{"id":"https://openalex.org/W4402217008","doi":"https://doi.org/10.1109/access.2024.3454540","title":"Design of an Iterative Dual Metaheuristic VARMAx Model Enhancing Efficiency of Time Series Predictions","display_name":"Design of an Iterative Dual Metaheuristic VARMAx Model Enhancing Efficiency of Time Series Predictions","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W4402217008","doi":"https://doi.org/10.1109/access.2024.3454540"},"language":"en","primary_location":{"id":"doi:10.1109/access.2024.3454540","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3454540","pdf_url":null,"source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://doi.org/10.1109/access.2024.3454540","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5106986522","display_name":"Yuvaraja Boddu","orcid":null},"institutions":[{"id":"https://openalex.org/I4210131147","display_name":"SRM University","ror":"https://ror.org/037skf023","country_code":"IN","type":"education","lineage":["https://openalex.org/I145286018","https://openalex.org/I4210131147"]},{"id":"https://openalex.org/I4401726783","display_name":"VIT-AP University","ror":"https://ror.org/007v4hf75","country_code":null,"type":"education","lineage":["https://openalex.org/I4401726783"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Yuvaraja Boddu","raw_affiliation_strings":["Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, Andhra Pradesh, India"],"raw_orcid":"https://orcid.org/0009-0008-1359-8175","affiliations":[{"raw_affiliation_string":"Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, Andhra Pradesh, India","institution_ids":["https://openalex.org/I4210131147","https://openalex.org/I4401726783"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5113411759","display_name":"A. Manimaran","orcid":null},"institutions":[{"id":"https://openalex.org/I4210131147","display_name":"SRM University","ror":"https://ror.org/037skf023","country_code":"IN","type":"education","lineage":["https://openalex.org/I145286018","https://openalex.org/I4210131147"]},{"id":"https://openalex.org/I4401726783","display_name":"VIT-AP University","ror":"https://ror.org/007v4hf75","country_code":null,"type":"education","lineage":["https://openalex.org/I4401726783"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"A. Manimaran","raw_affiliation_strings":["Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, Andhra Pradesh, India"],"raw_orcid":"https://orcid.org/0000-0002-5671-9466","affiliations":[{"raw_affiliation_string":"Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, Andhra Pradesh, India","institution_ids":["https://openalex.org/I4210131147","https://openalex.org/I4401726783"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109455699","display_name":"B. Arunkumar","orcid":null},"institutions":[{"id":"https://openalex.org/I4210131147","display_name":"SRM University","ror":"https://ror.org/037skf023","country_code":"IN","type":"education","lineage":["https://openalex.org/I145286018","https://openalex.org/I4210131147"]},{"id":"https://openalex.org/I4401726783","display_name":"VIT-AP University","ror":"https://ror.org/007v4hf75","country_code":null,"type":"education","lineage":["https://openalex.org/I4401726783"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"B. Arunkumar","raw_affiliation_strings":["School of Computer Science and Engineering, VIT-AP University, Amaravati, Andhra Pradesh, India"],"raw_orcid":"https://orcid.org/0000-0001-9490-8818","affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, VIT-AP University, Amaravati, Andhra Pradesh, India","institution_ids":["https://openalex.org/I4210131147","https://openalex.org/I4401726783"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5001206242","display_name":"D. Ramkumar","orcid":null},"institutions":[{"id":"https://openalex.org/I4210131147","display_name":"SRM University","ror":"https://ror.org/037skf023","country_code":"IN","type":"education","lineage":["https://openalex.org/I145286018","https://openalex.org/I4210131147"]},{"id":"https://openalex.org/I4401726783","display_name":"VIT-AP University","ror":"https://ror.org/007v4hf75","country_code":null,"type":"education","lineage":["https://openalex.org/I4401726783"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"D. Ramkumar","raw_affiliation_strings":["School of Computer Science and Engineering, VIT-AP University, Amaravati, Andhra Pradesh, India"],"raw_orcid":"https://orcid.org/0000-0002-2200-4948","affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, VIT-AP University, Amaravati, Andhra Pradesh, India","institution_ids":["https://openalex.org/I4210131147","https://openalex.org/I4401726783"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5106986522"],"corresponding_institution_ids":["https://openalex.org/I4210131147","https://openalex.org/I4401726783"],"apc_list":{"value":1850,"currency":"USD","value_usd":1850},"apc_paid":{"value":1850,"currency":"USD","value_usd":1850},"fwci":1.9437,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.87142326,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":97,"max":99},"biblio":{"volume":"12","issue":null,"first_page":"128071","last_page":"128084"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9911999702453613,"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/T11512","display_name":"Anomaly Detection Techniques and Applications","score":0.984000027179718,"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/series","display_name":"Series (stratigraphy)","score":0.6982205510139465},{"id":"https://openalex.org/keywords/dual","display_name":"Dual (grammatical number)","score":0.6781764626502991},{"id":"https://openalex.org/keywords/metaheuristic","display_name":"Metaheuristic","score":0.6449283957481384},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6192403435707092},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.45091256499290466},{"id":"https://openalex.org/keywords/iterative-method","display_name":"Iterative method","score":0.42423027753829956},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.22072607278823853},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.16962257027626038}],"concepts":[{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6982205510139465},{"id":"https://openalex.org/C2780980858","wikidata":"https://www.wikidata.org/wiki/Q110022","display_name":"Dual (grammatical number)","level":2,"score":0.6781764626502991},{"id":"https://openalex.org/C109718341","wikidata":"https://www.wikidata.org/wiki/Q1385229","display_name":"Metaheuristic","level":2,"score":0.6449283957481384},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6192403435707092},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.45091256499290466},{"id":"https://openalex.org/C159694833","wikidata":"https://www.wikidata.org/wiki/Q2321565","display_name":"Iterative method","level":2,"score":0.42423027753829956},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.22072607278823853},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16962257027626038},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C124952713","wikidata":"https://www.wikidata.org/wiki/Q8242","display_name":"Literature","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/access.2024.3454540","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3454540","pdf_url":null,"source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:98cb6202fe45456eaa435b97da437df1","is_oa":true,"landing_page_url":"https://doaj.org/article/98cb6202fe45456eaa435b97da437df1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Access, Vol 12, Pp 128071-128084 (2024)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2024.3454540","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3454540","pdf_url":null,"source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"sustainable_development_goals":[{"display_name":"Affordable and clean energy","score":0.5,"id":"https://metadata.un.org/sdg/7"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W2061438946","https://openalex.org/W3044203778","https://openalex.org/W3179997351","https://openalex.org/W4200085441","https://openalex.org/W4205222700","https://openalex.org/W4285132771","https://openalex.org/W4285139235","https://openalex.org/W4286655675","https://openalex.org/W4290994909","https://openalex.org/W4291910533","https://openalex.org/W4293370656","https://openalex.org/W4297964848","https://openalex.org/W4312382936","https://openalex.org/W4319303163","https://openalex.org/W4327663241","https://openalex.org/W4366448064","https://openalex.org/W4367163819","https://openalex.org/W4380451100","https://openalex.org/W4385453388","https://openalex.org/W4385521746","https://openalex.org/W4385627467","https://openalex.org/W4386041549","https://openalex.org/W4387010756","https://openalex.org/W4387682236","https://openalex.org/W4387885808"],"related_works":["https://openalex.org/W2789681586","https://openalex.org/W2794361564","https://openalex.org/W4243392960","https://openalex.org/W3156820950","https://openalex.org/W4232791346","https://openalex.org/W2971069100","https://openalex.org/W2504553392","https://openalex.org/W2331509522","https://openalex.org/W2937748796","https://openalex.org/W3095745430"],"abstract_inverted_index":{"Traditional":[0],"methods,":[1],"while":[2],"effective":[3,377],"to":[4,71,84,151,292,301,385,409],"a":[5,128,161,180,195,206,217,321,340,360],"degree,":[6],"often":[7],"grapple":[8],"with":[9,57,169,187,202,225,271,335],"limitations":[10],"such":[11],"as":[12],"reduced":[13],"accuracy,":[14],"specificity,":[15],"and":[16,31,78,110,146,174,216,257,279,356,365,376,388,404],"higher":[17],"prediction":[18,165,415],"delays,":[19],"particularly":[20],"in":[21,104,108,131,164,183,198,209,221,237,254,263,324,343,379],"high-stakes":[22],"fields":[23],"like":[24],"stock":[25,140],"market":[26,141],"analysis,":[27],"forest":[28,143],"cover":[29,144],"monitoring,":[30],"medical":[32,147],"disease":[33,148],"prediction.":[34],"To":[35],"address":[36],"these":[37,99],"shortcomings,":[38],"this":[39,312,394],"study":[40],"introduces":[41],"an":[42,48],"innovative":[43],"approach:":[44],"the":[45,64,73,80,86,92,112,154,210,213,235,246,294,297,325,336,345,371,410],"design":[46],"of":[47,66,91,287,296,311,327,332,393,412],"iterative":[49,155],"dual":[50,156],"metaheuristic":[51,101,157,333],"VARMAx":[52,93,158,298,337],"(Vector":[53],"Autoregressive":[54,75],"Moving":[55,87],"Average":[56,88],"exogenous":[58],"inputs)":[59],"model.":[60],"This":[61,353],"model":[62,126,159,299,338],"leverages":[63],"robustness":[65],"Grey":[67],"Wolf":[68],"Optimizer":[69],"(GWO)":[70],"enhance":[72],"Vector":[74],"(VAR)":[76],"component":[77],"employs":[79],"Coot":[81],"Optimization":[82],"Algorithm":[83],"optimize":[85],"(MA)":[89],"aspect":[90],"process.":[94],"The":[95,124,266,309,330,391],"rationale":[96],"behind":[97],"selecting":[98],"specific":[100],"algorithms":[102,334],"lies":[103],"their":[105],"proven":[106],"efficiency":[107],"exploring":[109],"exploiting":[111],"solution":[113],"space,":[114],"which":[115,260],"is":[116],"crucial":[117],"for":[118,363,373,400],"achieving":[119],"accurate":[120],"time":[121,349,413],"series":[122,350,414],"predictions.":[123],"proposed":[125],"demonstrates":[127],"significant":[129],"leap":[130],"performance":[132,295],"metrics":[133,242],"when":[134,167,185,200,223],"tested":[135],"across":[136,304,367],"various":[137,368],"datasets":[138,306],"encompassing":[139],"trends,":[142],"changes,":[145],"forecasts.":[149],"Compared":[150],"existing":[152],"methodologies,":[153],"exhibits":[160],"2.9%":[162],"increase":[163],"precision":[166,357],"compared":[168,186,201,224,300],"Fuzzy":[170],"C":[171],"Means":[172],"(FCM),":[173],"Empirical":[175],"Mode":[176],"Decomposition":[177,190],"(EMD)":[178],"Methods,":[179,194],"3.5%":[181],"rise":[182],"accuracy":[184],"Variational":[188],"Model":[189,276],"(VMD)":[191],"&":[192,204,228,307],"EMD":[193,229],"2.5%":[196],"improvement":[197],"recall":[199],"VMD":[203],"FCM,":[205],"3.2%":[207],"enhancement":[208],"Area":[211],"Under":[212],"Curve":[214],"(AUC),":[215],"notable":[218],"3.4%":[219],"boost":[220],"specificity":[222],"VMD,":[226],"FCM":[227],"Methods.":[230],"Moreover,":[231],"it":[232,319,359],"significantly":[233,408],"reduces":[234],"delay":[236],"predictions":[238],"by":[239,348],"4.9%.":[240],"These":[241,289],"not":[243],"only":[244],"underscore":[245],"model\u2019s":[247,354],"efficacy":[248],"but":[249],"also":[250,269],"highlight":[251],"its":[252],"potential":[253],"delivering":[255],"timely":[256],"reliable":[258],"forecasts,":[259],"are":[261],"critical":[262],"decision-making":[264],"processes.":[265],"models":[267,303],"ability":[268],"verified":[270],"two":[272],"statistical":[273],"tests":[274,290],"called":[275],"confidence":[277],"set":[278],"Diebold":[280],"Mariano":[281],"test":[282],"procedures":[283],"at":[284],"5%":[285],"Level":[286],"Significance.":[288],"aim":[291],"assess":[293],"competing":[302],"multiple":[305],"samples.":[308,352],"impact":[310],"work":[313],"extends":[314],"beyond":[315],"mere":[316],"numerical":[317],"improvements;":[318],"sets":[320],"new":[322],"benchmark":[323],"field":[326],"predictive":[328],"analytics.":[329],"integration":[331],"marks":[339],"paradigm":[341],"shift":[342],"addressing":[344],"challenges":[346],"posed":[347],"data":[351],"adaptability":[355],"make":[358],"valuable":[361],"tool":[362],"researchers":[364],"practitioners":[366],"sectors,":[369],"paving":[370],"way":[372],"more":[374],"informed":[375],"strategies":[378],"areas":[380],"ranging":[381],"from":[382],"financial":[383],"forecasting":[384],"environmental":[386],"conservation":[387],"healthcare":[389],"management.":[390],"outcomes":[392],"study,":[395],"therefore,":[396],"hold":[397],"substantial":[398],"implications":[399],"both":[401],"academic":[402],"research":[403],"practical":[405],"applications,":[406],"contributing":[407],"advancement":[411],"methodologies.":[416]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":4}],"updated_date":"2026-05-06T08:25:59.206177","created_date":"2025-10-10T00:00:00"}
