Citation Impact
Citing Papers
Detecting Causality in Complex Ecosystems
2012 StandoutScience
Global Patterns of Groundwater Table Depth
2013 StandoutScience
The Future of Time Series
1993
Combined Neural Networks for Time Series Analysis
1993
Dropout: a simple way to prevent neural networks from overfitting
2014 StandoutNobel
Testing linearity in univariate, time series models
1988
An introduction to stochastic unit-root processes
1997 StandoutNobel
A Neural Net Model for Prediction
1994
Get Over It! A Multilevel Threshold Autoregressive Model for State-Dependent Affect Regulation
2014
A critique of the cross-lagged panel model.
2015 Standout
Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series
1990 Nature
Measuring phase synchrony in brain signals
1999 Standout
Deep learning in neural networks: An overview
2014 Standout
Distinguishing error from chaos in ecological time series
1990
The Development and Construction of General Nonlinear Models in Time Series Analysis
1985
Some recent developments in non-linear time series modelling, testing, and forecasting
1992
Threshold effects in non-dynamic panels: Estimation, testing, and inference
1999 Standout
GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics
2001 StandoutNobel
Threshold arch models and asymmetries in volatility
1993
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
1996 StandoutNobel
87Sr/86Sr, δ13C and δ18O evolution of Phanerozoic seawater
1999 Standout
Model-free forecasting for nonlinear time series (with application to exchange rates)
1995
Recurrence plots for the analysis of complex systems
2007 Standout
Testing and Modeling Multivariate Threshold Models
1998
Prognosis of machine health condition using neuro-fuzzy systems
2003
Testing for Nonlinear Dependence in Daily Foreign Exchange Rates
1989
Object tracking
2006 Standout
Kernel-based object tracking
2003 Standout
A review on applications of ANN and SVM for building electrical energy consumption forecasting
2014 Standout
Sample Splitting and Threshold Estimation
2000 Standout
A review on machinery diagnostics and prognostics implementing condition-based maintenance
2005 Standout
Forecasting with artificial neural networks:
1998 Standout
Modeling and Forecasting Realized Volatility
2003 Standout
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
1987 Standout
STATE‐DEPENDENT MODELS: A GENERAL APPROACH TO NON‐LINEAR TIME SERIES ANALYSIS
1980
Some advances in non‐linear and adaptive modelling in time‐series
1994
DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS
1983
Model Checking via Parametric Bootstraps in Time Series Analysis
1992
Econometric forecasting: A brief survey of current and future techniques
1987 StandoutNobel
Support vector machines experts for time series forecasting
2003
Chaos and Nonlinear Dynamics: Application to Financial Markets
1991
Analysis of univariate time series with connectionist nets: A case study of two classical examples
1991
Matching As An Econometric Evaluation Estimator
1998 Standout
Fractured-karst spring-flow protections: a case study in Jinan, China
2006
Measuring and Testing the Impact of News on Volatility
1993 StandoutNobel
Variational Mode Decomposition
2014 Standout
Simplifying Neural Networks by Soft Weight-Sharing
1992 StandoutNobel
Optimal error and GMDH predictors
1987
On the Theory of Bilinear Time Series Models
1981
Testing and Modeling Threshold Autoregressive Processes
1989
Testing for neglected nonlinearity in time series models
1993 StandoutNobel
Regime-switching modelling of the fluctuations of offshore wind generation
2008
Asymptotic Behavior of the Gibbs Sampler
1993
Generalized autoregressive conditional heteroskedasticity
1986 Standout
Qualitative threshold ARCH models
1992
Nonlinear system analysis of a 87Sr/86Sr time series for Phanerozoic seawater
1999
The Problem of Pattern and Scale in Ecology: The Robert H. MacArthur Award Lecture
1992 Standout
Asymmetries in the Cyclical Behaviour of UK Labour Markets
1994 StandoutNobel
Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model
1993
Synchronization in complex networks
2008 Standout
A review on time series forecasting techniques for building energy consumption
2017 Standout
Variational Learning for Switching State-Space Models
2000 StandoutNobel
Back propagation in time‐series forecasting
1995
Anomaly detection
2009 Standout
Chaos and Nonlinear Dynamics: Application to Financial Markets
1991
Nonlinear Dynamics and Stock Returns
1989
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
1996 StandoutNobel
Impulse response analysis in nonlinear multivariate models
1996 Standout
NONLINEAR GATED EXPERTS FOR TIME SERIES: DISCOVERING REGIMES AND AVOIDING OVERFITTING
1995
Markov Chains for Exploring Posterior Distributions
1994 Standout
Modelling Nonlinear Relationships between Extended-Memory Variables
1995 StandoutNobel
Optimization methods applied to renewable and sustainable energy: A review
2011 Standout
Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model
1990 Standout
The Distribution of Realized Exchange Rate Volatility
2001 Standout
Detecting Novel Associations in Large Data Sets
2011 StandoutScience
DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES
1986 StandoutNobel
Parameter uncertainty and impulse response analysis
1996
Some generalizations on the algebra of I(1) processes
1993 StandoutNobel
The distribution of realized stock return volatility
2001 Standout
Nonparametric Identification of Nonlinear Time Series: Projections
1994
Characterizing nonlinearities in business cycles using smooth transition autoregressive models
1992
ACRONYMS IN TIME SERIES ANALYSIS (ATSA)
1982 StandoutNobel
Testing for nonlinearity in time series: the method of surrogate data
1992 Standout
Common Dynamic Structure of Canada Lynx Populations Within Three Climatic Regions
1999 Science
Testing linearity against smooth transition autoregressive models
1988
Annealed Competition of Experts for a Segmentation and Classification of Switching Dynamics
1996
ARCH modeling in finance
1992 Standout
Estimation and Inference of Impulse Responses by Local Projections
2005 Standout
Chaos and Deterministic Versus Stochastic Non-Linear Modelling
1992
Non-Gaussian State—Space Modeling of Nonstationary Time Series
1987
Modelling the persistence of conditional variances
1986 StandoutNobel
Works of H. Tong being referenced
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
1986
Threshold Autoregression, Limit Cycles and Cyclical Data
1980
On Consistent Nonparametric Order Determination and Chaos
1992
A multiple-threshold AR(1) model
1985
Phase- and density-dependent population dynamics in Norwegian lemmings: interaction between deterministic and stochastic processes
1998
On tests for non‐linearity in time series analysis
1986
A NOTE ON USING THRESHOLD AUTOREGRESSIVE MODELS FOR MULTI‐STEP‐AHEAD PREDICTION OF CYCLICAL DATA
1982
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
1985