This study aims to determine an accurate forecasting model, especially an error rate of around 0, and to examine how the automatic rejection system reacts to stock price as a result of the pandemic. The statistical clustering method is used for the dataset in form of daily observations, while the sample covers the period of cases before and after COVID-19 pandemic from 02 January 2019 to 20 June 2020 at the Trinitan Minerals and Metal Company. Furthermore, the data used in the estimation are the opening and closing price of returns, which are later processed using SAS analysis tools. It is shown that the most appropriate decision-making processes are those proven to be most effective. Therefore, predicting future events based on a suitable time series model will help policymakers and strategists make decisions and develop appropriate strategic plans regarding the stock market. Meanwhile, 98% of the ARIMA (1,1,1) is a forecasting model which can be applied to predict stock prices. The new approach of this study is an integrated autoregressive moving average used as an attempt to accurately predict stock prices during a pandemic.

Silver is a metal that offers significant value to both investors and companies. The purpose of this study is to make an estimation of the price of silver. While making this estimation, it is planned to include the frequency of searches on Google Trends for the words that affect the silver price. Thus, it is aimed to obtain a more accurate estimate. First, using the Latent Dirichlet Allocation method, the keywords to be analyzed in Google Trends were collected from various articles on the Internet. Mining data from Google Trends combined with the information obtained by LDA is the new approach this study took, to predict the price of silver. No study has been found in the literature that has adopted this approach to estimate the price of silver. The estimation was carried out with Random Forest Regression, Gaussian Process Regression, Support Vector Machine, Regression Trees and Artificial Neural Networks methods. In addition, ARIMA, which is one of the traditional methods that is widely used in time series analysis, was also used to benchmark the accuracy of the methodology. The best MSE ratio was obtained as 0,000227131 ± 0.0000235205 by the Regression Trees method. This score indicates that it would be a valid technique to estimate the price of "Silver" by using Google Trends data using the LDA method.

The main goal of this study is to investigate the classification capability of several machine learning (ML) techniques, including decision tree (DT), multilayer perceptron (MLP) network, Naïve Bayes, radial basis function (RBF) network, and support vector machine (SVM) for predicting purchase decisions. The application case is related to consumer purchase decisions of domestic goods in the context of Vietnam. Firstly, factors influencing Vietnamese consumers’ purchase decision of domestic products were identified. Then, data from 240 consumers in Vietnam were collected. Different classifying models based on ML techniques were developed to analyse the sampling data after the performances of the models were evaluated and compared using confusion matrix, accuracy rate and several error indexes. The results indicate that the DT(J48) obtained the highest performance with the corrected prediction percentage of 91.6667%. The findings also show that machine-learning techniques can be used to explicitly in forecasting Vietnamese consumers’ purchase behaviour.

Forecasting stock index has been received great interest because an accurate prediction of stock index may yield benefits and profits for investors, economists and practitioners. The objective of this study is to develop two efficient forecasting models and compare their performances in one day-ahead forecasting the daily Vietnamese stock index. The model development used the data across 9 years of the trading days. The developed models are based on two artificial intelligence techniques, including adaptive network based fuzzy inference system (ANFIS) and long short-term memory (LSTM). The performance indexes including RMSE, MAPE, MAE and R were used to make comparison of the models. The experimental results reveal that both models successfully forecasted the daily Vietnamese stock index with a high accuracy rate. The comparative results of the two models were then discussed and analyzed. It was found that the LSTM model outperformed the hierarchical ANFIS model in forecasting stock index of the Vietnamese stock market.

Nowadays, Saudi government has established several strategic tactics such as Saudi Vision 2030 to predict the future of the country. In order to accomplish a superior growth in the economy of the country, mathematical model and forecasting techniques are important tools. In this study, total annual exports and imports of the Kingdom of Saudi Arabia are forecasted using Artificial Neural Network (ANN) and Autoregressive Integrated Moving Average (ARIMA) models. This paper tries to predict a time series data using ANN and ARIMA models on total annual exports and imports of Kingdom of Saudi Arabia from the year 1968 to the year 2017 with the help of statistical software XLSTAT. The applied models are used to predict some future values of total annual exports and imports of the Kingdom of Saudi Arabia. It is found that the ANN and ARIMA (1, 1, 2) and ARIMA (0, 1, 1) models are suitable for predicting the total annual exports and imports of the Kingdom of Saudi Arabia.

Stock prices of different companies frequently display similar temporal fluctuations because of common influencing factors. Accurate prediction of stock prices is of utmost importance for investors in determining their investment strategies. Utilizing multivariate forecasting, which involves analyzing multiple time series, has been shown to be highly effective and efficient when applied to stocks that exhibit similar temporal patterns. It is possible to model the relationship between shares by using a shared temporal model approach. Nevertheless, it is important to note that not all stocks selected for prediction demonstrate a strong correlation; certain stocks may deviate from expected patterns. Therefore, the direct implementation of a comprehensive shared temporal component model is not universally applicable. This study presents a new method called the Semi-Shared Temporal Model, which focuses on the correlation structure among variables that have similar patterns, while also modeling all stocks simultaneously. This methodology is applied to the three leading stocks of 2023: Amazon (AMZN), Alphabet (GOOG), and MercadoLibre (MELI). Based on monthly data collected from January 2010 to December 2023, the study forecasts the stock prices for the months of January to December 2024. The analysis findings suggest that the temporal patterns of AMZN and GOOG shares are highly similar, which supports the idea of modeling them together with shared temporality. Three forecasting methods are utilized: univariate models, full shared temporal models, and semi-shared temporal models. The analysis determines that the semi-shared temporal model approach produces the most precise forecasting outcomes, with a Mean Absolute Percentage Error (MAPE) of 17.97%, surpassing both univariate and full shared temporal models. The forecast for 2024 indicates a favorable trajectory for all three stocks.

Deep learning techniques are making significant contributions to the rapid advancements in forecasting. A standout algorithm known for its ability to produce accurate forecasts by recognizing temporal autocorrelation within the data is the Long Short-Term Memory (LSTM) algorithm, a component of Recurrent Neural Networks (RNN). The LSTM method employs both stateless and stateful architecture approaches, providing versatility in its application. This research aims to compare stateful and stateless algorithms in LSTM models, focusing on forecasting stock prices, such as those of Apple Inc. This comparative analysis is crucial, taking into account various characteristics of time series data, including the benefits and drawbacks of temporal autocorrelation. The comparison results reveal that, despite the stateful algorithm requiring more computational time, it achieves greater accuracy than the stateless approach. The forecast indicates a potential upward trend in share prices for the period of January to December 2024, according to the projected outlook for Apple's stock value. However, it is essential to exercise prudence in interpreting these results, considering that share price fluctuations are influenced by a significant number of variables.

This research aims to present the Hybrid SSA-TBATS approach as an alternate forecasting technique that does not need specific assumptions or requirements such as stationarity, linear or nonlinear process, and normality. This analysis used Indonesian exports (in millions of USD) from January 1993 to July 2022. The findings of this research reveal that the Hybrid SSA-TBATS method outperforms SSA and TBATS in forecasting accuracy and defines the window length and number of groups. Therefore, it is highly recommended based on MAPE since it does not need any information on the characteristics of the data to be forecasted.

The main objectives of this research are to identify significant spatial and temporal components associated with diarrhea and provide an accurate forecast. Using data from the Ban-dung city health surveillance system, the analysis reveals a decreasing trend in both the number of incidences and the estimated relative risks of diarrhea in most districts. Key factors contributing to diarrhea variation include temporally structured, spatially structured, and unstructured effects of space-time interaction Type I. No clear seasonal pattern is observed in diarrhea incidence among children under five, emphasizing the need for consistent vigilance and preventive measures. Spatial clustering was observed in the eastern and western parts of Bandung city. The forecasting model predicts a continued decline in diarrhea incidence and relative risk throughout 2022.

Application of Artificial Neural Network (ANN) in modeling of combined cycle power plant (CCPP) with dry cooling tower (Heller tower) has been investigated in this paper. Prediction of power plant output (megawatt) under different working conditions was made using multi-layer feed-forward ANN and training was performed with operational data using back-propagation. Two ANN network was constructed for the steam turbine (ST) and the main cooling system(MCS). Results indicate that the ANN model is effective in predicting the power plant output with good accuracy.