Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Combined forecasts from linear and nonlinear time series models

12 references·16 citing·33 second hop

FromToDepth

this work references cited by second hop

References

1982Trends and random walks in macroeconmic time series4,670 cited
1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
1969The Combination of Forecasts3,194 cited
1988Trends and random walks in macroeconomic time series2,433 cited
1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
1984Improved methods of combining forecasts1,152 cited
2000Nonlinear Time Series Models in Empirical Finance1,111 cited
1994Modelling nonlinear economic relationships296 cited
1980Threshold autoregression, limit cycles and cyclical data- with discussion247 cited
2003Time-Varying Smooth Transition Autoregressive Models224 cited
1992Some recent developments in non-linear time series modelling, testing, and forecasting206 cited
1991On Bayesian routes to unit roots169 cited

Cited by

2020Deep learning with long short-term memory networks and random forests for demand forecasting in multi-channel retail206 cited
2009IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS*194 cited
2018Oil price forecasting using a hybrid model

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

176 cited

2013Time-varying combinations of predictive densities using nonlinear filtering152 cited

2011A novel text mining approach to financial time series forecasting134 cited

2019Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices125 cited

2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance123 cited

2011A new class of hybrid models for time series forecasting123 cited

2018Dynamic Bayesian predictive synthesis in time series forecasting114 cited

2008Adaptive combination of forecasts with application to wind energy111 cited

2004The power of tests of predictive ability in the presence of structural breaks108 cited

2012Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage95 cited

2018Soft computing hybrids for FOREX rate prediction: A comprehensive review93 cited

2020Unemployment Rate Forecasting: A Hybrid Approach69 cited

2012Performance evaluation of weights selection schemes for linear combination of multiple forecasts64 cited

2012Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering62 cited