Forecasting MDPI

07/01/2026

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📖 Data-Driven Models to Forecast the Impact of Temperature Anomalies on Rice Production in Southeast Asia

Explore how data-driven forecasting models assess the effects of temperature anomalies on rice production in Southeast Asia.

🔗 Read the full article: https://brnw.ch/21wYTxz

07/01/2026

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📖 Data-Centric Benchmarking of Neural Network Architectures for the Univariate Time Series Forecasting Task

Discover how different neural network architectures perform on univariate time series forecasting using a data-centric approach.

🔗 Read the full article: https://brnw.ch/21wYTwR

Time series forecasting has witnessed a rapid proliferation of novel neural network approaches in recent times. However, performances in terms of benchmarking results are generally not consistent, and it is complicated to determine in which cases one approach fits better than another. Therefore, we ...

06/01/2026

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📖 Cryptocurrency Price Prediction Algorithms: A Survey and Future Directions

Explore a comprehensive survey of cryptocurrency prediction algorithms and insights into future research directions.

🔗 Read the full article: https://brnw.ch/21wYRIM

In recent years, cryptocurrencies have received substantial attention from investors, researchers and the media due to their volatile behaviour and potential for high returns. This interest has led to an expanding body of research aimed at predicting cryptocurrency prices, which are notably influenc...

06/01/2026

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📖 Constructing Cybersecurity Stocks Portfolio Using AI

Discover how AI can be applied to build and optimize a cybersecurity stocks portfolio.

🔗 Read the full article: https://brnw.ch/21wYRIL

05/01/2026

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📖 Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models: Evidence from European Financial Markets and Bitcoins

Compare the performance of advanced forecasting models across European financial markets and Bitcoin.

🔗 Read the full article: https://brnw.ch/21wYQ7v

This study analyzes the transmission of market uncertainty on key European financial markets and the cryptocurrency market over an extended period, encompassing the pre-, during, and post-pandemic periods. Daily financial market indices and price observations are used to assess the forecasting model...

05/01/2026

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📖 Comparative Analysis of Supervised Learning Techniques for Forecasting PV Current in South Africa

Explore how different supervised learning methods perform in forecasting photovoltaic (PV) current in South Africa.

🔗Read the full article: https://brnw.ch/21wYQ6V

02/01/2026

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📖 Climate Risks and Real Gold Returns over 750 Years

Explore the long-term relationship between climate risks and real gold returns using centuries of data.

🔗 Read the full article: https://brnw.ch/21wYMKU

02/01/2026

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📖 Coffee as an Identifier of Inflation in Selected US Agglomerations

Discover how coffee prices can serve as an indicator of inflation trends across major U.S. urban areas.

🔗 Read the full article: https://brnw.ch/21wYMKh

01/01/2026

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📖 Bootstrapping State-Space Models: Distribution-Free Estimation in View of Prediction and Forecasting

Explore distribution-free bootstrapping methods for state-space models to enhance prediction and forecasting performance.

🔗 Read the full article: https://brnw.ch/21wYLsc

Linear models, seasonal autoregressive integrated moving average (SARIMA) models, and state-space models have been widely adopted to model and forecast economic data. While modeling using linear models and SARIMA models is well established in the literature, modeling using state-space models has bee...

01/01/2026

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📖 Can Denoising Enhance Prediction Accuracy of Learning Models? A Case of Wavelet Decomposition Approach

See how wavelet-based denoising can improve prediction accuracy in learning and forecasting models.

🔗 Read the full article: https://brnw.ch/21wYLrD

Denoising is an integral part of the data pre-processing pipeline that often works in conjunction with model development for enhancing the quality of data, improving model accuracy, preventing overfitting, and contributing to the overall robustness of predictive models. Algorithms based on a combina...

31/12/2025

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📖 Bootstrapping Long-Run Covariance of Stationary Functional Time Series

Discover advanced bootstrapping techniques for estimating long-run covariance in functional time series analysis.

🔗 Read the full article: https://brnw.ch/21wYKku

A key summary statistic in a stationary functional time series is the long-run covariance function that measures serial dependence. It can be consistently estimated via a kernel sandwich estimator, which is the core of dynamic functional principal component regression for forecasting functional time...

31/12/2025

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📖 Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement

Learn how automated methods improve regional economic index construction while accounting for uncertainty.

🔗 Read the full article: https://brnw.ch/21wYKkq

Subnational jurisdictions, compared to the apparatuses of countries and large institutions, have less resources and human capital available to carry out an updated conjunctural follow-up of the economy (nowcasting) and for generating economic predictions (forecasting). This paper presents the result...