Statistical Forecasting: Theories, Methods and Applications

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Probability and Statistics".

Deadline for manuscript submissions: 10 July 2025 | Viewed by 2684

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Department of Mathematics and Statistics, Brock University, St. Catharines, ON L2S 3A1, Canada
Interests: model selection; post-estimation and prediction; shrinkage and empirical Bayes; Bayesian data analysis; machine learning; business; information science; statistical genetics; image analysis
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Special Issue Information

Dear Colleagues,

Statistical forecasting is widely applicable in various fields, such as economics, finance, meteorology, environmental sciences, biology, and healthcare, and it plays a crucial role in decision making and planning by individuals, organizations, and industries. It helps in identifying patterns, trends, and relationships in historical data to make informed predictions about future events or outcomes.

This Special Issue "Statistical Forecasting: Theories, Methods and Applications" in Mathematics aims to explore this important field and the use of statistical techniques to predict future values or trends. The focus is on the role and effect of various statistical methods in data prediction.

We welcome researchers to explore the latest advancements and challenges in statistical forecasting and to promote the exchange of ideas and knowledge in this field via research on the theoretical aspects of statistical forecasting. The topics of interest include, but are not limited to, time series analysis, regression analysis, machine learning techniques, Bayesian data analysis, multivariate analysis, and statistical diagnostics. Additionally, we place equal emphasis on applied aspects of statistical forecasting, and the role and effect of various statistical methods in data prediction; the fields of application include, but are not limited to, economics, finance, and environment and health sciences. 

Prof. Dr. S. Ejaz Ahmed
Guest Editor

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Keywords

  • statistical forecasting
  • predictive modeling
  • Bayesian statistics
  • distribution theory and its applications
  • risk forecasting
  • financial statistics

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Published Papers (1 paper)

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Research

35 pages, 4835 KiB  
Article
Nonparametric Copula Density Estimation Methodologies
by Serge B. Provost and Yishan Zang
Mathematics 2024, 12(3), 398; https://doi.org/10.3390/math12030398 - 26 Jan 2024
Viewed by 1703
Abstract
This paper proposes several methodologies whose objective consists of securing copula density estimates. More specifically, this aim will be achieved by differentiating bivariate least-squares polynomials fitted to Deheuvels’ empirical copulas, by making use of Bernstein’s approximating polynomials of appropriately selected orders; by differentiating [...] Read more.
This paper proposes several methodologies whose objective consists of securing copula density estimates. More specifically, this aim will be achieved by differentiating bivariate least-squares polynomials fitted to Deheuvels’ empirical copulas, by making use of Bernstein’s approximating polynomials of appropriately selected orders; by differentiating linearized distribution functions evaluated at optimally spaced grid points; and by implementing the kernel density estimation technique in conjunction with a repositioning of the pseudo-observations and a certain criterion for determining suitable bandwidths. Smoother representations of such density estimates can further be secured by approximating them by means of moment-based bivariate polynomials. The various copula density estimation techniques being advocated herein are successfully applied to an actual dataset as well as a random sample generated from a known distribution. Full article
(This article belongs to the Special Issue Statistical Forecasting: Theories, Methods and Applications)
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