Forecasting Publications

Publications in Forecasting

Explore the most influential research papers and scholarly works that have shaped Forecasting. Use the concept filter below to focus on a specific sub-area of research.

Forecasting

94K

Publications

5.9M

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
A new look at the statistical model identification Hirotugu Akaike IEEE Transactions on Automatic Control Parameter EstimationEngineeringParameter IdentificationData ScienceFinancial Time Series Analysis	1974	49.6K
Co-Integration and Error Correction: Representation, Estimation, and Testing Robert F. Engle, C. W. J. Granger Econometrica Error AnalysisEngineeringFinanceMeasurementUncertainty Quantification	1987	31.6K
River flow forecasting through conceptual models part I — A discussion of principles J.E. Nash, J. V. Sutcliffe Journal of Hydrology Hydrological PredictionRiver Basin ManagementEngineeringWater ResourcesConceptual Models Part	1970	23.6K
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation Robert F. Engle Econometrica Forecasting MethodologyVolatility ModelingEngineeringMacroeconomic ForecastingEconomic Fluctuation	1982	20.3K
Time Series Analysis: Forecasting and Control Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins Journal of Marketing Research Forecasting MethodologyPredictive AnalyticsProcess ControlBusinessForecasting	1977	19.3K
Time Series Analysis. Jörg Breitung, James D. Hamilton Contemporary Sociology A Journal of Reviews EngineeringData ScienceFinancial Time Series AnalysisBusinessEconometrics	1995	11.2K
Cross-Validatory Choice and Assessment of Statistical Predictions M. Stone Journal of the Royal Statistical Society Series B (Statistical Methodology) Cross-validation CriterionEngineeringBehavioral Decision MakingGeneralizability TheoryPsychometrics	1974	10.2K
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle The Journal of Finance Empirical FinanceVolatility ModelingMonthly Conditional VolatilityEngineeringConditional Volatility	1993	8.6K
A Unified Approach to Interpreting Model Predictions Scott Lundberg, Su‐In Lee arXiv (Cornell University) Artificial IntelligenceEngineeringMachine LearningMachine Learning ToolData Science	2017	7.6K
A New Vertical Diffusion Package with an Explicit Treatment of Entrainment Processes Song-You Hong, Yign Noh, Jimy Dudhia Monthly Weather Review EngineeringWeather ForecastingClimate ModelingBoundary LayerEarth Science	2006	7.2K
The ERA‐40 re‐analysis S. Uppala, P. Kållberg, A. J. Simmons, Quarterly Journal of the Royal Meteorological Society EngineeringAtmospheric SoundingWeather ForecastingClimate ModelingEarth System Science	2005	7.1K
Time Series Analysis Forecasting and Control. D. J. Bartholomew, G. E. P. Box, G. M. Jenkins Operational Research Quarterly (1970-1977) Forecasting MethodologyEngineeringPredictive AnalyticsBusinessEconometrics	1971	6.9K

Page 1