M. Alghamdi

A Residual Exogenous–Autoregressive Gated Forecasting Framework for Nonlinear Dynamic Time Series: Application to Hydrogen Sulfide Prediction

Multi-horizon forecasting of nonlinear dynamic time series with exogenous inputs is challenging when the target variable exhibits strong temporal persistence and the exogenous variables provide horizon-dependent corrective information. Direct forecasting models must learn both the carry-forward behavior of the target a...