Univariate Forecasting

Univariate Forecasting is a time series forecasting approach that specifically models and predicts a single time-dependent variable by leveraging only its own past observations, distinguishing it from multivariate methods that incorporate additional exogenous variables.

368

Publications

35.4K

Citations

782

Authors

435

Institutions

Publications per year

2017–2026

119

Authors

782

  1. FX
    Francis X. Diebold

    University of Pennsylvania, United States

    5 publications · 172 citations

    5

    h-index

  2. RJ
    Rob J. Hyndman

    Monash University, Australia

    5 publications · 10K citations

    5

    h-index

  3. PC
    Peter Christoffersen

    University of Toronto, Canada

    5 publications · 172 citations

    5

    h-index

  4. GN
    George Nasr

    Lebanese American University, Lebanon

    4 publications · 408 citations

    4

    h-index

  5. ZH
    Zuliu Hu

    International Monetary Fund, United States

    4 publications · 158 citations

    4

    h-index

1–5 of 782

Venues

  1. Journal of Forecasting

    23 publications · 1.3K citations

    18

    h-index

  2. SSRN Electronic Journal

    Repository · 23 publications · 1K citations

    17

    h-index

  3. International Journal of Forecasting

    12 publications · 7K citations

    12

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 7 publications · 341 citations

    7

    h-index

  5. Applied Economics

    7 publications · 255 citations

    7

    h-index

1–5