Foucart, Corbin; Charous, Aaron; Lermusiaux, Pierre F. J. Deep reinforcement learning for adaptive mesh refinement. (English) Zbl 07771296 J. Comput. Phys. 491, Article ID 112381, 29 p. (2023). MSC: 65Nxx 65Mxx 76Mxx PDF BibTeX XML Cite \textit{C. Foucart} et al., J. Comput. Phys. 491, Article ID 112381, 29 p. (2023; Zbl 07771296) Full Text: DOI arXiv
Huang, Dashan; Jiang, Fuwei; Li, Kunpeng; Tong, Guoshi; Zhou, Guofu Are bond returns predictable with real-time macro data? (English) Zbl 07767736 J. Econom. 237, No. 2, Article ID 105438, 20 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{D. Huang} et al., J. Econom. 237, No. 2, Article ID 105438, 20 p. (2023; Zbl 07767736) Full Text: DOI
Oh, Dong Hwan; Patton, Andrew J. Dynamic factor copula models with estimated cluster assignments. (English) Zbl 07767732 J. Econom. 237, No. 2, Article ID 105374, 23 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{D. H. Oh} and \textit{A. J. Patton}, J. Econom. 237, No. 2, Article ID 105374, 23 p. (2023; Zbl 07767732) Full Text: DOI
Fan, Rui; Lee, Ji Hyung; Shin, Youngki Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach. (English) Zbl 07767730 J. Econom. 237, No. 2, Article ID 105372, 19 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{R. Fan} et al., J. Econom. 237, No. 2, Article ID 105372, 19 p. (2023; Zbl 07767730) Full Text: DOI arXiv
Zhang, Xiaomeng; Zhang, Xinyu Optimal model averaging based on forward-validation. (English) Zbl 07767724 J. Econom. 237, No. 2, Article ID 105295, 20 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{X. Zhang} and \textit{X. Zhang}, J. Econom. 237, No. 2, Article ID 105295, 20 p. (2023; Zbl 07767724) Full Text: DOI
Berrisch, Jonathan; Ziel, Florian CRPS learning. (English) Zbl 07767721 J. Econom. 237, No. 2, Article ID 105221, 24 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. Berrisch} and \textit{F. Ziel}, J. Econom. 237, No. 2, Article ID 105221, 24 p. (2023; Zbl 07767721) Full Text: DOI arXiv
Qu, Ritong; Timmermann, Allan; Zhu, Yinchu Comparing forecasting performance in cross-sections. (English) Zbl 07767719 J. Econom. 237, No. 2, Article ID 105186, 31 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{R. Qu} et al., J. Econom. 237, No. 2, Article ID 105186, 31 p. (2023; Zbl 07767719) Full Text: DOI
Andersen, Torben G.; Li, Yingying; Todorov, Viktor; Zhou, Bo Volatility measurement with pockets of extreme return persistence. (English) Zbl 07767714 J. Econom. 237, No. 2, Article ID 105048, 27 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{T. G. Andersen} et al., J. Econom. 237, No. 2, Article ID 105048, 27 p. (2023; Zbl 07767714) Full Text: DOI
Dokuchaev, Nikolai On statistical indistinguishability of complete and incomplete discrete time market models. (English) Zbl 07767335 Decis. Econ. Finance 46, No. 2, 461-475 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{N. Dokuchaev}, Decis. Econ. Finance 46, No. 2, 461--475 (2023; Zbl 07767335) Full Text: DOI arXiv
Zhang, Yaojie; He, Mengxi; Zhao, Yuqi; Hao, Xianfeng Predicting stock realized variance based on an asymmetric robust regression approach. (English) Zbl 07765909 Bull. Econ. Res. 75, No. 4, 1022-1047 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{Y. Zhang} et al., Bull. Econ. Res. 75, No. 4, 1022--1047 (2023; Zbl 07765909) Full Text: DOI
Zhang, Jie; Song, Chunyue; Cao, Shan; Zhang, Chun FDST-GCN: a fundamental diagram based spatiotemporal graph convolutional network for expressway traffic forecasting. (English) Zbl 07762305 Physica A 630, Article ID 129173, 18 p. (2023). MSC: 82-XX PDF BibTeX XML Cite \textit{J. Zhang} et al., Physica A 630, Article ID 129173, 18 p. (2023; Zbl 07762305) Full Text: DOI
Boudreau, Mariah C.; Allen, Andrea J.; Roberts, Nicholas J.; Allard, Antoine; Hébert-Dufresne, Laurent Temporal and probabilistic comparisons of epidemic interventions. (English) Zbl 07761536 Bull. Math. Biol. 85, No. 12, Paper No. 118, 20 p. (2023). MSC: 92D30 92C60 60J85 PDF BibTeX XML Cite \textit{M. C. Boudreau} et al., Bull. Math. Biol. 85, No. 12, Paper No. 118, 20 p. (2023; Zbl 07761536) Full Text: DOI arXiv
Chen, Yuming; Sanz-Alonso, Daniel; Willett, Rebecca Reduced-order autodifferentiable ensemble Kalman filters. (English) Zbl 07758514 Inverse Probl. 39, No. 12, Article ID 124001, 36 p. (2023). MSC: 62Mxx 68Txx 93Exx PDF BibTeX XML Cite \textit{Y. Chen} et al., Inverse Probl. 39, No. 12, Article ID 124001, 36 p. (2023; Zbl 07758514) Full Text: DOI arXiv OA License
Etemadi, Sepideh; Khashei, Mehdi; Tamizi, Saba Etemadi reliability-based multi-layer perceptrons for classification and forecasting. (English) Zbl 07758103 Inf. Sci. 651, Article ID 119716, 18 p. (2023). MSC: 62-XX 68-XX PDF BibTeX XML Cite \textit{S. Etemadi} et al., Inf. Sci. 651, Article ID 119716, 18 p. (2023; Zbl 07758103) Full Text: DOI
Toni, Francesca; Rago, Antonio; Čyras, Kristijonas Forecasting with jury-based probabilistic argumentation. (English) Zbl 07757212 J. Appl. Non-Class. Log. 33, No. 3-4, 224-243 (2023). MSC: 03-XX PDF BibTeX XML Cite \textit{F. Toni} et al., J. Appl. Non-Class. Log. 33, No. 3--4, 224--243 (2023; Zbl 07757212) Full Text: DOI
Panja, Madhurima; Chakraborty, Tanujit; Kumar, Uttam; Liu, Nan Epicasting: an ensemble wavelet neural network for forecasting epidemics. (English) Zbl 07755768 Neural Netw. 165, 185-212 (2023). Reviewer: Yilun Shang (Newcastle upon Tyne) MSC: 92D30 68T07 42C40 PDF BibTeX XML Cite \textit{M. Panja} et al., Neural Netw. 165, 185--212 (2023; Zbl 07755768) Full Text: DOI arXiv
Ornelas-Tellez, Fernando; Ortiz-Bejar, Jose; Rico-Melgoza, J. Jesus; Esquivel, Pedro Optimization and control for a DC microgrid. (English) Zbl 07754258 Optim. Control Appl. Methods 44, No. 4, 1779-1797 (2023). MSC: 93-XX PDF BibTeX XML Cite \textit{F. Ornelas-Tellez} et al., Optim. Control Appl. Methods 44, No. 4, 1779--1797 (2023; Zbl 07754258) Full Text: DOI
Ji, Ai-bing; Wei, Bo-wen; Xu, Lan-ying Robust estimation of panel data regression models and applications. (English) Zbl 07753664 Commun. Stat., Theory Methods 52, No. 21, 7647-7659 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{A.-b. Ji} et al., Commun. Stat., Theory Methods 52, No. 21, 7647--7659 (2023; Zbl 07753664) Full Text: DOI
Gonnella, Isabella Carla; Hess, Martin W.; Stabile, Giovanni; Rozza, Gianluigi A two-stage deep learning architecture for model reduction of parametric time-dependent problems. (English) Zbl 07750311 Comput. Math. Appl. 149, 115-127 (2023). MSC: 76-XX 68-XX PDF BibTeX XML Cite \textit{I. C. Gonnella} et al., Comput. Math. Appl. 149, 115--127 (2023; Zbl 07750311) Full Text: DOI arXiv
Capistrán, Marcos A.; Infante, Juan-Antonio; Ramos, Ángel M.; Rey, José M. Disentangling the role of virus infectiousness and awareness-based human behavior during the early phase of the COVID-19 pandemic in the European Union. (English) Zbl 07750247 Appl. Math. Modelling 122, 187-199 (2023). MSC: 92Dxx 62Fxx 92Cxx PDF BibTeX XML Cite \textit{M. A. Capistrán} et al., Appl. Math. Modelling 122, 187--199 (2023; Zbl 07750247) Full Text: DOI
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 07750231 Appl. Math. Modelling 121, 714-730 (2023). MSC: 42Cxx 65Cxx 68Txx PDF BibTeX XML Cite \textit{J. Zhang} et al., Appl. Math. Modelling 121, 714--730 (2023; Zbl 07750231) Full Text: DOI
Smith, J. W. Jr.; Johnson, L. R.; Thomas, R. Q. Assessing ecosystem state space models: identifiability and estimation. (English) Zbl 07749322 J. Agric. Biol. Environ. Stat. 28, No. 3, 442-465 (2023). MSC: 62P12 PDF BibTeX XML Cite \textit{J. W. Jr. Smith} et al., J. Agric. Biol. Environ. Stat. 28, No. 3, 442--465 (2023; Zbl 07749322) Full Text: DOI arXiv
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 PDF BibTeX XML Cite \textit{B. F. Quiroga} et al., Int. Trans. Oper. Res. 30, No. 6, 3400--3428 (2023; Zbl 07745332) Full Text: DOI
Petridis, Konstantinos; Petridis, Nikolaos E.; Emrouznejad, Ali; Ben Abdelaziz, Fouad Prioritizing of volatility models: a computational analysis using data envelopment analysis. (English) Zbl 07744750 Int. Trans. Oper. Res. 30, No. 5, 2302-2334 (2023). MSC: 90-XX PDF BibTeX XML Cite \textit{K. Petridis} et al., Int. Trans. Oper. Res. 30, No. 5, 2302--2334 (2023; Zbl 07744750) Full Text: DOI
Siqueira, Hugo; Belotti, Jonatas Trabuco; Boccato, Levy; Luna, Ivette; Attux, Romis; Lyra, Christiano Recursive linear models optimized by bioinspired metaheuristics to streamflow time series prediction. (English) Zbl 07744669 Int. Trans. Oper. Res. 30, No. 2, 742-773 (2023). MSC: 90-XX PDF BibTeX XML Cite \textit{H. Siqueira} et al., Int. Trans. Oper. Res. 30, No. 2, 742--773 (2023; Zbl 07744669) 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 PDF BibTeX XML Cite \textit{K. Yang} et al., Metrika 86, No. 8, 931--963 (2023; Zbl 07743316) Full Text: DOI
Diebold, Francis X.; Rudebusch, Glenn D.; Göbel, Maximilian; Goulet Coulombe, Philippe; Zhang, Boyuan When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume. (English) Zbl 07743051 J. Econom. 236, No. 2, Article ID 105479, 17 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{F. X. Diebold} et al., J. Econom. 236, No. 2, Article ID 105479, 17 p. (2023; Zbl 07743051) Full Text: DOI arXiv
Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil; Veraart, Almut E. D. Inference and forecasting for continuous-time integer-valued trawl processes. (English) Zbl 07743048 J. Econom. 236, No. 2, Article ID 105476, 21 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. Bennedsen} et al., J. Econom. 236, No. 2, Article ID 105476, 21 p. (2023; Zbl 07743048) Full Text: DOI arXiv
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 PDF BibTeX XML Cite \textit{M. Shirozhan} et al., J. Stat. Comput. Simulation 93, No. 9, 1461--1477 (2023; Zbl 07739813) Full Text: DOI
Huang, Jie; Zhu, Fukang; Deng, Dianliang A mixed generalized Poisson INAR model with applications. (English) Zbl 07739734 J. Stat. Comput. Simulation 93, No. 11, 1851-1878 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Huang} et al., J. Stat. Comput. Simulation 93, No. 11, 1851--1878 (2023; Zbl 07739734) Full Text: DOI
Zabihi Moghadam, Reza; Yarmohammadi, Masoud; Hassani, Hossein Modified recurrent forecasting in singular spectrum analysis using Kalman filter and its application for bicoid signal extraction. (English) Zbl 07738971 Stat. Interface 16, No. 2, 217-225 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Zabihi Moghadam} et al., Stat. Interface 16, No. 2, 217--225 (2023; Zbl 07738971) 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 PDF BibTeX XML Cite \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 PDF BibTeX XML Cite \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 PDF BibTeX XML Cite \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 PDF BibTeX XML Cite \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 PDF BibTeX XML Cite \textit{A. Avram} et al., Log. J. IGPL 31, No. 4, 762--774 (2023; Zbl 07737120) Full Text: DOI
Moscoso-López, José Antonio; González-Enrique, Javier; Urda, Daniel; Ruiz-Aguilar, Juan Jesús; Turias, Ignacio J. Hourly pollutants forecasting using a deep learning approach to obtain the AQI. (English) Zbl 07737117 Log. J. IGPL 31, No. 4, 722-738 (2023). MSC: 03-XX 68-XX PDF BibTeX XML Cite \textit{J. A. Moscoso-López} et al., Log. J. IGPL 31, No. 4, 722--738 (2023; Zbl 07737117) Full Text: DOI
Dubnov, Yu. A.; Popkov, A. Yu.; Polishchuk, V. Yu.; Sokol, E. S.; Melnikov, A. V.; Polishchuk, Yu. M.; Popkov, Yu. S. Randomized machine learning algorithms to forecast the evolution of thermokarst lakes area in permafrost zones. (English. Russian original) Zbl 1519.86003 Autom. Remote Control 84, No. 1, 56-70 (2023); translation from Avtom. Telemekh. 2023, No. 1, 98-120 (2023). MSC: 86A32 62P12 68T05 PDF BibTeX XML Cite \textit{Yu. A. Dubnov} et al., Autom. Remote Control 84, No. 1, 56--70 (2023; Zbl 1519.86003); translation from Avtom. Telemekh. 2023, No. 1, 98--120 (2023) Full Text: DOI
Leelasilapasart, Piyachat; Somboon, Murati Meta-analysis unconstraining method for two-class overbooking model. (English) Zbl 07734371 Thail. Stat. 21, No. 2, 450-465 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{P. Leelasilapasart} and \textit{M. Somboon}, Thail. Stat. 21, No. 2, 450--465 (2023; Zbl 07734371) Full Text: Link
Keeley, Darren; Suess, Eric A. Accuracy of precipitation forecasts: finding the right threshold for what is considered rain. (English) Zbl 07734152 Comput. Stat. 38, No. 3, 1123-1134 (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{D. Keeley} and \textit{E. A. Suess}, Comput. Stat. 38, No. 3, 1123--1134 (2023; Zbl 07734152) Full Text: DOI
Li, Kailing; Xie, Naiming Mechanism of single variable grey forecasting modelling: integration of increment and growth rate. (English) Zbl 07733078 Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107409, 18 p. (2023). MSC: 93C41 62P30 62M20 PDF BibTeX XML Cite \textit{K. Li} and \textit{N. Xie}, Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107409, 18 p. (2023; Zbl 07733078) 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 PDF BibTeX XML Cite \textit{X. Ding} and \textit{Z. Zhou}, Ann. Stat. 51, No. 3, 1207--1231 (2023; Zbl 07732745) Full Text: DOI arXiv Link
Poignard, Benjamin; Asai, Manabu High-dimensional sparse multivariate stochastic volatility models. (English) Zbl 07731459 J. Time Ser. Anal. 44, No. 1, 4-22 (2023). MSC: 62Mxx 62F12 62P20 PDF BibTeX XML Cite \textit{B. Poignard} and \textit{M. Asai}, J. Time Ser. Anal. 44, No. 1, 4--22 (2023; Zbl 07731459) Full Text: DOI arXiv
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 PDF BibTeX XML Cite \textit{R. Godahewa} et al., Mach. Learn. 112, No. 7, 2555--2591 (2023; Zbl 07730685) Full Text: DOI arXiv
Cross, Jamie L.; Hou, Chenghan; Koop, Gary; Poon, Aubrey Large stochastic volatility in mean VARs. (English) Zbl 07729866 J. Econom. 236, No. 1, Article ID 105469, 24 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. L. Cross} et al., J. Econom. 236, No. 1, Article ID 105469, 24 p. (2023; Zbl 07729866) Full Text: DOI
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien We modeled long memory with just one lag! (English) Zbl 07729864 J. Econom. 236, No. 1, Article ID 105467, 21 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{L. Bauwens} et al., J. Econom. 236, No. 1, Article ID 105467, 21 p. (2023; Zbl 07729864) Full Text: DOI
Čegovnik, Tomaž; Dobrovoljc, Andrej; Povh, Janez; Rogar, Matic; Tomšič, Pavel Electricity consumption prediction using artificial intelligence. (English) Zbl 07722447 CEJOR, Cent. Eur. J. Oper. Res. 31, No. 3, 833-851 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{T. Čegovnik} et al., CEJOR, Cent. Eur. J. Oper. Res. 31, No. 3, 833--851 (2023; Zbl 07722447) Full Text: DOI
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 PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{G. Y. Yi}, J. Appl. Stat. 50, No. 7, 1611--1634 (2023; Zbl 07716694) Full Text: DOI arXiv
McElroy, T. S.; Trimbur, Thomas Variable targeting and reduction in large vector autoregressions with applications to workforce indicators. (English) Zbl 07716690 J. Appl. Stat. 50, No. 7, 1515-1537 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{T. S. McElroy} and \textit{T. Trimbur}, J. Appl. Stat. 50, No. 7, 1515--1537 (2023; Zbl 07716690) Full Text: DOI
Bettisworth, Ben; Jordan, Alexander I.; Stamatakis, Alexandros Phylourny: efficiently calculating elimination tournament win probabilities via phylogenetic methods. (English) Zbl 1516.62008 Stat. Comput. 33, No. 4, Paper No. 80, 10 p. (2023). MSC: 62-08 62P99 PDF BibTeX XML Cite \textit{B. Bettisworth} et al., Stat. Comput. 33, No. 4, Paper No. 80, 10 p. (2023; Zbl 1516.62008) Full Text: DOI
Barboza, Flavio; Cruz Basso, Leonardo Fernando; Kimura, Herbert New metrics and approaches for predicting bankruptcy. (English) Zbl 07714526 Commun. Stat., Simulation Comput. 52, No. 6, 2615-2632 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Barboza} et al., Commun. Stat., Simulation Comput. 52, No. 6, 2615--2632 (2023; Zbl 07714526) Full Text: DOI
Awale, Manik; Kashikar, Akanksha S.; Ramanathan, T. V. Forecasting overdispersed INAR(1) count time series with negative binomial marginal. (English) Zbl 07714520 Commun. Stat., Simulation Comput. 52, No. 6, 2497-2517 (2023). MSC: 05C62 PDF BibTeX XML Cite \textit{M. Awale} et al., Commun. Stat., Simulation Comput. 52, No. 6, 2497--2517 (2023; Zbl 07714520) Full Text: DOI
Al-Gounmeein, Remal Shaher; Ismail, Mohd Tahir Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions. (English) Zbl 07714124 Commun. Stat., Simulation Comput. 52, No. 5, 1878-1908 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{R. S. Al-Gounmeein} and \textit{M. T. Ismail}, Commun. Stat., Simulation Comput. 52, No. 5, 1878--1908 (2023; Zbl 07714124) Full Text: DOI
Toharudin, Toni; Septiani Pontoh, Resa; Caraka, Rezzy Eko; Zahroh, Solichatus; Lee, Youngjo; Chen, Rung Ching Employing long short-term memory and facebook prophet model in air temperature forecasting. (English) Zbl 07713482 Commun. Stat., Simulation Comput. 52, No. 2, 279-290 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Toharudin} et al., Commun. Stat., Simulation Comput. 52, No. 2, 279--290 (2023; Zbl 07713482) Full Text: DOI
Zhu, Xiaobai; Zhou, Kenneth Q. Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach. (English) Zbl 1518.91232 Eur. Actuar. J. 13, No. 1, 277-305 (2023). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{X. Zhu} and \textit{K. Q. Zhou}, Eur. Actuar. J. 13, No. 1, 277--305 (2023; Zbl 1518.91232) Full Text: DOI
Arcagni, Alberto; Candila, Vincenzo; Grassi, Rosanna A new model for predicting the winner in tennis based on the eigenvector centrality. (English) Zbl 07712044 Ann. Oper. Res. 325, No. 1, 615-632 (2023). MSC: 62Pxx 91Axx 62Fxx PDF BibTeX XML Cite \textit{A. Arcagni} et al., Ann. Oper. Res. 325, No. 1, 615--632 (2023; Zbl 07712044) Full Text: DOI
De Angelis, Luca; Reade, J. James Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball. (English) Zbl 07712035 Ann. Oper. Res. 325, No. 1, 391-418 (2023). MSC: 62Pxx 91Bxx 90Bxx PDF BibTeX XML Cite \textit{L. De Angelis} and \textit{J. J. Reade}, Ann. Oper. Res. 325, No. 1, 391--418 (2023; Zbl 07712035) Full Text: DOI
Tsionas, Mike G. Linex and double-linex regression for parameter estimation and forecasting. (English) Zbl 07711827 Ann. Oper. Res. 323, No. 1-2, 229-245 (2023). MSC: 62Fxx 62Pxx 62Jxx PDF BibTeX XML Cite \textit{M. G. Tsionas}, Ann. Oper. Res. 323, No. 1--2, 229--245 (2023; Zbl 07711827) Full Text: DOI
Giannakis, Dimitrios; Henriksen, Amelia; Tropp, Joel A.; Ward, Rachel Learning to forecast dynamical systems from streaming data. (English) Zbl 07709661 SIAM J. Appl. Dyn. Syst. 22, No. 2, 527-558 (2023). MSC: 37M99 37N40 68T07 PDF BibTeX XML Cite \textit{D. Giannakis} et al., SIAM J. Appl. Dyn. Syst. 22, No. 2, 527--558 (2023; Zbl 07709661) 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 PDF BibTeX XML Cite \textit{B. Zhang} et al., Eur. J. Oper. Res. 308, No. 2, 650--660 (2023; Zbl 07709195) Full Text: DOI arXiv
Sroginis, Anna; Fildes, Robert; Kourentzes, Nikolaos Use of contextual and model-based information in adjusting promotional forecasts. (English) Zbl 07709072 Eur. J. Oper. Res. 307, No. 3, 1177-1191 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{A. Sroginis} et al., Eur. J. Oper. Res. 307, No. 3, 1177--1191 (2023; Zbl 07709072) Full Text: DOI
Sarlo, Rodrigo; Fernandes, Cristiano; Borenstein, Denis Lumpy and intermittent retail demand forecasts with score-driven models. (English) Zbl 07709070 Eur. J. Oper. Res. 307, No. 3, 1146-1160 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{R. Sarlo} et al., Eur. J. Oper. Res. 307, No. 3, 1146--1160 (2023; Zbl 07709070) Full Text: DOI
Krivorotko, Olga; Sosnovskaia, Mariia; Kabanikhin, Sergey Agent-based mathematical model of COVID-19 spread in Novosibirsk region: identifiability, optimization and forecasting. (English) Zbl 1515.92078 J. Inverse Ill-Posed Probl. 31, No. 3, 409-425 (2023). MSC: 92D30 PDF BibTeX XML Cite \textit{O. Krivorotko} et al., J. Inverse Ill-Posed Probl. 31, No. 3, 409--425 (2023; Zbl 1515.92078) Full Text: DOI
Calvo-Pardo, Hector; Mancini, Tullio; Olmo, Jose Optimal deep neural networks by maximization of the approximation power. (English) Zbl 07706755 Comput. Oper. Res. 156, Article ID 106264, 15 p. (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{H. Calvo-Pardo} et al., Comput. Oper. Res. 156, Article ID 106264, 15 p. (2023; Zbl 07706755) Full Text: DOI
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 PDF BibTeX XML Cite \textit{B. Bichescu} and \textit{G. G. Polak}, Comput. Oper. Res. 151, Article ID 106079, 14 p. (2023; Zbl 07706519) Full Text: DOI
Shaarawy, Samir M. Bayesian modeling and forecasting of vector autoregressive moving average processes. (English) Zbl 07706268 Commun. Stat., Theory Methods 52, No. 11, 3795-3815 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{S. M. Shaarawy}, Commun. Stat., Theory Methods 52, No. 11, 3795--3815 (2023; Zbl 07706268) 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 PDF BibTeX XML Cite \textit{I. Wilms} et al., J. Am. Stat. Assoc. 118, No. 541, 571--582 (2023; Zbl 1514.62176) Full Text: DOI arXiv
Wang, Shixuan; Syntetos, Aris A.; Liu, Ying; Di Cairano-Gilfedder, Carla; Naim, Mohamed M. Improving automotive garage operations by categorical forecasts using a large number of variables. (English) Zbl 07705431 Eur. J. Oper. Res. 306, No. 2, 893-908 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{S. Wang} et al., Eur. J. Oper. Res. 306, No. 2, 893--908 (2023; Zbl 07705431) Full Text: DOI
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 PDF BibTeX XML Cite \textit{A. Panagiotelis} et al., Eur. J. Oper. Res. 306, No. 2, 693--706 (2023; Zbl 07705420) Full Text: DOI
Arias, Jonas E.; Rubio-Ramírez, Juan F.; Shin, Minchul Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (English) Zbl 07704484 J. Econom. 235, No. 2, 1054-1086 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. E. Arias} et al., J. Econom. 235, No. 2, 1054--1086 (2023; Zbl 07704484) 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 PDF BibTeX XML Cite \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 PDF BibTeX XML Cite \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 PDF BibTeX XML Cite \textit{G. Makridis} et al., Mach. Learn. 112, No. 4, 1287--1313 (2023; Zbl 07702703) Full Text: DOI
Wu, Yuh-Jenn; Hong, Li-Syuan; Cheng, Li-Hsueh; Chien, Li-Chu Forecasting short-term mortality trends using Bernstein polynomials. (English) Zbl 07702515 Commun. Stat., Theory Methods 52, No. 8, 2417-2433 (2023). MSC: 62P25 65C05 PDF BibTeX XML Cite \textit{Y.-J. Wu} et al., Commun. Stat., Theory Methods 52, No. 8, 2417--2433 (2023; Zbl 07702515) Full Text: DOI
Chang, Le; Shi, Yanlin Forecasting mortality rates with a coherent ensemble averaging approach. (English) Zbl 1519.91210 ASTIN Bull. 53, No. 1, 2-28 (2023). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{L. Chang} and \textit{Y. Shi}, ASTIN Bull. 53, No. 1, 2--28 (2023; Zbl 1519.91210) Full Text: DOI
Özmen, Ayşe Sparse regression modeling for short- and long-term natural gas demand prediction. (English) Zbl 1514.62329 Ann. Oper. Res. 322, No. 2, 921-946 (2023). MSC: 62P20 91B74 65K05 62G08 65D07 PDF BibTeX XML Cite \textit{A. Özmen}, Ann. Oper. Res. 322, No. 2, 921--946 (2023; Zbl 1514.62329) Full Text: DOI
Shirozhan, M.; Bakouch, Hassan S.; Mohammadpour, M. A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases. (English) Zbl 07700823 Math. Comput. Simul. 206, 216-230 (2023). MSC: 62-XX 92-XX PDF BibTeX XML Cite \textit{M. Shirozhan} et al., Math. Comput. Simul. 206, 216--230 (2023; Zbl 07700823) Full Text: DOI
Sathe, Aastha M.; Upadhye, Neelesh S.; Wyłomańska, Agnieszka Forecasting of symmetric \(\alpha\)-stable autoregressive models by time series approach supported by artificial neural networks. (English) Zbl 07700246 J. Comput. Appl. Math. 425, Article ID 115051, 13 p. (2023). MSC: 62Mxx 62Pxx 62-XX PDF BibTeX XML Cite \textit{A. M. Sathe} et al., J. Comput. Appl. Math. 425, Article ID 115051, 13 p. (2023; Zbl 07700246) Full Text: DOI
Kim, Hyun-Gyoon; Kim, Jeong-Hoon Forecasting the elasticity of variance with LSTM recurrent neural networks. (English) Zbl 07699188 Int. J. Comput. Math. 100, No. 1, 209-218 (2023). MSC: 91G15 68T07 PDF BibTeX XML Cite \textit{H.-G. Kim} and \textit{J.-H. Kim}, Int. J. Comput. Math. 100, No. 1, 209--218 (2023; Zbl 07699188) 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 PDF BibTeX XML Cite \textit{H. Nie} and \textit{H. Waelbroeck}, Quant. Finance 23, No. 5, 759--776 (2023; Zbl 1519.91269) Full Text: DOI
Jakubik, Johannes; Nazemi, Abdolreza; Geyer-Schulz, Andreas; Fabozzi, Frank J. Incorporating financial news for forecasting bitcoin prices based on long short-term memory networks. (English) Zbl 1518.91317 Quant. Finance 23, No. 2, 335-349 (2023). MSC: 91G99 68T07 PDF BibTeX XML Cite \textit{J. Jakubik} et al., Quant. Finance 23, No. 2, 335--349 (2023; Zbl 1518.91317) Full Text: DOI
Zhang, Zehua; Zhao, Ran Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry. (English) Zbl 1518.91269 Quant. Finance 23, No. 1, 35-51 (2023). MSC: 91G15 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{R. Zhao}, Quant. Finance 23, No. 1, 35--51 (2023; Zbl 1518.91269) Full Text: DOI
Rabin, Neta; Fernández, Ángela; Fishelov, Dalia Multiscale extensions for enhancing coarse grid computations. (English) Zbl 07698162 J. Comput. Appl. Math. 427, Article ID 115116, 8 p. (2023). MSC: 76Mxx 65-XX 76Dxx PDF BibTeX XML Cite \textit{N. Rabin} et al., J. Comput. Appl. Math. 427, Article ID 115116, 8 p. (2023; Zbl 07698162) 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: 60G10 62M10 PDF BibTeX XML Cite \textit{F. Maddanu}, Stat. Pap. 64, No. 1, 285--319 (2023; Zbl 07697714) Full Text: DOI
Seifaddini, Maryam; Habibdoust, Amir Improving bitcoin price prediction power by time-scale decomposition and GMDH-type neural network: a comparison of different periods and features. (English) Zbl 07695065 J. Math. Model. 11, No. 1, 1-17 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{M. Seifaddini} and \textit{A. Habibdoust}, J. Math. Model. 11, No. 1, 1--17 (2023; Zbl 07695065) Full Text: DOI
Perla, Francesca; Scognamiglio, Salvatore Locally-coherent multi-population mortality modelling via neural networks. (English) Zbl 1518.91200 Decis. Econ. Finance 46, No. 1, 157-176 (2023). MSC: 91D20 68T07 PDF BibTeX XML Cite \textit{F. Perla} and \textit{S. Scognamiglio}, Decis. Econ. Finance 46, No. 1, 157--176 (2023; Zbl 1518.91200) 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 PDF BibTeX XML Cite \textit{F. Dama} and \textit{C. Sinoquet}, Mach. Learn. 112, No. 1, 45--97 (2023; Zbl 07694479) Full Text: DOI
Youn Ahn, Jae; Jeong, Himchan; Lu, Yang A simple Bayesian state-space approach to the collective risk models. (English) Zbl 07693567 Scand. Actuar. J. 2023, No. 5, 509-529 (2023). Reviewer: James P. Howard II (Columbia) MSC: 62P05 91G70 62F15 91G05 PDF BibTeX XML Cite \textit{J. Youn Ahn} et al., Scand. Actuar. J. 2023, No. 5, 509--529 (2023; Zbl 07693567) Full Text: DOI arXiv
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 PDF BibTeX XML Cite \textit{V. Mebelli} et al., SN Oper. Res. Forum 4, No. 2, Paper No. 34, 11 p. (2023; Zbl 07692768) Full Text: DOI
Hoffmann, Clara; Klein, Nadja Marginally calibrated response distributions for end-to-end learning in autonomous driving. (English) Zbl 07692403 Ann. Appl. Stat. 17, No. 2, 1740-1763 (2023). MSC: 62Pxx PDF BibTeX XML Cite \textit{C. Hoffmann} and \textit{N. Klein}, Ann. Appl. Stat. 17, No. 2, 1740--1763 (2023; Zbl 07692403) Full Text: DOI arXiv
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 PDF BibTeX XML Cite \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 PDF BibTeX XML Cite \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 PDF BibTeX XML Cite \textit{R. Zhang}, Appl. Math. Modelling 118, 152--165 (2023; Zbl 1510.62371) Full Text: DOI
Mahmudah, U.; Surono, S.; Prasetyo, P. W.; Haryati, A. E. Forecasting educated unemployed people in Indonesia using the bootstrap technique. (English) Zbl 07680441 J. Mahani Math. Res. Cent. 12, No. 1, 171-182 (2023). MSC: 62P99 62R07 62R01 PDF BibTeX XML Cite \textit{U. Mahmudah} et al., J. Mahani Math. Res. Cent. 12, No. 1, 171--182 (2023; Zbl 07680441) Full Text: DOI
Chorowski, Michał; Nowak, Andrzej; Andersen, Jørgen Vitting What makes products trendy: introducing an innovation adoption model. (English) Zbl 07679929 Physica A 616, Article ID 128621, 8 p. (2023). MSC: 82-XX PDF BibTeX XML Cite \textit{M. Chorowski} et al., Physica A 616, Article ID 128621, 8 p. (2023; Zbl 07679929) Full Text: DOI
Bollerslev, Tim The story of GARCH: a personal odyssey. (English) Zbl 07674641 J. Econom. 234, Supplement, 96-100 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{T. Bollerslev}, J. Econom. 234, 96--100 (2023; Zbl 07674641) Full Text: DOI
Çapar, Sedat; Selamlar, Hanife Taylan; Yavuz, İdil; Yapar, Güçkan Ata method’s performance in the \(\mathrm{M}4\) competition. (English) Zbl 07673120 Hacet. J. Math. Stat. 52, No. 1, 268-276 (2023). MSC: 62M10 PDF BibTeX XML Cite \textit{S. Çapar} et al., Hacet. J. Math. Stat. 52, No. 1, 268--276 (2023; Zbl 07673120) Full Text: DOI
Peker, Cem Extracting the collective wisdom in probabilistic judgments. (English) Zbl 1511.91052 Theory Decis. 94, No. 3, 467-501 (2023). MSC: 91B06 PDF BibTeX XML Cite \textit{C. Peker}, Theory Decis. 94, No. 3, 467--501 (2023; Zbl 1511.91052) Full Text: DOI
Zhang, Xu; Dang, Yaoguo; Ding, Song; Wang, Junjie A novel discrete multivariable grey model with spatial proximity effects for economic output forecast. (English) Zbl 1510.91195 Appl. Math. Modelling 115, 431-452 (2023). MSC: 91G70 35Q91 65C05 PDF BibTeX XML Cite \textit{X. Zhang} et al., Appl. Math. Modelling 115, 431--452 (2023; Zbl 1510.91195) Full Text: DOI
Wang, Jianzhou; Guo, Honggang; Li, Zhiwu; Song, Aiyi; Niu, Xinsong Quantile deep learning model and multi-objective opposition elite marine predator optimization algorithm for wind speed prediction. (English) Zbl 1510.86013 Appl. Math. Modelling 115, 56-79 (2023). MSC: 86A10 68T07 PDF BibTeX XML Cite \textit{J. Wang} et al., Appl. Math. Modelling 115, 56--79 (2023; Zbl 1510.86013) Full Text: DOI