Time series modelling to forecast the confirmed and recovered cases of COVID-19

M Maleki, MR Mahmoudi, D Wraith, KH Pho - Travel medicine and …, 2020 - Elsevier
Coronaviruses are enveloped RNA viruses from the Coronaviridae family affecting
neurological, gastrointestinal, hepatic and respiratory systems. In late 2019 a new member …

Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models

M Maleki, MR Mahmoudi, MH Heydari, KH Pho - Chaos, Solitons & Fractals, 2020 - Elsevier
Coronaviruses are a huge family of viruses that affect neurological, gastrointestinal, hepatic
and respiratory systems. The numbers of confirmed cases are increased daily in different …

Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems

N Xu, F Ding, L Xu - Journal of Computational and Applied Mathematics, 2024 - Elsevier
For the problem of time-varying parameter estimation and its convergence, this paper
proposes an invariant matrix to represent the changing laws of time-varying parameters …

Mutual information matrix based on asymmetric Shannon entropy for nonlinear interactions of time series

JE Contreras-Reyes - Nonlinear Dynamics, 2021 - Springer
Abstract Zhao et al.(Nonlin. Dyn. 88, 477-487, 2017) presented the mutual information matrix
(MIM) analysis for the study of nonlinear interactions in multivariate time series as an …

Multi-objective whale optimization algorithm and multi-objective grey wolf optimizer for solving next release problem with developing fairness and uncertainty quality …

M Ghasemi, K Bagherifard, H Parvin, S Nejatian… - Applied …, 2021 - Springer
Selecting a set of requirements to implement in the next software release is an NP-Hard
problem known as NRP. We propose multi-objective versions of grey wolf optimizer and …

The response of housing construction to a copper price shock in Chile (2009–2020)

BJ Idrovo-Aguirre, JE Contreras-Reyes - Economies, 2021 - mdpi.com
The copper price is a leading indicator of real estate activity. Price increases are statistically
related to increasing numbers of applications for residential building permits. However, this …

A threshold GARCH model for Chilean economic uncertainty

D Chávez, JE Contreras-Reyes… - Journal of Risk and …, 2022 - mdpi.com
In this paper, an autoregressive moving average (ARMA) model with threshold generalized
autoregressive conditional heteroscedasticity (TGARCH) innovations is considered to model …

Chaotic systems with asymmetric heavy-tailed noise: Application to 3D attractors

JE Contreras-Reyes - Chaos, Solitons & Fractals, 2021 - Elsevier
Abstract Yilmaz et al.(Fluct. Noise Lett. 17, 1830002, 2018) investigated the stochastic
phenomenological bifurcations of a generalized Chua circuit driven by Skew-Gaussian …

Towards an efficient machine learning model for financial time series forecasting

A Kumar, T Chauhan, S Natesan, NT Pham… - Soft Computing, 2023 - Springer
Financial time series forecasting is a challenging problem owing to the high degree of
randomness and absence of residuals in time series data. Existing machine learning …

Robust clustering of COVID-19 cases across US counties using mixtures of asymmetric time series models with time varying and freely indexed covariates

M Maleki, H Bidram, D Wraith - Journal of Applied Statistics, 2023 - Taylor & Francis
In this paper, we develop a mixture of autoregressive (MoAR) process model with time
varying and freely indexed covariates under the flexible class of two–piece distributions …