Author

F. Almuhayfith

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Open access Aug 2026

A Flexible Kernel Regression Decomposition-Based Hybrid Framework for Forecasting Foreign Exchange Rates: Uncovering Symmetric and Asymmetric Market Dynamics

Foreign exchange rate forecasting is difficult, as its time series have complex nonlinear and nonstationary dynamics. To this end, the paper proposes a hybrid forecasting framework based on kernel regression decomposition that combines nonparametric trend extraction with linear and nonlinear forecasting models. In the...

Hasnain Iftikhar, Said Farooq Shah, F. Almuhayfith et al. · Symmetry · 0 citations

Open access Jul 2026

Bayesian Identification of Double-Seasonal Vector Autoregressive Models

Identifying the autoregressive (AR) orders of a multivariate time series is a foundational step whose accuracy governs every downstream modelling and forecasting task. When the series exhibits two simultaneously operating seasonal periodicities, as is routinely observed in hourly electricity loads and intraday financia...

Ayman A. Amin, F. Almuhayfith · Mathematics · 0 citations

Open access Aug 2026

Bayesian Modeling and Forecasting of Double Seasonal Vector Autoregressive Processes

A wide range of real-world multivariate time series encountered in practice exhibit two simultaneous and interacting seasonal cycles, for example hourly electricity demand, intraday financial prices, and sub-daily traffic volumes. Existing Bayesian frameworks for vector autoregressive (VAR) processes accommodate at mos...

Ayman A. Amin, F. Almuhayfith · Mathematics · 0 citations