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Intelligent techniques for forecasting multiple time series in real‐world systems
16 references·0 citing·33 second hop
Intelligent techniques for forecasting multiple time series in real‐world systems (2011)Intelligent techniques for forecasting mu…SVR with hybrid chaotic genetic algorithms for tourism demand forecasting (2010)SVR with hybrid chaotic genet…Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming (2010)Forecasting time series using…A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)A novel hybridization of arti…Predicting Global Stock Returns (2009)Predicting Global Stock Retur…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Elements of Forecasting (1997)Elements of ForecastingForecasting in cointegrated systems (1995)Forecasting in cointegrated s…Cointegration, Fractional Cointegration, and Exchange Rate Dynamics (1994)Cointegration, Fractional Coi…Forecasting methods and applications (1993)Forecasting methods and appli…A Fractional Cointegration Analysis of Purchasing Power Parity (1993)A Fractional Cointegration An…Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts (1989)Conditional Heteroscedasticit…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…A New Product Growth Model for Consumer Durables (1976)A New Product Growth Model fo…A New Product Growth for Model Consumer Durables (1969)A New Product Growth for Mode…Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)ARCH modeling in finance (1992)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Introductory Econometrics for Finance (2008)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)New Indexes of Coincident and Leading Economic Indicators (1989)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Time series forecasting using a hybrid ARIMA and neural network model (2003)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Another look at measures of forecast accuracy (2006)Automatic Time Series Forecasting: The forecast Package for R (2008)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)Electronic word-of-mouth in hospitality and tourism management (2007)What Makes Online Content Viral? (2011)
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References

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  • 2010Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming

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267 cited
  • 2010SVR with hybrid chaotic genetic algorithms for tourism demand forecasting264 cited
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