{"doi":"10.1007/s10479-025-06795-2","title":"Novel methods for adaptive time-series forecasting and prediction-interval construction","abstract":"Abstract We propose novel methods for adaptive series forecasting and prediction-interval construction, illustrated with COVID-19 case and death counts. Our framework applies an automated transformation to reduce heteroscedasticity, then imposes a constrained smoothing near the forecast edge via robust quadratic regression, emphasizing recent data. A Long Short-Term Memory (LSTM) model combined with ARIMA-based noise correction further refines the forecast. Compared to conventional methods (e.g., ARIMA alone, unprocessed deep learning), this adaptive approach achieves superior metrics and reliable bootstrap-derived confidence and prediction intervals. We also highlight how reinforcement learning (RL) can offer promising avenues for real-time decision-making and further improvements in forecasting adaptability.","journal":"Annals of Operations Research","year":2025,"id":573881,"datarank":0.0,"base_score":0.0,"endowment":0.0,"self_citation_contribution":0.0,"citation_network_contribution":0.0,"self_endowment_contribution":0.0,"citer_contribution":0.0,"corpus_percentile":null,"corpus_rank":null,"citation_count":0,"citer_count":0,"citers_with_citation_signal":0,"citers_with_endowment":0,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":0.9544,"is_data_producer":false,"deposit_databanks":null,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2025-01-01","fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":630724,"name":"Javier Cabrera","orcid":"0009-0000-9771-0786","position":1,"is_corresponding":false},{"id":1481409,"name":"Núria Díaz-Tena","orcid":null,"position":2,"is_corresponding":false},{"id":747246,"name":"Michael N. Katehakis","orcid":"0000-0002-1511-7098","position":3,"is_corresponding":false},{"id":642502,"name":"Chun Pang Lin","orcid":"0000-0002-2755-1246","position":4,"is_corresponding":false},{"id":747247,"name":"Jin Wang","orcid":"0000-0003-4047-4297","position":5,"is_corresponding":false},{"id":747245,"name":"Dhammika Amaratunga","orcid":"0000-0001-8293-5042","position":0,"is_corresponding":true}],"reference_count":28,"raw_metadata":null,"created_at":"2026-07-19T02:57:36.753600Z","pmid":null,"pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}