International Monetary Fund

Nowcasting Growth Using the Bayesian Structural Time Series Model

In light of recent global shocks and rising external volatility, there is a growing need to effectively monitor short-term ...
IEEE

UniMATS: A Unified Time Series Forecasting Model With Multi-Dimensional Attention Structure for Power Systems

Abstract: Due to the intrinsic complexity of time series forecasting within power systems, artificial intelligence has emerged as a promising pathway for predictive analytics. Although time series ...

Federal Reserve Research: Kalshi Prediction Markets Are Just as Good, if Not Better, Than Traditional Forecasting Methods

Researchers at the Federal Reserve recently published a paper on Kalshi's effectiveness in predicting certain economic ...
IEEE

Time Series Forecasting in Financial Markets using Temporal Convolutional Network with Informer

Abstract: In recent years, time series forecasting in financial markets plays a crucial role for strategic decision making. Even though, the previous researchers suggested various advanced models ...