Turning point identification and Bayesian forecasting of a volatile time series

A New Approach to Linear Filtering and Prediction Problems

R. E. Kalman · Journal of Basic Engineering · 1960 · 31K citations

Natural Sciences, Mathematics, Dynamical Systems +16

Time Series Analysis: Forecasting and Control

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

Computing, Data Science, Forecasting +11

Smoothing, Forecasting and Prediction of Discrete Time Series.

Emanuel Parzen, Robert G. Brown · Journal of the American Statistical Association · 1964 · 987 citations · Full text

Business, Data Science, Mathematics +12

Bayesian Forecasting

P. J. Harrison, C. F. Stevens · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1976 · 650 citations

Computing, Mathematics, Forecasting +11

A Bayesian Approach to Short-term Forecasting

P. J. Harrison, C. F. Stevens · Journal of the Operational Research Society · 1971 · 213 citations

Computing, Meteorology, Bayesian Data Analysis +10