We have instituted a new "Principle of the Day" feature to highlight a different one of the 140 evidence-based forecasting principles on the ForPrin.com site each day. The Principle-of-the-Day is at the top of the right menu bar, just under the page banner. Move your mouse over it and you will see the full text of the principle.

We hope that this feature will help to introduce new people to the principles approach to forecasting, keep the principles fresh in the minds of people who are already familar with them (140 is a lot to remember!), and encourage people to conduct research on principles for which there is only weak evidence. We plan to add relevant links to the Principle-of-the-Day window at a later date. Please send us your comments and suggestions on this new feature.

Is carbon dioxide a good causal variable for forecasting global temperature? Have there been alarms in the past similar to the current alarm over dangerous manmade global warming and, if so, what happened? Can rule-based forecasting help forecast global mean temperatures? What do prediction markets reveal? These questions and more will be answered at a climate forecasting session at the International Symposium on Forecasting presenting work by Green, Armstrong, and Graefe.

To be useful, forecasts should be substantially more accurate than those from a simple benchmark method, for example the no-change model. We suggest taking the following self-administered quiz Please write down your estimate and then follow the link to find the answer.

Q. Assume that at the end of 1850 you started making 50-year-ahead no-change forecasts such that your first forecast was that the global mean temperature in 1900 would be the same as 1850's. By 2008 you would have accumulated 108 forecasts for which you knew the global mean temperature (i.e to 2007). What would be the mean absolute error of your 50-year ahead no-change forecasts in degrees-Celsius?

A. See the abstract of the Green, Armstrong, and Soon paper "Validity of Climate Change Forecasting for Public Policy Decision Making".

Visitors to www.forecasters.org/ijf will notice a big change to the Interational Journal of Forecasting website. Now all published papers back to Volume 1 can be accessed from this site. There are two new facilities that will change the way readers interact with the journal: comments and supplements.

Comments: It is now possible for readers to contribute comments on each paper via the website. These comments are publicly visible. The authors may provide responses if they choose to do so. So if you have any thoughts on published papers, you can now make them public for the benefit of all forecasters. You can think of this as an extension of refereeing, but post-publication and publicly visible. All comments will be moderated.

Supplements: Supplementary information about a paper can be provided by authors and will be available online. This includes data, computer code, large tables, extra figures, extended footnotes, extra relevant material, errata, etc.  Authors of IJF papers are requested to contribute a complete set of data in electronic form to the website, or provide instructions for how to obtain them. Authors will also be encouraged to provide whatever other material is needed to ensure that their results can be replicated without excessive difficulty. If authors of published papers have additional information they would like to contribute, please send it to Rob Hyndman at This email address is being protected from spambots. You need JavaScript enabled to view it. and it will be added to the website.

The new website also provides links for article submission, guidelines for authors, and provides a list of the top-cited articles in the journal.

An International Institute of Forecasters Certificate in Forecasting Practice course is being offered on-line by the Johns Hopkins University Applied Economics Program starting this Fall. See the Education Page.

Conceptualizing, measuring, and testing forecast performance is at the heart of much forecasting research and applications. Celal Aksu and Wilpen Gore invite authors to submit papers on any facet of this subject.