{"id":"https://openalex.org/W4414589033","doi":"https://doi.org/10.1007/s42979-025-04370-x","title":"A Multi-neural NARMAX Framework for Modeling Coupled Dynamic Systems: Applications to Financial and Hydrological Forecasting","display_name":"A Multi-neural NARMAX Framework for Modeling Coupled Dynamic Systems: Applications to Financial and Hydrological Forecasting","publication_year":2025,"publication_date":"2025-09-12","ids":{"openalex":"https://openalex.org/W4414589033","doi":"https://doi.org/10.1007/s42979-025-04370-x"},"language":"en","primary_location":{"id":"doi:10.1007/s42979-025-04370-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s42979-025-04370-x","pdf_url":null,"source":{"id":"https://openalex.org/S4210174798","display_name":"SN Computer Science","issn_l":"2661-8907","issn":["2661-8907","2662-995X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SN Computer Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5071121096","display_name":"Paulo Marcelo Tasinaffo","orcid":"https://orcid.org/0000-0001-7069-8430"},"institutions":[{"id":"https://openalex.org/I107428990","display_name":"Instituto Tecnol\u00f3gico de Aeron\u00e1utica","ror":"https://ror.org/05vh67662","country_code":"BR","type":"education","lineage":["https://openalex.org/I107428990"]}],"countries":["BR"],"is_corresponding":true,"raw_author_name":"Paulo M. Tasinaffo","raw_affiliation_strings":["Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil"],"raw_orcid":"https://orcid.org/0000-0001-7069-8430","affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil","institution_ids":["https://openalex.org/I107428990"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030850691","display_name":"Johnny Marques","orcid":"https://orcid.org/0000-0002-1551-435X"},"institutions":[{"id":"https://openalex.org/I107428990","display_name":"Instituto Tecnol\u00f3gico de Aeron\u00e1utica","ror":"https://ror.org/05vh67662","country_code":"BR","type":"education","lineage":["https://openalex.org/I107428990"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Johnny C. Marques","raw_affiliation_strings":["Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil","institution_ids":["https://openalex.org/I107428990"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5114803257","display_name":"Luiz Alberto Vieira Dias","orcid":"https://orcid.org/0000-0002-6544-7458"},"institutions":[{"id":"https://openalex.org/I107428990","display_name":"Instituto Tecnol\u00f3gico de Aeron\u00e1utica","ror":"https://ror.org/05vh67662","country_code":"BR","type":"education","lineage":["https://openalex.org/I107428990"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Luiz A. V. Dias","raw_affiliation_strings":["Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil","institution_ids":["https://openalex.org/I107428990"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063426225","display_name":"Adilson Marques da Cunha","orcid":"https://orcid.org/0000-0003-2399-5066"},"institutions":[{"id":"https://openalex.org/I107428990","display_name":"Instituto Tecnol\u00f3gico de Aeron\u00e1utica","ror":"https://ror.org/05vh67662","country_code":"BR","type":"education","lineage":["https://openalex.org/I107428990"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Adilson M. da Cunha","raw_affiliation_strings":["Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil","institution_ids":["https://openalex.org/I107428990"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013523163","display_name":"Gild\u00e1rcio Sousa Gon\u00e7alves","orcid":"https://orcid.org/0000-0003-0932-9171"},"institutions":[{"id":"https://openalex.org/I107428990","display_name":"Instituto Tecnol\u00f3gico de Aeron\u00e1utica","ror":"https://ror.org/05vh67662","country_code":"BR","type":"education","lineage":["https://openalex.org/I107428990"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Gild\u00e1rcio S. Gon\u00e7alves","raw_affiliation_strings":["Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil","institution_ids":["https://openalex.org/I107428990"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035288063","display_name":"Thiago G. G. Lopes","orcid":null},"institutions":[{"id":"https://openalex.org/I107428990","display_name":"Instituto Tecnol\u00f3gico de Aeron\u00e1utica","ror":"https://ror.org/05vh67662","country_code":"BR","type":"education","lineage":["https://openalex.org/I107428990"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Thiago G. G. Lopes","raw_affiliation_strings":["Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil","institution_ids":["https://openalex.org/I107428990"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Taynara de L. Fernandes","orcid":null},"institutions":[{"id":"https://openalex.org/I107428990","display_name":"Instituto Tecnol\u00f3gico de Aeron\u00e1utica","ror":"https://ror.org/05vh67662","country_code":"BR","type":"education","lineage":["https://openalex.org/I107428990"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Taynara de L. Fernandes","raw_affiliation_strings":["Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil","institution_ids":["https://openalex.org/I107428990"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Samuel C. Fernandes","orcid":null},"institutions":[{"id":"https://openalex.org/I107428990","display_name":"Instituto Tecnol\u00f3gico de Aeron\u00e1utica","ror":"https://ror.org/05vh67662","country_code":"BR","type":"education","lineage":["https://openalex.org/I107428990"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Samuel C. Fernandes","raw_affiliation_strings":["Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil","institution_ids":["https://openalex.org/I107428990"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5119757197","display_name":"Lucas A. A. R. Ponte","orcid":null},"institutions":[{"id":"https://openalex.org/I107428990","display_name":"Instituto Tecnol\u00f3gico de Aeron\u00e1utica","ror":"https://ror.org/05vh67662","country_code":"BR","type":"education","lineage":["https://openalex.org/I107428990"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Lucas A. A. R. Ponte","raw_affiliation_strings":["Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Instituto Tecnol\u00f3gico de Aeron\u00e1utica (ITA), Pre\u00e7a Marechal Eduardo Gomes, 50, S\u00e3o Jos\u00e9 dos Campos, SP, 12228-900, Brazil","institution_ids":["https://openalex.org/I107428990"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5071121096"],"corresponding_institution_ids":["https://openalex.org/I107428990"],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.25614451,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"6","issue":"7","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9972000122070312,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.989799976348877,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/interpretability","display_name":"Interpretability","score":0.7391999959945679},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5536999702453613},{"id":"https://openalex.org/keywords/state-variable","display_name":"State variable","score":0.5444999933242798},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.5091000199317932},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.47130000591278076},{"id":"https://openalex.org/keywords/emulation","display_name":"Emulation","score":0.40619999170303345},{"id":"https://openalex.org/keywords/interdependence","display_name":"Interdependence","score":0.3612000048160553},{"id":"https://openalex.org/keywords/state-vector","display_name":"State vector","score":0.3587000072002411},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.3564999997615814},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.3327000141143799}],"concepts":[{"id":"https://openalex.org/C2781067378","wikidata":"https://www.wikidata.org/wiki/Q17027399","display_name":"Interpretability","level":2,"score":0.7391999959945679},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5536999702453613},{"id":"https://openalex.org/C129537906","wikidata":"https://www.wikidata.org/wiki/Q7603913","display_name":"State variable","level":2,"score":0.5444999933242798},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5329999923706055},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.5091000199317932},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.47130000591278076},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.436599999666214},{"id":"https://openalex.org/C149810388","wikidata":"https://www.wikidata.org/wiki/Q5374873","display_name":"Emulation","level":2,"score":0.40619999170303345},{"id":"https://openalex.org/C185874996","wikidata":"https://www.wikidata.org/wiki/Q269699","display_name":"Interdependence","level":2,"score":0.3612000048160553},{"id":"https://openalex.org/C2777798563","wikidata":"https://www.wikidata.org/wiki/Q7603916","display_name":"State vector","level":2,"score":0.3587000072002411},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.3564999997615814},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.3327000141143799},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.32510000467300415},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.3206000030040741},{"id":"https://openalex.org/C2779915298","wikidata":"https://www.wikidata.org/wiki/Q7604400","display_name":"Statistical learning theory","level":3,"score":0.31310001015663147},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.31040000915527344},{"id":"https://openalex.org/C2778029271","wikidata":"https://www.wikidata.org/wiki/Q5421931","display_name":"Extension (predicate logic)","level":2,"score":0.3077000081539154},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.30720001459121704},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.303600013256073},{"id":"https://openalex.org/C114289077","wikidata":"https://www.wikidata.org/wiki/Q3284399","display_name":"Statistical model","level":2,"score":0.2944999933242798},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.2939999997615814},{"id":"https://openalex.org/C119247159","wikidata":"https://www.wikidata.org/wiki/Q1366192","display_name":"System identification","level":3,"score":0.29319998621940613},{"id":"https://openalex.org/C77405623","wikidata":"https://www.wikidata.org/wiki/Q598451","display_name":"System dynamics","level":2,"score":0.29089999198913574},{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.28949999809265137},{"id":"https://openalex.org/C122282355","wikidata":"https://www.wikidata.org/wiki/Q7246855","display_name":"Probabilistic forecasting","level":3,"score":0.28859999775886536},{"id":"https://openalex.org/C71134354","wikidata":"https://www.wikidata.org/wiki/Q458825","display_name":"Kernel density estimation","level":3,"score":0.2824999988079071},{"id":"https://openalex.org/C148043351","wikidata":"https://www.wikidata.org/wiki/Q4456944","display_name":"Current (fluid)","level":2,"score":0.2770000100135803},{"id":"https://openalex.org/C117222624","wikidata":"https://www.wikidata.org/wiki/Q7575010","display_name":"Specification","level":2,"score":0.27459999918937683},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.2709999978542328},{"id":"https://openalex.org/C116834253","wikidata":"https://www.wikidata.org/wiki/Q2039217","display_name":"Identification (biology)","level":2,"score":0.260699987411499},{"id":"https://openalex.org/C175706884","wikidata":"https://www.wikidata.org/wiki/Q1130194","display_name":"Moving average","level":2,"score":0.2603999972343445},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.25940001010894775},{"id":"https://openalex.org/C2778067643","wikidata":"https://www.wikidata.org/wiki/Q166507","display_name":"Interval (graph theory)","level":2,"score":0.2515000104904175},{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.25029999017715454}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s42979-025-04370-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s42979-025-04370-x","pdf_url":null,"source":{"id":"https://openalex.org/S4210174798","display_name":"SN Computer Science","issn_l":"2661-8907","issn":["2661-8907","2662-995X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SN Computer Science","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1975936518","https://openalex.org/W2029507971","https://openalex.org/W2032550340","https://openalex.org/W2035100132","https://openalex.org/W2097553780","https://openalex.org/W2103496339","https://openalex.org/W2124776405","https://openalex.org/W2137983211","https://openalex.org/W2149350706","https://openalex.org/W2155482699","https://openalex.org/W2501928905","https://openalex.org/W2783822905","https://openalex.org/W2883580648","https://openalex.org/W2995204153","https://openalex.org/W3043001028","https://openalex.org/W3148114320","https://openalex.org/W3175485275","https://openalex.org/W3178454468","https://openalex.org/W4200275967","https://openalex.org/W4285334216","https://openalex.org/W4297826903","https://openalex.org/W4302585512","https://openalex.org/W4385363975"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}