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This study aims to propose the use of time series autoregressive integrated moving average (ARIMA) models to predict gas path performance in aero engines. The gas path is a critical component of an aero engine and its performance is essential for safe and efficient operation of the engine.

The study analyzes a data set of gas path performance parameters obtained from a fleet of aero engines. The data is preprocessed and then fitted to ARIMA models to predict the future values of the gas path performance parameters. The performance of the ARIMA models is evaluated using various statistical metrics such as mean absolute error, mean squared error and root mean squared error. The results show that the ARIMA models can accurately predict the gas path performance parameters in aero engines.

The proposed methodology can be used for real-time monitoring and controlling the gas path performance parameters in aero engines, which can improve the safety and efficiency of the engines. Both the Box-Ljung test and the residual analysis were used to demonstrate that the models for both time series were adequate.

To determine whether or not the two series were stationary, the Augmented Dickey–Fuller unit root test was used in this study. The first-order ARIMA models were selected based on the observed autocorrelation function and partial autocorrelation function.

Further, the authors find that the trend of predicted values and original values are similar and the error between them is small.

Owing to highly volatile and chaotic external events, predicting future movements of cryptocurrencies is a challenging task. This paper advances a granular hybrid predictive modeling framework for predicting the future figures of Bitcoin (BTC), Litecoin (LTC), Ethereum (ETH), Stellar (XLM) and Tether (USDT) during normal and pandemic regimes.

Initially, the major temporal characteristics of the price series are examined. In the second stage, ensemble empirical mode decomposition (EEMD) and maximal overlap discrete wavelet transformation (MODWT) are used to decompose the original time series into two distinct sets of granular subseries. In the third stage, long- and short-term memory network (LSTM) and extreme gradient boosting (XGB) are applied to the decomposed subseries to estimate the initial forecasts. Lastly, sequential quadratic programming (SQP) is used to fetch the forecast by combining the initial forecasts.

Rigorous performance assessment and the outcome of the Diebold-Mariano’s pairwise statistical test demonstrate the efficacy of the suggested predictive framework. The framework yields commendable predictive performance during the COVID-19 pandemic timeline explicitly as well. Future trends of BTC and ETH are found to be relatively easier to predict, while USDT is relatively difficult to predict.

The robustness of the proposed framework can be leveraged for practical trading and managing investment in crypto market. Empirical properties of the temporal dynamics of chosen cryptocurrencies provide deeper insights.

This study aims to analyze government hotline text data and generating forecasts could enable the effective detection of public demands and help government departments explore, mitigate and resolve social problems.

In this study, social problems were determined and analyzed by using the time attributes of government hotline data. Social public events with periodicity were quantitatively analyzed via the Prophet model. The Prophet model is decided after running a comparison study with other widely applied time series models. The validation of modeling and forecast was conducted for social events such as travel and educational services, human resources and public health.

The results show that the Prophet algorithm could generate relatively the best performance. Besides, the four types of social events showed obvious trends with periodicities and holidays and have strong interpretable results.

The research could help government departments pay attention to time dependency and periodicity features of the hotline data and be aware of early warnings of social events following periodicity and holidays, enabling them to rationally allocate resources to handle upcoming social events and problems and better promoting the role of the big data structure of government hotline data sets in urban governance innovations.

Integrating artificial intelligence and quantitative investment has given birth to various agricultural futures price prediction models suitable for nonlinear and non-stationary data. However, traditional models have limitations in testing the spatial transmission relationship in time series, and the actual prediction effect is restricted by the inability to obtain the prices of other variable factors in the future.

To explore the impact of spatiotemporal factors on agricultural prices and achieve the best prediction effect, the authors innovatively propose a price prediction method for China's soybean and palm oil futures prices. First, an improved Granger Causality Test was adopted to explore the spatial transmission relationship in the data; second, the Seasonal and Trend decomposition using Loess model (STL) was employed to decompose the price; then, the Apriori algorithm was applied to test the time spillover effect between data, and CRITIC was used to extract essential features; finally, the N-Beats model was selected as the prediction model for futures prices.

Using the Apriori and STL algorithms, the authors found a spillover effect in agricultural prices, and past trends and seasonal data will impact future prices. Using the improved Granger causality test method to analyze the unidirectional causality relationship between the prices, the authors obtained a spatial effect among the agricultural product prices. By comparison, the N-Beats model based on the spatiotemporal factors shows excellent prediction effects on different prices.

This paper addressed the problem that traditional models can only predict the current prices of different agricultural products on the same date, and traditional spatial models cannot test the characteristics of time series. This result is beneficial to the sustainable development of agriculture and provides necessary numerical and technical support to ensure national agricultural security.

Accurate prediction of the structural condition of urban critical infrastructure is crucial for predictive maintenance. However, the existing prediction methods lack precision due to limitations in utilizing heterogeneous sensing data and domain knowledge as well as insufficient generalizability resulting from limited data samples. This paper integrates implicit and qualitative expert knowledge into quantifiable values in tunnel condition assessment and proposes a tunnel structure prediction algorithm that augments a state-of-the-art attention-based long short-term memory (LSTM) model with expert rating knowledge to achieve robust prediction results to reasonably allocate maintenance resources.

Through formalizing domain experts' knowledge into quantitative tunnel condition index (TCI) with analytic hierarchy process (AHP), a fusion approach using sequence smoothing and sliding time window techniques is applied to the TCI and time-series sensing data. By incorporating both sensing data and expert ratings, an attention-based LSTM model is developed to improve prediction accuracy and reduce the uncertainty of structural influencing factors.

The empirical experiment in Dalian Road Tunnel in Shanghai, China showcases the effectiveness of the proposed method, which can comprehensively evaluate the tunnel structure condition and significantly improve prediction performance.

This study proposes a novel structure condition prediction algorithm that augments a state-of-the-art attention-based LSTM model with expert rating knowledge for robust prediction of structure condition of complex projects.

Earned value management (EVM)–based models for estimating project actual duration (AD) and cost at completion using various methods are continuously developed to improve the accuracy and actualization of predicted values. This study primarily aimed to examine natural gradient boosting (NGBoost-2020) with the classification and regression trees (CART) base model (base learner). To the best of the authors' knowledge, this concept has never been applied to EVM AD forecasting problem. Consequently, the authors compared this method to the single K-nearest neighbor (KNN) method, the ensemble method of extreme gradient boosting (XGBoost-2016) with the CART base model and the optimal equation of EVM, the earned schedule (ES) equation with the performance factor equal to 1 (ES1). The paper also sought to determine the extent to which the World Bank's two legal factors affect countries and how the two legal causes of delay (related to institutional flaws) influence AD prediction models.

In this paper, data from 30 construction projects of various building types in Iran, Pakistan, India, Turkey, Malaysia and Nigeria (due to the high number of delayed projects and the detrimental effects of these delays in these countries) were used to develop three models. The target variable of the models was a dimensionless output, the ratio of estimated duration to completion (ETC(t)) to planned duration (PD). Furthermore, 426 tracking periods were used to build the three models, with 353 samples and 23 projects in the training set, 73 patterns (17% of the total) and six projects (21% of the total) in the testing set. Furthermore, 17 dimensionless input variables were used, including ten variables based on the main variables and performance indices of EVM and several other variables detailed in the study. The three models were subsequently created using Python and several GitHub-hosted codes.

For the testing set of the optimal model (NGBoost), the better percentage mean (better%) of the prediction error (based on projects with a lower error percentage) of the NGBoost compared to two KNN and ES1 single models, as well as the total mean absolute percentage error (MAPE) and mean lags (MeLa) (indicating model stability) were 100, 83.33, 5.62 and 3.17%, respectively. Notably, the total MAPE and MeLa for the NGBoost model testing set, which had ten EVM-based input variables, were 6.74 and 5.20%, respectively. The ensemble artificial intelligence (AI) models exhibited a much lower MAPE than ES1. Additionally, ES1 was less stable in prediction than NGBoost. The possibility of excessive and unusual MAPE and MeLa values occurred only in the two single models. However, on some data sets, ES1 outperformed AI models. NGBoost also outperformed other models, especially single models for most developing countries, and was more accurate than previously presented optimized models. In addition, sensitivity analysis was conducted on the NGBoost predicted outputs of 30 projects using the SHapley Additive exPlanations (SHAP) method. All variables demonstrated an effect on ETC(t)/PD. The results revealed that the most influential input variables in order of importance were actual time (AT) to PD, regulatory quality (RQ), earned duration (ED) to PD, schedule cost index (SCI), planned complete percentage, rule of law (RL), actual complete percentage (ACP) and ETC(t) of the ES optimal equation to PD. The probabilistic hybrid model was selected based on the outputs predicted by the NGBoost and XGBoost models and the MAPE values from three AI models. The 95% prediction interval of the NGBoost–XGBoost model revealed that 96.10 and 98.60% of the actual output values of the testing and training sets are within this interval, respectively.

Due to the use of projects performed in different countries, it was not possible to distribute the questionnaire to the managers and stakeholders of 30 projects in six developing countries. Due to the low number of EVM-based projects in various references, it was unfeasible to utilize other types of projects. Future prospects include evaluating the accuracy and stability of NGBoost for timely and non-fluctuating projects (mostly in developed countries), considering a greater number of legal/institutional variables as input, using legal/institutional/internal/inflation inputs for complex projects with extremely high uncertainty (such as bridge and road construction) and integrating these inputs and NGBoost with new technologies (such as blockchain, radio frequency identification (RFID) systems, building information modeling (BIM) and Internet of things (IoT)).

The legal/intuitive recommendations made to governments are strict control of prices, adequate supervision, removal of additional rules, removal of unfair regulations, clarification of the future trend of a law change, strict monitoring of property rights, simplification of the processes for obtaining permits and elimination of unnecessary changes particularly in developing countries and at the onset of irregular projects with limited information and numerous uncertainties. Furthermore, the managers and stakeholders of this group of projects were informed of the significance of seven construction variables (institutional/legal external risks, internal factors and inflation) at an early stage, using time series (dynamic) models to predict AD, accurate calculation of progress percentage variables, the effectiveness of building type in non-residential projects, regular updating inflation during implementation, effectiveness of employer type in the early stage of public projects in addition to the late stage of private projects, and allocating reserve duration (buffer) in order to respond to institutional/legal risks.

Ensemble methods were optimized in 70% of references. To the authors' knowledge, NGBoost from the set of ensemble methods was not used to estimate construction project duration and delays. NGBoost is an effective method for considering uncertainties in irregular projects and is often implemented in developing countries. Furthermore, AD estimation models do fail to incorporate RQ and RL from the World Bank's worldwide governance indicators (WGI) as risk-based inputs. In addition, the various WGI, EVM and inflation variables are not combined with substantial degrees of delay institutional risks as inputs. Consequently, due to the existence of critical and complex risks in different countries, it is vital to consider legal and institutional factors. This is especially recommended if an in-depth, accurate and reality-based method like SHAP is used for analysis.

Modern human society has continuous advancements that have a negative impact on the quality of the air. Daily transportation, industrial and residential operations churn up dangerous contaminants in our surroundings. Addressing air pollution issues is critical for human health and ecosystems, particularly in developing countries such as Egypt. Excessive levels of pollutants have been linked to a variety of circulatory, respiratory and nervous illnesses. To this end, the purpose of this research paper is to forecast air pollution concentrations in Egypt based on time series analysis.

Deep learning models are leveraged to analyze air quality time series in the 6th of October City, Egypt. In this regard, convolutional neural network (CNN), long short-term memory network and multilayer perceptron neural network models are used to forecast the overall concentrations of sulfur dioxide (SO₂) and particulate matter 10 µm in diameter (PM₁₀). The models are trained and validated by using monthly data available from the Egyptian Environmental Affairs Agency between December 2014 and July 2020. The performance measures such as determination coefficient, root mean square error and mean absolute error are used to evaluate the outcomes of models.

The CNN model exhibits the best performance in terms of forecasting pollutant concentrations 3, 6, 9 and 12 months ahead. Finally, using data from December 2014 to July 2021, the CNN model is used to anticipate the pollutant concentrations 12 months ahead. In July 2022, the overall concentrations of SO₂ and PM₁₀ are expected to reach 10 and 127 µg/m³, respectively. The developed model could aid decision-makers, practitioners and local authorities in planning and implementing various interventions to mitigate their negative influences on the population and environment.

This research introduces the development of an efficient time-series model that can project the future concentrations of particulate and gaseous air pollutants in Egypt. This research study offers the first time application of deep learning models to forecast the air quality in Egypt. This research study examines the performance of machine learning approaches and deep learning techniques to forecast sulfur dioxide and particular matter concentrations using standard performance metrics.

This study aims to investigate the variation in overvaluation proxies and volatility across industry sectors and time.

Using industry sector data from the S&P Capital IQ database, this study applies traditional cross-sectional regressions to investigate the relationship between overvaluation and volatility over the 2001–2020 time period.

This study finds that the most volatile industry sectors generally do not coincide with overvalued industry sectors in the cross-section, implying that there are limitations to price-multiple methods for forecasting future volatility. Rather, this study finds that historical volatility significantly increases the goodness-of-fit when modeling volatility in the cross section of industry sectors. The findings of this study imply that firms should increase disclosures and transparency about corporate practices to decrease downside risk that stems from bad news. In addition, the findings underline the consistency between market efficiency and high levels of volatility in periods of significant uncertainty.

This study proposes a novel approach to examining the cross section of volatility across time for industry sectors.

Since crude oil is crucial to the nation's economic growth, crude oil futures are closely related to many other markets. Accurate forecasting can offer investors trustworthy guidance. Numerous studies have begun to consider creating new metrics from social networks to improve forecasting models in light of their rapid development. To improve the forecasting of crude oil futures, the authors suggest an integrated model that combines investor sentiment and attention.

This study first creates investor attention variables using Baidu search indices and investor sentiment variables for medium sulfur crude oil (SC) futures by collecting comments from financial forums. The authors feed the price series into the NeuralProphet model to generate a new feature set using the output subsequences and predicted values. Next, the authors use the CatBoost model to extract additional features from the new feature set and perform multi-step predictions. Finally, the authors explain the model using Shapley additive explanations (SHAP) values and examine the direction and magnitude of each variable's influence.

The authors conduct forecasting experiments for SC futures one, two and three days in advance to evaluate the effectiveness of the proposed model. The empirical results show that the model is a reliable and effective tool for predicting, and including investor sentiment and attention variables in the model enhances its predictive power.

The data analyzed in this paper span from 2018 through 2022, and the forecast objectives only apply to futures prices for those years. If the authors alter the sample data, the experimental process must be repeated, and the outcomes will differ. Additionally, because crude oil has financial characteristics, its price is influenced by various external circumstances, including global epidemics and adjustments in political and economic policies. Future studies could consider these factors in models to forecast crude oil futures price volatility.

In conclusion, the proposed integrated model provides effective multistep forecasts for SC futures, and the findings will offer crucial practical guidance for policymakers and investors. This study also considers other relevant markets, such as stocks and exchange rates, to increase the forecast precision of the model. Furthermore, the model proposed in this paper, which combines investor factors, confirms the predictive ability of investor sentiment. Regulators can utilize these findings to improve their ability to predict market risks based on changes in investor sentiment. Future research can improve predictive effectiveness by considering the inclusion of macro events and further model optimization. Additionally, this model can be adapted to forecast other financial markets, such as stock markets and other futures products.

The authors propose a novel integrated model that considers investor factors to enhance the accuracy of crude oil futures forecasting. This method can also be applied to other financial markets to improve their forecasting efficiency.

The energy efficiency of buildings has been emphasized along with the continual development in the building and construction sector that consumes a significant amount of energy. To this end, the purpose of this research paper is to forecast energy consumption to improve energy resource planning and management.

This study proposes the application of the convolutional neural network (CNN) for estimating the electricity consumption in the Grey Nuns building in Canada. The performance of the proposed model is compared against that of long short-term memory (LSTM) and multilayer perceptron (MLP) neural networks. The models are trained and tested using monthly electricity consumption records (i.e. from May 2009 to December 2021) available from Concordia’s facility department. Statistical measures (e.g. determination coefficient [R²], root mean squared error [RMSE], mean absolute error [MAE] and mean absolute percentage error [MAPE]) are used to evaluate the outcomes of models.

The results reveal that the CNN model outperforms the other model predictions for 6 and 12 months ahead. It enhances the performance metrics reported by the LSTM and MLP models concerning the R², RMSE, MAE and MAPE by more than 4%, 6%, 42% and 46%, respectively. Therefore, the proposed model uses the available data to predict the electricity consumption for 6 and 12 months ahead. In June and December 2022, the overall electricity consumption is estimated to be 195,312 kWh and 254,737 kWh, respectively.

This study discusses the development of an effective time-series model that can forecast future electricity consumption in a Canadian heritage building. Deep learning techniques are being used for the first time to anticipate the electricity consumption of the Grey Nuns building in Canada. Additionally, it evaluates the effectiveness of deep learning and machine learning methods for predicting electricity consumption using established performance indicators. Recognizing electricity consumption in buildings is beneficial for utility providers, facility managers and end users by improving energy and environmental efficiency.