A fusion model of HMM, ANN and GA for stock market forecasting

A tutorial on hidden Markov models and selected applications in speech recognition

L. R. Rabiner · Proceedings of the IEEE · 1989 · 22.6K citations

Engineering, Machine Learning, Hidden States +19

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

Robert F. Engle · Econometrica · 1982 · 20.3K citations

Forecasting Methodology, Volatility Modeling, Engineering +17

Time Series Analysis: Forecasting and Control

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

Forecasting Methodology, Predictive Analytics, Process Control +4

Forecasting with artificial neural networks:

Guoqiang Zhang, B. Eddy Patuwo, Michael Y. Hu · International Journal of Forecasting · 1998 · 4.1K citations

Forecasting Methodology, Engineering, Artificial Neural Networks +5

Threshold Autoregression, Limit Cycles and Cyclical Data

H. Tong, K. S. Lim · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1980 · 1.3K citations

Limit Cycle, Vibrations, Engineering +11