This study investigates the long-memory properties of the prices of three Kenyan commodities (tea, coffee and …

to 15 January 2026 for the latter. Their long-memory and persistence properties are investigated initially over the full …

This paper examines the use of machine learning methods in modeling and forecasting time series with long memory …-LSTM model outperforms traditional approaches in forecasting long-memory time series. This characteristic is confirmed using … accurate and reliable forecasting in long-memory time series. Additionally, we compare the GARMA-LSTM model with other …

, China, EU-27 (and the UK), India, and the USA. According to the findings, all series exhibit long memory mean …

This paper uses fractional integration methods to analyse the long-memory and persistence properties of inflation in …