Wintenberger, Olivier Stochastic online convex optimization. Application to probabilistic time series forecasting. (English) Zbl 07823218 Electron. J. Stat. 18, No. 1, 429-464 (2024). MSC: 62L99 62M10 PDFBibTeX XMLCite \textit{O. Wintenberger}, Electron. J. Stat. 18, No. 1, 429--464 (2024; Zbl 07823218) Full Text: DOI arXiv Link
Drautzburg, Thorsten A structural approach to combining external and DSGE model forecasts. (English) Zbl 07820629 Econ. Lett. 235, Article ID 111538, 6 p. (2024). MSC: 91B51 91B84 PDFBibTeX XMLCite \textit{T. Drautzburg}, Econ. Lett. 235, Article ID 111538, 6 p. (2024; Zbl 07820629) Full Text: DOI
Wang, Xiaolei; Xie, Naiming A non-linear grey Fourier model based on kernel method for seasonal traffic speed forecasting. (English) Zbl 07810063 Commun. Nonlinear Sci. Numer. Simul. 131, Article ID 107871, 19 p. (2024). MSC: 62Mxx 62Pxx 82-XX PDFBibTeX XMLCite \textit{X. Wang} and \textit{N. Xie}, Commun. Nonlinear Sci. Numer. Simul. 131, Article ID 107871, 19 p. (2024; Zbl 07810063) Full Text: DOI
Wang, Jun; Wen, Lihong; Xiao, Lu; Wang, Chaojie Time-series forecasting of mortality rates using transformer. (English) Zbl 07809285 Scand. Actuar. J. 2024, No. 2, 109-123 (2024). MSC: 91G05 91D20 68T07 PDFBibTeX XMLCite \textit{J. Wang} et al., Scand. Actuar. J. 2024, No. 2, 109--123 (2024; Zbl 07809285) Full Text: DOI
Rostami-Tabar, Bahman; Arora, Siddharth; Rendon-Sanchez, Juan F.; Goltsos, Thanos E. Probabilistic forecasting of daily COVID-19 admissions using machine learning. (English) Zbl 07809152 IMA J. Manag. Math. 35, No. 1, 21-43 (2024). MSC: 90-XX 91-XX PDFBibTeX XMLCite \textit{B. Rostami-Tabar} et al., IMA J. Manag. Math. 35, No. 1, 21--43 (2024; Zbl 07809152) Full Text: DOI OA License
You, Meiming; Wang, Guoqiang; Yang, Zhao; Yang, Xuesong Depth asynchronous time delay reservoir for nonlinear time series forecasting task. (English) Zbl 07803405 Inf. Sci. 655, Article ID 119883, 17 p. (2024). MSC: 68-XX 93-XX PDFBibTeX XMLCite \textit{M. You} et al., Inf. Sci. 655, Article ID 119883, 17 p. (2024; Zbl 07803405) Full Text: DOI
Ashraf, Shahzaib; Sohail, Muhammad; Chohan, Muhammad Shakir; Paokanta, Siriluk; Park, Choonkil Higher-order circular intuitionistic fuzzy time series forecasting methodology: application of stock change index. (English) Zbl 07794651 Demonstr. Math. 57, Article ID 20230115, 17 p. (2024). MSC: 62M86 91-XX PDFBibTeX XMLCite \textit{S. Ashraf} et al., Demonstr. Math. 57, Article ID 20230115, 17 p. (2024; Zbl 07794651) Full Text: DOI OA License
Liu, Guangcan; Zhang, Wayne Recovery of future data via convolution nuclear norm minimization. (English) Zbl 07818586 IEEE Trans. Inf. Theory 69, No. 1, 650-665 (2023). MSC: 94-XX PDFBibTeX XMLCite \textit{G. Liu} and \textit{W. Zhang}, IEEE Trans. Inf. Theory 69, No. 1, 650--665 (2023; Zbl 07818586) Full Text: DOI arXiv
Kazemi, Mohammad A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting. (English) Zbl 07814836 J. Math. Model. 11, No. 4, 783-803 (2023). MSC: 60G35 62M10 62M20 PDFBibTeX XMLCite \textit{M. Kazemi}, J. Math. Model. 11, No. 4, 783--803 (2023; Zbl 07814836) Full Text: DOI
Shamma, N.; Mohammadpour, M. Alternative procedures in dependent counting INAR process with application on COVID-19. (English) Zbl 07792993 Commun. Stat., Simulation Comput. 52, No. 11, 5381-5395 (2023). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{N. Shamma} and \textit{M. Mohammadpour}, Commun. Stat., Simulation Comput. 52, No. 11, 5381--5395 (2023; Zbl 07792993) Full Text: DOI
Liu, Jun. M. Short-term forecasting with a computationally efficient nonparametric transfer function model. (English) Zbl 07780639 Aust. N. Z. J. Stat. 65, No. 3, 187-212 (2023). MSC: 62Gxx 62Mxx 62Jxx PDFBibTeX XMLCite \textit{M. Liu Jun.}, Aust. N. Z. J. Stat. 65, No. 3, 187--212 (2023; Zbl 07780639) Full Text: DOI
Berrisch, Jonathan; Ziel, Florian CRPS learning. (English) Zbl 07767721 J. Econom. 237, No. 2, Part C, Article ID 105221, 24 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Berrisch} and \textit{F. Ziel}, J. Econom. 237, No. 2, Part C, Article ID 105221, 24 p. (2023; Zbl 07767721) Full Text: DOI arXiv
Panja, Madhurima; Chakraborty, Tanujit; Kumar, Uttam; Liu, Nan Epicasting: an ensemble wavelet neural network for forecasting epidemics. (English) Zbl 1526.92055 Neural Netw. 165, 185-212 (2023). Reviewer: Yilun Shang (Newcastle upon Tyne) MSC: 92D30 68T07 42C40 PDFBibTeX XMLCite \textit{M. Panja} et al., Neural Netw. 165, 185--212 (2023; Zbl 1526.92055) Full Text: DOI arXiv
Zhang, Jinren; Cao, Jinde; Huang, Wei; Shi, Xinli; Ji, Xianghao; Zhou, Xingye A hybrid framework for asphalt pavement rutting prediction modeling and influencing factors analysis based on multilevel wavelet decomposition and transfer entropy. (English) Zbl 1525.65013 Appl. Math. Modelling 121, 714-730 (2023). MSC: 65D12 42C40 65T60 PDFBibTeX XMLCite \textit{J. Zhang} et al., Appl. Math. Modelling 121, 714--730 (2023; Zbl 1525.65013) Full Text: DOI
Quiroga, Bernardo F.; Vásquez, Cristián; Vicuña, M. Ignacia Nonlinear time-series forecasts for decision support: short-term demand for ICU beds in Santiago, Chile, during the 2021 COVID-19 pandemic. (English) Zbl 07745332 Int. Trans. Oper. Res. 30, No. 6, 3400-3428 (2023). MSC: 90-XX PDFBibTeX XMLCite \textit{B. F. Quiroga} et al., Int. Trans. Oper. Res. 30, No. 6, 3400--3428 (2023; Zbl 07745332) Full Text: DOI
Yang, Kai; Zhao, Yiwei; Li, Han; Wang, Dehui On bivariate threshold Poisson integer-valued autoregressive processes. (English) Zbl 07743316 Metrika 86, No. 8, 931-963 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Yang} et al., Metrika 86, No. 8, 931--963 (2023; Zbl 07743316) Full Text: DOI
Shirozhan, Masoumeh; Okereke, Emmanuel W.; Bakouch, Hassan S.; Chesneau, Christophe A flexible integer-valued AR(1) process: estimation, forecasting and modeling COVID-19 data. (English) Zbl 07739813 J. Stat. Comput. Simulation 93, No. 9, 1461-1477 (2023). MSC: 62-XX 62M10 62E15 PDFBibTeX XMLCite \textit{M. Shirozhan} et al., J. Stat. Comput. Simulation 93, No. 9, 1461--1477 (2023; Zbl 07739813) Full Text: DOI
Khan, Atikur R.; Hassani, Hossein Quantile recurrent forecasting in singular spectrum analysis for stock price monitoring. (English) Zbl 07738969 Stat. Interface 16, No. 2, 189-197 (2023). MSC: 62-XX 37M10 91B84 PDFBibTeX XMLCite \textit{A. R. Khan} and \textit{H. Hassani}, Stat. Interface 16, No. 2, 189--197 (2023; Zbl 07738969) Full Text: DOI
Aghabazaz, Zeynab; Kazemi, Iraj Under-reported time-varying MINAR(1) process for modeling multivariate count series. (English) Zbl 07737959 Comput. Stat. Data Anal. 188, Article ID 107825, 17 p. (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{Z. Aghabazaz} and \textit{I. Kazemi}, Comput. Stat. Data Anal. 188, Article ID 107825, 17 p. (2023; Zbl 07737959) Full Text: DOI
Ajroldi, Niccolò; Diquigiovanni, Jacopo; Fontana, Matteo; Vantini, Simone Conformal prediction bands for two-dimensional functional time series. (English) Zbl 07737951 Comput. Stat. Data Anal. 187, Article ID 107821, 21 p. (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{N. Ajroldi} et al., Comput. Stat. Data Anal. 187, Article ID 107821, 21 p. (2023; Zbl 07737951) Full Text: DOI arXiv
García-Gonzalo, Esperanza; García Nieto, Paulino José; Gracia Rodríguez, Javier; Sánchez Lasheras, Fernando; Fidalgo Valverde, Gregorio A support vector regression model for time series forecasting of the COMEX copper spot price. (English) Zbl 07737121 Log. J. IGPL 31, No. 4, 775-784 (2023). MSC: 03-XX 68-XX PDFBibTeX XMLCite \textit{E. García-Gonzalo} et al., Log. J. IGPL 31, No. 4, 775--784 (2023; Zbl 07737121) Full Text: DOI
Avram, Anca; Matei, Oliviu; Pintea, Camelia-M.; Pop, Petrica C. Influence of context availability and soundness in predicting soil moisture using the context-aware data mining approach. (English) Zbl 07737120 Log. J. IGPL 31, No. 4, 762-774 (2023). MSC: 03-XX 68-XX PDFBibTeX XMLCite \textit{A. Avram} et al., Log. J. IGPL 31, No. 4, 762--774 (2023; Zbl 07737120) Full Text: DOI
Ding, Xiucai; Zhou, Zhou Autoregressive approximations to nonstationary time series with inference and applications. (English) Zbl 07732745 Ann. Stat. 51, No. 3, 1207-1231 (2023). MSC: 62M10 62M20 60G07 PDFBibTeX XMLCite \textit{X. Ding} and \textit{Z. Zhou}, Ann. Stat. 51, No. 3, 1207--1231 (2023; Zbl 07732745) Full Text: DOI arXiv Link
Godahewa, Rakshitha; Webb, Geoffrey I.; Schmidt, Daniel; Bergmeir, Christoph SETAR-Tree: a novel and accurate tree algorithm for global time series forecasting. (English) Zbl 07730685 Mach. Learn. 112, No. 7, 2555-2591 (2023). MSC: 68T05 PDFBibTeX XMLCite \textit{R. Godahewa} et al., Mach. Learn. 112, No. 7, 2555--2591 (2023; Zbl 07730685) Full Text: DOI arXiv
Zhang, Qihuang; Yi, Grace Y. Sensitivity analysis of error-contaminated time series data under autoregressive models with the application of COVID-19 data. (English) Zbl 07716694 J. Appl. Stat. 50, No. 7, 1611-1634 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{G. Y. Yi}, J. Appl. Stat. 50, No. 7, 1611--1634 (2023; Zbl 07716694) Full Text: DOI arXiv
Zhang, Bohan; Kang, Yanfei; Panagiotelis, Anastasios; Li, Feng Optimal reconciliation with immutable forecasts. (English) Zbl 07709195 Eur. J. Oper. Res. 308, No. 2, 650-660 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{B. Zhang} et al., Eur. J. Oper. Res. 308, No. 2, 650--660 (2023; Zbl 07709195) Full Text: DOI arXiv
Bichescu, Bogdan; Polak, George G. Time series modeling and forecasting by mathematical programming. (English) Zbl 07706519 Comput. Oper. Res. 151, Article ID 106079, 14 p. (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{B. Bichescu} and \textit{G. G. Polak}, Comput. Oper. Res. 151, Article ID 106079, 14 p. (2023; Zbl 07706519) Full Text: DOI
Wilms, Ines; Basu, Sumanta; Bien, Jacob; Matteson, David S. Sparse identification and estimation of large-scale vector autoregressive moving averages. (English) Zbl 1514.62176 J. Am. Stat. Assoc. 118, No. 541, 571-582 (2023). MSC: 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{I. Wilms} et al., J. Am. Stat. Assoc. 118, No. 541, 571--582 (2023; Zbl 1514.62176) Full Text: DOI arXiv
Panagiotelis, Anastasios; Gamakumara, Puwasala; Athanasopoulos, George; Hyndman, Rob J. Probabilistic forecast reconciliation: properties, evaluation and score optimisation. (English) Zbl 07705420 Eur. J. Oper. Res. 306, No. 2, 693-706 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{A. Panagiotelis} et al., Eur. J. Oper. Res. 306, No. 2, 693--706 (2023; Zbl 07705420) Full Text: DOI
Fjellström, Carmina Selected topics in mathematical modelling: machine learning and tugs-of-war. (English) Zbl 1515.68014 Uppsala Dissertations in Mathematics 127. Uppsala: Uppsala Univ., Department of Mathematics (Diss.) (ISBN 978-91-506-2998-9). 41 p., open access (2023). MSC: 68-02 35-02 91-02 35K65 35R11 35Q91 68T05 68T07 91A15 91B84 91G10 PDFBibTeX XMLCite \textit{C. Fjellström}, Selected topics in mathematical modelling: machine learning and tugs-of-war. Uppsala: Uppsala Univ., Department of Mathematics (Diss.) (2023; Zbl 1515.68014) Full Text: Link
Zhou, Haoyi; Li, Jianxin; Zhang, Shanghang; Zhang, Shuai; Yan, Mengyi; Xiong, Hui Expanding the prediction capacity in long sequence time-series forecasting. (English) Zbl 07702934 Artif. Intell. 318, Article ID 103886, 29 p. (2023). MSC: 68Txx PDFBibTeX XMLCite \textit{H. Zhou} et al., Artif. Intell. 318, Article ID 103886, 29 p. (2023; Zbl 07702934) Full Text: DOI
Makridis, Georgios; Mavrepis, Philip; Kyriazis, Dimosthenis A deep learning approach using natural language processing and time-series forecasting towards enhanced food safety. (English) Zbl 07702703 Mach. Learn. 112, No. 4, 1287-1313 (2023). MSC: 68T05 PDFBibTeX XMLCite \textit{G. Makridis} et al., Mach. Learn. 112, No. 4, 1287--1313 (2023; Zbl 07702703) Full Text: DOI
Nie, Huasheng; Waelbroeck, Henri Coupled GARCH(1,1) model. (English) Zbl 1519.91269 Quant. Finance 23, No. 5, 759-776 (2023). MSC: 91G20 62P05 62M10 PDFBibTeX XMLCite \textit{H. Nie} and \textit{H. Waelbroeck}, Quant. Finance 23, No. 5, 759--776 (2023; Zbl 1519.91269) Full Text: DOI
Maddanu, Federico Forecasting highly persistent time series with bounded spectrum processes. (English) Zbl 07697714 Stat. Pap. 64, No. 1, 285-319 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{F. Maddanu}, Stat. Pap. 64, No. 1, 285--319 (2023; Zbl 07697714) Full Text: DOI
Dama, Fatoumata; Sinoquet, Christine Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting – application to machine health prognostics. (English) Zbl 07694479 Mach. Learn. 112, No. 1, 45-97 (2023). MSC: 68T05 PDFBibTeX XMLCite \textit{F. Dama} and \textit{C. Sinoquet}, Mach. Learn. 112, No. 1, 45--97 (2023; Zbl 07694479) Full Text: DOI
Mebelli, Vasiliki; Drakaki, Maria; Tzionas, Panagiotis An investigation of time series models for forecasting mixed migration flows: focusing in Germany. (English) Zbl 07692768 SN Oper. Res. Forum 4, No. 2, Paper No. 34, 11 p. (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{V. Mebelli} et al., SN Oper. Res. Forum 4, No. 2, Paper No. 34, 11 p. (2023; Zbl 07692768) Full Text: DOI
McNeely, Trey; Vincent, Galen; Wood, Kimberly M.; Izbicki, Rafael; Lee, Ann B. Detecting distributional differences in labeled sequence data with application to tropical cyclone satellite imagery. (English) Zbl 07692382 Ann. Appl. Stat. 17, No. 2, 1260-1284 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{T. McNeely} et al., Ann. Appl. Stat. 17, No. 2, 1260--1284 (2023; Zbl 07692382) Full Text: DOI arXiv
Farhangi, Ashkan; Bian, Jiang; Huang, Arthur; Xiong, Haoyi; Wang, Jun; Guo, Zhishan AA-forecast: anomaly-aware forecast for extreme events. (English) Zbl 1521.62178 Data Min. Knowl. Discov. 37, No. 3, 1209-1229 (2023). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{A. Farhangi} et al., Data Min. Knowl. Discov. 37, No. 3, 1209--1229 (2023; Zbl 1521.62178) Full Text: DOI arXiv
Zhang, Rui Statistical analysis of the non-stationary binomial AR(1) model with change point. (English) Zbl 1510.62371 Appl. Math. Modelling 118, 152-165 (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{R. Zhang}, Appl. Math. Modelling 118, 152--165 (2023; Zbl 1510.62371) Full Text: DOI
Çapar, Sedat; Selamlar, Hanife Taylan; Yavuz, İdil; Yapar, Güçkan Ata method’s performance in the \(\mathrm{M}4\) competition. (English) Zbl 1524.62414 Hacet. J. Math. Stat. 52, No. 1, 268-276 (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{S. Çapar} et al., Hacet. J. Math. Stat. 52, No. 1, 268--276 (2023; Zbl 1524.62414) Full Text: DOI
Liu-Evans, Gareth Improving the estimation and predictions of small time series models. (English) Zbl 07665509 J. Time Ser. Econom. 15, No. 1, 1-26 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{G. Liu-Evans}, J. Time Ser. Econom. 15, No. 1, 1--26 (2023; Zbl 07665509) Full Text: DOI
Hao, Yadong; Jiang, Shurong; Yu, Fusheng; Zeng, Wenyi; Wang, Xiao; Yang, Xiyang Linear dynamic fuzzy granule based long-term forecasting model of interval-valued time series. (English) Zbl 07805383 Inf. Sci. 586, 563-595 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Hao} et al., Inf. Sci. 586, 563--595 (2022; Zbl 07805383) Full Text: DOI
Liu, Ziwei; Yang, Xiaozhong A fuzzy time series forecasting model based on CS-FCM algorithm. (Chinese. English summary) Zbl 07800966 Acta Math. Appl. Sin. 45, No. 3, 322-338 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{Z. Liu} and \textit{X. Yang}, Acta Math. Appl. Sin. 45, No. 3, 322--338 (2022; Zbl 07800966) Full Text: Link
Du, Liang; Gao, Ruobin; Suganthan, Ponnuthurai Nagaratnam; Wang, David Z. W. Bayesian optimization based dynamic ensemble for time series forecasting. (English) Zbl 07798534 Inf. Sci. 591, 155-175 (2022). MSC: 62-XX 90-XX PDFBibTeX XMLCite \textit{L. Du} et al., Inf. Sci. 591, 155--175 (2022; Zbl 07798534) Full Text: DOI
Panyukov, Anatoly; Makarovskikh, Tatiana; Abotaleb, Mostafa Forecasting with using quasilinear recurrence equation. (English) Zbl 07767937 Olenev, Nicholas (ed.) et al., Advances in optimization and applications. 13th international conference, OPTIMA 2022, Petrovac, Montenegro, September 26–30, 2022. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1739, 183-195 (2022). MSC: 62-XX 90-XX 49-XX 91-XX 93-XX PDFBibTeX XMLCite \textit{A. Panyukov} et al., Commun. Comput. Inf. Sci. 1739, 183--195 (2022; Zbl 07767937) Full Text: DOI
Falini, Antonella; Mazzia, Francesca; Tamborrino, Cristiano Spline based Hermite quasi-interpolation for univariate time series. (English) Zbl 1514.65017 Discrete Contin. Dyn. Syst., Ser. S 15, No. 12, 3667-3688 (2022). MSC: 65D07 65D10 62M10 62M20 PDFBibTeX XMLCite \textit{A. Falini} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 12, 3667--3688 (2022; Zbl 1514.65017) Full Text: DOI
Vo-Van, T.; Nguyen-Huynh, L.; Nguyen-Huu, K. Building the forecasting model for time series based on the improvement of fuzzy relationships. (English) Zbl 1522.62088 Iran. J. Fuzzy Syst. 19, No. 4, 89-106 (2022). MSC: 62M20 62M10 62M86 PDFBibTeX XMLCite \textit{T. Vo-Van} et al., Iran. J. Fuzzy Syst. 19, No. 4, 89--106 (2022; Zbl 1522.62088) Full Text: DOI
Jiang, Feiyu; Zhao, Zifeng; Shao, Xiaofeng Modelling the COVID-19 infection trajectory: a piecewise linear quantile trend model. (English) Zbl 07686592 J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 5, 1589-1607 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Jiang} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 5, 1589--1607 (2022; Zbl 07686592) Full Text: DOI
Aknouche, Abdelhakim; Almohaimeed, Bader S.; Dimitrakopoulos, Stefanos Forecasting transaction counts with integer-valued GARCH models. (English) Zbl 07681743 Stud. Nonlinear Dyn. Econom. 26, No. 4, 529-539 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stud. Nonlinear Dyn. Econom. 26, No. 4, 529--539 (2022; Zbl 07681743) Full Text: DOI
Wang, Juyoung; Cevik, Mucahit; Bodur, Merve On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies. (English) Zbl 1515.90083 INFOR: Inf. Syst. Oper. Res. 60, No. 2, 133-164 (2022). MSC: 90C15 62M10 PDFBibTeX XMLCite \textit{J. Wang} et al., INFOR: Inf. Syst. Oper. Res. 60, No. 2, 133--164 (2022; Zbl 1515.90083) Full Text: DOI arXiv
Hu, Yuntong; Xiao, Fuyuan An efficient forecasting method for time series based on visibility graph and multi-subgraph similarity. (English) Zbl 1504.37088 Chaos Solitons Fractals 160, Article ID 112243, 10 p. (2022). MSC: 37M10 94A12 92D30 62M10 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{F. Xiao}, Chaos Solitons Fractals 160, Article ID 112243, 10 p. (2022; Zbl 1504.37088) Full Text: DOI
Bezzar, Nour El-Houda; Laimeche, Lakhdar; Meraoumia, Abdallah; Houam, Lotfi Data analysis-based time series forecast for managing household electricity consumption. (English) Zbl 1502.62106 Demonstr. Math. 55, 900-921 (2022). MSC: 62P20 62M10 62M20 PDFBibTeX XMLCite \textit{N. E. H. Bezzar} et al., Demonstr. Math. 55, 900--921 (2022; Zbl 1502.62106) Full Text: DOI
Lavine, Isaac; Cron, Andrew; West, Mike Bayesian computation in dynamic latent factor models. (English) Zbl 07633198 J. Comput. Graph. Stat. 31, No. 3, 651-665 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{I. Lavine} et al., J. Comput. Graph. Stat. 31, No. 3, 651--665 (2022; Zbl 07633198) Full Text: DOI arXiv
Farimani, Nasser Motahari; Parsafar, Pedram; Mohammadi, Shiva Evaluation performance of time series methods in demand forecasting: Box-Jenkins vs artificial neural network (case study: automotive parts industry). (English) Zbl 07632306 J. Stat. Comput. Simulation 92, No. 17, 3639-3658 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{N. M. Farimani} et al., J. Stat. Comput. Simulation 92, No. 17, 3639--3658 (2022; Zbl 07632306) Full Text: DOI
Martins, Ana; Lagarto, João; Canacsinh, Hiren; Reis, Francisco; Cardoso, Margarida G. M. S. Short-term load forecasting using time series clustering. (English) Zbl 07627117 Optim. Eng. 23, No. 4, 2293-2314 (2022). MSC: 62Mxx 68Txx 62Hxx PDFBibTeX XMLCite \textit{A. Martins} et al., Optim. Eng. 23, No. 4, 2293--2314 (2022; Zbl 07627117) Full Text: DOI
Saadallah, Amal; Jakobs, Matthias; Morik, Katharina Explainable online ensemble of deep neural network pruning for time series forecasting. (English) Zbl 07624278 Mach. Learn. 111, No. 9, 3459-3487 (2022). MSC: 68T05 PDFBibTeX XMLCite \textit{A. Saadallah} et al., Mach. Learn. 111, No. 9, 3459--3487 (2022; Zbl 07624278) Full Text: DOI
Tang, Chen; Shang, Han Lin; Yang, Yanrong Clustering and forecasting multiple functional time series. (English) Zbl 1498.62327 Ann. Appl. Stat. 16, No. 4, 2523-2553 (2022). MSC: 62P25 62H25 62H30 62M10 62M20 62R10 PDFBibTeX XMLCite \textit{C. Tang} et al., Ann. Appl. Stat. 16, No. 4, 2523--2553 (2022; Zbl 1498.62327) Full Text: DOI arXiv
Tandu, Cherry; Kosuri, Mohit; Sarkar, Sobhan; Maiti, J. A two-fold multi-objective multi-verse optimization-based time series forecasting. (English) Zbl 1496.62162 Giri, Debasis (ed.) et al., Proceedings of the seventh international conference on mathematics and computing, ICMC 2021, Shibpur, India, March 2–5, 2021. Singapore: Springer. Adv. Intell. Syst. Comput. 1412, 743-754 (2022). MSC: 62M20 62M10 68T07 90C29 PDFBibTeX XMLCite \textit{C. Tandu} et al., Adv. Intell. Syst. Comput. 1412, 743--754 (2022; Zbl 1496.62162) Full Text: DOI
Yadav, Konark; Yadav, Milind; Saini, Sandeep Stock market predictions using FastRNN-based model. (English) Zbl 1496.62176 Giri, Debasis (ed.) et al., Proceedings of the seventh international conference on mathematics and computing, ICMC 2021, Shibpur, India, March 2–5, 2021. Singapore: Springer. Adv. Intell. Syst. Comput. 1412, 439-450 (2022). MSC: 62P05 62M10 62M20 68T07 PDFBibTeX XMLCite \textit{K. Yadav} et al., Adv. Intell. Syst. Comput. 1412, 439--450 (2022; Zbl 1496.62176) Full Text: DOI
Kosuri, Mohit; Tandu, Cherry; Sarkar, Sobhan; Maiti, J. Multivariate deep learning model with ensemble pruning for time series forecasting. (English) Zbl 1496.62161 Giri, Debasis (ed.) et al., Proceedings of the seventh international conference on mathematics and computing, ICMC 2021, Shibpur, India, March 2–5, 2021. Singapore: Springer. Adv. Intell. Syst. Comput. 1412, 321-334 (2022). MSC: 62M20 62M10 68T07 90C59 PDFBibTeX XMLCite \textit{M. Kosuri} et al., Adv. Intell. Syst. Comput. 1412, 321--334 (2022; Zbl 1496.62161) Full Text: DOI
Curtis, Frank E.; Shi, Rui A fully stochastic second-order trust region method. (English) Zbl 1502.90115 Optim. Methods Softw. 37, No. 3, 844-877 (2022). MSC: 90C15 90C26 90C30 49M15 65K05 PDFBibTeX XMLCite \textit{F. E. Curtis} and \textit{R. Shi}, Optim. Methods Softw. 37, No. 3, 844--877 (2022; Zbl 1502.90115) Full Text: DOI arXiv
Makshanov, Andrey; Musaev, Alexander; Grigoriev, Dmitry Analyzing and forecasting financial series with singular spectral analysis. (English) Zbl 1504.37089 Depend. Model. 10, 215-224 (2022). MSC: 37M10 91B84 PDFBibTeX XMLCite \textit{A. Makshanov} et al., Depend. Model. 10, 215--224 (2022; Zbl 1504.37089) Full Text: DOI
Mahmoudi, Mohammad Reza; Mosavi, Amir Cyclocopula technique to study the relationship between two cyclostationary time series with fractional Brownian motion errors. (English) Zbl 07577997 Fractals 30, No. 5, Article ID 2240137, 9 p. (2022). MSC: 62Hxx 62Mxx 62Jxx PDFBibTeX XMLCite \textit{M. R. Mahmoudi} and \textit{A. Mosavi}, Fractals 30, No. 5, Article ID 2240137, 9 p. (2022; Zbl 07577997) Full Text: DOI arXiv
Karmakar, Sayar; Chudý, Marek; Wu, Wei Biao Long-term prediction intervals with many covariates. (English) Zbl 07570756 J. Time Ser. Anal. 43, No. 4, 587-609 (2022). MSC: 62Mxx 62G08 62M10 62J05 91B84 PDFBibTeX XMLCite \textit{S. Karmakar} et al., J. Time Ser. Anal. 43, No. 4, 587--609 (2022; Zbl 07570756) Full Text: DOI arXiv
Kargapolova, Nina; Ogorodnikov, Vasily Stochastic model of conditional non-stationary time series of the wind chill index in West Siberia. (English) Zbl 1491.86002 Methodol. Comput. Appl. Probab. 24, No. 3, 1467-1483 (2022). MSC: 86-10 62M10 62P12 86A10 PDFBibTeX XMLCite \textit{N. Kargapolova} and \textit{V. Ogorodnikov}, Methodol. Comput. Appl. Probab. 24, No. 3, 1467--1483 (2022; Zbl 1491.86002) Full Text: DOI
Wen, Danyan; He, Mengxi; Liu, Li; Zhang, Yaojie Forecasting crude oil prices: do technical indicators need economic constraints? (English) Zbl 1497.91226 Quant. Finance 22, No. 8, 1545-1559 (2022). MSC: 91B84 PDFBibTeX XMLCite \textit{D. Wen} et al., Quant. Finance 22, No. 8, 1545--1559 (2022; Zbl 1497.91226) Full Text: DOI
Ravagli, Davide; Boshnakov, Georgi N. Bayesian analysis of mixture autoregressive models covering the complete parameter space. (English) Zbl 1505.62333 Comput. Stat. 37, No. 3, 1399-1433 (2022). MSC: 62-08 62M10 62F15 PDFBibTeX XMLCite \textit{D. Ravagli} and \textit{G. N. Boshnakov}, Comput. Stat. 37, No. 3, 1399--1433 (2022; Zbl 1505.62333) Full Text: DOI arXiv
Kelava, Augustin; Kilian, Pascal; Glaesser, Judith; Merk, Samuel; Brandt, Holger Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math. (English) Zbl 1491.62169 Psychometrika 87, No. 2, 533-558 (2022). MSC: 62P15 62M10 62F15 PDFBibTeX XMLCite \textit{A. Kelava} et al., Psychometrika 87, No. 2, 533--558 (2022; Zbl 1491.62169) Full Text: DOI arXiv
Hunter, Michael D.; Fatimah, Haya; Bornovalova, Marina A. Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data. (English) Zbl 1490.62407 Psychometrika 87, No. 2, 477-505 (2022); erratum ibid. 87, No. 2, 797 (2022). MSC: 62P15 62M10 62M20 PDFBibTeX XMLCite \textit{M. D. Hunter} et al., Psychometrika 87, No. 2, 477--505 (2022; Zbl 1490.62407) Full Text: DOI
Fisher, Zachary F.; Kim, Younghoon; Fredrickson, Barbara L.; Pipiras, Vladas Penalized estimation and forecasting of multiple subject intensive longitudinal data. (English) Zbl 1490.62404 Psychometrika 87, No. 2, 403-431 (2022). MSC: 62P15 62M10 62J07 PDFBibTeX XMLCite \textit{Z. F. Fisher} et al., Psychometrika 87, No. 2, 403--431 (2022; Zbl 1490.62404) Full Text: DOI arXiv
Hendel, Gregor; Anderson, Daniel; Le Bodic, Pierre; Pfetsch, Marc E. Estimating the size of branch-and-bound trees. (English) Zbl 07551218 INFORMS J. Comput. 34, No. 2, 934-952 (2022). MSC: 90-XX PDFBibTeX XMLCite \textit{G. Hendel} et al., INFORMS J. Comput. 34, No. 2, 934--952 (2022; Zbl 07551218) Full Text: DOI
Sun, Yuying; Zhang, Xinyu; Wan, Alan T. K.; Wang, Shouyang Model averaging for interval-valued data. (English) Zbl 1506.62342 Eur. J. Oper. Res. 301, No. 2, 772-784 (2022). MSC: 62J05 62M10 62P20 PDFBibTeX XMLCite \textit{Y. Sun} et al., Eur. J. Oper. Res. 301, No. 2, 772--784 (2022; Zbl 1506.62342) Full Text: DOI
Kang, Yanfei; Cao, Wei; Petropoulos, Fotios; Li, Feng Forecast with forecasts: diversity matters. (English) Zbl 1506.62377 Eur. J. Oper. Res. 301, No. 1, 180-190 (2022). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{Y. Kang} et al., Eur. J. Oper. Res. 301, No. 1, 180--190 (2022; Zbl 1506.62377) Full Text: DOI arXiv
Hajirahimi, Zahra; Khashei, Mehdi Series hybridization of parallel (SHOP) models for time series forecasting. (English) Zbl 07511870 Physica A 596, Article ID 127173, 20 p. (2022). MSC: 82-XX PDFBibTeX XMLCite \textit{Z. Hajirahimi} and \textit{M. Khashei}, Physica A 596, Article ID 127173, 20 p. (2022; Zbl 07511870) Full Text: DOI
Abolghasemi, Mahdi; Hyndman, Rob J.; Spiliotis, Evangelos; Bergmeir, Christoph Model selection in reconciling hierarchical time series. (English) Zbl 07510327 Mach. Learn. 111, No. 2, 739-789 (2022). MSC: 68T05 PDFBibTeX XMLCite \textit{M. Abolghasemi} et al., Mach. Learn. 111, No. 2, 739--789 (2022; Zbl 07510327) Full Text: DOI arXiv
Khashanah, Khaldoun; Shao, Chenjie Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model. (English) Zbl 1484.91456 Quant. Finance 22, No. 2, 241-253 (2022). MSC: 91G15 62P05 62M10 PDFBibTeX XMLCite \textit{K. Khashanah} and \textit{C. Shao}, Quant. Finance 22, No. 2, 241--253 (2022; Zbl 1484.91456) Full Text: DOI
Hu, Yuntong; Xiao, Fuyuan A novel method for forecasting time series based on directed visibility graph and improved random walk. (English) Zbl 07491725 Physica A 594, Article ID 127029, 11 p. (2022). MSC: 82-XX PDFBibTeX XMLCite \textit{Y. Hu} and \textit{F. Xiao}, Physica A 594, Article ID 127029, 11 p. (2022; Zbl 07491725) Full Text: DOI
Carriero, Andrea; Chan, Joshua; Clark, Todd E.; Marcellino, Massimiliano Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”. (English) Zbl 07491170 J. Econom. 227, No. 2, 506-512 (2022). MSC: 62P20 62F15 62M10 PDFBibTeX XMLCite \textit{A. Carriero} et al., J. Econom. 227, No. 2, 506--512 (2022; Zbl 07491170) Full Text: DOI
Saeed, Waddah Frequency-based ensemble forecasting model for time series forecasting. (English) Zbl 1513.62190 Comput. Appl. Math. 41, No. 2, Paper No. 66, 17 p. (2022). MSC: 62M20 62M10 60G25 PDFBibTeX XMLCite \textit{W. Saeed}, Comput. Appl. Math. 41, No. 2, Paper No. 66, 17 p. (2022; Zbl 1513.62190) Full Text: DOI
Elías, Antonio; Jiménez, Raúl; Shang, Han Lin On projection methods for functional time series forecasting. (English) Zbl 1520.62425 J. Multivariate Anal. 189, Article ID 104890, 13 p. (2022). MSC: 62R10 62G08 62G30 62M10 62M20 PDFBibTeX XMLCite \textit{A. Elías} et al., J. Multivariate Anal. 189, Article ID 104890, 13 p. (2022; Zbl 1520.62425) Full Text: DOI arXiv
Guerrero, Matheus B.; Barreto-Souza, Wagner; Ombao, Hernando Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective. (English) Zbl 1493.62525 Stoch. Models 38, No. 1, 70-90 (2022). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{M. B. Guerrero} et al., Stoch. Models 38, No. 1, 70--90 (2022; Zbl 1493.62525) Full Text: DOI
Zhang, Chao; Kokoszka, Piotr; Petersen, Alexander Wasserstein autoregressive models for density time series. (English) Zbl 1493.62182 J. Time Ser. Anal. 43, No. 1, 30-52 (2022). MSC: 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{C. Zhang} et al., J. Time Ser. Anal. 43, No. 1, 30--52 (2022; Zbl 1493.62182) Full Text: DOI arXiv
Katz, Yuri A.; Biem, Alain Growing cumulative activity of major tropical cyclones: Detection, attribution, and projections. (English) Zbl 1479.86005 Commun. Nonlinear Sci. Numer. Simul. 108, Article ID 106202, 10 p. (2022). MSC: 86A32 86A10 37N10 86A08 PDFBibTeX XMLCite \textit{Y. A. Katz} and \textit{A. Biem}, Commun. Nonlinear Sci. Numer. Simul. 108, Article ID 106202, 10 p. (2022; Zbl 1479.86005) Full Text: DOI
Coelho, Vitor Nazário; Koochaksaraei, Roozbeh Haghnazar Non-dominated solutions for time series learning and forecasting. Generating models with a generic two-phase Pareto local search with VND. (English) Zbl 1527.62071 Optim. Lett. 16, No. 1, 395-408 (2022). MSC: 62M20 90C29 90C59 90C90 PDFBibTeX XMLCite \textit{V. N. Coelho} and \textit{R. H. Koochaksaraei}, Optim. Lett. 16, No. 1, 395--408 (2022; Zbl 1527.62071) Full Text: DOI
Levantesi, Susanna; Nigri, Andrea; Piscopo, Gabriella Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks. (English) Zbl 07460579 Int. J. Approx. Reasoning 140, 282-297 (2022). MSC: 68T37 PDFBibTeX XMLCite \textit{S. Levantesi} et al., Int. J. Approx. Reasoning 140, 282--297 (2022; Zbl 07460579) Full Text: DOI
Babai, M. Zied; Dai, Yong; Li, Qinyun; Syntetos, Aris; Wang, Xun Forecasting of lead-time demand variance: implications for safety stock calculations. (English) Zbl 1490.90009 Eur. J. Oper. Res. 296, No. 3, 846-861 (2022). MSC: 90B05 91B84 PDFBibTeX XMLCite \textit{M. Z. Babai} et al., Eur. J. Oper. Res. 296, No. 3, 846--861 (2022; Zbl 1490.90009) Full Text: DOI
Wen, Shao-Chun; Yang, Cheng-Hsiung Time series analysis and prediction of nonlinear systems with ensemble learning framework applied to deep learning neural networks. (English) Zbl 07769042 Inf. Sci. 572, 167-181 (2021). MSC: 68T07 37M10 62M10 62M20 PDFBibTeX XMLCite \textit{S.-C. Wen} and \textit{C.-H. Yang}, Inf. Sci. 572, 167--181 (2021; Zbl 07769042) Full Text: DOI
Singh, Pritpal FQTSFM: a fuzzy-quantum time series forecasting model. (English) Zbl 07763314 Inf. Sci. 566, 57-79 (2021). MSC: 62M86 62M20 90C29 PDFBibTeX XMLCite \textit{P. Singh}, Inf. Sci. 566, 57--79 (2021; Zbl 07763314) Full Text: DOI
Askari, S. A critical note on inverse fuzzy time series algorithms. (English) Zbl 1522.62081 Fuzzy Sets Syst. 421, 193-199 (2021). MSC: 62M10 62M86 PDFBibTeX XMLCite \textit{S. Askari}, Fuzzy Sets Syst. 421, 193--199 (2021; Zbl 1522.62081) Full Text: DOI
Choudhary, Anshul; Lindner, John F.; Holliday, Elliott G.; Miller, Scott T.; Sinha, Sudeshna; Ditto, William L. Forecasting Hamiltonian dynamics without canonical coordinates. (English) Zbl 1517.37084 Nonlinear Dyn. 103, No. 2, 1553-1562 (2021). MSC: 37M10 PDFBibTeX XMLCite \textit{A. Choudhary} et al., Nonlinear Dyn. 103, No. 2, 1553--1562 (2021; Zbl 1517.37084) Full Text: DOI arXiv
McElroy, Tucker; Das, Srinjoy Nonlinear prediction via Hermite transformation. (English) Zbl 07660253 Stat. Theory Relat. Fields 5, No. 1, 49-54 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{T. McElroy} and \textit{S. Das}, Stat. Theory Relat. Fields 5, No. 1, 49--54 (2021; Zbl 07660253) Full Text: DOI
Alam, Nik Muhammad Farhan Hakim Nik Badrul; Ramli, Nazirah Time series forecasting model based on intuitionistic fuzzy set via equal distribution of hesitancy de-i-fuzzification. (English) Zbl 1503.62076 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 29, No. 6, 1015-1029 (2021). MSC: 62M86 62M10 62M20 PDFBibTeX XMLCite \textit{N. M. F. H. N. B. Alam} and \textit{N. Ramli}, Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 29, No. 6, 1015--1029 (2021; Zbl 1503.62076) Full Text: DOI
Ding, Min; Wu, Min; Yokoyama, Ryuichi; Nakanishi, Yosuke; Zhou, Yicheng A short-term wind power forecasting method based on hybrid-kernel least-squares support vector machine. (English) Zbl 07617271 Wu, Min (ed.) et al., Developments in advanced control and intelligent automation for complex systems. Cham: Springer. Stud. Syst. Decis. Control 329, 395-411 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Ding} et al., Stud. Syst. Decis. Control 329, 395--411 (2021; Zbl 07617271) Full Text: DOI
Zhao, Yuanyuan; Li, Tingting; Luo, Chao Spatial-temporal fuzzy information granules for time series forecasting. (English) Zbl 1491.62136 Soft Comput. 25, No. 3, 1963-1981 (2021). MSC: 62M20 62M10 62M86 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Soft Comput. 25, No. 3, 1963--1981 (2021; Zbl 1491.62136) Full Text: DOI
Arlt, Josef; Trcka, Peter Automatic SARIMA modeling and forecast accuracy. (English) Zbl 1497.62227 Commun. Stat., Simulation Comput. 50, No. 10, 2949-2970 (2021). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{J. Arlt} and \textit{P. Trcka}, Commun. Stat., Simulation Comput. 50, No. 10, 2949--2970 (2021; Zbl 1497.62227) Full Text: DOI
Wang, Yu; Zhang, Haixiang Some estimation and forecasting procedures in Possion-Lindley INAR(1) process. (English) Zbl 1489.62290 Commun. Stat., Simulation Comput. 50, No. 1, 49-62 (2021). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{H. Zhang}, Commun. Stat., Simulation Comput. 50, No. 1, 49--62 (2021; Zbl 1489.62290) Full Text: DOI
Gehman, Andrew J.; Wei, William W. S. Testing for poolability of the space-time autoregressive moving-average model. (English) Zbl 07532172 Commun. Stat., Theory Methods 50, No. 20, 4787-4808 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{A. J. Gehman} and \textit{W. W. S. Wei}, Commun. Stat., Theory Methods 50, No. 20, 4787--4808 (2021; Zbl 07532172) Full Text: DOI
Wongoutong, Chantha The effect on forecasting accuracy of the Holt-Winters method when using the incorrect model on a non-stationary time series. (English) Zbl 1486.62251 Thail. Stat. 19, No. 3, 565-582 (2021). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{C. Wongoutong}, Thail. Stat. 19, No. 3, 565--582 (2021; Zbl 1486.62251) Full Text: Link
Kushnir, M. Ya.; Tokarieva, K. A. Hybrid model of self-organizing map and adaptive neuro fuzzy inference system in stock indexes forecasting. (Ukrainian. English summary) Zbl 1499.62382 Bukovyn. Mat. Zh. 9, No. 2, 70-80 (2021). MSC: 62P05 62M10 68T05 PDFBibTeX XMLCite \textit{M. Ya. Kushnir} and \textit{K. A. Tokarieva}, Bukovyn. Mat. Zh. 9, No. 2, 70--80 (2021; Zbl 1499.62382) Full Text: DOI
Cetin, Beyza; Yavuz, Idil Comparison of forecast accuracy of Ata and exponential smoothing. (English) Zbl 1521.62275 J. Appl. Stat. 48, No. 13-15, 2580-2590 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{B. Cetin} and \textit{I. Yavuz}, J. Appl. Stat. 48, No. 13--15, 2580--2590 (2021; Zbl 1521.62275) Full Text: DOI