Combining time series models for forecasting

2003/04/30 by Hui Zou, Yuhong Yang · 1 citation
Computer Science · Decision Sciences · Mathematics · #Autoregressive integrated moving average #Computer science #Data mining #Econometrics #Forecasting Techniques and Applications #Machine learning #Mathematics #Model selection #Selection (genetic algorithm) #Series (stratigraphy) #Stock Market Forecasting Methods #Time Series Analysis and Forecasting #Time series

paper · doi:10.1016/s0169-2070(03)00004-9

openalex publication_date 2003/04/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/26

Citations

• Experience with Forecasting Univariate Time Series and the Combination of Forecasts
• Regression and time series model selection in small samples
• Bagging predictors

Cited by

• Forecast Combination Under Heavy-Tailed Errors