54 citations · 55 across the 5 of their papers we have counts for
5 papers
A Novel Hybrid Approach Using an Attention-Based Transformer + GRU Model for Predicting Cryptocurrency Prices
Esam Mahdi, C. Martin-Barreiro, X. Cabezas
In this article, we introduce a novel deep learning hybrid model that integrates attention Transformer and Gated Recurrent Unit (GRU) architectures to improve the accuracy of crypt…
New Goodness-of-Fit Tests for Time Series Models
Esam Mahdi
This article proposes omnibus portmanteau tests for contrasting adequacy of time series models. The test statistics are based on combining the autocorrelation function of the condi…
portes: An R Package for Portmanteau Tests in Time Series Models
Esam Mahdi
In this article, we introduce the R package portes with extensive illustrative applications. The asymptotic distributions and the Monte Carlo procedures of the most popular univari…
Bootstrapping a Powerful Mixed Portmanteau Test for Time Series
Esam Mahdi, Thomas J. Fisher
A new portmanteau test statistic is proposed for detecting nonlinearity in time series data. In this paper, we elaborate on the Toeplitz autocorrelation matrix to the autocorrelati…
Improved multivariate portmanteau test
Esam Mahdi, A. Ian McLeod
A new portmanteau diagnostic test for vector autoregressive moving average (VARMA) models that is based on the determinant of the standardized multivariate residual autocorrelation…