Forecasting

2019 - 2026

Current editor(s): Mrs. Oana Irina Karadag

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Volume 8, issue 5, 2026

Does Machine Learning Improve Wind Power Forecasting? An Experimental Investigation pp. 1-19

Zhimin Li, Yu Chen, Tingzhao Yu, Ruyi Yang, Yan Huang, Kuoyin Wang, Yongyan Su, Jinbing Gao and Bin Yuan

Too Sharp to Be True? Illusory Gains in Regime-Weighted Conformal Prediction for Daily Rubber Price Changes pp. 1-34

Montchai Pinitjitsamut

A Student- t Copula Economic Scenario Generator for Emerging-Market Liability-Driven Investment: Density Forecasting, Tail Dependence, and Indonesian Evidence pp. 1-30

Fathimah Al-Ma’shumah and Novriana Sumarti

Delayed Marks, Funding Memory, and Forecasting Liquidation-Tail Risk in Crypto Perpetual Futures pp. 1-36

Edson Pindza and Hopolang Phillip Mashele

Can Geopolitical Risk Improve the Forecasting of Thai Stock-Market Returns? Evidence from Econometrics and Machine-Learning Models pp. 1-36

Tanattrin Bunnag

Heterogeneous-Horizon Conformal Ensembles for Online Prediction Under Distribution Shift: An Empirical Comparison with Strongly Adaptive Methods pp. 1-22

Marzieh Amiri Shahbazi and Ali Baheri

Recurrent Deep Learning Models for PM 2.5 Time Series Forecasting in Northern Thailand pp. 1-22

Nawisa Jullapech, Mohamed Fazil Baksh and Suttida Sangpoom

Forecasting the FIFA World Cup 2026 with Large Language Models: A Benchmark of Reasoning, Web-Augmented, Agentic, and Open-Weight AI Systems pp. 1-32

Ádám Hartvég, Domonkos Dékány, Barbara Simon, Szász László and Dénes-Fazakas Lehel

An Interpretable Structural-Break Forecasting Framework for Limited-Sample Quarterly Revenue Prediction: Evidence from Coca-Cola pp. 1-26

Mani Honarvar Shakibaei Asli and Barmak Honarvar Shakibaei Asli

A Generalized Bayesian Structural Time Series Framework for Forecasting Seasonal Data with Sparse Observations pp. 1-28

Autcha Araveeporn

Forecasting Demand Under Limited Data: Benchmark Models for Workforce Capacity Planning in Translation Services pp. 1-28

Lorena Hernández-Mastrapa, Daniel René Tasé-Velázquez, Renato Máximo-Sátiro, Gelmar García-Vidal, Alexander Sánchez-Rodríguez and Reyner Pérez-Campdesuñer

Bio-Inspired Hyperparameter Optimization of LSTM Networks for Long-Horizon Stock Price Forecasting pp. 1-21

Manan Bhasin, Rajesh Mahadeva, Amit Kumar Goyal and Varun Sarda

Volume 8, issue 4, 2026

Causal-Structure-Based Cryptocurrency Price Direction Prediction Model pp. 1-27

Yuantai Cui and Hiroaki Fukunishi

Simulator-Grounded Benchmarking and a Corpus-Distilled Physics-Informed Forecaster for Fire Hazard-State and Damage Forecasting pp. 1-27

Dohun Kim, Seonghee Lee and In-Hwan Lee

Air-Quality Forecasting Across Monitoring, Predictor, and Validation Regimes: A Systematic Mapping Review and Decision Framework pp. 1-25

Elena Chianese and Angelo Riccio

Identifying Key Attributes Associated with Short-Term Rental Occupancy Rates: Case of Airbnb pp. 1-20

Sanelisiwe Amanda Nkomo, Ehsan Ahmadi and Reza Maihami

Distinguishing Contemporaneous Rule Recovery from Financial Risk Forecasting in Higher Education Institutions: A Controlled Synthetic-Panel Experiment pp. 1-33

Yu Chao, Nur Fazidah Elias, Yazrina Yahya, Ruzzakiah Jenal and Mo Fan

Forecasting Intermittent Sales in Fashion Retail: A Two-Stage Machine Learning Approach pp. 1-36

Betül Yılmaz Sucuoğlu, Ömer Faruk Beyca and Fuat Kosanoğlu

Do Supply-Chain Stress and Geopolitical Risk Predict Strategic Commodity and Clean Energy Market Returns? Evidence from Explainable Machine Learning pp. 1-46

Nader Naifar

Assessing the Propagation of Weather Forecast Errors into Power Outage Predictions pp. 1-19

Farzaneh Esmaeilian, Xinxuan Zhang, Fatemeh Azizpourshoubi, Marina Astitha and Emmanouil Anagnostou

Regime-Dependent Sectoral Information Transmission in S&P 500 Forecasting pp. 1-56

László Vancsura, Tibor Tatay and Tivadar Zakár

Forecasting Multivariate Time Series: A Comparison of Machine Learning, Statistical and Deep Learning Models pp. 1-28

Dler Hussein Kadir, Diyar Muadh Khalil and Azhin Muhammed Khudhur

VMD-Enhanced Multi-Model Ensemble Framework for Tourism Demand Forecasting: A Feature Engineering Approach pp. 1-21

Cuicui Yu, Wangyu Shen, Erlong Zhao, Shouyang Wang and Pei Du

Machine Learning for Heatwave Prediction: A Global Scoping Review of Environmental Predictors and Modelling Practices pp. 1-24

Adam Ashford, Fahad Ayaz, Muhammad Zeeshan Shakir, Naeem Ramzan, Michael Grebreslasie, Serestina Viriri, David Ndzi, Natalie Dickinson, Llinos Haf Spencer, Mary Lynch and Saloshni Naidoo

Do Solana Exchange Flows Matter? Hypothesis-Driven Evidence from Short-Term SOL Direction Forecasting pp. 1-24

Yan Egorov, Dmitry Grigoriev, Daniil Zharikov and Anastasia Grigorieva

DG-TFT-CQR: A Dynamic Graph–Temporal Fusion Transformer with Conformalized Quantile Regression for Wind Power Forecasting pp. 1-42

Yassir El Bakkali, Nissrine Krami, Youssef Rochdi and Achraf Boukaibat

Week-Ahead Electricity Price Forecasting for Battery Arbitrage: Benchmarking ML/DL Models and Interpreting Feature Importance Through Merit-Order Pricing in Spain pp. 1-42

Amgad Khamis, Francesco Crespi and David Sánchez

Modelling the RES Balanced Integration in Forecasting the Power System’s Long-Term Development pp. 1-18

Tetiana Nechaieva, Volodymyr Derii, Artur Zaporozhets and Viktor Denysov

S-NODE-ANF-RRC: Stochastic Neural ODE for Financial Regime Forecasting and False Alarm Control on JSE Equities pp. 1-32

Ntebogang Dinah Moroke

Terrain Controls on the Portability of Rainfall Prediction Models: A Framework for Transferability and Adaptability Across Tropical and Temperate Climates pp. 1-26

Ogochukwu Ejike, David Ndzi and Muhammad Shakir

A Reproducible Workflow for AIS-Based ETA Forecasting: Evaluating the Influence of Data Preprocessing and Machine Learning Model Selection pp. 1-30

João Marreiros, Ana de Jesus Mendes, Marcela Castro, Maria da Graça Costa and Tiago Pinho

Forecasting the Evolving Composition of Guest Origin Markets in Platform Bookings: A Bayesian Compositional Time-Series Approach Using Airbnb Data pp. 1-30

Harrison E. Katz

Modeling Positive Seasonal Time Series with Dynamic Precision: The Generalized BPSARMA Model pp. 1-37

Kleber H. Santos and Francisco Cribari-Neto

Accelerating Probabilistic Forecasting: A GPU-Based Approach to Reducing Computational Time pp. 1-13

Juan R. Trapero, Enrique Holgado de Frutos and Francisco Ramos

Integrating Explainability into an Adaptive Transfer Learning with Uncertainty Quantification for PM 2.5 Prediction in the Data-Scarce Region of South Africa pp. 1-40

Israel Edem Agbehadji and Ibidun Christiana Obagbuwa

Volume 8, issue 3, 2026

Determinants of Successful IoT and AI Initiatives in the SMART Economy: An Enterprise Perspective pp. 1-33

Jan Dvorsky, Matus Senci, Abdul Bashiru Jibril and Zora Petrakova

Interactions Between Business Cycles, Financial Cycles and Monetary Policy in South Africa pp. 1-33

Malibongwe Cyprian Nyati, Paul-Francois Muzindutsi and Christian Tipoy

Chaos and Predictability in Cryptocurrencies pp. 1-15

Salim Lahmiri and Stelios Bekiros

Hybrid Clustering for Retail Demand Forecasting: Combining Rule-Based and Machine Learning Methods pp. 1-25

Jung-Hyuk Kim and Nam-Wook Cho

Forecasting South Africa’s Coal-to-Clean Energy Transition: A Monte Carlo Simulation pp. 1-60

Luyanda Majenge, Simiso Msomi and Sakhile Mpungose

Multi-Timeframe Feature Engineering for Bitcoin Market Prediction: A Price-Level-Agnostic Machine Learning Approach pp. 1-27

Pedro Sobreiro, Domingos Martinho, Rui Martins and Ricardo Vardasca

Learning Rare Events: Deep Learning Approaches to Extreme Price Prediction pp. 1-34

Mark Sinclair, Andrew J. Shepley and Farshid Hajati

Standardized Precipitation Index Forecasting Comparison Using Transformer Models pp. 1-19

Rafael Magallanes-Quintanar, Carlos Eric Galván-Tejada, Jorge Isaac Galván-Tejada, Santiago de Jesús Méndez-Gallegos and Antonio García-Domínguez

Bitcoin Volatility Forecasting Through Market Sentiment, Blockchain Fundamentals, and Endogenous Market Uncertainty pp. 1-38

Marcel Figura, Martin Bugaj, Elvira Nica and Gheorghe H. Popescu

Prediction of Scour Hole Geometry Downstream of Ski-Jump Spillways Using Novel Intelligent Computational Machine Learning Models pp. 1-38

Mehrshad Samadi, Aydin Shishegaran, Mina Torabi and Zohreh Sheikh Khozani

Extreme Event Modelling and Forecasting: Empirical Evidence from Predicting GDP and Unemployment in the USA pp. 1-12

R. Shankar, A. Alroomi, V. Bougioukos and K. Nikolopoulos

Regime-Aware Stock Index Forecasting Under Latent Market States: A Hybrid Statistical Learning Framework with Cross-Market Validation pp. 1-48

Chunxia Tian, Roengchai Tansuchat and Songsak Sriboonchitta

Longitudinal Growth Dynamics and Future Potential for the Supply–Demand Trend of Mango and Avocado Exports in Australia pp. 1-32

Sabrina Haque, Nuruzzaman Khan, Delwar Akbar, Susan Kinnear and Azad Rahman

Garbage In, Garbage Out? The Impact of Data Quality on the Performance of Financial Distress Prediction Models pp. 1-42

Veronika Labosova, Lucia Duricova, Katarina Kramarova and Marek Durica

Multi-Scale Forecasting of Natural Rubber Prices Using VMD-Augmented BiLSTM: A Hybrid Architecture Ablation Study pp. 1-40

Montchai Pinitjitsamut

A Hybrid Linear–Gaussian Process Framework with Adaptive Covariance Selection for Spatio-Temporal Wind Speed Forecasting pp. 1-37

Thinawanga Hangwani Tshisikhawe, Caston Sigauke, Timotheous Brian Darikwa and Saralees Nadarajah

Singular Design Foresight: A Foundational Method for Auditable Anticipation and Decision Closure pp. 1-30

Pablo Lara-Navarra, Antonia Ferrer-Sapena and Enrique A. Sánchez-Pérez

Role of High-Resolution Land Surface Representation in WRF Model for Forecasting Extreme Heatwave Conditions over Cyprus pp. 1-23

Avinash N. Parde, Kartik Koundal, Utkarsh Bhautmage, Michael Mau Fung Wong, Christina Oikonomou and Haris Haralambous

Volume 8, issue 2, 2026

From Adoption Diffusion to Dimensioning: Probabilistic Forecasting of 5G/NB-IoT Demand via Monte Carlo Uncertainty Propagation pp. 1-38

Nikolaos Kanellos, Dimitrios Katsianis and Dimitris Varoutas

The Symmetric Mean Absolute Percentage Error: Unnecessary or Dangerous pp. 1-19

Stephan Kolassa

Performance Evaluation of Advanced RNNs for Accurate Prediction of Adjusted Closing Gold Prices pp. 1-19

Thabang Molefi, Tshegofatso Botlhoko and Tlhalitshi Volition Montshiwa

Precipitation Assessment and Attribution Based on LBGM Ensemble Forecast for the Extreme Rainstorm on 20 July 2021 in Zhengzhou pp. 1-29

Yijia Zhao, Chaohui Chen, Yongqiang Jiang, Jiajun Li, Xiong Chen and Jiwen Zhang

Advances in Similar Day Methods for Short-Term Load Forecasting for Power Systems pp. 1-50

Monica Borunda, Luis Conde-López, Gerardo Ruiz-Chavarría, Guadalupe Lopez Lopez, Victor M. Alvarado and Edgardo de Jesús Carrera Avendaño

A Combined Kalman Filter–LSTM to Forecast Downside Risk of BWP/USD Returns: A Bottom-Up Hierarchical Approach pp. 1-27

Katleho Makatjane and Diteboho Xaba

Predictive Monitoring of Wage-Band Classification in GOSI Data with Leakage Control and Out-of-Time Validation pp. 1-37

Ali Louati and Hassen Louati

Leakage-Controlled Horizon-Specific Model Selection for Daily Equity Forecasting: An Automated Multi-Model Pipeline pp. 1-35

Francisco Augusto Nuñez Perez, Francisco Javier Aguilar Mosqueda, Adrian Ramos Cuevas, Jaqueline Muñoz Beltran and Jose Cruz Nuñez Perez

External Macroeconomic Variables and Stock Returns: Evidence from Conventional and Islamic Indices pp. 1-18

Muhammad Hanif

Crude Oil Shocks and Saudi Stock Returns: An Integrated Granger–LSTM–XGBoost Analysis pp. 1-32

Priyanka Aggarwal, Nevi Danila, Eddy Suprihadi and Manoj Kumar Manish

When Does Central Bank Communication Matter? Textual Information, Dynamics, and Regularization pp. 1-32

Igor Barbosa de Andrade Duarte and Márcio Laurini

Assessing Historical and Simulating Future Land-Use and Land-Cover Change Through an Integrated Cellular Automata and Machine-Learning Framework in Urbanizing Areas pp. 1-26

Roshan Sewa, Bibas Pokhrel, Bikash Subedi, Roshan Raj Karki, Bishal Poudel and Ajay Kalra

Forecasting Spatial Inequalities in Cardiovascular Disease-Related Deaths: A Municipal-Level Assessment of Progress Toward SDG 3.4 in Serbia pp. 1-21

Suzana Lović Obradović, Dunja Demirović Bajrami and Marko Filipović

GDP Forecasting with ARIMA, Hidden Markov Models, and an HMM–LSTM Hybrid: Evidence from Five Economies pp. 1-21

Achilleas Tampouris and Chaido Dritsaki

The Impact of Occupancy Dynamics on Indoor CO 2 Forecasting: A Cross-Scenario Evaluation pp. 1-24

Peio Garcia-Pinilla, Aranzazu Jurio, Maria Figols and Daniel Paternain

A Comparative Analysis of Green and Brown Stocks: The Impact of Uncertainty Indices on Tail-Risk Forecasting pp. 1-24

Antonio Naimoli and Giuseppe Storti

Volume 8, issue 1, 2026

Investigation of Sudden Stratospheric Warming (SSW) Events Between 1980 and 2100 pp. 1-32

Simla Durmus, Deniz Demirhan, Ismail Gultepe and Onur Durmus

The Impact of ESG Performance on Financial Performance: Evidence from Listed Companies in Thailand pp. 1-26

Umawadee Detthamrong, Rapeepat Klangbunrueang, Wirapong Chansanam and Rasita Dasri

A Highly Accurate and Efficient Statistical Framework for Short-Term Load Forecasting: A Case Study for Mexico pp. 1-24

Luis Conde-López, Monica Borunda, Gerardo Ruiz-Chavarría and Tomás Aparicio-Cárdenas

An Explainable Voting Ensemble Framework for Early-Warning Forecasting of Corporate Financial Distress pp. 1-28

Lersak Phothong, Anupong Sukprasert, Sutana Boonlua, Prapaporn Chubsuwan, Nattakron Seetha and Rotcharin Kunsrison

Machine Learning Forecasting of Strong Subsequent Events in New Zealand Using the NESTORE Algorithm pp. 1-28

Letizia Caravella and Stefania Gentili

A Comparative and Regional Study of Atmospheric Temperature in the Near-Space Environment Using Intelligent Modeling pp. 1-21

Zhihui Li, Zhiming Han, Huanwei Zhang and Qixiang Liao

Beyond Accuracy: The Cognitive Economy of Trust and Absorption in the Adoption of AI-Generated Forecasts pp. 1-21

Anne-Marie Sassenberg, Nirmal Acharya, Padmaja Kar and Mohammad Sadegh Eshaghi

Climate Indices as Potential Predictors in Empirical Long-Range Meteorological Forecasting Models pp. 1-21

Sergei Soldatenko, Genrikh Alekseev, Vladimir Loginov, Yaromir Angudovich and Irina Danilovich

Series-Core Fusion Based Multivariate Variational Mode Decomposition for Short-Term Wind Power Prediction Using Multiple Meteorological Data pp. 1-23

Wentian Lu, Zhenming Lu, Wenjie Liu and Yifeng Cao

Satellite Data and Artificial Intelligence for FINtech pp. 1-20

Alberto Garinei, Massimiliano Proietti, Alessandro Vispa, Stefano Speziali, Giovanni Bartolini, Marcello Marconi, Emanuele Piccioni, Matteo Martini, Francesca Fallucchi, Romeo Giuliano, Ernesto William De Luca, Umberto Di Matteo and Valerio Lemma

Wind Shear Prediction at Jeju International Airport Using a Tree-Based Machine Learning Algorithm pp. 1-20

Jae-Hyeok Seok, Hee-Wook Choi and Sang-Sam Lee

Multi-Scale Explainable AI for RMB Exchange Rate Drivers pp. 1-20

Jie Ji, Shouyang Wang and Yunjie Wei

A Comparative Study of Univariate Models for Baltic Dry Index Forecasting pp. 1-25

Juan Huang, Ching-Wu Chu and Hsiu-Li Hsu

Forecasting Municipal Financial Distress in South Africa: A Machine Learning Approach pp. 1-34

Nkosinathi Emmanuel Radebe, Bomi Cyril Nomlala and Frank Ranganai Matenda

Advanced Techniques for Financial Distress Prediction pp. 1-19

Lee-Wen Yang, Nguyen Thi Thanh Binh and Jiang Meng Yi

Projection of Changes in Coastal Water Temperature of the Baltic Sea up to 2100 pp. 1-19

Mariusz Ptak, Mariusz Sojka, Soufiane Haddout and Teerachai Amnuaylojaroen

Pollutant-Specific Deep Learning Architectures for Multi-Species Air Quality Bias Correction: Application to NO 2 and PM 10 in California pp. 1-29

Ioannis Stergiou, Nektaria Traka, Dimitrios Melas, Efthimios Tagaris and Rafaella-Eleni P. Sotiropoulou

New Statistical Approach to Forecasting Earth’s Skin Temperature from MERRA-2 Satellite Using Semiparametric Time Series Regression with Mixed Additive Spline Fourier (STSR-MASF) pp. 1-29

Andrea Tri Rian Dani, Nur Chamidah, I. Nyoman Budiantara, Budi Lestari and Dursun Aydin