Abstract: Accurate long-term prediction is a crucial and challenging task in time-series analysis. The granular modeling, which can capture time-series patterns and trends by transforming them into ...

Unlike PCA (maximum variance) or ICA (maximum independence), ForeCA finds components that are maximally forecastable. This makes it ideal for time series analysis where prediction is often the primary ...

Abstract: This paper introduces a new hybrid time series forecasting technique to obtain an efficient and accurate daily crude oil prices forecast. The proposed hybrid technique combines the features ...

Point forecasts (single value predictions) Quantile forecasts (confidence intervals) Sample forecasts (distribution samples) Custom quantile levels for risk assessment This server implements the Model ...