A general method is formalised for the problem of making predictions for a fixed group of individual units, following a sequence of repeated measures on each. A review of some related work is undertaken and, using some of its terminology, the approach might be described as approximate...

The development of a system for predicting the daily amounts withdrawn from automated teller machines (ATMs) for inventory control is considered, using data from 190 ATMs in the United Kingdom over a two-year period. We argue that density forecasts are more appropriate than point forecasts and...

Models of consumer behaviour that are based purely on empirical relationships in data can perform well in the short term but often degrade rapidly with changing circumstances. Superior longer-term performance can sometimes be attained by developing models for the deeper processes underlying the...