Wavelets in combination with stochastic and machine learning models to predict agricultural prices

S Garai, RK Paul, D Rakshit, M Yeasin, W Emam… - Mathematics, 2023 - mdpi.com
Wavelet decomposition in signal processing has been widely used in the literature. The
popularity of machine learning (ML) algorithms is increasing day by day in agriculture, from …

OptiSembleForecasting: optimization-based ensemble forecasting using MCS algorithm and PCA-based error index

M Yeasin, RK Paul - The Journal of Supercomputing, 2024 - Springer
Ensemble forecasts from multiple models have gained enormous popularity as it provides a
more efficient forecast as compared to the individual counterpart. The linear weighted …

P‐WEV: PSO Based Weighted Ensemble Technique for Agricultural Food Price Volatility Modeling

AK Singh, M Yeasin, RK Paul, A Sarkar… - Agribusiness, 2024 - Wiley Online Library
Price volatility in agricultural commodities adds uncertainty for farmers, traders, and other
stakeholders in the agricultural supply chain. Sudden price changes can disrupt income …

[PDF][PDF] Long Memory in Volatility: Application of Fractionally Integrated GARCH Model

D Rakshit, RK Paul - Special Proceedings of the 25th (Silver Jubilee) …, 2023 - ssca.org.in
Volatility is an important characteristic of time series. If the volatility of a series at any time
epoch is affected by its distant counterpart, then it is known as long memory in volatility. The …

Development of out-of-sample forecast formulae for the FIGARCH model

D Rakshit, RK Paul - Model Assisted Statistics and …, 2024 - content.iospress.com
Volatility is a matter of concern for time series modeling. It provides valuable insights into the
fluctuation and stability of concerning variables over time. Volatility patterns in historical data …

[PDF][PDF] Modeling Time Series with Asymmetric Volatility and Long Memory

D Rakshit, RK Paul - Indian Journal of Agricultural Economics, 2024 - researchgate.net
Time series modeling of the price of agricultural commodities has immense importance in
the Indian agricultural landscape. Volatility is an intrinsic property of time series. If positive …

Modeling the News Impact on Volatility to Refugees Movement from LMICs: An APARCH Approach

G Miladinov - Journal of Research in Social Science and …, 2024 - pioneerpublisher.com
Political and economic instability, armed conflicts, and weather abnormalities may introduce
a high degree of volatility to the refugee movement. Refugee movement volatility is said to …

[PDF][PDF] Package 'ARMALSTM'

D Rakshit, R Das, D Bardhan, MD Rakshit - 2024 - researchgate.net
Description The real-life time series data are hardly pure linear or nonlinear. Merging a
linear time series model like the autoregressive moving average (ARMA) model with a …