Forecasting Bank Indonesia Currency Inflow and Outflow Using ARIMA, Time Series Regression (TSR), ARIMAX, and NN Approaches in Lampung

Time series forecasting of Bitcoin price based on ARIMA and machine learning approaches

Bitcoin as the current leader in cryptocurrencies is a new asset class receiving significant attention in the financial and investment community and presents an interesting time series prediction problem. In this paper, some forecasting models based on classical like ARIMA and machine learning approaches including Kriging, Artificial Neural Network (ANN), Bayesian method, Support Vector Machine...

Forecasting Economics and Financial Time Series: ARIMA vs. LSTM

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR), univariate Moving Average (MA), Simple Exponential Smoothing (SES), and more notably Autoregressive Integrated Moving Average (ARIMA) with its many variations. In par...

GBP/USD Currency Exchange Rate Time Series Forecasting Using Regularized Least-Squares Regression Method

GBP/USD currency exchange rates. A grid search is used to choose the optimal parameters.

Short-Term Forecasting with ARIMA Time Series Models

Time series forecasting using a hybrid ARIMA and neural network model

Autoregressive integrated moving average (ARIMA) is one of the popular linear models in time series forecasting during the past three decades. Recent research activities in forecasting with arti/cial neural networks (ANNs) suggest that ANNs can be a promising alternative to the traditional linear methods. ARIMA models and ANNs are often compared with mixed conclusions in terms of the superiorit...