Hybrid BRNN-ARIMA Model for Financial Time Series Forecasting
Why this work is in the frame
A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.
Bibliographic record
Abstract
The accurate forecasting of time series is difficult and for exchange rate more difficult as well. Because it is difficult to predict as they continuously fluctuate during trading hours. Exchange rate forecasting plays a vital financial problem in recent era. It is extensively acknowledged that exchange rate stability implies that macroeconomic stability. In this study, a hybrid model is proposed to forecast exchange rates. Bayesian regularized neural network (BRNN) model is assembled with Autoregressive integrated moving average model (ARIMA) and develop hybrid BRNN-ARIMA model. Furthermore, the comparison of proposed hybrid model has been done with standalone BRNN, standalone ARIMA and random walk model. Quarterly exchange rate data from 1970Q1 to 2021Q2 of six countries comprises developed (UK, Canada, and Singapore) and developing (Pakistan, India, and Malaysia) are forecast. To evaluate the performance of these models RMSE, MAE and MAPE are applied. The results indicate that the proposed hybrid BRNN-ARIMA model outperforms the other studied model in forecasting exchange rates.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.028 | 0.023 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.002 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it