Time Series and Forecasting: Brief History and Future Research
By Ruey S. Tsay. 2000
71 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/9c8f7b360f02dbd764c6b9bc2f2a2babf1982d78
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- J. De Gooijer
- Rob J Hyndman
- Alexei Botchkarev
- Konstantinos Nikolopoulos
- Rafal Weron
- Christoph Bergmeir
- Han Lin Shang
- Nikolaos Kourentzes
In Finance
In Management Science and Operations Research
- J. De Gooijer
- Rob J Hyndman
- Fotios Petropoulos
- Alexei Botchkarev
- George Athanasopoulos
- Konstantinos Nikolopoulos
- Han Lin Shang
- Christoph Bergmeir
Citations in the corpus
- Data-driven prognostic method based on Bayesian approaches for direct remaining useful life prediction (2014, unknown): “Different regression models have been proposed in the literature to deal with data-driven RUL prediction problem such as the auto regressive model and the multivariate adaptive regression splines (Box and Jenkins 1976; Lewis 1992; Tsay 2000; Wu et al. 2007; Yan et al. 2004; Lee et al. 2006).”
- Forecasting of demand using ARIMA model (2018, background): “Forecasting is the operation of making assumption about the future values of studied variables.(18) In manufacturing, forecasting demands is among the most crucial issues in inventory management(19); it can be used in various operational planning activities during the production process: capacity pl”
- 25 years of time series forecasting (2006, methodology): “Outside the IJF, good reviews on the past and future of time series methods are given by Dekimpe & Hanssens (2000) in marketing, and by Tsay (2000) in statistics.”