Keyword

ARIMA model

Description: A statistical time-series model combining autoregression, differencing, and moving averages to analyze data and forecast future values.

Primary topic: Forecasting Techniques and Applications (30%)

Wikidata ID: wiki/Q2566298

OpenAlex ID: keywords/arima-model

Time Series: Theory and Methods

1992 · Eric R. Ziegel, P. Brockwell, et al. · Technometrics · 5,012

Automatic Time Series Forecasting: The forecast Package for R

2008 · Rob J. Hyndman, Yeasmin Khandakar · Journal of Statistical Software · 3,533

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 · G. E. P. Box, David A. Pierce · Journal of the American Statistical Association · 3,240

Time Series Analysis and Its Applications

2017 · Robert H. Shumway, David S. Stoffer · Springer texts in statistics · 2,097

Time Series Analysis and Its Applications

2010 · Robert H. Shumway, David S. Stoffer · Springer texts in statistics · 2,012

The Analysis of Time Series

1990 · Chris Chatfield, Haipeng Xing · Chapman & Hall/CRC eBooks · 1,807

Genstat 5 Reference Manual

1987 · R. W. Payne · Rothamsted Repository (Rothamsted Repository) · 1,725

On the rationale of maximum-entropy methods

1982 · E.T. Jaynes · Proceedings of the IEEE · 1,652

ARIMA models to predict next-day electricity prices

2003 · J. Contreras, R. Espinola, et al. · IEEE Transactions on Power Systems · 1,555

Introduction to time series analysis and forecasting

2008 · Choice Reviews Online · 1,405

Tests For Unit Roots: A Monte Carlo Investigation

1988 · G. William Schwert · National Bureau of Economic Research · 1,244

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Time Series Modelling of Water Resources and Environmental Systems

1994 · Developments in water science · 1,182

Stock Price Prediction Using the ARIMA Model

2014 · Adebiyi A. Ariyo, Adewumi O. Adewumi, et al. · UKSim-AMSS International Conference on Computer Modelling and Simulation (UKSim) · 1,153

Time Series Analysis and Its Applications

2000 · Robert H. Shumway, David S. Stoffer · Springer texts in statistics · 1,038

Applied Time Series Analysis for the Social Sciences.

1981 · Richard A. Berk, Richard McCleary, et al. · Contemporary Sociology A Journal of Reviews · 1,034

Day-Ahead Electricity Price Forecasting Using the Wavelet Transform and ARIMA Models

2005 · A.J. Conejo, M.A. Plazas, et al. · IEEE Transactions on Power Systems · 987

Automatic time series forecasting: the forecast package for R

2017 · Hyndman, Rob J., Khandakar, Yeasmin · RePEc: Research Papers in Economics · 978

ARIMA Models to Predict Next-Day Electricity Prices

2002 · Javier Contreras, Rosario Espinola, et al. · IEEE Power Engineering Review · 928

Efficient Tests of Nonstationary Hypotheses

1994 · P. M. Robinson · Journal of the American Statistical Association · 863

Combining kohonen maps with arima time series models to forecast traffic flow

1996 · Mascha Van Der Voort, Mark Dougherty, et al. · Transportation Research Part C Emerging Technologies · 845

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Comparison of the ARMA, ARIMA, and the autoregressive artificial neural network models in forecasting the monthly inflow of Dez dam reservoir

2012 · Mohammad Valipour, Mohammad Ebrahim Banihabib, et al. · Journal of Hydrology · 832

A novel hybridization of artificial neural networks and ARIMA models for time series forecasting

2010 · Mehdi Khashei, Mehdi Bijari · Applied Soft Computing · 823

Forecasting with Exponential Smoothing : The State Space Approach

2008 · Hyndman, Rob J, Koehler, Anne B, et al. · 818

Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions

2021 · Andrea L. Schaffer, Timothy A. Dobbins, et al. · BMC Medical Research Methodology · 799

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Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market

1988 · Robert Engle, Takatoshi Ito, et al. · National Bureau of Economic Research · 786

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Works count: 16,300

Citation count: 165,000