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5 articles for “vector time series models”

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Research ArticleOpen accessIn the keywordsForecasting Daily Demand in Cash Supply ChainsMichael WagnerProblem statement: Previous studies focused on explaining the long run determinants of currency demand offering limited insight into the short-run determinants and co-variability of daily demand in cash supply chains. Approach: This study contrasted competing techniques of forecasting daily demand in cash supply chains in order to determine the overall performance and the potential of joint forecasting for integrated planning. … …American Journal of Economics and Business Administration, Vol. 2, Issue 4 · 28 Nov 2010 · 7,736 accessesView PDFCite
Research ArticleOpen accessIn the abstractImplementing a Hybrid Parallel Framework Utilizing Machine and Deep Learning for Rapid Rumor Detection in Social MediaNeetu Rani, Amit Kumar Bhardwaj, Shaily Jain et al.Numerous businesses have faced significant repercussions due to the widespread dissemination of false information and rumors across social media platforms. The impact of fake news extends to tarnishing public perception, damaging corporate reputations, disrupting communities, undermining governmental integrity, exposing companies to risks, and posing a grave threat to social cohesion. This research article delves into the endeavours of prominent researchers … …Journal of Computer Science, Vol. 21, Issue 12 · 27 Jan 2026 · 1,814 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting of Multistep Multivariate Financial Data Through GSO Algorithm Infused Vanilla LSTM ModelNikhitha Pai, Ilango Velchamy, Nithya B RameshPredicting time series in the financial domain requires using models that can do sequence processing tasks. One such model is the LSTM model which belongs to the family of deep learning networks. The performance measure of LSTM in a regression task is to bring down the error in the predicted values. In this study, a novel fused LSTM model integrating … …Journal of Computer Science, Vol. 19, Issue 7 · 10 Jul 2023 · 6,074 accessesView PDFCite
Research ArticleOpen accessIn the abstractPoisson Quasi-Maximum Likelihood Estimator-based CUSUM Test for Integer-Valued Time SeriesSangyeol LeeThis study considers the parameter change test for integer-valued time series models based on the Poisson quasi-maximum likelihood estimates. As a change point test, we consider the score vector-based CUSUM test and show that its limiting null distribution takes the form of a function of Brownian bridges. Moreover, the residual-based CUSUM tests are considered as alternatives. For evaluation, we conduct … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 1 Oct 2019 · 7,650 accessesView PDFCite
Research ArticleOpen accessIn the abstractVAR-models for Predicting BiodiversityTonio D. Bettista, S. A. Gattone, Mariagrzia GranturcoThe aim of this work is to introduce a methodology for monitoring diversity of a biological population by using the tool of diversity profiles. In particular, we develop a theory for studying the diversity profile along the temporal axis. We propose forecasting techniques for diversity profile by using the VAR model on multivariate time series of abundance vector and ARMA … …Journal of Mathematics and Statistics, Vol. 1, Issue 4 · 31 Dec 2005 · 6,175 accessesView PDFCite