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.

This review paper explores the evolution of time series forecasting techniques, analyzing the progression from classical methods to modern approaches.

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

In this paper, we survey the most recent advances in supervised machine learning (ML) and high- dimensional models for time-series forecasting. We consider both ...

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

Jan 6, 2006 · Abstract: We review the past 25 years of research into time series forecasting. In this silver jubilee issue, we naturally highlight results ...

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.

A complete list of the titles in this series appears at the end of this volume. Page 5. INTRODUCTION TO. TIME SERIES ANALYSIS. AND FORECASTING. Second Edition.

A time series model uses a lag value of the target variable and uses it as a predictor variable, whereas traditional models use other variables as predictors.

Abstract: We review the past 25 years of time series research that has been published in journals managed by the International Institute of Forecasters ...