Skip Content
You are currently on the new version of our website. Access the old version .

Forecasting, Volume 6, Issue 3

2024 September - 17 articles

Cover Story: We analyzed daily predictability on the CBOE VIX and SKEW indices, which capture risk-neutral risk and downside risk in S&P 500 options. Using heterogeneous autoregressive (HAR) models, we investigated whether these indices’ lagged values enhance the forecasting accuracy. Our findings revealed that, while a simple HAR model performed well for VIX, more complex HAR models significantly improved the forecasting accuracy for SKEW across all examined forecast horizons. View this paper
  • Issues are regarded as officially published after their release is announced to the table of contents alert mailing list .
  • You may sign up for email alerts to receive table of contents of newly released issues.
  • PDF is the official format for papers published in both, html and pdf forms. To view the papers in pdf format, click on the "PDF Full-text" link, and use the free Adobe Reader to open them.

Articles (17)

  • Article
  • Open Access
13 Citations
8,098 Views
21 Pages

Predicting Power Consumption Using Deep Learning with Stationary Wavelet

  • Majdi Frikha,
  • Khaled Taouil,
  • Ahmed Fakhfakh and
  • Faouzi Derbel

23 September 2024

Power consumption in the home has grown in recent years as a consequence of the use of varied residential applications. On the other hand, many families are beginning to use renewable energy, such as energy production, energy storage devices, and ele...

  • Article
  • Open Access
13 Citations
6,092 Views
25 Pages

Electricity Consumption Forecasting: An Approach Using Cooperative Ensemble Learning with SHapley Additive exPlanations

  • Eduardo Luiz Alba,
  • Gilson Adamczuk Oliveira,
  • Matheus Henrique Dal Molin Ribeiro and
  • Érick Oliveira Rodrigues

20 September 2024

Electricity expense management presents significant challenges, as this resource is susceptible to various influencing factors. In universities, the demand for this resource is rapidly growing with institutional expansion and has a significant enviro...

  • Article
  • Open Access
1 Citations
3,297 Views
24 Pages

18 September 2024

With growing concerns over climate change, accurately predicting temperature trends is crucial for informed decision-making and policy development. In this study, we perform a comprehensive comparative analysis of four advanced time series forecastin...

  • Article
  • Open Access
1 Citations
5,937 Views
33 Pages

14 September 2024

We analyze the predictability of daily data on the CBOE VIX and SKEW indices, used to capture the average level of risk-neutral risk and downside risk, respectively, as implied by S&P 500 index options. In particular, we use f...

  • Article
  • Open Access
2 Citations
2,844 Views
21 Pages

13 September 2024

Inundation maps that show water depths that occur in the event of a flood are essential for protection. Especially information on timings is crucial. Creating a dynamic inundation map with depth data in temporal resolution is a major challenge and is...

  • Article
  • Open Access
3 Citations
4,958 Views
13 Pages

30 August 2024

In this study, we propose a model to forecast container throughput for the Singapore port, one of the busiest ports globally. Accurate forecasting of container throughput is critical for efficient port operations, strategic planning, and maintaining...

  • Article
  • Open Access
3,504 Views
30 Pages

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

  • Philipp Schlieper,
  • Mischa Dombrowski,
  • An Nguyen,
  • Dario Zanca and
  • Bjoern Eskofier

26 August 2024

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...

  • Article
  • Open Access
1,616 Views
18 Pages

23 August 2024

Spatial auto-regressive (SAR) models are widely used in geosciences for data analysis; their main feature is the presence of weight (W) matrices, which define the neighboring relationships between the spatial units. The statistical properties of para...

  • Article
  • Open Access
10 Citations
3,775 Views
28 Pages

19 August 2024

The main source of electricity worldwide stems from fossil fuels, contributing to air pollution, global warming, and associated adverse effects. This study explores wind energy as a potential alternative. Nevertheless, the variable nature of wind int...

  • Review
  • Open Access
7 Citations
45,268 Views
35 Pages

Cryptocurrency Price Prediction Algorithms: A Survey and Future Directions

  • David L. John,
  • Sebastian Binnewies and
  • Bela Stantic

15 August 2024

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...

  • Article
  • Open Access
7 Citations
3,308 Views
21 Pages

2 August 2024

Deep neural networks (DNNs) are prominent in predictive analytics for accurately forecasting target variables. However, inherent uncertainties necessitate constructing prediction intervals for reliability. The existing literature often lacks practica...

  • Article
  • Open Access
22 Citations
3,974 Views
25 Pages

Impact of PV and EV Forecasting in the Operation of a Microgrid

  • Giampaolo Manzolini,
  • Andrea Fusco,
  • Domenico Gioffrè,
  • Silvana Matrone,
  • Riccardo Ramaschi,
  • Marios Saleptsis,
  • Riccardo Simonetti,
  • Filip Sobic,
  • Michael James Wood and
  • Sonia Leva
  • + 1 author

31 July 2024

The electrification of the transport sector together with large renewable energy deployment requires powerful tools to efficiently use energy assets and infrastructure. In this framework, the forecast of electric vehicle demand and solar photovoltaic...

  • Article
  • Open Access
4 Citations
6,128 Views
23 Pages

29 July 2024

This study showcased the Markov switching autoregressive model with time-varying parameters (MSAR-TVP) for modeling nonlinear time series with structural changes. This model enhances the MSAR framework by allowing dynamic parameter adjustments over t...

  • Article
  • Open Access
2,980 Views
18 Pages

A Delphi–Fuzzy Delphi Study on SDGs 9 and 12 after COVID-19: Case Study in Brazil

  • Isabela Caroline de Sousa,
  • Tiago F. A. C. Sigahi,
  • Izabela Simon Rampasso,
  • Gustavo Hermínio Salati Marcondes de Moraes,
  • Walter Leal Filho,
  • João Henrique Paulino Pires Eustachio and
  • Rosley Anholon

17 July 2024

The COVID-19 pandemic has affected all Sustainable Development Goals (SDGs), leading to setbacks in various Latin American countries. In Brazil, progress in technological development and the adoption of sustainable practices by organizations has been...

  • Article
  • Open Access
13 Citations
24,263 Views
31 Pages

5 July 2024

In a dynamic business environment, the accuracy of sales forecasts plays a pivotal role in strategic decision making and resource allocation. This article offers a systematic review of the existing literature on techniques and methodologies used in f...

  • Article
  • Open Access
6 Citations
3,347 Views
17 Pages

24 June 2024

This research aims to study and develop a model to demonstrate the causal relationships of factors used to forecast CO2 emissions from energy consumption in the industrial building sector and to make predictions for the next 10 years (2024–2033...

Get Alerted

Add your email address to receive forthcoming issues of this journal.

XFacebookLinkedIn
Forecasting - ISSN 2571-9394