The Journal of Time Series Analysis is the leading mathematical statistics journal focused on the important field of time series analysis.

We review the past 25 years of research into time series forecasting. In this silver jubilee issue, we naturally highlight results published in journals ...

Feb 15, 2021 · In this article, we summarize the common approaches to time-series prediction using deep neural networks. Firstly, we describe the state-of-the- ...

Jan 9, 2024 · In conclusion, this paper introduces FReT, a prediction algorithm based on learning recurrent patterns in a series' local topology for ...

We describe two automatic forecasting algorithms that have been implemented in the forecast package for R. The first is based on innovations state space models ...

Jan 2, 2024 · This paper presents a novel approach to time series forecasting, an area of significant importance across diverse fields such as finance, ...

Time series forecasting is the process of predicting the future value of a variable (e.g., temperature) based on past historical values that may exhibit a trend ...

We are welcoming submissions for a Special Issue entitled “Advances in Time Series Analysis and Forecasting”. Collecting data over time occurs naturally in ...

This review paper explores the evolution of time series forecasting techniques, analyzing the progression from classical methods to modern approaches. It ...

Jul 1, 2021 · In this paper, we survey the most recent advances in supervised machine learning (ML) and high-dimensional models for time-series ...