{"title":"Online forecasting for financial time series.","authors":"Nikolas Michael, Mihai Cucuringu, Sam Howison","doi":"10.1007/s41060-026-01302-7","DOIUrl":"10.1007/s41060-026-01302-7","url":null,"abstract":"<p><p>We introduce OFTER (online forecasting via temporal embedding regression), a time series forecasting pipeline tailored for financial problems centered on mid-sized multivariate time series. OFTER utilizes the non-parametric models of k-nearest neighbors and generalized regression neural networks, integrated with a dimensionality reduction component. To circumvent the curse of dimensionality, we employ a weighted norm based on a modified version of the maximal correlation coefficient. The pipeline we introduce is specifically designed for online tasks, has an interpretable output, and is able to outperform several state-of-the-art baselines. The computational efficacy of the algorithm, its online nature, and its ability to operate in low signal-to-noise regimes, render OFTER an ideal approach for financial multivariate time series problems, such as daily equity forecasting. Our work demonstrates that while deep learning models hold significant promise for time series forecasting, traditional methods carefully integrating mainstream tools remain very competitive alternatives with the added benefits of scalability and interpretability.</p>","PeriodicalId":45667,"journal":{"name":"International Journal of Data Science and Analytics","volume":"22 1","pages":"344"},"PeriodicalIF":2.9,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13675284/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"149217054","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Power Analysis for Causal Discovery.","authors":"Erich Kummerfeld, Leland Williams, Sisi Ma","doi":"10.1007/s41060-023-00399-4","DOIUrl":"10.1007/s41060-023-00399-4","url":null,"abstract":"<p><p>Causal discovery algorithms have the potential to impact many fields of science. However, substantial foundational work on the statistical properties of causal discovery algorithms is still needed. This paper presents what is to our knowledge the first method for conducting power analysis for causal discovery algorithms. The power sample characteristics of causal discovery algorithms typically cannot be described by a closed formula, but we resolve this problem by developing a new power sample analysis method based on standardized <i>in silico</i> simulation experiments. Our procedure generates data with carefully controlled statistical effect sizes in order to enable an accurate numerical power sample analysis. We present that method, apply it to generate an initial power analysis table, provide a web interface for searching this table, and show how the table or web interface can be used to solve several types of real world power analysis problems, such as sample size planning, interpretation of results, and sensitivity analysis.</p>","PeriodicalId":45667,"journal":{"name":"International Journal of Data Science and Analytics","volume":"196 1","pages":"289-304"},"PeriodicalIF":3.4,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11581182/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72898649","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Discrete double factors of a family of odd Weibull-G distributions: features and modeling","authors":"M. El-Morshedy, H. S. Shahen, M. Eliwa","doi":"10.1007/s41060-023-00487-5","DOIUrl":"https://doi.org/10.1007/s41060-023-00487-5","url":null,"abstract":"","PeriodicalId":45667,"journal":{"name":"International Journal of Data Science and Analytics","volume":" 16","pages":""},"PeriodicalIF":2.4,"publicationDate":"2023-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139143324","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Philipp Dumbach, Leo Schwinn, Tim Löhr, Tassilo Elsberger, Bjoern M. Eskofier
{"title":"Artificial intelligence trend analysis in German business and politics: a web mining approach","authors":"Philipp Dumbach, Leo Schwinn, Tim Löhr, Tassilo Elsberger, Bjoern M. Eskofier","doi":"10.1007/s41060-023-00483-9","DOIUrl":"https://doi.org/10.1007/s41060-023-00483-9","url":null,"abstract":"","PeriodicalId":45667,"journal":{"name":"International Journal of Data Science and Analytics","volume":"62 22","pages":""},"PeriodicalIF":2.4,"publicationDate":"2023-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138957062","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Speech-based detection of multi-class Alzheimer’s disease classification using machine learning","authors":"Tripti Tripathi, Rakesh Kumar","doi":"10.1007/s41060-023-00475-9","DOIUrl":"https://doi.org/10.1007/s41060-023-00475-9","url":null,"abstract":"","PeriodicalId":45667,"journal":{"name":"International Journal of Data Science and Analytics","volume":" 1","pages":""},"PeriodicalIF":2.4,"publicationDate":"2023-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138963356","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Policies and metrics for schedulers in cloud data-centers using CloudSim simulator","authors":"L. Sankaran, J. S. Saleema, Basem Suleiman","doi":"10.1007/s41060-023-00478-6","DOIUrl":"https://doi.org/10.1007/s41060-023-00478-6","url":null,"abstract":"","PeriodicalId":45667,"journal":{"name":"International Journal of Data Science and Analytics","volume":"55 5","pages":""},"PeriodicalIF":2.4,"publicationDate":"2023-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139000275","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Implementation of air pollution traceability method based on IF-GNN-FC model with multiple-source data","authors":"Hong Fang, Jindong Liang, Jifen Wang","doi":"10.1007/s41060-023-00482-w","DOIUrl":"https://doi.org/10.1007/s41060-023-00482-w","url":null,"abstract":"","PeriodicalId":45667,"journal":{"name":"International Journal of Data Science and Analytics","volume":"66 6","pages":""},"PeriodicalIF":2.4,"publicationDate":"2023-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138997590","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Leveraging big data analytics for intelligent transportation systems: optimize the internet of vehicles data structure and modeling","authors":"Gebeyehu Belay Gebremeskel","doi":"10.1007/s41060-023-00481-x","DOIUrl":"https://doi.org/10.1007/s41060-023-00481-x","url":null,"abstract":"","PeriodicalId":45667,"journal":{"name":"International Journal of Data Science and Analytics","volume":"9 9","pages":""},"PeriodicalIF":2.4,"publicationDate":"2023-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138971195","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Hybrid fuzzy clustering technique to enhance the performance based on a fusion of intuitionistic modified fuzzy c-means and improved genetic algorithm","authors":"Niteesh Kumar, Harendra Kumar, Dipa Sharma","doi":"10.1007/s41060-023-00474-w","DOIUrl":"https://doi.org/10.1007/s41060-023-00474-w","url":null,"abstract":"","PeriodicalId":45667,"journal":{"name":"International Journal of Data Science and Analytics","volume":"234 3","pages":""},"PeriodicalIF":2.4,"publicationDate":"2023-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139002270","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Spectral pursuit for simultaneous sparse representation with accuracy guarantees","authors":"Guihong Wan, H. Schweitzer","doi":"10.1007/s41060-023-00480-y","DOIUrl":"https://doi.org/10.1007/s41060-023-00480-y","url":null,"abstract":"","PeriodicalId":45667,"journal":{"name":"International Journal of Data Science and Analytics","volume":"69 6","pages":""},"PeriodicalIF":2.4,"publicationDate":"2023-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138979084","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}