[PRE REVIEW]: ahead: Univariate and multivariate time series forecasting with uncertainty quantification (including simulation approaches)'

[editorialbot]

Submitting author: @thierrymoudiki (Thierry Moudiki)
Repository: https://github.com/Techtonique/ahead
Branch with paper.md (empty if default branch): paper
Version: v0.11.0
Editor: @spholmes
Reviewers: Pending
Managing EiC: Arfon Smith

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[editorialbot]

⚠️ An error happened when generating the pdf. Problem with affiliations for T. Moudiki, perhaps the affiliations index need quoting?.

[editorialbot]

Software report:

github.com/AlDanial/cloc v 1.90  T=0.03 s (1378.6 files/s, 296242.7 lines/s)
-------------------------------------------------------------------------------
Language                     files          blank        comment           code
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R                               24            601           1525           3192
TeX                              1            126              5            961
Markdown                         4            163              0            345
Rmd                              6            281            359            284
C++                              4             47             33            256
Jupyter Notebook                 1              0            708             92
YAML                             2              1              4             42
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SUM:                            42           1219           2634           5172
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Commit count by author:

    79	Thierry Moudiki
    52	thierrymoudiki
     1	Lucie123AL456

[editorialbot]

Paper file info:

📄 Wordcount for paper.md is 1068

✅ The paper includes a Statement of need section

[editorialbot]

License info:

🔴 License found: BSD 3-Clause Clear License (Not OSI approved)

[editorialbot]

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1051/0004-6361/201629272 is OK
- 10.1051/0004-6361/201322068 is OK

MISSING DOIs

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- No DOI given, and none found for title: Interest rate models-theory and practice: with smi...
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- No DOI given, and none found for title: A theory of the term structure of interest rates
- 10.1007/s11579-012-0083-4 may be a valid DOI for title: A multiple-curve HJM model of interbank risk
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- No DOI given, and none found for title: Yield Curve Modeling and Forecasting: The Dynamic ...
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- 10.1080/13504860500396032 may be a valid DOI for title: Interpolation methods for curve construction
- 10.1016/0304-4149(81)90026-0 may be a valid DOI for title: Martingales and stochastic integrals in the theory...
- No DOI given, and none found for title: Pricing interest-rate derivative securities
- 10.33015/dominican.edu/2017.campus.ministry.heritage.03 may be a valid DOI for title: Branching out
- No DOI given, and none found for title: The FVA debate
- 10.1016/j.csda.2006.07.028 may be a valid DOI for title: Robust forecasting of mortality and fertility rate...
- No DOI given, and none found for title: Forecasting: principles and practice, OTexts. org
- No DOI given, and none found for title: forecast: Forecasting functions for time series an...
- No DOI given, and none found for title: Mortality modelling with Lévy processes
- No DOI given, and none found for title: Automatic time series forecasting: The forecast Pa...
- 10.1146/annurev-financial-022114-112903 may be a valid DOI for title: Forward Rate Curve Smoothing
- 10.1007/0-387-22440-8_7 may be a valid DOI for title: Principal component analysis and factor analysis
- No DOI given, and none found for title: Time-Inhomogeneous Lévy Processes in Interest Rate...
- No DOI given, and none found for title: Volatility and the yield curve
- 10.1093/acprof:oso/9780199575084.003.0006 may be a valid DOI for title: Fixed-income securities
- 10.1086/296409 may be a valid DOI for title: Parsimonious modeling of yield curves
- No DOI given, and none found for title: VAR, SVAR and SVEC Models: Implementation Within R...
- No DOI given, and none found for title: Some tools for functional data analysis
- No DOI given, and none found for title: Springer Series in Statistics
- 10.2139/ssrn.205309 may be a valid DOI for title: A square root interest rate model fitting discrete...
- 10.2139/ssrn.205309 may be a valid DOI for title: A square root interest rate model fitting discrete...
- No DOI given, and none found for title: A survey of functional principal component analysi...
- 10.3386/w4871 may be a valid DOI for title: Estimating and interpreting forward interest rates...
- No DOI given, and none found for title: Fitting yield curves with long term constraints
- No DOI given, and none found for title: Financial modelling with jump processes
- No DOI given, and none found for title: Term structure modeling using exponential splines
- No DOI given, and none found for title: Multiple Curve Construction
- 10.1007/978-3-540-73643-1 may be a valid DOI for title: Market-consistent actuarial valuation
- No DOI given, and none found for title: A Note on the Validity of Cross-Validation for Eva...
- No DOI given, and none found for title: Un modèle de projection pour des contrats de retra...
- No DOI given, and none found for title: Quasi-Monte Carlo methods
- No DOI given, and none found for title: Multitask learning
- 10.1016/s0893-6080(05)80092-9 may be a valid DOI for title: Forecasting the behavior of multivariate time seri...
- No DOI given, and none found for title: Introduction to algorithms
- 10.1007/s00521-009-0288-5 may be a valid DOI for title: A comprehensive survey on functional link neural n...
- No DOI given, and none found for title: randtoolbox: Generating and Testing Random Numbers
- 10.2139/ssrn.1738192 may be a valid DOI for title: Nonlinear forecasting with many predictors using k...
- No DOI given, and none found for title: Econometric analysis 4th edition
- 10.1007/b98818 may be a valid DOI for title: Matrix Algebra From a Statistician’s Perspective
- No DOI given, and none found for title: Long short-term memory
- 10.2307/1271436 may be a valid DOI for title: Ridge regression: Biased estimation for nonorthogo...
- No DOI given, and none found for title: Notes on generating Sobol sequences
- No DOI given, and none found for title: New introduction to multiple time series analysis
- No DOI given, and none found for title: Random number generation and quasi-Monte Carlo met...
- No DOI given, and none found for title: Forecasting with dynamic regression models
- 10.1016/0925-2312(94)90053-1 may be a valid DOI for title: Learning and generalization characteristics of the...
- No DOI given, and none found for title: A generalized inverse for matrices
- No DOI given, and none found for title: VAR, SVAR and SVEC models: Implementation within R...
- 10.1016/j.ins.2015.11.039 may be a valid DOI for title: Random vector functional link network for short-te...
- 10.21236/ada164453 may be a valid DOI for title: Learning internal representations by error propaga...
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- 10.1016/j.ins.2015.09.025 may be a valid DOI for title: A comprehensive evaluation of random vector functi...
- 10.1016/j.ins.2013.12.016 may be a valid DOI for title: Fast decorrelated neural network ensembles with ra...
- 10.2307/2284333 may be a valid DOI for title: Distribution of residual autocorrelations in autor...
- 10.1007/bf00058655 may be a valid DOI for title: Bagging predictors
- 10.1007/978-3-030-56485-8_3 may be a valid DOI for title: Random forests
- 10.1007/bf00117832 may be a valid DOI for title: Stacked regressions
- No DOI given, and none found for title: Boosting with the L 2 loss: regression and classif...
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- 10.1214/aos/1013203451 may be a valid DOI for title: Greedy function approximation: a gradient boosting...
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- No DOI given, and none found for title: Solving least squares problems, SIAM, Philadelphia...
- No DOI given, and none found for title: Solving least squares problems
- No DOI given, and none found for title: On a measure of lack of fit in time series models
- 10.3390/risks6010022 may be a valid DOI for title: Multiple Time Series Forecasting Using Quasi-Rando...
- 10.1080/095400996116820 may be a valid DOI for title: Ensemble learning using decorrelated neural networ...
- No DOI given, and none found for title: Stacked generalization
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- 10.1201/9781420035827-8 may be a valid DOI for title: Matrix computations
- No DOI given, and none found for title: Kernel methods in machine learning
- 10.1093/pan/mpt019 may be a valid DOI for title: Kernel regularized least squares: Reducing misspec...
- No DOI given, and none found for title: Gaussian process for machine learning
- No DOI given, and none found for title: The kalman filter
- No DOI given, and none found for title: Usage summary for selected optimization routines
- 10.2307/1268518 may be a valid DOI for title: Generalized cross-validation as a method for choos...
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- No DOI given, and none found for title: Toward global optimization, volume 2, chapter baye...
- 10.1007/s00158-013-0919-4 may be a valid DOI for title: A benchmark of kriging-based infill criteria for n...
- 10.1080/02664763.2013.864263 may be a valid DOI for title: Subsemble: an ensemble method for combining subset...
- No DOI given, and none found for title: Practical bayesian optimization of machine learnin...
- No DOI given, and none found for title: Confidence intervals for random forests: The jackk...

INVALID DOIs

- http://dx.doi.org/10.18452/15585 is INVALID because of 'https://doi.org/' prefix

[arfon]

@thierrymoudiki – your paper metadata needs fixing up still. I started fixed it here: Techtonique/ahead#15 (review)

Also, please limit the references in your bibliography to only the ones that you are actually citing in your paper.

[arfon]

@editorialbot generate pdf

[editorialbot]

⚠️ An error happened when generating the pdf. Problem with affiliations for T. Moudiki, perhaps the affiliations index need quoting?.

[arfon]

@editorialbot generate pdf

[editorialbot]

👉📄 Download article proof 📄 View article proof on GitHub 📄 👈

[arfon]

@thierrymoudiki – thanks for your submission to JOSS. We're currently managing a large backlog of submissions and the editor most appropriate for your area is already rather busy.

For now, we will need to waitlist this paper and process it as the queue reduces. Thanks for your patience!

[crvernon]

👋 @spholmes - would you be willing to edit this submission?

[crvernon]

@editorialbot invite @spholmes as editor

[editorialbot]

Invitation to edit this submission sent!

[spholmes]

Thanks @crvernon , happy to help, although the affiliation seems a little off for this author.

[spholmes]

@editorialbot assign @spholmes as editor

[editorialbot]

Assigned! @spholmes is now the editor

[crvernon]

Thanks @crvernon , happy to help, although the affiliation seems a little off for this author.

Thanks @spholmes! Yes, I believe independent researchers (those not claiming an institution) should use the affiliation "Independent Researcher" with the country following.

@thierrymoudiki see an example here to follow for correcting this: https://joss.readthedocs.io/en/latest/submitting.html#example-paper-and-bibliography

[thierrymoudiki]

@crvernon @spholmes the affiliation is 'Techtonique, LLC'. Should I submit a pull request? On my 'paper' branch?

[spholmes]

@thierrymoudiki , I'll start requesting reviewers and you can make the modification with any other requests that come in.
This is done through issue tracking.

[spholmes]

👋 @thiyangt, would you like to take a look at this submission on time series?
Thanks
Susan

[spholmes]

👋 @neerajdhanraj, I am looking for a reviewer for this submission, would you be interested in taking a look and helping us with the review,
thank you,
Susan

[thiyangt]

@spholmes happy to be a reviewer for this submission.