Concepedia

Nonlinear Forecasting Models

Nonlinear Forecasting Models is a class of econometric and machine learning models that belong to the broader category of forecasting methods, distinguished by their ability to capture complex, nonlinear relationships and interactions among variables in commodity price dynamics that linear models cannot adequately represent.

1.1K

Publications

72.7K

Citations

2.7K

Authors

1.2K

Institutions

Publications per year

2017–2026

401

Parents

Publications

1.1K

Predicting chaotic time series

J. Doyne Farmer, John J. Sidorowich · Physical Review Letters · 1987 · 1.9K citations

, , +17

Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series

George Sugihara, Robert M. May · Nature · 1990 · 1.9K citations

, , +13

Artificial Neural Network Modeling of the Rainfall‐Runoff Process

Kuolin Hsu, Hoshin V. Gupta, Soroosh Sorooshian · Water Resources Research · 1995 · 1.5K citations

, , +15

Forecasting: Methods and Applications.

Dean W. Wichern, Spyros Makridakis, Steven C. Wheelwright · Journal of the American Statistical Association · 1979 · 1.2K citations

, , +10

Modelling Nonlinear Economic Relationships

Dennis W. Jansen, Clive W. J. Granger, Timo Teräsvirta · Southern Economic Journal · 1995 · 1.2K citations

, , +17

1–5 of 1.1K

Authors

2.7K

  1. TT
    Timo Teräsvirta

    Stockholm School of Economics, Sweden

    14 publications · 2.9K citations

    11

    h-index

  2. XX
    Xiaojie Xu

    North Carolina State University, United States

    11 publications · 1.5K citations

    11

    h-index

  3. SW
    Shouyang Wang

    Chinese Academy of Sciences, China

    11 publications · 820 citations

    10

    h-index

  4. RG
    Rangan Gupta

    University of Pretoria, South Africa

    10 publications · 252 citations

    10

    h-index

  5. CW
    Clive W. J. Granger

    University of California San Diego, United States

    10 publications · 2.6K citations

    10

    h-index

1–5 of 2.7K

Institutions

1.2K

  1. North Carolina State University

    Raleigh, United States

    17 h-index

    26 publications

    2.9K citations

  2. University of California San Diego

    San Diego, United States

    14 h-index

    20 publications

    6.3K citations

  3. Chinese Academy of Sciences

    Beijing, China

    13 h-index

    38 publications

    2.5K citations

  4. Texas A&M University

    College Station, United States

    12 h-index

    12 publications

    868 citations

  5. North China Electric Power University

    Beijing, China

    12 h-index

    28 publications

    864 citations

  6. University of Tehran

    Tehran, Iran

    11 h-index

    23 publications

    806 citations

  7. City University of Hong Kong

    Hong Kong, Hong Kong

    11 h-index

    17 publications

    1.3K citations

  8. University of Pretoria

    Pretoria, South Africa

    11 h-index

    17 publications

    414 citations

1–8 of 1.2K

Venues

  1. International Journal of Forecasting

    27 publications · 2.9K citations

    22

    h-index

  2. Expert Systems with Applications

    24 publications · 1.9K citations

    21

    h-index

  3. Neurocomputing

    19 publications · 1.7K citations

    19

    h-index

  4. Journal of Forecasting

    28 publications · 1.3K citations

    19

    h-index

  5. Energies

    18 publications · 808 citations

    15

    h-index

1–5