Concepedia

Recursive Forecasting

Recursive Forecasting is a time series prediction methodology within forecasting theory that, as a recursive process, iteratively updates its input using prior forecasts rather than actual observations to generate subsequent predictions over multiple horizons.

71

Publications

5.1K

Citations

149

Authors

98

Institutions

Publications per year

2017–2026

17

Variants

Iterative Forecasting

Parents

Publications

71

R-MAT: A Recursive Model for Graph Mining

Deepayan Chakrabarti, Yiping Zhan, Christos Faloutsos · 2004 · 1.3K citations · Full text

, , +15

Recursive neural network model for analysis and forecast of PM10 and PM2.5

Fabio Biancofiore, Marcella Busilacchio, Marco Verdecchia et al. · Atmospheric Pollution Research · 2017 · 308 citations

, , +12

A comparison between neural-network forecasting techniques-case study: river flow forecasting

Amir F. Atiya, S. M. Elshoura, Samir I. Shaheen et al. · IEEE Transactions on Neural Networks · 1999 · 293 citations

, , +16

A simple recursive forecasting model

William A. Branch, George W. Evans · Economics Letters · 2006 · 291 citations

, , +12

A Recursive Modelling Approach to Predicting UK Stock Returns

M. Hashem Pesaran, Allan Timmermann · The Economic Journal · 2000 · 259 citations

, , +17

1–5 of 71

Authors

149

  1. PC
    Peter C. Young

    Lancaster University, United Kingdom

    5 publications · 270 citations

    5

    h-index

  2. CN
    C.N. Ng

    Lancaster University, United Kingdom

    4 publications · 243 citations

    4

    h-index

  3. AT
    Allan Timmermann

    University of California San Diego, United States

    4 publications · 420 citations

    4

    h-index

  4. SB
    Souhaib Ben Taieb

    Monash University, Australia

    3 publications · 111 citations

    3

    h-index

  5. MG
    Massimo Guidolin

    Bocconi University, Italy

    3 publications · 161 citations

    3

    h-index

1–5 of 149

Institutions

98

  1. Lancaster University

    Lancaster, United Kingdom

    5 h-index

    10 publications

    525 citations

  2. University of California San Diego

    San Diego, United States

    4 h-index

    5 publications

    430 citations

  3. Monash University

    Melbourne, Australia

    3 h-index

    3 publications

    191 citations

  4. Federal Reserve Bank of St. Louis

    St Louis, United States

    3 h-index

    5 publications

    543 citations

  5. Université Libre de Bruxelles

    Brussels, Belgium

    3 h-index

    4 publications

    131 citations

  6. University of Pennsylvania

    Philadelphia, United States

    2 h-index

    4 publications

    406 citations

  7. Australian National University

    Canberra, Australia

    2 h-index

    4 publications

    102 citations

  8. University of Newcastle Australia

    Newcastle, Australia

    2 h-index

    4 publications

    78 citations

1–8 of 98

Venues

  1. Journal of Forecasting

    5 publications · 327 citations

    5

    h-index

  2. SSRN Electronic Journal

    Repository · 3 publications · 64 citations

    3

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 3 publications · 102 citations

    3

    h-index

  4. IEEE Signal Processing Letters

    2 publications · 86 citations

    2

    h-index

  5. Journal of Applied Econometrics

    2 publications · 203 citations

    2

    h-index

1–5