Müller, Tobias; Christoffel, Kai; Mazelis, Falk; Montes-Galdón, Carlos Disciplining expectations and the forward guidance puzzle. (English) Zbl 07526539 J. Econ. Dyn. Control 137, Article ID 104336, 39 p. (2022). MSC: 91B64 91B51 PDF BibTeX XML Cite \textit{T. Müller} et al., J. Econ. Dyn. Control 137, Article ID 104336, 39 p. (2022; Zbl 07526539) Full Text: DOI OpenURL
Miyama, Takeshi; Jung, Sung-mok; Hayashi, Katsuma; Anzai, Asami; Kinoshita, Ryo; Kobayashi, Tetsuro; Linton, Natalie M.; Suzuki, Ayako; Yang, Yichi; Yuan, Baoyin; Kayano, Taishi; Akhmetzhanov, Andrei R.; Nishiura, Hiroshi Phenomenological and mechanistic models for predicting early transmission data of COVID-19. (English) Zbl 07513250 Math. Biosci. Eng. 19, No. 2, 2043-2055 (2022). MSC: 92-XX PDF BibTeX XML Cite \textit{T. Miyama} et al., Math. Biosci. Eng. 19, No. 2, 2043--2055 (2022; Zbl 07513250) Full Text: DOI OpenURL
Jing, Xin; Luo, Jungang; Zhang, Shangyao; Wei, Na Runoff forecasting model based on variational mode decomposition and artificial neural networks. (English) Zbl 07513230 Math. Biosci. Eng. 19, No. 2, 1633-1648 (2022). MSC: 92-XX PDF BibTeX XML Cite \textit{X. Jing} et al., Math. Biosci. Eng. 19, No. 2, 1633--1648 (2022; Zbl 07513230) Full Text: DOI OpenURL
Hajirahimi, Zahra; Khashei, Mehdi Series hybridization of parallel (SHOP) models for time series forecasting. (English) Zbl 07511870 Physica A 596, Article ID 127173, 20 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{Z. Hajirahimi} and \textit{M. Khashei}, Physica A 596, Article ID 127173, 20 p. (2022; Zbl 07511870) Full Text: DOI OpenURL
Abolghasemi, Mahdi; Hyndman, Rob J.; Spiliotis, Evangelos; Bergmeir, Christoph Model selection in reconciling hierarchical time series. (English) Zbl 07510327 Mach. Learn. 111, No. 2, 739-789 (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{M. Abolghasemi} et al., Mach. Learn. 111, No. 2, 739--789 (2022; Zbl 07510327) Full Text: DOI OpenURL
Khashanah, Khaldoun; Shao, Chenjie Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model. (English) Zbl 07503260 Quant. Finance 22, No. 2, 241-253 (2022). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{K. Khashanah} and \textit{C. Shao}, Quant. Finance 22, No. 2, 241--253 (2022; Zbl 07503260) Full Text: DOI OpenURL
Schnürch, Simon; Korn, Ralf Point and interval forecasts of death rates using neural networks. (English) Zbl 07503086 ASTIN Bull. 52, No. 1, 333-360 (2022). MSC: 91G05 91D20 68T07 PDF BibTeX XML Cite \textit{S. Schnürch} and \textit{R. Korn}, ASTIN Bull. 52, No. 1, 333--360 (2022; Zbl 07503086) Full Text: DOI OpenURL
Garrow, Laurie A.; Lurkin, Virginie; Marla, Lavanya Airline OR innovations soar during COVID-19 recovery. (English) Zbl 07500858 SN Oper. Res. Forum 3, No. 1, Paper No. 14, 20 p. (2022). MSC: 90B35 90B50 PDF BibTeX XML Cite \textit{L. A. Garrow} et al., SN Oper. Res. Forum 3, No. 1, Paper No. 14, 20 p. (2022; Zbl 07500858) Full Text: DOI OpenURL
Karimi, Majid; Zaerpour, Nima Put your money where your forecast is: supply chain collaborative forecasting with cost-function-based prediction markets. (English) Zbl 07493231 Eur. J. Oper. Res. 300, No. 3, 1035-1049 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{M. Karimi} and \textit{N. Zaerpour}, Eur. J. Oper. Res. 300, No. 3, 1035--1049 (2022; Zbl 07493231) Full Text: DOI OpenURL
Liu, Congzheng; Letchford, Adam N.; Svetunkov, Ivan Newsvendor problems: an integrated method for estimation and optimisation. (English) Zbl 07493200 Eur. J. Oper. Res. 300, No. 2, 590-601 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{C. Liu} et al., Eur. J. Oper. Res. 300, No. 2, 590--601 (2022; Zbl 07493200) Full Text: DOI OpenURL
Hewage, Harsha Chamara; Perera, H. Niles; De Baets, Shari Forecast adjustments during post-promotional periods. (English) Zbl 07493191 Eur. J. Oper. Res. 300, No. 2, 461-472 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{H. C. Hewage} et al., Eur. J. Oper. Res. 300, No. 2, 461--472 (2022; Zbl 07493191) Full Text: DOI OpenURL
Jagtap, N. V.; Mudunuru, M. K.; Nakshatrala, K. B. A deep learning modeling framework to capture mixing patterns in reactive-transport systems. (English) Zbl 07493161 Commun. Comput. Phys. 31, No. 1, 188-223 (2022). MSC: 35Qxx 35K57 35-04 35K51 PDF BibTeX XML Cite \textit{N. V. Jagtap} et al., Commun. Comput. Phys. 31, No. 1, 188--223 (2022; Zbl 07493161) Full Text: DOI arXiv OpenURL
Kong, Wenjia; Li, Haochen; Yu, Chen; Xia, Jiangjiang; Kang, Yanyan; Zhang, Pingwen A deep spatio-temporal forecasting model for multi-site weather prediction post-processing. (English) Zbl 1482.86030 Commun. Comput. Phys. 31, No. 1, 131-153 (2022). MSC: 86A10 68T07 86A32 PDF BibTeX XML Cite \textit{W. Kong} et al., Commun. Comput. Phys. 31, No. 1, 131--153 (2022; Zbl 1482.86030) Full Text: DOI OpenURL
Hu, Yuntong; Xiao, Fuyuan A novel method for forecasting time series based on directed visibility graph and improved random walk. (English) Zbl 07491725 Physica A 594, Article ID 127029, 11 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{Y. Hu} and \textit{F. Xiao}, Physica A 594, Article ID 127029, 11 p. (2022; Zbl 07491725) Full Text: DOI OpenURL
Alshabeeb, Israa Ali; Azeez, Ruaa Majeed; Shakir, Wafaa Mohammed Ridha Machine learning techniques and forecasting methods for analyzing and predicting Covid-19. (English) Zbl 07491378 Int. J. Math. Comput. Sci. 17, No. 1, 413-424 (2022). MSC: 68Q25 62M10 60G25 68W40 62H30 PDF BibTeX XML Cite \textit{I. A. Alshabeeb} et al., Int. J. Math. Comput. Sci. 17, No. 1, 413--424 (2022; Zbl 07491378) Full Text: Link OpenURL
Carriero, Andrea; Chan, Joshua; Clark, Todd E.; Marcellino, Massimiliano Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”. (English) Zbl 07491170 J. Econom. 227, No. 2, 506-512 (2022). MSC: 62P20 62F15 62M10 PDF BibTeX XML Cite \textit{A. Carriero} et al., J. Econom. 227, No. 2, 506--512 (2022; Zbl 07491170) Full Text: DOI OpenURL
Nagler, Thomas; Krüger, Daniel; Min, Aleksey Stationary vine copula models for multivariate time series. (English) Zbl 07491162 J. Econom. 227, No. 2, 305-324 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{T. Nagler} et al., J. Econom. 227, No. 2, 305--324 (2022; Zbl 07491162) Full Text: DOI arXiv OpenURL
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers. (English) Zbl 07491160 J. Econom. 227, No. 1, 285-304 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. Asai} et al., J. Econom. 227, No. 1, 285--304 (2022; Zbl 07491160) Full Text: DOI OpenURL
Longo, Luigi; Riccaboni, Massimo; Rungi, Armando A neural network ensemble approach for GDP forecasting. (English) Zbl 07490740 J. Econ. Dyn. Control 134, Article ID 104278, 29 p. (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{L. Longo} et al., J. Econ. Dyn. Control 134, Article ID 104278, 29 p. (2022; Zbl 07490740) Full Text: DOI OpenURL
Saeed, Waddah Frequency-based ensemble forecasting model for time series forecasting. (English) Zbl 07490234 Comput. Appl. Math. 41, No. 2, Paper No. 66, 17 p. (2022). MSC: 60G25 62M10 PDF BibTeX XML Cite \textit{W. Saeed}, Comput. Appl. Math. 41, No. 2, Paper No. 66, 17 p. (2022; Zbl 07490234) Full Text: DOI OpenURL
Peeters, Ronald; Rao, Fan; Wolk, Leonard Small group forecasting using proportional-prize contests. (English) Zbl 07489918 Theory Decis. 92, No. 2, 293-317 (2022). MSC: 91B03 91-05 PDF BibTeX XML Cite \textit{R. Peeters} et al., Theory Decis. 92, No. 2, 293--317 (2022; Zbl 07489918) Full Text: DOI OpenURL
Costa Sperb, L. F.; Sung, M.-C.; Ma, T.; Johnson, J. E. V. Turning the heat on financial decisions: examining the role temperature plays in the incidence of bias in a time-limited financial market. (English) Zbl 07487817 Eur. J. Oper. Res. 299, No. 3, 1142-1157 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{L. F. Costa Sperb} et al., Eur. J. Oper. Res. 299, No. 3, 1142--1157 (2022; Zbl 07487817) Full Text: DOI OpenURL
Elías, Antonio; Jiménez, Raúl; Shang, Han Lin On projection methods for functional time series forecasting. (English) Zbl 07482258 J. Multivariate Anal. 189, Article ID 104890, 13 p. (2022). MSC: 62Hxx 62R10 62G30 PDF BibTeX XML Cite \textit{A. Elías} et al., J. Multivariate Anal. 189, Article ID 104890, 13 p. (2022; Zbl 07482258) Full Text: DOI arXiv OpenURL
Jaspersen, Johannes G. Convex combinations in judgment aggregation. (English) Zbl 07479774 Eur. J. Oper. Res. 299, No. 2, 780-794 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{J. G. Jaspersen}, Eur. J. Oper. Res. 299, No. 2, 780--794 (2022; Zbl 07479774) Full Text: DOI OpenURL
Goltsos, Thanos E.; Syntetos, Aris A.; Glock, Christoph H.; Ioannou, George Inventory – forecasting: mind the gap. (English) Zbl 07479748 Eur. J. Oper. Res. 299, No. 2, 397-419 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{T. E. Goltsos} et al., Eur. J. Oper. Res. 299, No. 2, 397--419 (2022; Zbl 07479748) Full Text: DOI OpenURL
Yu, Dian; Gao, Jianjun; Wang, Tongyao Betting market equilibrium with heterogeneous beliefs: a prospect theory-based model. (English) Zbl 07478887 Eur. J. Oper. Res. 298, No. 1, 137-151 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{D. Yu} et al., Eur. J. Oper. Res. 298, No. 1, 137--151 (2022; Zbl 07478887) Full Text: DOI OpenURL
Guerrero, Matheus B.; Barreto-Souza, Wagner; Ombao, Hernando Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective. (English) Zbl 07476249 Stoch. Models 38, No. 1, 70-90 (2022). MSC: 60-XX 91-XX 90-XX PDF BibTeX XML Cite \textit{M. B. Guerrero} et al., Stoch. Models 38, No. 1, 70--90 (2022; Zbl 07476249) Full Text: DOI OpenURL
Zhang, Chao; Kokoszka, Piotr; Petersen, Alexander Wasserstein autoregressive models for density time series. (English) Zbl 07476226 J. Time Ser. Anal. 43, No. 1, 30-52 (2022). MSC: 62G05 62G20 62M10 PDF BibTeX XML Cite \textit{C. Zhang} et al., J. Time Ser. Anal. 43, No. 1, 30--52 (2022; Zbl 07476226) Full Text: DOI arXiv OpenURL
Katz, Yuri A.; Biem, Alain Growing cumulative activity of major tropical cyclones: Detection, attribution, and projections. (English) Zbl 1479.86005 Commun. Nonlinear Sci. Numer. Simul. 108, Article ID 106202, 10 p. (2022). MSC: 86A32 86A10 37N10 86A08 PDF BibTeX XML Cite \textit{Y. A. Katz} and \textit{A. Biem}, Commun. Nonlinear Sci. Numer. Simul. 108, Article ID 106202, 10 p. (2022; Zbl 1479.86005) Full Text: DOI OpenURL
Coelho, Vitor Nazário; Koochaksaraei, Roozbeh Haghnazar Non-dominated solutions for time series learning and forecasting. Generating models with a generic two-phase Pareto loca search with VND. (English) Zbl 07461756 Optim. Lett. 16, No. 1, 395-408 (2022). MSC: 62-XX 90C29 PDF BibTeX XML Cite \textit{V. N. Coelho} and \textit{R. H. Koochaksaraei}, Optim. Lett. 16, No. 1, 395--408 (2022; Zbl 07461756) Full Text: DOI OpenURL
Levantesi, Susanna; Nigri, Andrea; Piscopo, Gabriella Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks. (English) Zbl 07460579 Int. J. Approx. Reasoning 140, 282-297 (2022). MSC: 68T37 PDF BibTeX XML Cite \textit{S. Levantesi} et al., Int. J. Approx. Reasoning 140, 282--297 (2022; Zbl 07460579) Full Text: DOI OpenURL
Tomasetti, Nathaniel; Forbes, Catherine; Panagiotelis, Anastasios Updating variational Bayes: fast sequential posterior inference. (English) Zbl 1477.62016 Stat. Comput. 32, No. 1, Paper No. 4, 26 p. (2022). MSC: 62-08 62L20 PDF BibTeX XML Cite \textit{N. Tomasetti} et al., Stat. Comput. 32, No. 1, Paper No. 4, 26 p. (2022; Zbl 1477.62016) Full Text: DOI arXiv OpenURL
Hubáček, Ondřej; Šourek, Gustav; železný, Filip Forty years of score-based soccer match outcome prediction: an experimental review. (English) Zbl 07427784 IMA J. Manag. Math. 33, No. 1, 1-18 (2022). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{O. Hubáček} et al., IMA J. Manag. Math. 33, No. 1, 1--18 (2022; Zbl 07427784) Full Text: DOI OpenURL
Babai, M. Zied; Dai, Yong; Li, Qinyun; Syntetos, Aris; Wang, Xun Forecasting of lead-time demand variance: implications for safety stock calculations. (English) Zbl 07422965 Eur. J. Oper. Res. 296, No. 3, 846-861 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{M. Z. Babai} et al., Eur. J. Oper. Res. 296, No. 3, 846--861 (2022; Zbl 07422965) Full Text: DOI OpenURL
Angelini, Giovanni; Candila, Vincenzo; De Angelis, Luca Weighted Elo rating for tennis match predictions. (English) Zbl 07422886 Eur. J. Oper. Res. 297, No. 1, 120-132 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{G. Angelini} et al., Eur. J. Oper. Res. 297, No. 1, 120--132 (2022; Zbl 07422886) Full Text: DOI OpenURL
ArunKumar, K. E.; Kalaga, Dinesh V.; Kumar, Ch. Mohan Sai; Kawaji, Masahiro; Brenza, Timothy M. Forecasting of COVID-19 using deep layer recurrent neural networks (RNNs) with gated recurrent units (GRUs) and long short-term memory (LSTM) cells. (English) Zbl 07526756 Chaos Solitons Fractals 146, Article ID 110861, 12 p. (2021). MSC: 92-XX 62-XX PDF BibTeX XML Cite \textit{K. E. ArunKumar} et al., Chaos Solitons Fractals 146, Article ID 110861, 12 p. (2021; Zbl 07526756) Full Text: DOI OpenURL
Liu, Weiping; Wang, Chengzhu; Li, Yonggang; Liu, Yishun; Huang, Keke Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks. (English) Zbl 07526729 Chaos Solitons Fractals 146, Article ID 110822, 15 p. (2021). MSC: 80-XX 76-XX PDF BibTeX XML Cite \textit{W. Liu} et al., Chaos Solitons Fractals 146, Article ID 110822, 15 p. (2021; Zbl 07526729) Full Text: DOI OpenURL
Sarabi, Armin; Jin, Kun; Liu, Mingyan Smart Internet probing: scanning using adaptive machine learning. (English) Zbl 07526415 Kamhoua, Charles A. (ed.) et al., Game theory and machine learning for cyber security. Piscataway, NJ: IEEE Press; Hoboken, NJ: John Wiley & Sons. 411-437 (2021). MSC: 68M25 68T05 91A80 PDF BibTeX XML Cite \textit{A. Sarabi} et al., in: Game theory and machine learning for cyber security. Piscataway, NJ: IEEE Press; Hoboken, NJ: John Wiley \& Sons. 411--437 (2021; Zbl 07526415) Full Text: DOI OpenURL
Sema, Gado; Konte, Mamadou Abdoulaye; Diongue, Abdou Kâ A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function. (English. French summary) Zbl 07525320 Afr. Stat. 16, No. 1, 2537-2559 (2021). MSC: 60J10 62M20 PDF BibTeX XML Cite \textit{G. Sema} et al., Afr. Stat. 16, No. 1, 2537--2559 (2021; Zbl 07525320) Full Text: DOI Link OpenURL
Bilgil, Halis New grey forecasting model with its application and computer code. (English) Zbl 07514461 AIMS Math. 6, No. 2, 1497-1514 (2021). MSC: 62M99 60G25 92D30 92-10 PDF BibTeX XML Cite \textit{H. Bilgil}, AIMS Math. 6, No. 2, 1497--1514 (2021; Zbl 07514461) Full Text: DOI OpenURL
Dinçkal, Çiğdem Exact forecasting for COVID-19 data: case study for Turkey. (English) Zbl 07513748 Adv. Data Sci. Adapt. Anal. 13, No. 2, Article ID 2150006, 17 p. (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Ç. Dinçkal}, Adv. Data Sci. Adapt. Anal. 13, No. 2, Article ID 2150006, 17 p. (2021; Zbl 07513748) Full Text: DOI OpenURL
Kurkina, E. S.; Koltsova, E. M. Mathematical modeling of the propagation of COVID-19 pandemic waves in the world. (English. Russian original) Zbl 07513594 Comput. Math. Model. 32, No. 2, 147-170 (2021); translation from Prikl. Mat. Inf. 66, 46-79 (2021). MSC: 92-XX 37-XX PDF BibTeX XML Cite \textit{E. S. Kurkina} and \textit{E. M. Koltsova}, Comput. Math. Model. 32, No. 2, 147--170 (2021; Zbl 07513594); translation from Prikl. Mat. Inf. 66, 46--79 (2021) Full Text: DOI OpenURL
Méndez-Gordillo, Alma Rosa; Cadenas, Erasmo Wind speed forecasting by the extraction of the multifractal patterns of time series through the multiplicative cascade technique. (English) Zbl 07512487 Chaos Solitons Fractals 143, Article ID 110592, 14 p. (2021). MSC: 86-XX 91-XX PDF BibTeX XML Cite \textit{A. R. Méndez-Gordillo} and \textit{E. Cadenas}, Chaos Solitons Fractals 143, Article ID 110592, 14 p. (2021; Zbl 07512487) Full Text: DOI OpenURL
Lingyu, Tang; Jun, Wang; Chunyu, Zhao Mode decomposition method integrating mode reconstruction, feature extraction, and ELM for tourist arrival forecasting. (English) Zbl 07512428 Chaos Solitons Fractals 143, Article ID 110423, 15 p. (2021). MSC: 62-XX 68-XX PDF BibTeX XML Cite \textit{T. Lingyu} et al., Chaos Solitons Fractals 143, Article ID 110423, 15 p. (2021; Zbl 07512428) Full Text: DOI OpenURL
Khodkar, M. A.; Hassanzadeh, Pedram A data-driven, physics-informed framework for forecasting the spatiotemporal evolution of chaotic dynamics with nonlinearities modeled as exogenous forcings. (English) Zbl 07512370 J. Comput. Phys. 440, Article ID 110412, 19 p. (2021). MSC: 37Nxx 37Mxx 76Fxx PDF BibTeX XML Cite \textit{M. A. Khodkar} and \textit{P. Hassanzadeh}, J. Comput. Phys. 440, Article ID 110412, 19 p. (2021; Zbl 07512370) Full Text: DOI OpenURL
Prasanth, Sikakollu; Singh, Uttam; Kumar, Arun; Tikkiwal, Vinay Anand; Chong, Peter H. J. Forecasting spread of COVID-19 using google trends: a hybrid GWO-deep learning approach. (English) Zbl 07511291 Chaos Solitons Fractals 142, Article ID 110336, 13 p. (2021). MSC: 92-XX 90-XX PDF BibTeX XML Cite \textit{S. Prasanth} et al., Chaos Solitons Fractals 142, Article ID 110336, 13 p. (2021; Zbl 07511291) Full Text: DOI OpenURL
Wongoutong, Chantha The effect on forecasting accuracy of the Holt-winters method when using the incorrect model on a non-stationary time series. (English) Zbl 07508944 Thail. Stat. 19, No. 3, 565-582 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Wongoutong}, Thail. Stat. 19, No. 3, 565--582 (2021; Zbl 07508944) Full Text: Link OpenURL
Kushnir, M. Ya.; Tokarieva, K. A. Hybrid model of self-organizing map and adaptive neuro fuzzy inference system in stock indexes forecasting. (Ukrainian. English summary) Zbl 07498745 Bukovyn. Mat. Zh. 9, No. 2, 70-80 (2021). MSC: 62M10 PDF BibTeX XML Cite \textit{M. Ya. Kushnir} and \textit{K. A. Tokarieva}, Bukovyn. Mat. Zh. 9, No. 2, 70--80 (2021; Zbl 07498745) Full Text: DOI OpenURL
Dutta, Goutam; Naik, Ajay; Gosai, Dipa; Ghosh, Priyanko A mathematical model for predicting length of postoperative intensive care requirement following cardiac surgery in an Indian hospital. (English) Zbl 07498636 Opsearch 58, No. 2, 330-350 (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{G. Dutta} et al., Opsearch 58, No. 2, 330--350 (2021; Zbl 07498636) Full Text: DOI OpenURL
Tak, Nihat Meta fuzzy functions based feed-forward neural networks with a single hidden layer for forecasting. (English) Zbl 07497114 J. Stat. Comput. Simulation 91, No. 13, 2800-2816 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{N. Tak}, J. Stat. Comput. Simulation 91, No. 13, 2800--2816 (2021; Zbl 07497114) Full Text: DOI OpenURL
Cherati, Mahdiye Rahmani; Haeri, Abdorrahman; Ghannadpour, Seyed Farid Cryptocurrency direction forecasting using deep learning algorithms. (English) Zbl 07497077 J. Stat. Comput. Simulation 91, No. 12, 2475-2489 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{M. R. Cherati} et al., J. Stat. Comput. Simulation 91, No. 12, 2475--2489 (2021; Zbl 07497077) Full Text: DOI OpenURL
Bonino-Gayoso, Nicolás; Garcia-Hiernaux, Alfredo TF-MIDAS: a transfer function based mixed-frequency model. (English) Zbl 07497063 J. Stat. Comput. Simulation 91, No. 10, 1980-2017 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{N. Bonino-Gayoso} and \textit{A. Garcia-Hiernaux}, J. Stat. Comput. Simulation 91, No. 10, 1980--2017 (2021; Zbl 07497063) Full Text: DOI OpenURL
Fernández-Blanco, Ricardo; Morales, Juan Miguel; Pineda, Salvador; Porras, Álvaro Inverse optimization with kernel regression: application to the power forecasting and bidding of a fleet of electric vehicles. (English) Zbl 07486224 Comput. Oper. Res. 134, Article ID 105405, 9 p. (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{R. Fernández-Blanco} et al., Comput. Oper. Res. 134, Article ID 105405, 9 p. (2021; Zbl 07486224) Full Text: DOI arXiv OpenURL
Sazonov, Vas. V. Studying the accuracy of forecasting electric power generation by solar panels of the Zarya service module on the international space station using a mathematical model. (English. Russian original) Zbl 07485525 Mosc. Univ. Comput. Math. Cybern. 45, No. 4, 180-190 (2021); translation from Vestn. Mosk. Univ., Ser. XV 2021, No. 4, 43-52 (2021). MSC: 78A55 78A40 65K10 PDF BibTeX XML Cite \textit{Vas. V. Sazonov}, Mosc. Univ. Comput. Math. Cybern. 45, No. 4, 180--190 (2021; Zbl 07485525); translation from Vestn. Mosk. Univ., Ser. XV 2021, No. 4, 43--52 (2021) Full Text: DOI OpenURL
Yildirim, Asiye Nur; Bas, Eren; Egrioglu, Erol Threshold single multiplicative neuron artificial neural networks for non-linear time series forecasting. (English) Zbl 07484684 J. Appl. Stat. 48, No. 13-15, 2809-2825 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{A. N. Yildirim} et al., J. Appl. Stat. 48, No. 13--15, 2809--2825 (2021; Zbl 07484684) Full Text: DOI OpenURL
Cetin, Beyza; Yavuz, Idil Comparison of forecast accuracy of Ata and exponential smoothing. (English) Zbl 07484671 J. Appl. Stat. 48, No. 13-15, 2580-2590 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{B. Cetin} and \textit{I. Yavuz}, J. Appl. Stat. 48, No. 13--15, 2580--2590 (2021; Zbl 07484671) Full Text: DOI OpenURL
Calderón-Villanueva, Sergio A.; Nieto, Fabio H. Forecasting with multivariate threshold autoregressive models. (English) Zbl 1480.62171 Rev. Colomb. Estad. 44, No. 2, 369-383 (2021). MSC: 62M10 62F15 62M20 PDF BibTeX XML Cite \textit{S. A. Calderón-Villanueva} and \textit{F. H. Nieto}, Rev. Colomb. Estad. 44, No. 2, 369--383 (2021; Zbl 1480.62171) Full Text: DOI OpenURL
Chen, Kai; van Laarhoven, Twan; Marchiori, Elena Gaussian processes with skewed Laplace spectral mixture kernels for long-term forecasting. (English) Zbl 07465670 Mach. Learn. 110, No. 8, 2213-2238 (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{K. Chen} et al., Mach. Learn. 110, No. 8, 2213--2238 (2021; Zbl 07465670) Full Text: DOI arXiv OpenURL
Adewoyin, Rilwan A.; Dueben, Peter; Watson, Peter; He, Yulan; Dutta, Ritabrata TRU-NET: a deep learning approach to high resolution prediction of rainfall. (English) Zbl 07465663 Mach. Learn. 110, No. 8, 2035-2062 (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{R. A. Adewoyin} et al., Mach. Learn. 110, No. 8, 2035--2062 (2021; Zbl 07465663) Full Text: DOI arXiv OpenURL
Karanasos, M.; Yfanti, S.; Christopoulos, A. The long memory HEAVY process: modeling and forecasting financial volatility. (English) Zbl 1478.62258 Ann. Oper. Res. 306, No. 1-2, 111-130 (2021). MSC: 62M10 62P05 62P20 91B84 91G70 PDF BibTeX XML Cite \textit{M. Karanasos} et al., Ann. Oper. Res. 306, No. 1--2, 111--130 (2021; Zbl 1478.62258) Full Text: DOI OpenURL
Orozco, Daniel L. R.; Sales, Lucas O. F.; Fernández, Luz M. Z.; Pinho, André L. S. A new mixed first-order integer-valued autoregressive process with Poisson innovations. (English) Zbl 1478.62265 AStA, Adv. Stat. Anal. 105, No. 4, 559-580 (2021). MSC: 62M10 62M05 PDF BibTeX XML Cite \textit{D. L. R. Orozco} et al., AStA, Adv. Stat. Anal. 105, No. 4, 559--580 (2021; Zbl 1478.62265) Full Text: DOI OpenURL
Xing, Dun-Zhong; Li, Hai-Feng; Li, Jiang-Cheng; Long, Chao Forecasting price of financial market crash via a new nonlinear potential GARCH model. (English) Zbl 07459824 Physica A 566, Article ID 125649, 16 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{D.-Z. Xing} et al., Physica A 566, Article ID 125649, 16 p. (2021; Zbl 07459824) Full Text: DOI OpenURL
Renshaw, Arthur; Haberman, Steven Modelling and forecasting mortality improvement rates with random effects. (English) Zbl 1482.91186 Eur. Actuar. J. 11, No. 2, 381-412 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Renshaw} and \textit{S. Haberman}, Eur. Actuar. J. 11, No. 2, 381--412 (2021; Zbl 1482.91186) Full Text: DOI OpenURL
Kang, Yao; Wang, Dehui; Yang, Kai A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion. (English) Zbl 1477.62247 Stat. Pap. 62, No. 2, 745-767 (2021). MSC: 62M10 62M20 62F10 62F12 PDF BibTeX XML Cite \textit{Y. Kang} et al., Stat. Pap. 62, No. 2, 745--767 (2021; Zbl 1477.62247) Full Text: DOI OpenURL
Montagnon, C. E. Forecasting by splitting a time series using singular value decomposition then using both ARMA and A Fokker Planck equation. (English) Zbl 07456738 Physica A 567, Article ID 125708, 9 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{C. E. Montagnon}, Physica A 567, Article ID 125708, 9 p. (2021; Zbl 07456738) Full Text: DOI OpenURL
Figá-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (English) Zbl 1480.91276 Decis. Econ. Finance 44, No. 2, 863-882 (2021). MSC: 91G15 91G99 PDF BibTeX XML Cite \textit{G. Figá-Talamanca} et al., Decis. Econ. Finance 44, No. 2, 863--882 (2021; Zbl 1480.91276) Full Text: DOI OpenURL
Wang, Chou-Wen; Zhang, Jinggong; Zhu, Wenjun Neighbouring prediction for mortality. (English) Zbl 1480.91248 ASTIN Bull. 51, No. 3, 689-718 (2021). MSC: 91G05 68T07 PDF BibTeX XML Cite \textit{C.-W. Wang} et al., ASTIN Bull. 51, No. 3, 689--718 (2021; Zbl 1480.91248) Full Text: DOI OpenURL
Vandana; Deepmala; Drachal, Krzysztof; Mishra, Lakshmi Narayan Forecasting art prices with Bayesian models. (English) Zbl 1476.62264 Thai J. Math. 19, No. 2, 479-491 (2021). MSC: 62P20 62M10 PDF BibTeX XML Cite \textit{Vandana} et al., Thai J. Math. 19, No. 2, 479--491 (2021; Zbl 1476.62264) Full Text: Link OpenURL
Oyet, Alwell J.; Sutradhar, Brajendra C. Analyzing unevenly spaced longitudinal count data. (English) Zbl 1476.62192 Sankhyā, Ser. B 83, No. 2, 342-373 (2021). MSC: 62M10 62J12 62P10 PDF BibTeX XML Cite \textit{A. J. Oyet} and \textit{B. C. Sutradhar}, Sankhyā, Ser. B 83, No. 2, 342--373 (2021; Zbl 1476.62192) Full Text: DOI OpenURL
Shapovalov, Vered; Landsman, Zinoviy; Makov, Udi Exchangeable mortality projection. (English) Zbl 1482.91189 Eur. Actuar. J. 11, No. 1, 113-133 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{V. Shapovalov} et al., Eur. Actuar. J. 11, No. 1, 113--133 (2021; Zbl 1482.91189) Full Text: DOI OpenURL
Gounane, Said; Barkouch, Yassir; Atlas, Abdelghafour; Bendahmane, Mostafa; Karami, Fahd; Meskine, Driss An adaptive social distancing SIR model for COVID-19 disease spreading and forecasting. (English) Zbl 1475.92166 Epidemiol. Methods 10, No. S1, Article ID 20200044, 14 p. (2021). MSC: 92D30 PDF BibTeX XML Cite \textit{S. Gounane} et al., Epidemiol. Methods 10, No. S1, Article ID 20200044, 14 p. (2021; Zbl 1475.92166) Full Text: DOI OpenURL
Montagna, Silvia; Orani, Vanessa; Argiento, Raffaele Bayesian isotonic logistic regression via constrained splines: an application to estimating the serve advantage in professional tennis. (English) Zbl 1480.62255 Stat. Methods Appl. 30, No. 2, 573-604 (2021). MSC: 62P99 62F15 62J12 PDF BibTeX XML Cite \textit{S. Montagna} et al., Stat. Methods Appl. 30, No. 2, 573--604 (2021; Zbl 1480.62255) Full Text: DOI arXiv OpenURL
Hao, Hao; Zhang, Ji; Zhang, Qian; Yao, Li; Sun, Yichen Improved gray neural network model for healthcare waste recycling forecasting. (English) Zbl 07442719 J. Comb. Optim. 42, No. 4, 813-830 (2021). MSC: 68-XX PDF BibTeX XML Cite \textit{H. Hao} et al., J. Comb. Optim. 42, No. 4, 813--830 (2021; Zbl 07442719) Full Text: DOI OpenURL
Caballero, Renzo; Kebaier, Ahmed; Scavino, Marco; Tempone, Raúl Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data. (English) Zbl 1475.62021 Stat. Comput. 31, No. 5, Paper No. 64, 19 p. (2021). MSC: 62-08 60H10 62M20 65K10 PDF BibTeX XML Cite \textit{R. Caballero} et al., Stat. Comput. 31, No. 5, Paper No. 64, 19 p. (2021; Zbl 1475.62021) Full Text: DOI arXiv OpenURL
Bingi, Kishore; Prusty, B. Rajanarayan Forecasting models for chaotic fractional-order oscillators using neural networks. (English) Zbl 07439901 Int. J. Appl. Math. Comput. Sci. 31, No. 3, 387-398 (2021). MSC: 37M10 37M05 92B20 PDF BibTeX XML Cite \textit{K. Bingi} and \textit{B. R. Prusty}, Int. J. Appl. Math. Comput. Sci. 31, No. 3, 387--398 (2021; Zbl 07439901) Full Text: DOI OpenURL
Kowal, Daniel R. Dynamic regression models for time-ordered functional data. (English) Zbl 1480.62260 Bayesian Anal. 16, No. 2, 459-487 (2021). MSC: 62R10 62H25 62J07 62M20 62P20 PDF BibTeX XML Cite \textit{D. R. Kowal}, Bayesian Anal. 16, No. 2, 459--487 (2021; Zbl 1480.62260) Full Text: DOI OpenURL
Wang, Yaoli; Wang, Lipo; Yang, Fangjun; Di, Wenxia; Chang, Qing Advantages of direct input-to-output connections in neural networks: the Elman network for stock index forecasting. (English) Zbl 1479.91385 Inf. Sci. 547, 1066-1079 (2021). MSC: 91G15 68T07 PDF BibTeX XML Cite \textit{Y. Wang} et al., Inf. Sci. 547, 1066--1079 (2021; Zbl 1479.91385) Full Text: DOI OpenURL
Corizzo, Roberto; Ceci, Michelangelo; Fanaee-T, Hadi; Gama, Joao Multi-aspect renewable energy forecasting. (English) Zbl 1479.62070 Inf. Sci. 546, 701-722 (2021). MSC: 62M10 62M20 62P30 68T05 PDF BibTeX XML Cite \textit{R. Corizzo} et al., Inf. Sci. 546, 701--722 (2021; Zbl 1479.62070) Full Text: DOI OpenURL
Schneider, Robin; Hirakawa, Hitoshi; Hosoda, Noboru; Jin, Rong; Imai, Junichi Estimating parameters for technology investments: an application to 3d printing. (English) Zbl 1478.90051 J. Oper. Res. Soc. Japan 64, No. 3, 129-157 (2021). MSC: 90B50 PDF BibTeX XML Cite \textit{R. Schneider} et al., J. Oper. Res. Soc. Japan 64, No. 3, 129--157 (2021; Zbl 1478.90051) OpenURL
Orlando, Giuseppe; Bufalo, Michele Interest rates forecasting: between hull and white and the CIR# – how to make a single-factor model work. (English) Zbl 1476.62226 J. Forecast. 40, No. 8, 1566-1580 (2021). MSC: 62P05 62M20 91G30 91B84 PDF BibTeX XML Cite \textit{G. Orlando} and \textit{M. Bufalo}, J. Forecast. 40, No. 8, 1566--1580 (2021; Zbl 1476.62226) Full Text: DOI OpenURL
Katris, Christos; Kavussanos, Manolis G. Time series forecasting methods for the Baltic Dry Index. (English) Zbl 1476.62262 J. Forecast. 40, No. 8, 1540-1565 (2021). MSC: 62P20 62M20 68T05 91B84 PDF BibTeX XML Cite \textit{C. Katris} and \textit{M. G. Kavussanos}, J. Forecast. 40, No. 8, 1540--1565 (2021; Zbl 1476.62262) Full Text: DOI OpenURL
Li, Xiafei; Li, Dongxin; Zhang, Xuhui; Wei, Guiwu; Bai, Lan; Wei, Yu Forecasting regular and extreme gold price volatility: the roles of asymmetry, extreme event, and jump. (English) Zbl 1479.62086 J. Forecast. 40, No. 8, 1501-1523 (2021). MSC: 62P05 62M10 62M20 62G32 91G15 PDF BibTeX XML Cite \textit{X. Li} et al., J. Forecast. 40, No. 8, 1501--1523 (2021; Zbl 1479.62086) Full Text: DOI OpenURL
He, Mengxi; Hao, Xianfeng; Zhang, Yaojie; Meng, Fanyi Forecasting stock return volatility using a robust regression model. (English) Zbl 1479.62084 J. Forecast. 40, No. 8, 1463-1478 (2021). MSC: 62P05 62M10 62M20 62G08 62G35 91G15 PDF BibTeX XML Cite \textit{M. He} et al., J. Forecast. 40, No. 8, 1463--1478 (2021; Zbl 1479.62084) Full Text: DOI OpenURL
Sinha, Amit K. The reliability of geometric Brownian motion forecasts of S&P500 index values. (English) Zbl 1476.62229 J. Forecast. 40, No. 8, 1444-1462 (2021). MSC: 62P05 60J70 91G20 PDF BibTeX XML Cite \textit{A. K. Sinha}, J. Forecast. 40, No. 8, 1444--1462 (2021; Zbl 1476.62229) Full Text: DOI OpenURL
Ahmad, Ghufran; Rizwan, Muhammad Suhail; Ashraf, Dawood Systemic risk and macroeconomic forecasting: a globally applicable copula-based approach. (English) Zbl 1476.62217 J. Forecast. 40, No. 8, 1420-1443 (2021). MSC: 62P05 91B62 91G45 PDF BibTeX XML Cite \textit{G. Ahmad} et al., J. Forecast. 40, No. 8, 1420--1443 (2021; Zbl 1476.62217) Full Text: DOI OpenURL
Plíhal, Tomáš Scheduled macroeconomic news announcements and forex volatility forecasting. (English) Zbl 1476.62227 J. Forecast. 40, No. 8, 1379-1397 (2021). MSC: 62P05 62M20 62P20 91B62 PDF BibTeX XML Cite \textit{T. Plíhal}, J. Forecast. 40, No. 8, 1379--1397 (2021; Zbl 1476.62227) Full Text: DOI OpenURL
Vasallo, Manuel Jesús; Cojocaru, Emilian Gelu; Gegúndez, Manuel Emilio; Marín, Diego Application of data-based solar field models to optimal generation scheduling in concentrating solar power plants. (English) Zbl 07431562 Math. Comput. Simul. 190, 1130-1149 (2021). MSC: 90-XX 93-XX PDF BibTeX XML Cite \textit{M. J. Vasallo} et al., Math. Comput. Simul. 190, 1130--1149 (2021; Zbl 07431562) Full Text: DOI OpenURL
Furlan, Claudia; Mortarino, Cinzia; Zahangir, Mohammad Salim Interaction among three substitute products: an extended innovation diffusion model. (English) Zbl 1478.62367 Stat. Methods Appl. 30, No. 1, 269-293 (2021). MSC: 62P20 62M20 PDF BibTeX XML Cite \textit{C. Furlan} et al., Stat. Methods Appl. 30, No. 1, 269--293 (2021; Zbl 1478.62367) Full Text: DOI OpenURL
Sun, Shaolong; Jin, Feng; Li, Hongtao; Li, Yongwu A new hybrid optimization ensemble learning approach for carbon price forecasting. (English) Zbl 1481.91144 Appl. Math. Modelling 97, 182-205 (2021). MSC: 91B76 62H30 90C30 90C59 90C90 PDF BibTeX XML Cite \textit{S. Sun} et al., Appl. Math. Modelling 97, 182--205 (2021; Zbl 1481.91144) Full Text: DOI OpenURL
Tubbenhauer, Tobias; Fieberg, Christian; Poddig, Thorsten Multi-agent-based VaR forecasting. (English) Zbl 1475.91405 J. Econ. Dyn. Control 131, Article ID 104231, 26 p. (2021). MSC: 91G70 62M10 PDF BibTeX XML Cite \textit{T. Tubbenhauer} et al., J. Econ. Dyn. Control 131, Article ID 104231, 26 p. (2021; Zbl 1475.91405) Full Text: DOI OpenURL
Gelfer, Sacha Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-rich environment. (English) Zbl 1475.91178 J. Econ. Dyn. Control 129, Article ID 104177, 52 p. (2021). MSC: 91B51 PDF BibTeX XML Cite \textit{S. Gelfer}, J. Econ. Dyn. Control 129, Article ID 104177, 52 p. (2021; Zbl 1475.91178) Full Text: DOI OpenURL
Capezza, Christian; Palumbo, Biagio; Goude, Yannig; Wood, Simon N.; Fasiolo, Matteo Additive stacking for disaggregate electricity demand forecasting. (English) Zbl 1478.62373 Ann. Appl. Stat. 15, No. 2, 727-746 (2021). MSC: 62P30 62M20 PDF BibTeX XML Cite \textit{C. Capezza} et al., Ann. Appl. Stat. 15, No. 2, 727--746 (2021; Zbl 1478.62373) Full Text: DOI arXiv OpenURL
Director, Hannah M.; Raftery, Adrian E.; Bitz, Cecilia M. Probabilistic forecasting of the Arctic sea ice edge with contour modeling. (English) Zbl 1478.62353 Ann. Appl. Stat. 15, No. 2, 711-726 (2021). MSC: 62P12 62M20 62M30 62H11 86A08 PDF BibTeX XML Cite \textit{H. M. Director} et al., Ann. Appl. Stat. 15, No. 2, 711--726 (2021; Zbl 1478.62353) Full Text: DOI arXiv OpenURL
Pomatto, Luciano Testable forecasts. (English) Zbl 1477.62022 Theor. Econ. 16, No. 1, 129-160 (2021). MSC: 62A01 62B15 62H15 62M20 PDF BibTeX XML Cite \textit{L. Pomatto}, Theor. Econ. 16, No. 1, 129--160 (2021; Zbl 1477.62022) Full Text: DOI OpenURL
Servranckx, Tom; Vanhoucke, Mario; Aouam, Tarik Practical application of reference class forecasting for cost and time estimations: identifying the properties of similarity. (English) Zbl 07423006 Eur. J. Oper. Res. 295, No. 3, 1161-1179 (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{T. Servranckx} et al., Eur. J. Oper. Res. 295, No. 3, 1161--1179 (2021; Zbl 07423006) Full Text: DOI OpenURL
Xie, Guangrui; Chen, Xi; Weng, Yang Enhance load forecastability: optimize data sampling policy by reinforcing user behaviors. (English) Zbl 07422990 Eur. J. Oper. Res. 295, No. 3, 924-934 (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{G. Xie} et al., Eur. J. Oper. Res. 295, No. 3, 924--934 (2021; Zbl 07422990) Full Text: DOI OpenURL
Kharfan, Majd; Chan, Vicky Wing Kei; Firdolas Efendigil, Tugba A data-driven forecasting approach for newly launched seasonal products by leveraging machine-learning approaches. (English) Zbl 07422007 Ann. Oper. Res. 303, No. 1-2, 159-174 (2021). MSC: 68Txx 90Bxx 90Cxx PDF BibTeX XML Cite \textit{M. Kharfan} et al., Ann. Oper. Res. 303, No. 1--2, 159--174 (2021; Zbl 07422007) Full Text: DOI OpenURL
Dhesi, Gurjeet; Shakeel, Bilal; Ausloos, Marcel Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach. (English) Zbl 1477.62287 Ann. Oper. Res. 299, No. 1-2, 1397-1410 (2021). MSC: 62P05 62M10 62M20 65C20 60G22 PDF BibTeX XML Cite \textit{G. Dhesi} et al., Ann. Oper. Res. 299, No. 1--2, 1397--1410 (2021; Zbl 1477.62287) Full Text: DOI OpenURL
Ulrich, Matthias; Jahnke, Hermann; Langrock, Roland; Pesch, Robert; Senge, Robin Distributional regression for demand forecasting in e-grocery. (English) Zbl 07421413 Eur. J. Oper. Res. 294, No. 3, 831-842 (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{M. Ulrich} et al., Eur. J. Oper. Res. 294, No. 3, 831--842 (2021; Zbl 07421413) Full Text: DOI Link OpenURL
Jakubik, Johannes; Binding, Adrian; Feuerriegel, Stefan Directed particle swarm optimization with Gaussian-process-based function forecasting. (English) Zbl 07421306 Eur. J. Oper. Res. 295, No. 1, 157-169 (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{J. Jakubik} et al., Eur. J. Oper. Res. 295, No. 1, 157--169 (2021; Zbl 07421306) Full Text: DOI arXiv OpenURL