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Time series forecasting has attracted significant attention, leading to the de-velopment of a wide range of approaches, from traditional statistical meth-ods to advanced deep learning models. Among them, the Auto-Regressive Integrated…

Machine Learning · Computer Science 2025-05-28 Thanh Son Nguyen , Van Thanh Nguyen , Dang Minh Duc Nguyen

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

Machine Learning · Computer Science 2019-03-05 Sima Siami-Namini , Akbar Siami Namin

Providing forecasts for ultra-long time series plays a vital role in various activities, such as investment decisions, industrial production arrangements, and farm management. This paper develops a novel distributed forecasting framework to…

Applications · Statistics 2024-04-23 Xiaoqian Wang , Yanfei Kang , Rob J Hyndman , Feng Li

Many applications in different domains produce large amount of time series data. Making accurate forecasting is critical for many decision makers. Various time series forecasting methods exist which use linear and nonlinear models…

Machine Learning · Computer Science 2019-07-19 Ümit Çavuş Büyükşahin , Şeyda Ertekin

In this paper we address the problem of predicting a time series using the ARMA (autoregressive moving average) model, under minimal assumptions on the noise terms. Using regret minimization techniques, we develop effective online learning…

Machine Learning · Computer Science 2013-02-28 Oren Anava , Elad Hazan , Shie Mannor , Ohad Shamir

Accurate prediction of financial time series is a key concern for market economy makers and investors. The article selects online store sales and Australian beer sales as representatives of non-stationary, trending, and seasonal financial…

Signal Processing · Electrical Eng. & Systems 2024-06-10 Wei Chen , Yuanyuan Yang , Jianyu Liu

Time series forecasting and anomaly detection are common tasks for practitioners in industries such as retail, manufacturing, advertising and energy. Two unique challenges stand out: (1) efficiently and accurately forecasting time series or…

Predicting the price that has the least error and can provide the best and highest accuracy has been one of the most challenging issues and one of the most critical concerns among capital market activists and researchers. Therefore, a model…

Machine Learning · Computer Science 2025-05-05 Mohammadhossein Rashidi , Mohammad Modarres

Auto-regressive moving-average (ARMA) models are ubiquitous forecasting tools. Parsimony in such models is highly valued for their interpretability and computational tractability, and as such the identification of model orders remains a…

Methodology · Statistics 2023-07-27 Yann McLatchie , Asael Alonzo Matamoros , David Kohns , Aki Vehtari

By significant improvements in modern electrical systems, planning for unit commitment and power dispatching of them are two big concerns between the researchers. Short-term load forecasting plays a significant role in planning and…

Statistical Finance · Quantitative Finance 2020-10-01 Kasun Chandrarathna , Arman Edalati , AhmadReza Fourozan tabar

Producing probabilistic guarantee for several steps of a predicted signal follow a temporal logic defined behavior has its rising importance in monitoring. In this paper, we derive a method to compute the joint probability distribution of…

Systems and Control · Computer Science 2019-01-15 Xin Qin , Jyotirmoy V. Deshmukh

Background: The stochastic behavior of patient arrival at an emergency department (ED) complicates the management of an ED. More than 50% of hospitals ED capacity tends to operate beyond its normal capacity and eventually fails to deliver…

Computers and Society · Computer Science 2019-01-10 Avishek Choudhury

Predicting product sales of large retail companies is a challenging task considering volatile nature of trends, seasonalities, events as well as unknown factors such as market competitions, change in customer's preferences, or unforeseen…

Machine Learning · Computer Science 2022-03-15 Md Rashidul Hasan , Muntasir A Kabir , Rezoan A Shuvro , Pankaz Das

The ARIMA (Autoregressive Integrated Moving Average model) has extensive applications in the field of time series forecasting. However, the predictive performance of the ARIMA model is limited when dealing with data gaps or significant…

Statistical Finance · Quantitative Finance 2023-11-21 Xitai Yu

Celestial objects exhibit a wide range of variability in brightness at different wavebands. Surprisingly, the most common methods for characterizing time series in statistics -- parametric autoregressive modeling -- is rarely used to…

Instrumentation and Methods for Astrophysics · Physics 2019-01-24 Eric D. Feigelson , G. Jogesh Babu , Gabriel A. Caceres

In practice, several time series exhibit long-range dependence or persistence in their observations, leading to the development of a number of estimation and prediction methodologies to account for the slowly decaying autocorrelations. The…

Computation · Statistics 2016-09-09 Javier E. Contreras-Reyes , Wilfredo Palma

Data mining is the process in which we extract the different patterns and useful Information from large dataset. According to London police, crimes are immediately increases from beginning of 2017 in different borough of London. No useful…

Computers and Society · Computer Science 2020-03-19 Khawar Islam , Akhter Raza

Fitting autoregressive moving average (ARMA) time series models requires model identification before parameter estimation. Model identification involves determining the order of the autoregressive and moving average components which is…

Computation · Statistics 2024-04-09 Yin Liu , Sam Davanloo Tajbakhsh

This study discusses how insights retrieved from subscriber data can impact decision-making in telecommunications, focusing on predictive modeling using machine learning techniques such as the ARIMA model. The study explores time series…

Machine Learning · Computer Science 2024-04-24 Mike Wa Nkongolo

A wide range of approaches for batch processes monitoring can be found in the literature. This kind of process generates a very peculiar data structure, in which successive measurements of many process variables in each batch run are…

Methodology · Statistics 2021-09-03 Batista Nunes de Oliveira , Marcio Valk , Danilo Marcondes Filho
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