are especially encouraged as well as practical details of actual applications of particular models. Apart from research reports and review articles, other materials of interest that will be published include book reviews, software reviews, descriptions of data sources and notices of general interest.
Instructions to Authors
For Authors
For additional tools visit Author Resources - an enhanced suite of online tools for Wiley InterScience journal authors, featuring Article Tracking, E-mail Publication Alerts and Customized Research Tools.
Copyright Transfer Agreement
Permission Request Form
Instructions to Authors
Manuscript Submission. The Journal of Forecasting operates an online submission and peer review system that allows authors to submit articles online and track their progress via a web interface. Please read the remainder of these instructions to authors and then click http://mc.manuscriptcentral.com/for to navigate to the Journal of Forecasting online submission site.
All papers must be submitted via the online system.
File types. Preferred formats for the text and tables of your manuscript are .doc, .rtf. Figures should be .tiff or .eps.
The only material Authors may (and must) supply by postal mail to the Editorial Office is:
a Copyright Transfer Agreement with original signature(s) - without this we will be unable to accept the submission, and permission grants - if the manuscript contains extracts, including illustrations, from other copyright works (including material from on-line or intranet sources) it is the author's responsibility to obtain written permission from the owners of the publishing rights to reproduce such extracts using the Wiley Permission Request Form.
The Copyright Transfer Form and the Permissions Form should be sent to the Editorial Office: Journal of Forecasting, London Business School, London, NW1 4SA,United Kingdom. The forms must be sent immediately following the online submission of your article. Submission of a manuscript will be held to imply that it contains original unpublished work and is not being submitted for publication elsewhere at the same time.
Manuscript style. The language of the journal is English. All submissions including book reviews must have a title, be double-line spaced and have a margin of 3cm all round. Illustrations must be uploaded as separate files, and not be incorporated into the text.
- The title page must list the full title, short title of up to 70 characters and names and affiliations of all authors. Give the full address, including email, telephone and fax, of the author who is to check the proofs.
- Include the name(s) of any sponsor(s) of the research contained in the paper, along with grant number(s).
- Supply an abstract of up to 150 words for all articles [except book reviews]. An abstract is a concise summary of the whole paper, not just the conclusions, and is understandable without reference to the rest of the paper. It should contain no citation to other published work.
- Include up to five keywords that describe your paper for indexing purposes.
- Include also a brief biography of up to 50 words for each author.
Reference style. References should be quoted in the text as name and year within brackets and listed at the end of the paper alphabetically. Where reference is made to more than one work by the same author published in the same year, identify each citation in the text as follows: (Collins, 1998a), (Collins, 1998b). Where three or more authors are listed in the reference list, please cite in the text as (Collins et al., 1998).
All references must be complete and accurate. Where possible the DOI for the reference should be included at the end of the reference. Online citations should include date of access. If necessary, cite unpublished or personal work in the text but do not include it in the reference list. References should be listed in the following style:
Caporaletti LE, Dorsey RE, Johnson JD, Powell WA. 1994. A decision support system for in-sample simultaneous equation systems forecasting using artificial neural systems. Decision Support Systems 11: 481-495. DOI: 10.1016/0167-9236(94)90020-5
Judge GG, Hill RC, Griffiths WE, Lütkepohl H, Lee TC. 1988. Introduction to the Theory and Practice of Econometrics, 2nd edn. John Wiley: New York.
Moody J, Saffell M, Liao Y, Wu L. 1998. Reinforcement learning for trading systems and portfolios: Immediate vs future rewards. In Decision Technologies for Financial Engineering, Refenes AN, Burgess N, Moody J (eds); Kluwer: Amsterdam.
Journal of Forecasting homepage. 2000. http://www.interscience.wiley.com/jpages/0277-6693 [1 June 2000]
Illustrations. Supply each illustration as a separate file (except compound figures eg 1a, 1b, 1c etc which should be supplied as a single file) , with the figure number and orientation clearly marked. Line artwork must be high-quality. Use hatching, not tints; lettering must be of a reasonable size that would still be clearly legible in case of reduction, and consistent within each figure and set of figures. Supply artwork at the intended size for printing. The maximum width is 13cm. All illustrations must be supplied at the correct resolution:
Black and white and colour photos - 300 dpi
Graphs, drawings, etc - 800 dpi preferred; 600 dpi minimum
Combinations of photos and drawings (black and white and colour) - 500 dpi
The cost of printing colour illustrations in the journal will be charged to the author. There is a charge for printing colour illustrations of approximately ?00 per page. Colour illustrations supplied electronically in either TIFF or EPS format, may be used in the PDF of the article at no cost to the author, even if this illustration was printed in black and white in the journal. The PDF will appear on the Wiley InterScience site.
Copyright. To enable the publisher to disseminate the author's work to the fullest extent, the author must sign a Copyright Transfer Agreement, transferring copyright in the article from the author to the publisher, and submit the original signed agreement with the article presented for publication. A copy of the agreement to be used (which may be photocopied) can be found in Journal of Forecasting. Copies may also be obtained from the journal editor or publisher, or may be printed from this website.
Further Information. Proofs will be sent to the author for checking. This stage is to be used only to correct errors that may have been introduced during the production process. Prompt return of the corrected proofs, preferably within two days of receipt, will minimise the risk of the paper being held over to a later issue. 25 complimentary offprints will be provided to the author who checked the proofs, unless otherwise indicated. Further offprints and copies of the journal may be ordered. There is no page charge to authors.
Editorial Board
EDITOR-IN-CHIEF
Derek W. Bunn
London Business School, Sussex Place, Regent's Park, London, NW1 4SA, UK
Fax: (+44/0)20 7724 7875; E-mail: JoF@london.edu
DEPARTMENTAL EDITORS
Siem Jan Koopman
Department of Econometrics
Vrije Universiteit Amsterdam
De Boelaan 1105
1081 HV Amsterdam
The Netherlands
E-mail: s.j.koopman@feweb.vu.nl Massimiliano Marcellino
I.G.I.E.R,
Universit?Bocconi
Via Salasco 5
20136, Milan
Italy
E-mail: massimiliano.marcellino@uni-bocconi.it
Terence C. Mills
Department of Economics
Loughborough University
Loughborough LE11 3TU
UK
E-mail: t.c.mills@lboro.ac.uk David S. Stoffer
Department of Statistics
University of Pittsburgh
Pittsburgh
PA 15260-0001
USA
E-mail: stoffer@pitt.edu
Ruey S. Tsay
The University of Chicago Graduate
School of Business
5807 South Woodlawn Avenue
Chicago IL60637
USA
E-mail: atimmerm@ucsd.edu Peter Young
Centre for Research on Environmental Systems and Statistics
Lancaster University
Lancaster LA1 4YQ
UK
E-mail: P.Young@lancaster.ac.uk
ASSOCIATE EDITORS
B. Abraham
University of Waterloo, Canada F. Gerard Adams
Northeastern University, Boston, USA
G. Bastin
Universit?Catholique de Louvain, Belgium K. J. Beven
University of Lancaster, UK
R. J. Bhansali
University of Liverpool, UK F. J. Breidt
Colorado State University, USA
F. Canova
Universitat Pompeu Fabra, Spain J. E. Cavanaugh
University of Iowa, USA
N. H. Chan
Carnegie Mellon University, USA R. Corbin
University of Toronto, Canada
M. Deistler
Technical University of Vienna, Austria F. X. Diebold
University of Pennsylvania, USA
R. F. Engle
University of California, USA R. Ferrell
University of Arizona, USA
C. K. Folland
Meteorological Office, Bracknell, UK P. J. Harrison
University of Warwick, UK
S. C. Hillmer
Kansas University, USA K. Holden
Liverpool John Moores University, UK
A. Jakeman
Australian National University, Australia R. E. Kalman
Swiss Federal Institute of Technology, Switzerland
J. Ledolter
University of Iowa, USA B. Liu
Tianjin University, People's Republic of China
G. M. Ljung
Massachusetts Institute of Technology, USA C. Marchetti
IIASA, Laxenburg, Austria
A. A. J. Marley
McGill University, Canada E. L. Melnick
New York University, USA
T. C. Mills
Loughborough University, UK P. A. Morettin
University of São Paulo, Brazil
E. O’Connell
University of Newcastle-upon-Tyne, UK R. M. Oliver
University of California, USA
D. A. Peel
Cardiff Business School, UK L. D. Phillips
London School of Economics, UK
N. Ravishanker
University of Connecticut, USA J. Roberts
University of New South Wales, Australia
D. Robertson
Cambridge University, UK R. H. Shumway
University of California, USA
P. Slovic
Decision Research, Eugene, USA J. Smith
University of Warwick, UK
R. Souza
Pontifícia Universidade Católica, Do Rio de Janeiro, Brazil J. Stock
Harvard University, USA
P. Stoica
Uppsala University, Sweden O. Svenson
Stockholm Universitet, Sweden
G. Tunnicliffe-Wilson
University of Lancaster, UK G. Vansteenkiste
Seminarie Voor Toegepaste, Wiskunde en Biometrie, Rijksuniversiteit-Gent, Belgium
W. A. Wagenaar
University of Leiden, The Netherlands K. D. Wall
Naval Postgraduate School, USA
W. W. S. Wei
Temple University, USA A. Westlund
Stockholm School of Economics, Sweden
B. Wittenmark
Lund Institute of Technology, Sweden G. Wright
Strathclyde Graduate Business School, UK
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