25 years of time series forecasting

Keywords

Series (stratigraphy), Technology forecasting, Field (mathematics), Time series, Period (music)

References

• Time Series of Continuous ProportionsGary K. Grunwald, Adrian E. Raftery, Peter Guttorp — 1993
• Experience with Forecasting Univariate Time Series and the Combination of ForecastsPaul Newbold, Clive W. J. Granger — 1974
• Specifying Nonlinear Econometric Models by Flexible Regression Models and Relative Forecast PerformanceChristian M. Dahl, Svend Hylleberg — 1999
• Recursive Estimation of Dynamic Linear ModelsRalph D. Snyder — 1985
• Forecasting with Bayesian vector autoregressions — Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25–38Robert B. Litterman — 1986
• Analysis of Longitudinal Data (2nd ed.) (Book)Tapabrata Maiti — 2004
• LONG MEMORY, VOLATILITY, RISK AND DISTRIBUTIONClive W. J. Granger — 2002
• Macroeconometrics : developments, tensions, and prospectsKevin D. Hoover — 1995
• Applied Economic ForecastingErik Ruist, Henri Theil — 1966
• Month-of-the-year and pre-holiday seasonality in African stock marketsPaul Alagidede — 2008
• Seasonal Adjustment and Signal Extraction in Economic Time SeriesVı́ctor Gómez, Agustı́n Maravall — 1998
• Forecasting the effect of an environmental change on market performance: An intervention time-series approachRobert P. Leone — 1987
• Confidence intervals for non-stationary forecast errors: Some empirical results for the series in the M-competitionPierre Lefrançois — 1989
• Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effectsChris Brooks, Gita Persand — 2001
• Macroeconomic forecasting with a vector arima model : A case study of the finnish economyLars‐Erik Öller — 1985
• Forecasting the Dutch heavy truck market : A multivariate approachR.M.J. Heuts, J.H.J.M. Bronckers — 1988
• Forecasting seasonals and trends by exponentially weighted moving averagesCharles C. Holt — 2004
• Chaos and Deterministic Versus Stochastic Non‐Linear ModellingMartin Casdagli — 1992
• Testing causality: Some caveats and a suggestionSatyadev Gupta — 1987
• A companion to economic forecastingMichael P. Clements, D. Hendry — 2004

Cited by

• Real-Time and Data-Driven Operation Optimization and Knowledge Discovery for an Enterprise Information SystemQing Duan — 2014
• Incorporating Customer Preference Information into the Forecasting of Service SalesPiotr Rzepakowski — 2023
• A parametric, model-based, assessment of the post-floating behaviour of the Indonesian currency - October 2000 to March 2003Georg Herbert Lich — 2010
• Using Evolutionary Programming to increase the accuracy of an ensemble model for energy forecastingJames Gramz — 2014
• Linear and Non-linear time series analysis: forecasting financial marketsBarão, Sandra Maria Mestre — 2008
• Integrated forecasting and inventory management in a wholesale companyG. Lopes — 2013
• Regression-based utilization prediction algorithms: an empirical investigationIan J. Davis, Hadi Hemmati, Richard C. Holt — 2013
• Blending as a Multi-Horizon Time Series Forecasting ToolT. Gao — 2014
• An investigation into the use of combined linear and neural network models for time series dataAlbertus Stephanus Kruger — 2009
• Data integration and trend analysis for surveillance of antimicrobial resistanceD. Teodoro — 2012
• INTERVALO "BOOTSTRAP" PARA PREVISÕES DE SÉRIES TEMPORAIS OBTIDAS PELO MÉTODO THETADaniel Steffen — 2010
• Metoder för tvärvetenskaplig analys av energisystem - några exempel : Essäer från doktorandkursen : Systemanalys med metodexempel från energiområdetM. Karlsson, Jenny Palm — 2011
• Forecasting the forecastability quotient for inventory managementArthur V. Hill, Weiyong Zhang, Gerald F. Burch — 2015
• Forecasting in telecommunications and ICT—A reviewNigel Meade, Towhidul Islam — 2015
• Future of Interactive technologies.Nadia Mohammed — 2011
• A Model Ranking Based Selective Ensemble Approach for Time Series ForecastingRatnadip Adhikari, Ghanshyam Verma, Ina Khandelwal — 2015
• Forecasting House Prices in Norway: A Univariate Time Series ApproachLars Fiva Skarbøvik — 2013
• Knowledge discovery within the Dutch long-term care sectorRobert Vroon — 2012
• Investigation of phytoplankton dynamics using time-series analysis of biophysical parameters in Gippsland Lakes, South-eastern AustraliaKhanna, Neha — 2007
• Regression models based on cumulative data for forecasting of new productSang-Gue Park, Junghyun Oh — 2009

Related papers

• "Kinsei"(Edo Period) and "Kindai"(Meiji Period) in Ryokuu( "The Pre-Modern Period" and "The Modern Period")Kazuo Tsukagosni — 1984
• My Recollections of the War-time & Postwar Period(2)(My Recollections of the War-time & Postwar Period, The Starting of the Post-World War II Period in Literary Study)Shigeo Moriyama — 1978
• The Data Mining Technique of Time-series Trending Structure SeriesXiangjun Gao, Qiliang Du, Lianfang Tian — 2006
• Forecasting demand in international markets: The case of correlated time seriesChezy Ofir, Adi Raveh — 1987
• Comparative analysis of the outcomes of differing time series forecasting strategiesShamsul Masum, Ying Liu, John Chiverton — 2017
• OVERVIEW OF DATA-DRIVEN TIME SERIES FORECASTING METHODSWei Zhang, Feng Zhang — 2010