相关论文: Forecasting Economics and Financial Time Series: A…

Machine and deep learning-based algorithms are the emerging approaches in addressing prediction problems in time series. These techniques have been shown to produce more accurate results than conventional regression-based modeling. It has…

With the volatile and complex nature of financial data influenced by external factors, forecasting the stock market is challenging. Traditional models such as ARIMA and GARCH perform well with linear data but struggle with non-linear…

The explosion of Time Series (TS) data, driven by advancements in technology, necessitates sophisticated analytical methods. Modern management systems increasingly rely on analyzing this data, highlighting the importance of effcient…

Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in…

Prediction of user traffic in cellular networks has attracted profound attention for improving resource utilization. In this paper, we study the problem of network traffic traffic prediction and classification by employing standard machine…

Time series forecasting has seen many methods attempted over the past few decades, including traditional technical analysis, algorithmic statistical models, and more recent machine learning and artificial intelligence approaches. Recently,…

Deep-learning techniques have been successfully used for time-series forecasting and have often shown superior performance on many standard benchmark datasets as compared to traditional techniques. Here we present a comprehensive and…

Weather forecasting benefits us in various ways from farmers in cultivation and harvesting their crops to airlines to schedule their flights. Weather forecasting is a challenging task due to the chaotic nature of the atmosphere. Therefore…

A comparative analysis of deep learning models and traditional statistical methods for stock price prediction uses data from the Nigerian stock exchange. Historical data, including daily prices and trading volumes, are employed to implement…

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Most forecasting methods use recent past observations (lags) to model the future values of univariate time series. Selecting an adequate number of lags is important for training accurate forecasting models. Several approaches and heuristics…

In this paper, five different deep learning models are being compared for predicting travel time. These models are autoregressive integrated moving average (ARIMA) model, recurrent neural network (RNN) model, autoregressive (AR) model,…

Setting sale prices correctly is of great importance for firms, and the study and forecast of prices time series is therefore a relevant topic not only from a data science perspective but also from an economic and applicative one. In this…

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often…

Time series forecasting is crucial in several sectors, such as meteorology, retail, healthcare, and finance. Accurately forecasting future trends and patterns is crucial for strategic planning and making well-informed decisions. In this…

Most long memory forecasting studies assume that the memory is generated by the fractional difference operator. We argue that the most cited theoretical arguments for the presence of long memory do not imply the fractional difference…

This study focuses on building an algorithmic investment strategy employing a hybrid approach that combines LSTM and ARIMA models referred to as LSTM-ARIMA. This unique algorithm uses LSTM to produce final predictions but boosts the results…

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…

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…