The Journal of Time Series Analysis is the leading mathematical statistics journal focused on the important field of time series analysis.

This paper provides a selective guide to the literature on time series forecasting, covering the period 1982–2005 and summarizing over 940 papers.

Jan 9, 2024 · Time-series forecasting is a practical goal in many areas of science and engineering. Common approaches for forecasting future events often ...

The Journal of Time Series Analysis is the leading mathematical statistics journal focused on the important field of time series analysis and its ...

We describe two automatic forecasting algorithms that have been implemented in the forecast package for R. The first is based on innovations state space models.

The International Journal of Forecasting is the leading journal in its field. It is the official publication of the International Institute of Forecasters (IIF)

Feb 15, 2021 · In this article, we survey common encoder and decoder designs used in both one-step-ahead and multi-horizon time-series forecasting.

This paper is the most comprehensive review related to TSF in recent years and will provide a detailed index for researchers in this field and those who are ...

This special issue aims to bring together the latest advances, innovations, and research in the field of time series forecasting.

Apr 16, 2024 · In this paper, we study the existing econometric models for time series and machine learning models and classify them based on their characteristics.