Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation In forecasting economic time series, statistical models often need to be complemented ... This paper addresses this gap by ...

This study compares the empirical performance of structural time series models to four methods that are similar in complexity, using 111 business and economic time series. The structural approach ...

Use automated methods to estimate the best fit model parameters. Apply the Augmented Dickey-Fuller method (ADF) to statistically test a time series. Estimate the number of parameters for a SARIMA ...

IBM is bringing the power of conditional reasoning to its open source Granite 3.2 LLM, in an effort to solve real enterprise AI challenges.

Establishing sustainability is especially critical for using time series data as training data for machine learning forecast models. The demand for time series forecasting occurs frequently among ...

Attention is not all you need when forecasting with generative AI. You also need time. IBM recently made its open-source TinyTimeMixer model available on Hugging Face.

Articles in JASA focus on statistical applications, theory, and methods in economic, social, physical, engineering, and health sciences and on new methods of statistical education. Building on two ...