Open access
Aug 2026
Forecasting Multivariate Time Series: A Comparison of Machine Learning, Statistical and Deep Learning Models
The findings demonstrate that rigorous leakage-free validation is essential for reliable forecasting research and that, for monthly Robusta coffee prices, increased model complexity does not necessarily yield superior predictive performance.
Dler H Kadir, D. Khalil, Azhin M. Khudhur
· Forecasting · 0 citations