Recent advances in AI, such as foundation models, make it possible for smaller companies to build custom models to make predictions, reduce uncertainty, and gain business advantage. Time series ...

We first construct a new generalized Hausman test for detecting the structural change in a multiplicative form of covariance matrix time series model. This generalized Hausman test is asymptotically ...

Machine Learning-based weather models have the potential to revolutionise global seasonal forecasting, according to new Met ...