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Time Series Analysis and Forecasting

description1,309 papers
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lightbulbAbout this topic
Time Series Analysis and Forecasting is a statistical technique used to analyze time-ordered data points to identify patterns, trends, and seasonal variations. It involves modeling the data to make predictions about future values based on historical observations, employing methods such as autoregressive integrated moving average (ARIMA) and exponential smoothing.
lightbulbAbout this topic
Time Series Analysis and Forecasting is a statistical technique used to analyze time-ordered data points to identify patterns, trends, and seasonal variations. It involves modeling the data to make predictions about future values based on historical observations, employing methods such as autoregressive integrated moving average (ARIMA) and exponential smoothing.

Key research themes

1. How can advanced deep learning architectures improve the accuracy of financial time series forecasting amidst market volatility and nonlinearity?

This research theme focuses on the integration and application of hybrid deep learning models to capture the complex, nonlinear, and volatile nature of financial time series data such as stock prices and cryptocurrencies. The aim is to leverage architectures like LSTM, Transformers, and multilayer perceptrons to enhance forecasting accuracy, manage noise, and provide robust predictions for financial decision-making and risk management.

Key finding: This paper proposes a novel hybrid LSTM-mTrans-MLP architecture that integrates LSTM networks, modified Transformer networks, and multilayer perceptrons to improve stock price prediction accuracy. Experiments on diverse... Read more
Key finding: Applying an LSTM model on daily stock price data (ANTM.JK) over five years, the study achieved precise forecasting, with a low Mean Absolute Percentage Error (2.52%) and Root Mean Squared Error (RMSE) of 54.64. This validates... Read more
Key finding: The study distinguishes prediction strategies for Bitcoin prices at different sampling frequencies, showing statistical methods like Logistic Regression and Linear Discriminant Analysis achieve up to 66% accuracy for daily... Read more

2. What are effective methodologies for selecting optimal time-lags and input windows to improve time series forecasting with neural networks?

This theme examines critical preprocessing steps in time series forecasting using neural networks, emphasizing the determination of appropriate sample rates (time-lags) and input window sizes. It leverages theoretical insights from dynamical systems and heuristic algorithms to optimize model architectures and forecasting accuracy, addressing the challenge of balancing model complexity against risk of overfitting.

Key finding: By analyzing the embedding theorem and properties of chaotic systems, the study identifies heuristic methods for determining optimal sampling rates and embedding dimensions to define input window sizes for sliding window... Read more
Key finding: This paper compares three approaches—statistical autocorrelation, LSTM with hyperparameter tuning through heuristic algorithms, and a parallel LSTM implementation—to select the optimal time-lag for forecasting meteorological... Read more

3. How can traditional and hybrid time series models be applied for accurate forecasting in climatology, energy consumption, and commodity markets?

This theme explores the use of classical time series methods (e.g., ARIMA, SARIMA, Holt-Winters) and their combination with machine learning and generalized additive models to forecast variables in energy consumption, air temperature, and commodity prices. It highlights the importance of capturing trends, seasonality, and multiple periodicities to enhance predictive accuracy for practical applications in environmental science and economic planning.

Key finding: The study introduces a time series analysis model incorporating multiple seasonality components to forecast the monthly electricity consumption for public transportation in Sofia. The model effectively decomposes trend,... Read more
Key finding: By hybridizing SARIMA and Generalized Additive Models (GAM), this paper captures both linear and nonlinear temporal components in monthly mean temperature data. Comparative metrics (MSE, RMSE, MAE, MAPE) reveal the hybrid... Read more
Key finding: The paper proposes a hybrid method combining ARIMA and Adaptive Neuro-Fuzzy Inference System (ANFIS) augmented by Particle Swarm Optimization (PSO) and Grey Wolf Optimizer (GWO) algorithms to forecast gold prices. Results... Read more
Key finding: Utilizing Box-Jenkins methodology on weekly RON97 fuel prices from 2017-2024, the study identifies ARIMA(0,1,2) as the best model to capture price trends and fluctuations. This model effectively incorporates autocorrelation... Read more

All papers in Time Series Analysis and Forecasting

This study was carried out to evaluate trypanocides by cattle farmers in Ogun State, Nigeria. A total of 143 respondents were sampled from 13 cattle markets in Yewa, Egba and Ijebu zones using a stratified proportionate random sampli... more
Primary capital market i.e. Initial Public Offering (IPO) market forms a significant part of it. India, an emerging market, has seen tremendous growth in the BSE SME IPO market over the past few years. There are times when India... more
The exponential growth of urbanization has intensified environmental degradation, particularly in terms of air pollution, posing severe health and ecological risks to urban populations. Traditional air quality monitoring systems, while... more
by paul conteh and 
1 more
Abstract: In many developing countries, poor management of perishable goods causes significant economic and nutritional losses. For example, food waste rates in sub-Saharan Africa are over 50%. Most smart inventory systems are designed... more
This paper predicts Coronavirus Disease (COVID-19)'s potential influence on the Arab country's economy by using two predicting models: the Autoregressive Integrated Moving Average (ARIMA) model and Long Short-Term Memory (LSTM) model. The... more
Livebirths and stillbirths are key public health indicators, with significant social and economic consequences. This study employs time series modeling to analyze quarterly records of livebirths and stillbirths obtained fom Obafemi... more
Livebirths and stillbirths are key public health indicators, with significant social and economic consequences. This study employs time series modeling to analyze quarterly records of livebirths and stillbirths obtained fom Obafemi... more
Groundwater is the largest liquid freshwater reservoir and a critical resource for drinking water, agriculture, and ecosystem sustainability. In the Rajshahi Division of northwestern Bangladesh, intensive groundwater use and recurring... more
This paper provides a comprehensive analysis of current account sustainability in the Democratic Republic of Congo (DRC), focusing on the structural determinants of persistent external imbalances and the policy mechanisms required for... more
Groundwater is the largest liquid freshwater reservoir and a critical resource for drinking water, agriculture, and ecosystem sustainability. In the Rajshahi Division of north-western Bangladesh, intensive groundwater use and recurring... more
Rice is the main staple food for the majority of the Indonesian population. However, the fluctuation in rice prices and future uncertainty emphasize the importance of forecasting rice prices, thus requiring a forecasting model capable of... more