A Hybrid LMD–ARIMA–Machine Learning Framework for Enhanced Forecasting of Financial Time Series: Evidence from the NASDAQ Composite Index by Jawaria Nasir, Hasnain Iftikhar, Muhammad Aamir, Hasnain Iftikhar, Paulo Canas Rodrigues, Mohd Ziaur Rehman

“…This study presents a scalable and adaptive approach for modeling complex, nonlinear, and high-dimensional time series, thereby contributing to the enhancement of intelligent forecasting systems in the economic and financial sectors. …”
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Enhanced Short-Term PV Power Forecasting via a Hybrid Modified CEEMDAN-Jellyfish Search Optimized BiLSTM Model by Yanhui Liu, Jiulong Wang, Lingyun Song, Yicheng Liu, Liqun Shen

“…This study proposes a novel hybrid forecasting model that integrates complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), the jellyfish search (JS) optimization algorithm, and a bidirectional long short-term memory (BiLSTM) neural network. …”
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