Forecasting of some; transformed series

The delta method is proposed as a. retransformation approach for coramputing forecasts for a nonstationary process (Z$inf:t$einf t, = 1, 2, ...), A derived variance stabilizing transformation technique is also used to compute forecasts, The performance of the two methods is compared to other techniques. Numerical results show that forecasts based on the variance stabilizing transformation method (VSTM) can lead to forecasts with a lower mean square error (MSE) as compared to other transformation techniqnes.