Tang, Yuqing; Yu, Fusheng; Zeng, Wenyi; Ouyang, Chenxi; Jiang, Yanan; Liu, Yuming Causalities-multiplicity oriented joint interval-trend fuzzy information granulation for interval-valued time series multi-step forecasting. (English) Zbl 07973034 Inf. Sci. 694, Article ID 121717, 21 p. (2025). MSC: 62M10 68T37 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Fang; Wang, Caifang Polynomial fuzzy information granule based \(\alpha\)-triple I fuzzy reasoning algorithm and its short-term forecasting of time series. (English) Zbl 07963535 Inf. Sci. 689, Article ID 121469, 18 p. (2025). MSC: 62-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI
Caro, Angela; Peña, Daniel Selecting the number of factors in multi-variate time series. (English) Zbl 07960953 J. Time Ser. Anal. 46, No. 1, 113-136 (2025). MSC: 62Mxx 62H12 62H20 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Fridhi, Bechir; Almutairi, Ngeyan Nega Optimization strategies in planned economy models: enhancing global profit through quantitative forecasting. (English) Zbl 07959565 Int. J. Math. Comput. Sci. 20, No. 1, 393-403 (2025). MSC: 91B02 97M40 97M10 × Cite Format Result Cite Review PDF Full Text: DOI
Rakhmawan, Suryo Adi; Mahmood, Tahir; Abbas, Nasir; Riaz, Muhammad Unifying mortality forecasting model: an investigation of the COM-Poisson distribution in the GAS model for improved projections. (English) Zbl 07971809 Lifetime Data Anal. 30, No. 4, 800-826 (2024). MSC: 62Nxx 62P10 62M10 62P10 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Metulini, Rodolfo; Carpita, Maurizio Modeling and forecasting traffic flows with mobile phone big data in flooding risk areas to support a data-driven decision making. (English) Zbl 07970621 Ann. Oper. Res. 342, No. 3, 1629-1654 (2024). MSC: 62Mxx 62-XX 62Hxx × Cite Format Result Cite Review PDF Full Text: DOI
Harel, Arie; Harpaz, Giora Why stock analysts may make wrong predictions? (English) Zbl 07968848 Econ. Lett. 244, Article ID 111956, 4 p. (2024). MSC: 91G15 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad Variable selection in high dimensional linear regressions with parameter instability. (English) Zbl 07968539 J. Econom. 246, No. 1-2, Article ID 105900, 25 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Brownlees, Christian; Llorens-Terrazas, Jordi Empirical risk minimization for time series: nonparametric performance bounds for prediction. (English) Zbl 07968499 J. Econom. 244, No. 1, Article ID 105849, 19 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Uniejewski, Bartosz Regularization for electricity price forecasting. (English) Zbl 07964583 Oper. Res. Decis. 34, No. 3, 267-286 (2024). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Koç, Ali; Seçkiner, Serap Ulusam Analysing and forecasting the energy consumption of healthcare facilities in the short and medium term. A case study. (English) Zbl 07964578 Oper. Res. Decis. 34, No. 3, 165-192 (2024). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Gulay, Emrah; Aras, Serkan Does a meta-combining method lead to more accurate forecasts in the decision-making process? (English) Zbl 07964575 Oper. Res. Decis. 34, No. 3, 101-124 (2024). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Yadav, Abhishek A comparative study of time series, machine learning, and deep learning models for forecasting global price of wheat. (English) Zbl 07964528 SN Oper. Res. Forum 5, No. 4, Paper No. 113, 24 p. (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
La Tona, G.; Luna, M.; Di Piazza, M. C. Day-ahead forecasting of residential electric power consumption for energy management using long short-term memory encoder-decoder model. (English) Zbl 07963863 Math. Comput. Simul. 224, 63-75 (2024). MSC: 90-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Tairan; Zhang, Zhenji; Xue, Gang Mitigating the disturbances of events on tourism demand forecasting. (English) Zbl 07963070 Ann. Oper. Res. 342, No. 1, 1019-1040 (2024). MSC: 62Mxx 62Pxx 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
Pérez-González, Carlos Mario; Mora-Vargas, Jaime; Piña-Barcenas, Jared; Cedillo-Campos, Miguel Gaston Method for travel time prediction in emerging markets based on anonymous truck GPS data. (English) Zbl 07963058 Ann. Oper. Res. 342, No. 1, 585-620 (2024). MSC: 62Pxx 68Txx 62Hxx × Cite Format Result Cite Review PDF Full Text: DOI
Chen, You-Shyang; Sangaiah, Arun Kumar; Lin, Yu-Pei Hyperautomation on fuzzy data dredging on four advanced industrial forecasting models to support sustainable business management. (English) Zbl 07963048 Ann. Oper. Res. 342, No. 1, 215-264 (2024). MSC: 62Mxx 03Exx 68Txx × Cite Format Result Cite Review PDF Full Text: DOI
Moreno-Pino, Fernando; Zohren, Stefan DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions. (English) Zbl 07962481 Quant. Finance 24, No. 8, 1105-1127 (2024). MSC: 91Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mehrabani, Ali; Parsaeian, Shahnaz; Ullah, Aman Shrinkage estimation and forecasting in dynamic regression models under structural instability. (English) Zbl 07961714 J. Econom. Methods 13, No. 2, 251-279 (2024). MSC: 62P20 62M10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Divekar, Chinmay; Deb, Soudeep; Roy, Rishideep Real-time forecasting within soccer matches through a Bayesian Lens. (English) Zbl 07960424 J. R. Stat. Soc., Ser. A, Stat. Soc. 187, No. 2, 513-540 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mikhaylov, Artem; Meshchaninov, Fedor; Ivanov, Vasily; Labutin, Igor; Stulov, Nikolai; Burnaev, Evgeny; Vanovskiy, Vladimir Accelerating regional weather forecasting by super-resolution and data-driven methods. (English) Zbl 07959812 J. Inverse Ill-Posed Probl. 32, No. 6, 1175-1192 (2024). MSC: 68T07 86A08 68U10 42A38 × Cite Format Result Cite Review PDF Full Text: DOI
Vlachas, P. R.; Koumoutsakos, P. Learning on predictions: fusing training and autoregressive inference for long-term spatiotemporal forecasts. (English) Zbl 07955333 Physica D 470, Part A, Article ID 134371, 13 p. (2024). MSC: 62-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI
Mattern, Christopher Hierarchical partitioning forecaster. (English) Zbl 07955311 Physica D 470, Part A, Article ID 134335, 10 p. (2024). MSC: 68-XX 90-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bufalo, Michele; Nigri, Andrea Forecasting vital rates by a trimodal extension of the flexible generalized skew normal probability density function. (English) Zbl 07954317 Statistics 58, No. 6, 1506-1530 (2024). MSC: 62N05 62P25 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Orozco-Castañeda, Johanna M.; Sierra-Suárez, Lya Paola; Vidal, Pavel Labor market forecasting in unprecedented times: a machine learning approach. (English) Zbl 07951765 Bull. Econ. Res. 76, No. 4, 893-915 (2024). MSC: 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
van Dijk, Herman K. Challenges and opportunities for twenty first century Bayesian econometricians: a personal view. (English) Zbl 07950942 Stud. Nonlinear Dyn. Econom. 28, No. 2, 155-176 (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Blazsek, Szabolcs; Escribano, Alvaro; Licht, Adrian Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility. (English) Zbl 07950937 Stud. Nonlinear Dyn. Econom. 28, No. 1, 61-82 (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Hartwig, Benny Bayesian VARs and prior calibration in times of COVID-19. (English) Zbl 07950934 Stud. Nonlinear Dyn. Econom. 28, No. 1, 1-24 (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Sugiyama, Yudai; Kurahashi, Takahiko; Iwanaka, Yuichi; Sato, Masahiro; Nishimura, Norihiro; Baiges, Joan Prediction of salinity concentration in Hichirippu-numa through long short-term memory using data assimilation. (English) Zbl 07946014 JSIAM Lett. 16, 81-84 (2024). MSC: 91B76 92D40 65M60 × Cite Format Result Cite Review PDF Full Text: DOI
Shokouhyar, Sajjad; Maghsoudi, Mehrdad; Khanizadeh, Shahrzad; Jorfi, Saeid Analyzing supply chain technology trends through network analysis and clustering techniques: a patent-based study. (English) Zbl 07944921 68R. MSC: 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Pierrot, Amandine; Pinson, Pierre On tracking varying bounds when forecasting bounded time series. (English) Zbl 07943401 Technometrics 66, No. 4, 651-661 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Koo, Wonmo; Ma, Eun-Yeol; Kim, Heeyoung Deep latent factor model for spatio-temporal forecasting. (English) Zbl 07943381 Technometrics 66, No. 3, 470-482 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Svetunkov, Ivan; Boylan, John E. Staying positive: challenges and solutions in using pure multiplicative ETS models. (English) Zbl 07943240 IMA J. Manag. Math. 35, No. 3, 403-425 (2024). MSC: 90-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Psychoyios, Dimitris Income growth, forecasting and stock valuation. (English) Zbl 07943235 IMA J. Manag. Math. 35, No. 2, 285-300 (2024). MSC: 90-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Asif, Muhammad; Yousaf, Muhammad Modelling player ratings in one day international cricket using the modified Duckworth-Lewis method. (English) Zbl 07943234 IMA J. Manag. Math. 35, No. 2, 267-284 (2024). MSC: 90-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gao, Weiqing; Wu, Ben; Zhang, Bo High-frequency volatility estimation and forecasting with a novel Bayesian LGI model. (English) Zbl 07941318 Electron. J. Stat. 18, No. 2, 3497-3534 (2024). MSC: 62C05 60G10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI Link
de Vilmarest, Joseph; Wintenberger, Olivier Viking: variational Bayesian variance tracking. (English) Zbl 07941087 Stat. Inference Stoch. Process. 27, No. 3, 839-860 (2024). MSC: 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pasetto, Stefano; Harshe, Isha; Brady-Nicholls, Renee; Gatenby, Robert. A.; Enderling, Heiko Harnessing flex point symmetry to estimate logistic tumor population growth. (English) Zbl 07938625 Bull. Math. Biol. 86, No. 11, Paper No. 135, 16 p. (2024). MSC: 92C32 × Cite Format Result Cite Review PDF Full Text: DOI
Burda, Martin; Schroeder, Adrian K. Recurrent neural network go-GARCH model for portfolio selection. (English) Zbl 07937752 J. Time Ser. Econom. 16, No. 2, 67-81 (2024). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Grigoryeva, Lyudmila; Hamzi, Boumediene; Kemeth, Felix P.; Kevrekidis, Yannis; Manjunath, G.; Ortega, Juan-Pablo; Steynberg, Matthys J. Data-driven cold starting of good reservoirs. (English) Zbl 07935968 Physica D 469, Article ID 134325, 12 p. (2024). MSC: 37M99 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hwang, Eunju; Jeon, ChanHyeok Nonnegative GARCH-type models with conditional Gamma distributions and their applications. (English) Zbl 1547.62017 Comput. Stat. Data Anal. 198, Article ID 108006, 24 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Barigozzi, Matteo; Cho, Haeran; Owens, Dom FNETS: factor-adjusted network estimation and forecasting for high-dimensional time series. (English) Zbl 1547.62610 J. Bus. Econ. Stat. 42, No. 3, 890-902 (2024). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fissler, Tobias; Hoga, Yannick Backtesting systemic risk forecasts using multi-objective elicitability. (English) Zbl 1547.62720 J. Bus. Econ. Stat. 42, No. 2, 485-498 (2024). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xu, Xiaofei; Chen, Ying; Zhang, Ge; Koch, Thorsten Modeling functional time series and mixed-type predictors with partially functional autoregressions. (English) Zbl 1547.62960 J. Bus. Econ. Stat. 42, No. 2, 349-366 (2024). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Vo-Van, Tai Building forecasting model for time series based on improvements in establishing fuzzy relationships and clustering algorithm. (English) Zbl 07929394 Statistics 58, No. 4, 983-1003 (2024). MSC: 62H30 68T10 × Cite Format Result Cite Review PDF Full Text: DOI
Chowell, Gerardo; Bleichrodt, Amanda; Luo, Ruiyan Parameter estimation and forecasting with quantified uncertainty for ordinary differential equation models using QuantDiffForecast: a MATLAB toolbox and tutorial. (English) Zbl 1545.62272 Stat. Med. 43, No. 9, 1826-1848 (2024). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Krüger, Fabian; Plett, Hendrik Prediction intervals for economic fixed-event forecasts. (English) Zbl 07923947 Ann. Appl. Stat. 18, No. 3, 2635-2655 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Pavone, Federico; Legramanti, Sirio; Durante, Daniele Learning and forecasting of age-specific period mortality via B-spline processes with locally-adaptive dynamic coefficients. (English) Zbl 07923915 Ann. Appl. Stat. 18, No. 3, 1965-1987 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Liu, Ziyue; Guo, Wensheng Dynamic hierarchical state space forecasting. (English) Zbl 1546.62483 Stat. Med. 43, No. 13, 2655-2671 (2024). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Chejarla, Kalyana C.; Vaidya, Omkarprasad S. A hybrid multi-criteria decision-making approach for longitudinal data. (English) Zbl 07921745 Opsearch 61, No. 3, 1013-1060 (2024). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore; Wüthrich, Mario V. Accurate and explainable mortality forecasting with the LocalGLMnet. (English) Zbl 1548.91098 Scand. Actuar. J. 2024, No. 7, 739-761 (2024). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Jinran Prediction of global trade network evolution with uncertain multi-step time series forecasting method. (English) Zbl 07914037 Fuzzy Optim. Decis. Mak. 23, No. 3, 387-414 (2024). MSC: 62Mxx 62Jxx 91Gxx × Cite Format Result Cite Review PDF Full Text: DOI
Luo, Jian; Zheng, Yukai; Hong, Tao; Luo, An; Yang, Xueqi Fuzzy support vector regressions for short-term load forecasting. (English) Zbl 07914036 Fuzzy Optim. Decis. Mak. 23, No. 3, 363-385 (2024). MSC: 68Txx 90Cxx 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI
Haghbin, Hossein; Maadooliat, Mehdi A journey from univariate to multivariate functional time series: a comprehensive review. (English) Zbl 1545.62056 Wiley Interdiscip. Rev., WIREs Comput. Stat. 16, No. 1, Article ID e1640, 22 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Kailing; Xie, Naiming Reduced-order reconstruction of discrete grey forecasting model and its application. (English) Zbl 07912591 Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108310, 16 p. (2024). MSC: 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Bamdadi, Rana; Mohammadpour, Mehrnaz; Ramezani, Sakineh A bilinear modeling in counts time series with applications. (English) Zbl 07912569 Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108282, 17 p. (2024). MSC: 62M10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Kejin; Politis, Dimitris N. Bootstrap prediction inference of nonlinear autoregressive models. (English) Zbl 07912368 J. Time Ser. Anal. 45, No. 5, 800-822 (2024). MSC: 62M10 62F40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lee, Jinwook; Schneider, Matthew J. Geometric series representation for robust bounds of exponential smoothing difference between protected and confidential data. (English) Zbl 07905436 Ann. Oper. Res. 332, No. 1-3, 11-21 (2024). MSC: 62Mxx 65Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Acim, Maria; Zahid, Mehdi; Ez-Zetouni, Adil Theta models for daily pandemic data. (English) Zbl 07905290 Bol. Soc. Parana. Mat. (3) 42, Paper No. 11, 8 p. (2024). MSC: 91B82 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Sathe, Aastha M.; Upadhye, Neelesh S.; Wyłomańska, Agnieszka Forecasting multidimensional autoregressive time series model with symmetric \(\alpha\)-stable noise using artificial neural networks. (English) Zbl 07905231 Stat. Methods Appl. 33, No. 3, 783-805 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Li, Han; Liu, Zijian; Yang, Kai; Dong, Xiaogang; Wang, Wenshan A \(p\)th-order random coefficients mixed binomial autoregressive process with explanatory variables. (English) Zbl 07904630 Comput. Stat. 39, No. 5, 2581-2604 (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model. (English) Zbl 1542.91146 Math. Financ. Econ. 18, No. 1, 1-25 (2024). MSC: 91B70 91B84 91B74 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Lu, Yutong; Reinert, Gesine; Cucuringu, Mihai Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets. (English) Zbl 1542.91381 Quant. Finance 24, No. 6, 779-809 (2024). MSC: 91G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, G. Peter; Xia, Yusen; Xie, Maohua Intermittent demand forecasting with transformer neural networks. (English) Zbl 1545.90013 Ann. Oper. Res. 339, No. 1-2, 1051-1072 (2024). MSC: 90B05 90B06 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Dong; Wu, Pengkun; Wu, Chong; Ngai, Eric W. T. Forecasting duty-free shopping demand with multisource data: a deep learning approach. (English) Zbl 07898275 Ann. Oper. Res. 339, No. 1-2, 861-887 (2024). MSC: 62Mxx 62Pxx 91Gxx × Cite Format Result Cite Review PDF Full Text: DOI
Sharma, Kshitij; Dwivedi, Yogesh K.; Metri, Bhimaraya Incorporating causality in energy consumption forecasting using deep neural networks. (English) Zbl 07898264 Ann. Oper. Res. 339, No. 1-2, 537-572 (2024). MSC: 62Mxx 62Axx 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ben Ameur, Hachmi; Boubaker, Sahbi; Ftiti, Zied; Louhichi, Wael; Tissaoui, Kais Forecasting commodity prices: empirical evidence using deep learning tools. (English) Zbl 1542.91370 Ann. Oper. Res. 339, No. 1-2, 349-367 (2024). MSC: 91G15 62P05 62M20 68T07 × Cite Format Result Cite Review PDF Full Text: DOI
Efat, Md. Iftekharul Alam; Hajek, Petr; Abedin, Mohammad Zoynul; Azad, Rahat Uddin; Jaber, Md. Al; Aditya, Shuvra; Hassan, Mohammad Kabir Deep-learning model using hybrid adaptive trend estimated series for modelling and forecasting sales. (English) Zbl 07898255 Ann. Oper. Res. 339, No. 1-2, 297-328 (2024). MSC: 62Mxx 90Bxx 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Wenhui; Li, Tong; Xu, Danyang; Wang, Zhaohua A global forecasting method of heterogeneous household short-term load based on pre-trained autoencoder and deep-LSTM model. (English) Zbl 07898253 Ann. Oper. Res. 339, No. 1-2, 227-259 (2024). MSC: 62Mxx 68Txx 91Bxx × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Minglan; Sun, Linfu; Yang, Jing; Zou, Yisheng A dual-topological graph memory network for anti-noise multivariate time series forecasting. (English) Zbl 07897654 Inf. Sci. 681, Article ID 121253, 19 p. (2024). MSC: 68T05 62M10 68T07 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Xiaofeng; Cao, Xiaoxi; Yu, Lean Carbon emissions forecasting based on tensor decomposition with multi-source data fusion. (English) Zbl 07897641 Inf. Sci. 681, Article ID 121235, 15 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zirong; Zhou, Yao Dynamic partial (co)variance forecasting model. (English) Zbl 1542.91373 Quant. Finance 24, No. 5, 643-653 (2024). MSC: 91G15 62P05 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Manevich, V. A. Corrected triple correction method, CNN and transfer learning for prediction the realized volatility of Bitcoin and E-mini S&P500. (English) Zbl 07896208 Lobachevskii J. Math. 45, No. 3, 1194-1206 (2024). MSC: 62Mxx 65Kxx 91Gxx × Cite Format Result Cite Review PDF Full Text: DOI
Coulibaly, B. D.; Chaibi, G.; El Khomssi, M. Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise. (English) Zbl 07896194 Lobachevskii J. Math. 45, No. 3, 1008-1022 (2024). MSC: 62Fxx 60Exx 62Exx × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Shengjie; Kang, Yanfei; Petropoulos, Fotios Combining probabilistic forecasts of intermittent demand. (English) Zbl 07895437 Eur. J. Oper. Res. 315, No. 3, 1038-1048 (2024). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kumar, Krishan; Prabhakar, Priti; Verma, Avnesh Forecasting wind power using optimized recurrent neural network strategy with time-series data. (English) Zbl 07895183 Optim. Control Appl. Methods 45, No. 4, 1798-1814 (2024). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
V’yugin, V. V.; Trunov, V. G.; Zukhba, R. D. Prediction of locally stationary data using expert advice. (English) Zbl 1545.68108 Probl. Inf. Transm. 60, No. 1, 35-52 (2024). MSC: 68T05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nurhambali, M. R.; Angraini, Y.; Fitrianto, A. Implementation of long short-term memory for gold prices forecasting. (English) Zbl 1542.91409 Malays. J. Math. Sci. 18, No. 2, 399-422 (2024). MSC: 91G30 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Yuan, Yuan; Lozano-Durán, Adrián Limits to extreme event forecasting in chaotic systems. (English) Zbl 07893182 Physica D 467, Article ID 134246, 10 p. (2024). MSC: 62B10 86Axx 68Txx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ascione, Giacomo; Bufalo, Michele; Orlando, Giuseppe Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model. (English) Zbl 1544.91309 J. Comput. Appl. Math. 451, Article ID 115993, 19 p. (2024). MSC: 91G20 91G40 × Cite Format Result Cite Review PDF Full Text: DOI
Netto, Carla Freitas Silveira; Brei, Vinicius A.; Hyndman, Rob J. Forecasting system’s accuracy: a framework for the comparison of different structures. (English) Zbl 07889708 Appl. Stoch. Models Bus. Ind. 40, No. 2, 462-482 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gianfreda, Angelica; Scandolo, Giacomo Assessing model risk in financial and energy markets using dynamic conditional vars. (English) Zbl 07889705 Appl. Stoch. Models Bus. Ind. 40, No. 2, 408-433 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
André de Andrade, Paulo; Vanhoucke, Mario; Martens, Annelies An empirical project forecasting accuracy framework using project regularity. (English) Zbl 1544.90093 Ann. Oper. Res. 337, No. 2, 501-521 (2024). MSC: 90B50 90B35 × Cite Format Result Cite Review PDF Full Text: DOI
Rennie, Nicola; Cleophas, Catherine; Sykulski, Adam M.; Dost, Florian Outlier detection in network revenue management. (English) Zbl 1544.90049 OR Spectrum 46, No. 2, 445-511 (2024). MSC: 90B10 62H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pajor, Anna; Wróblewska, Justyna; Kwiatkowski, Łukasz; Osiewalski, Jacek Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models – which is better from a predictive perspective? (English) Zbl 07888876 Int. Stat. Rev. 92, No. 1, 62-86 (2024). MSC: 62Mxx 62Pxx 62Fxx × Cite Format Result Cite Review PDF Full Text: DOI
Lima, S.; Gonçalves, A. M.; Costa, M. Predictive accuracy of time series models applied to economic data: the European countries retail trade. (English) Zbl 07887860 J. Appl. Stat. 51, No. 9, 1818-1841 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Baladezaei, Seyedeh Mahbubeh Hoseini; Deiri, Einolah; Baloui Jamkhaneh, Ezzatallah The balanced discrete Burr-Hatke model and mixing INAR(1) process: properties, estimation, forecasting and COVID-19 applications. (English) Zbl 07887831 J. Appl. Stat. 51, No. 7, 1227-1250 (2024). MSC: 62-XX 60E05 60-02 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Persiau, Floris; de Cooman, Gert Imprecision in martingale- and test-theoretic prequential randomness. (English) Zbl 07885903 Int. J. Approx. Reasoning 170, Article ID 109213, 25 p. (2024). MSC: 68T37 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Yizheng; Yu, Yang; Zhang, Tengfei; Song, Keyu; Wang, Yirui; Gao, Shangce Improved dendritic learning: activation function analysis. (English) Zbl 07885228 Inf. Sci. 679, Article ID 121034, 16 p. (2024). MSC: 68-XX 90-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yolcu, Ozge Cagcag; Yolcu, Ufuk A new ensemble intuitionistic fuzzy-deep forecasting model: consolidation of the IFRFs-bENR with LSTM. (English) Zbl 1545.91218 Inf. Sci. 679, Article ID 121007, 20 p. (2024). MSC: 91B84 91B86 68W50 × Cite Format Result Cite Review PDF Full Text: DOI
Ellison, Joanne; Berrington, Ann; Dodd, Erengul; Forster, Jonathan J. Combining individual- and population-level data to develop a Bayesian parity-specific fertility projection model. (English) Zbl 07884606 J. R. Stat. Soc., Ser. C, Appl. Stat. 73, No. 2, 275-297 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Lv, Lingling; Hu, Delai; Liu, Xinyang An EEMD-EWT-LSTM-based short-term prediction approach for inbound metro ridership. (English) Zbl 07882631 J. Ind. Manag. Optim. 20, No. 9, 2954-2970 (2024). MSC: 58F15 58F17 53C35 × Cite Format Result Cite Review PDF Full Text: DOI
Oh, Dong Hwan; Patton, Andrew J. Better the devil you know: improved forecasts from imperfect models. (English) Zbl 07882263 J. Econom. 242, No. 1, Article ID 105767, 18 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Korolev, V. Yu.; Lanxiao, Xu Reconstructing unknown coefficients of stochastic differential equations and intelligently predicting random processes with directed learning. (English. Russian original) Zbl 07881444 Mosc. Univ. Comput. Math. Cybern. 48, No. 2, 104-109 (2024); translation from Vestn. Mosk. Univ., Ser. XV 2024, No. 2, 41-48 (2024). MSC: 62Mxx 91Gxx 60Jxx × Cite Format Result Cite Review PDF Full Text: DOI
Zakharov, Viktor V.; Ndiaye, Serigne Modou Population forecasting and dynamic games against nature. (Russian. English summary) Zbl 1545.91222 Mat. Teor. Igr Prilozh. 16, No. 1, 44-60 (2024). MSC: 91D20 91A25 × Cite Format Result Cite Review PDF Full Text: MNR
Han, Yuefeng; Chen, Rong; Zhang, Cun-Hui; Yao, Qiwei Simultaneous decorrelation of matrix time series. (English) Zbl 07877133 J. Am. Stat. Assoc. 119, No. 546, 957-969 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shi, Peng; Zhang, Wei; Shi, Kun Leveraging weather dynamics in insurance claims triage using deep learning. (English) Zbl 1541.91218 J. Am. Stat. Assoc. 119, No. 546, 825-838 (2024). MSC: 91G05 62P05 62H30 × Cite Format Result Cite Review PDF Full Text: DOI
Papadopoulos, Leonidas; Atzarakis, Konstantinos; Sotiropoulos, Gerasimos; Kalogeris, Ioannis; Papadopoulos, Vissarion Fusing nonlinear solvers with transformers for accelerating the solution of parametric transient problems. (English) Zbl 07875016 Comput. Methods Appl. Mech. Eng. 428, Article ID 117074, 22 p. (2024). MSC: 65N30 × Cite Format Result Cite Review PDF Full Text: DOI
Mittal, Prabhat Forecasting of crude oil prices using wavelet decomposition based denoising with ARMA model. (English) Zbl 1542.91408 Asia-Pac. Financ. Mark. 31, No. 2, 355-365 (2024). MSC: 91G30 42C40 × Cite Format Result Cite Review PDF Full Text: DOI
Lai, Yi-Hao; Wang, Yi-Chiuan; Chang, Yu-Ching Forecasting trading-session return volatility in Taiwan futures market: a periodic regime switching with jump approach. (English) Zbl 1542.91396 Asia-Pac. Financ. Mark. 31, No. 2, 285-305 (2024). MSC: 91G20 62P05 × Cite Format Result Cite Review PDF Full Text: DOI