Concepedia

Time Series Modeling

Time Series Modeling is a statistical modeling technique that characterizes and analyzes sequentially ordered, time-dependent observations to capture temporal dependencies and forecast future values based on past and present data.

19.4K

Publications

1.6M

Citations

38.8K

Authors

6.9K

Institutions

Publications per year

2017–2026

7.5K

Parents

Children

Publications

19.4K

A new look at the statistical model identification

Hirotugu Akaike · IEEE Transactions on Automatic Control · 1974 · 50.7K citations · Full text

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Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 23K citations · Full text

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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

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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

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1–5 of 19.4K

Authors

38.8K

  1. AH
    Andrew Harvey

    University of Cambridge, United Kingdom

    62 publications · 12.7K citations

    40

    h-index

  2. RS
    Ruey S. Tsay

    University of Chicago, United States

    50 publications · 6.7K citations

    35

    h-index

  3. SJ
    Siem Jan Koopman

    Vrije Universiteit Amsterdam, Netherlands

    57 publications · 6.6K citations

    35

    h-index

  4. EE
    Erol Eğrioğlu

    Giresun University, Türkiye

    55 publications · 3K citations

    32

    h-index

  5. CW
    Clive W. J. Granger

    University of California San Diego, United States

    44 publications · 13.3K citations

    31

    h-index

1–5 of 38.8K

Institutions

6.9K

  1. University of California San Diego

    San Diego, United States

    57 h-index

    153 publications

    46.7K citations

  2. University of Chicago

    Chicago, United States

    55 h-index

    138 publications

    18.2K citations

  3. Monash University

    Melbourne, Australia

    54 h-index

    238 publications

    34.6K citations

  4. Chinese Academy of Sciences

    Beijing, China

    53 h-index

    399 publications

    26.5K citations

  5. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    51 h-index

    172 publications

    14K citations

  6. University of Wisconsin–Madison

    Madison, United States

    48 h-index

    134 publications

    30.7K citations

  7. Tsinghua University

    Beijing, China

    48 h-index

    274 publications

    29K citations

  8. Centre National de la Recherche Scientifique

    Paris, France

    47 h-index

    261 publications

    17.9K citations

1–8 of 6.9K

Venues

  1. Journal of the American Statistical Association

    393 publications · 98.8K citations

    116

    h-index

  2. Expert Systems with Applications

    256 publications · 24.3K citations

    83

    h-index

  3. International Journal of Forecasting

    273 publications · 31.7K citations

    81

    h-index

  4. Journal of Time Series Analysis

    334 publications · 31.6K citations

    73

    h-index

  5. Neurocomputing

    180 publications · 22.2K citations

    72

    h-index

1–5