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Artificial neural networks in time series forecasting: a comparative analysis
5 references·0 citing·22 second hop
Artificial neural networks in time series forecasting: a comparative analysis (2002)Artificial neural networks in time series…Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Pr…Model selection and forecasting for long-range dependent processes (1996)Model selection and forecasti…Forecasting from non‐linear models in practice (1994)Forecasting from non‐linear m…Forecasting and Time Series: An Applied Approach (1994)Forecasting and Time Series: …Smoothing, Forecasting and Prediction of Discrete Time Series. (1964)Smoothing, Forecasting and Pr…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Forecasting models and prediction intervals for the multiplicative Holt–Winters method (2001)Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression (2016)An analytical process of spatial autocorrelation functions based on Moran’s index (2021)Forecasting Transformed Series (1976)Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System (1984)DIRECT AUTOREGRESSIVE PREDICTORS FOR MULTISTEP PREDICTION: ORDER SELECTION AND PERFORMANCE RELATIVE TO THE PLUG IN PREDICTORS (1997)Bagging binary and quantile predictors for time series (2005)Direct Versus Iterated Multiperiod Volatility Forecasts (2019)Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Forecasting with k‐factor Gegenbauer Processes: Theory and Applications (2001)A nonlinear long memory model, with an application to US unemployment (2002)Long memory time series and short term forecasts (2003)Low frequency filtering and real business cycles (1993)An overview of methods for determining OWA weights (2005)Exponential smoothing: The state of the art—Part II (2006)Wavelet analysis of long-range-dependent traffic (1998)Statistical properties of the volatility of price fluctuations (1999)The Distribution of Realized Exchange Rate Volatility (2001)
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References

  • 1996Statistics for Long-Memory Processes.2,686 cited
  • 1964Smoothing, Forecasting and Prediction of Discrete Time Series.968 cited
  • 1994Forecasting and Time Series: An Applied Approach322 cited
  • 1996Model selection and forecasting for long-range dependent processes103 cited
  • 1994Forecasting from non‐linear models in practice95 cited

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