I n this paper, we specify that the GARCH(1,1) model has strong forecasting volatility and its usage under the truncated standard normal distribution (TSND) is more suitable than when it is under the normal and student-t distributions. On the contrary, no comparison was tried between the forecasting performance of volatility of the daily return series using the multi-step ahead forec...

In view of the characteristic that the traffic system is a dynamic and time-varying parameter system, the multi-level recursive forecasting method is proposed, and the multi-level recursive forecasting model of road accidents is established in this thesis. In this method, the forecasting of road accidents is divided into two parts: the forecasting of time-varying parameters and the future forec...

Objective To introduce Soda Pop, an R/Shiny application designed to be a disease agnostic time-series clustering, alarming, and forecasting tool to assist in disease surveillance “triage, analysis and reporting” workflows within the Biosurveillance Ecosystem (BSVE) [1]. In this poster, we highlight the new capabilities that are brought to the BSVE by Soda Pop with an emphasis on the impact of m...

This work examines recent publications in forecasting in various fields, these include: wind power forecasting; electricity load forecasting; crude oil price forecasting; gold price forecasting energy price forecasting etc. In this review, categorization of the processes involve in forecasting are divided into four major steps namely: input features selection; data pre-processing; forecast mode...

Thousands of lives are lost every year in developing countries for failing to detect epidemics early because of the lack of real-time disease surveillance data. We present results from a large-scale deployment of a telephone triage service as a basis for dengue forecasting in Pakistan. Our system uses statistical analysis of dengue-related phone calls to accurately forecast suspected dengue cas...

WHO reacts to countries' immediate needs and initiates sustainable measures such as the development of laboratory networks and active surveillance systems. Photo credit: WHO The regional strategy for communicable disease surveillance, forecasting and response depend s on national, regional and global surveillance and containment plans for emerging and re-emerging disease threats. The main strat...

Although over a thousand scientific papers address the topic of load forecasting every year, only a few are dedicated to finding a general framework for load forecasting that improves the performance, without depending on the unique characteristics of a certain task such as geographical location. Meta-learning, a powerful approach for algorithm selection has so far been demonstrated only on uni...