Mohamed Nachat

From classical to generative AI approaches for univariate and multivariate time series forecasting with an evaluation in finance, energy, and health domains

A controlled cross-domain comparison of four representative paradigms: classical statistics (Seasonal Autoregressive Integrated Moving Average with Exogenous variables), gradient boosting machine learning (Light Gradient Boosting Machine, LightGBM), recurrent deep learning (Recurrent Neural Network, RNN), and generativ...