Forecasting structural time series models and the kalman filter

The accuracy of extrapolation (time series) methods: Results of a forecasting competition

Spyros Makridakis, A. Andersen, Robert F. Carbone et al. · Journal of Forecasting · 1982 · 1.5K citations

Business, Economics, Econometrics +11

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

An evaluation of bayesian forecasting

Robert Fildes · Journal of Forecasting · 1983 · 50 citations

Computing, Decision Sciences, Bayesian Data Analysis +16