Comparative Study on Key Time Series Models for Exploring the Agricultural Price Volatility in Potato Prices

The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Norden E. Huang, Steven Long, Man‐Li C. Wu et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 1998 · 23.3K citations · Full text

Computing, Computational Engineering, Biomedical Signal Processing +16

Generalized autoregressive conditional heteroskedasticity

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

Business, Finance, Econometrics +11

ENSEMBLE EMPIRICAL MODE DECOMPOSITION: A NOISE-ASSISTED DATA ANALYSIS METHOD

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Time series forecasting using a hybrid ARIMA and neural network model

G.Peter Zhang · Neurocomputing · 2003 · 4.3K citations

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Time Series Analysis Forecasting and Control.

I. M. Chakravarti, George E. P. Box, Gwilym M. Jenkins · Journal of the American Statistical Association · 1973 · 994 citations

Computing, Data Science, Forecasting +11