Concepedia

Time Series Forecasting

Time Series Forecasting is a predictive modeling technique within the broader class of forecasting methods that specifically involves estimating future values of a variable based on its historical data points ordered in time.

48.6K

Publications

3.1M

Citations

87.9K

Authors

10.4K

Institutions

Publications per year

2017–2026

23.4K

Variants

Decomposition Of Time SeriesTime Series Decomposition

Parents

Children

Publications

48.6K

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

, , +15

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

, , +11

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations

, , +15

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Pierre Perrón · Econometrica · 1989 · 7.7K citations

, , +16

Postwar U.S. Business Cycles: An Empirical Investigation

Robert J. Hodrick, Edward C. Prescott · Journal of money credit and banking · 1997 · 7.4K citations

, , +17

1–5 of 48.6K

Authors

87.9K

  1. XX
    Xiaojie Xu

    North Carolina State University, United States

    56 publications · 6.5K citations

    56

    h-index

  2. JW
    Jianzhou Wang

    Dongbei University of Finance and Economics, China

    112 publications · 8.8K citations

    53

    h-index

  3. SW
    Shouyang Wang

    Chinese Academy of Sciences, China

    101 publications · 8.6K citations

    49

    h-index

  4. ÖK
    Özgür Kişi

    Ilia State University, Georgia

    73 publications · 6.2K citations

    48

    h-index

  5. RJ
    Rob J. Hyndman

    Monash University, Australia

    76 publications · 22.9K citations

    47

    h-index

1–5 of 87.9K

Institutions

10.4K

  1. Chinese Academy of Sciences

    Beijing, China

    95 h-index

    1.2K publications

    79.7K citations

  2. University of California San Diego

    San Diego, United States

    93 h-index

    347 publications

    56.3K citations

  3. North China Electric Power University

    Beijing, China

    88 h-index

    1.5K publications

    94.6K citations

  4. Huazhong University of Science and Technology

    Wuhan, China

    83 h-index

    745 publications

    56.5K citations

  5. Monash University

    Melbourne, Australia

    83 h-index

    409 publications

    58.1K citations

  6. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    83 h-index

    475 publications

    49.8K citations

  7. National Bureau of Economic Research

    Cambridge, United States

    81 h-index

    266 publications

    64.1K citations

  8. National University of Singapore

    Singapore, Singapore

    79 h-index

    533 publications

    50.2K citations

1–8 of 10.4K

Venues

  1. Energy

    617 publications · 58.9K citations

    132

    h-index

  2. International Journal of Forecasting

    878 publications · 87K citations

    132

    h-index

  3. Expert Systems with Applications

    737 publications · 67.9K citations

    129

    h-index

  4. Applied Energy

    416 publications · 47.5K citations

    124

    h-index

  5. IEEE Transactions on Power Systems

    261 publications · 47.9K citations

    123

    h-index

1–5