Time series forecasting using a hybrid ARIMA and neural network model

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

Robert F. Engle · Econometrica · 1982 · 20.6K citations

Computing, Economics, Econometrics +15

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

Neural network ensembles

Lars Kai Hansen, Peter Salamon · IEEE Transactions on Pattern Analysis and Machine Intelligence · 1990 · 4.3K citations · Full text

Computing, Computer Science, Artificial Intelligence +14

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

Empirical exchange rate models of the seventies

Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations

Social Sciences, Economics, Finance +12