We study the problem of forecasting a time series that evolves according to a dynamically changing, skewed life cycle. For instance, firms often need accurate distributional forecasts of product life cycles to make operational decisions about capacity and inventory management. These forecasts...

We study the problem of forecasting an entire demand distribution for a new product before and after its launch. Firms need accurate distributional forecasts of demand to make operational decisions about capacity, inventory and marketing expenditures. We introduce a unified, robust, and...

Over the years, families of forecasting models, such as the exponential smoothing family and Autoregressive Integrated Moving Average, have expanded to contain multiple possible forms and forecasting profiles. In this paper, we question the need to consider such large families of models. We...