Beyond one-step-ahead forecasting: Evaluation of alternative multi-step-ahead forecasting models for crude oil prices

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Forecasting Methodology, Predictive Analytics, Process Control +4

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Time Series Analysis Forecasting and Control.

D. J. Bartholomew, G. E. P. Box, G. M. Jenkins · Operational Research Quarterly (1970-1977) · 1971 · 6.9K citations

Forecasting Methodology, Engineering, Predictive Analytics +6

Time Series Analysis: Forecasting and Control.

O. D. Anderson, George E. P. Box, Gwilym M. Jenkins · Journal of the Royal Statistical Society Series D (The Statistician) · 1978 · 5.4K citations

Another look at measures of forecast accuracy

Rob J. Hyndman, Anne B. Koehler · International Journal of Forecasting · 2006 · 5K citations

Forecasting Methodology, Probabilistic Forecasting, Engineering +8