[HTML][HTML] Forecasting: theory and practice

F Petropoulos, D Apiletti, V Assimakopoulos… - International Journal of …, 2022 - Elsevier
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Machine learning advances for time series forecasting

RP Masini, MC Medeiros… - Journal of economic …, 2023 - Wiley Online Library
In this paper, we survey the most recent advances in supervised machine learning (ML) and
high‐dimensional models for time‐series forecasting. We consider both linear and nonlinear …

[HTML][HTML] Compressive strength prediction of fly ash-based geopolymer concrete via advanced machine learning techniques

A Ahmad, W Ahmad, F Aslam, P Joyklad - Case Studies in Construction …, 2022 - Elsevier
Concrete is a widely used construction material, and cement is its main constituent.
Production and utilization of cement severely affect the environment due to the emission of …

A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction

N Jing, Z Wu, H Wang - Expert Systems with Applications, 2021 - Elsevier
Whether stock prices are predictable has been the center of debate in academia. In this
paper, we propose a hybrid model that combines a deep learning approach with a sentiment …

Forecasting renewable energy generation with machine learning and deep learning: Current advances and future prospects

NE Benti, MD Chaka, AG Semie - Sustainability, 2023 - mdpi.com
This article presents a review of current advances and prospects in the field of forecasting
renewable energy generation using machine learning (ML) and deep learning (DL) …

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

HY Kim, CH Won - Expert Systems with Applications, 2018 - Elsevier
Volatility plays crucial roles in financial markets, such as in derivative pricing, portfolio risk
management, and hedging strategies. Therefore, accurate prediction of volatility is critical …

Forecasting mid-long term electric energy consumption through bagging ARIMA and exponential smoothing methods

EM de Oliveira, FLC Oliveira - Energy, 2018 - Elsevier
In the last decades, the world's energy consumption has increased rapidly due to
fundamental changes in the industry and economy. In such terms, accurate demand …

Forecasting the realized volatility of stock price index: A hybrid model integrating CEEMDAN and LSTM

Y Lin, Z Lin, Y Liao, Y Li, J Xu, Y Yan - Expert Systems with Applications, 2022 - Elsevier
The realized volatility (RV) financial time series is non-linear, volatile, and noisy. It is not
easy to accurately forecast RV with a single forecasting model. This paper adopts a hybrid …

Machine learning prediction models to evaluate the strength of recycled aggregate concrete

X Yuan, Y Tian, W Ahmad, A Ahmad, KI Usanova… - Materials, 2022 - mdpi.com
Compressive and flexural strength are the crucial properties of a material. The strength of
recycled aggregate concrete (RAC) is comparatively lower than that of natural aggregate …

A machine learning approach to volatility forecasting

K Christensen, M Siggaard… - Journal of Financial …, 2023 - academic.oup.com
We inspect how accurate machine learning (ML) is at forecasting realized variance of the
Dow Jones Industrial Average index constituents. We compare several ML algorithms …