Concepedia

Nonlinear Multivariate Forecasting

Nonlinear Multivariate Forecasting is a multivariate forecasting methodology that models complex interdependencies among multiple time series through nonlinear functional relationships, distinguishing it from linear multivariate forecasting approaches by its capacity to capture non-additive, higher-order interactions and dynamic dependencies.

32

Publications

3.2K

Citations

89

Authors

55

Institutions

Publications per year

2017–2026

11

Parents

Publications

32

Modelling Nonlinear Economic Relationships

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

, , +17

Interdisciplinary Application of Nonlinear Time Series Methods

1998 · 350 citations

, , +13

Modelling nonlinear economic relationships

Lars‐Erik Öller · International Journal of Forecasting · 1994 · 302 citations

, , +17

Interdisciplinary application of nonlinear time series methods

Physics Reports · 1999 · 279 citations · Full text

, , +13

Multivariate nonlinear prediction of river flows

Amilcare Porporato, Luca Ridolfi · Journal of Hydrology · 2001 · 100 citations

, , +14

1–5 of 32

Authors

89

  1. HZ
    Hossein Zamanı

    University of Hormozgan, Iran

    2 publications · 46 citations

    2

    h-index

  2. MS
    Marzieh Shekari

    University of Hormozgan, Iran

    2 publications · 46 citations

    2

    h-index

  3. LR
    Luca Ridolfi

    Politecnico di Torino, Italy

    2 publications · 164 citations

    2

    h-index

  4. AP
    Amilcare Porporato

    Duke University, United States

    2 publications · 164 citations

    2

    h-index

  5. ZA
    Zahra Azhdari

    University of Hormozgan, Iran

    2 publications · 46 citations

    2

    h-index

1–5 of 89

Institutions

55

  1. University of Hormozgan

    Bandar Abbas, Iran

    2 h-index

    8 publications

    184 citations

  2. Politecnico di Torino

    Turin, Italy

    2 h-index

    6 publications

    456 citations

  3. California Department of Transportation

    Sacramento, United States

    1 h-index

    3 publications

    144 citations

  4. Hasselt University

    Hasselt, Belgium

    1 h-index

    3 publications

    117 citations

  5. Potsdam Institute for Climate Impact Research

    Potsdam, Germany

    1 h-index

    3 publications

    123 citations

  6. Kırıkkale University

    Kırıkkale, Türkiye

    1 h-index

    2 publications

    100 citations

  7. University of Missouri

    Columbia, United States

    1 h-index

    3 publications

    75 citations

  8. King's College London

    London, United Kingdom

    1 h-index

    2 publications

    76 citations

1–8 of 55

Venues

  1. Water Resources Research

    2 publications · 122 citations

    2

    h-index

  2. Journal of Hydrology

    2 publications · 140 citations

    2

    h-index

  3. Applied Soft Computing

    2 publications · 89 citations

    2

    h-index

  4. Neurocomputing

    1 publications · 37 citations

    1

    h-index

  5. Journal of Engineering Research

    JER · 1 publications · 50 citations

    1

    h-index

1–5