Forecasting U.S. Tourist arrivals using optimal Singular Spectrum Analysis

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

Business, Finance, Econometrics +11

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

Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.6K citations

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Forecasting with artificial neural networks:

Guoqiang Zhang, B. Eddy Patuwo, Michael Y. Hu · International Journal of Forecasting · 1998 · 4.2K citations

Computing, Computer Science, Artificial Intelligence +11

Automatic Time Series Forecasting: The<b>forecast</b>Package for<i>R</i>

Rob J. Hyndman, Yeasmin Khandakar · Journal of Statistical Software · 2008 · 3.4K citations · Full text

Computing, Computer Science, Forecasting +15