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[PRE REVIEW]: ahead: Univariate and multivariate time series forecasting with uncertainty quantification (including simulation approaches)' #6477

Closed editorialbot closed 1 month ago

editorialbot commented 3 months ago

Submitting author: !--author-handle-->@thierrymoudiki<!--end-author-handle-- (Thierry Moudiki) Repository: https://github.com/Techtonique/ahead Branch with paper.md (empty if default branch): paper Version: v0.11.0 Editor: !--editor-->@spholmes<!--end-editor-- Reviewers: @thiyant, @thiyangt, @shahmoradi Managing EiC: Arfon Smith

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editorialbot commented 3 months ago

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editorialbot commented 3 months ago

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

editorialbot commented 3 months ago

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
-------------------------------------------------------------------------------
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
-------------------------------------------------------------------------------
SUM:                            42           1219           2634           5172
-------------------------------------------------------------------------------

Commit count by author:

    79  Thierry Moudiki
    52  thierrymoudiki
     1  Lucie123AL456
editorialbot commented 3 months ago

Paper file info:

📄 Wordcount for paper.md is 1068

✅ The paper includes a Statement of need section

editorialbot commented 3 months ago

License info:

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

editorialbot commented 3 months ago 
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: Galactic Dynamics: Second Edition
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- No DOI given, and none found for title: Modeling dependence with C-and D-vine copulas: the...
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- No DOI given, and none found for title: Density estimation for statistics and data analysi...
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- 10.1007/b106715 may be a valid DOI for title: Algorithmic learning in a random world
- 10.2139/ssrn.2219548 may be a valid DOI for title: Everything you always wanted to know about multipl...
- 10.1007/s11147-008-9021-2 may be a valid DOI for title: Discount curve construction with tension splines
- No DOI given, and none found for title: Interest rate modeling
- 10.1080/03610926.2013.844251 may be a valid DOI for title: A Bottom-Up Dynamic Model of Portfolio Credit Risk...
- 10.1111/1467-9965.00072 may be a valid DOI for title: Interest rate dynamics and consistent forward rate...
- No DOI given, and none found for title: Testing Term Structure Estimation Methods
- No DOI given, and none found for title: Interest rate models-theory and practice: with smi...
- 10.21314/jcf.2007.172 may be a valid DOI for title: Pricing credit default swaps under Lévy models
- No DOI given, and none found for title: QIS 5 Technical Specification Risk-free interest r...
- 10.3386/w13611 may be a valid DOI for title: The affine arbitrage-free class of Nelson–Siegel t...
- No DOI given, and none found for title: Financial modelling with jump processes
- No DOI given, and none found for title: On the range of Admissible Term-Structures
- 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
- 10.3386/w10048 may be a valid DOI for title: Forecasting the term structure of government bond ...
- No DOI given, and none found for title: Yield Curve Modeling and Forecasting: The Dynamic ...
- No DOI given, and none found for title: A yield-factor model of interest rates
- 10.1111/1467-9965.00062 may be a valid DOI for title: Term structure models driven by general Lévy proce...
- No DOI given, and none found for title: Technical documentation of the methodology to deri...
- 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...
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- 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...
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- 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 commented 3 months ago

@thierrymoudiki – your paper metadata needs fixing up still. I started fixed it here: https://github.com/Techtonique/ahead/pull/15#pullrequestreview-1935099728

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

arfon commented 3 months ago

@editorialbot generate pdf

editorialbot commented 3 months ago

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

arfon commented 3 months ago

@editorialbot generate pdf

editorialbot commented 3 months ago

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

arfon commented 3 months ago

@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 commented 2 months ago

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

crvernon commented 2 months ago

@editorialbot invite @spholmes as editor

editorialbot commented 2 months ago

Invitation to edit this submission sent!

spholmes commented 2 months ago

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

spholmes commented 2 months ago

@editorialbot assign @spholmes as editor

editorialbot commented 2 months ago

Assigned! @spholmes is now the editor

crvernon commented 2 months ago

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 commented 2 months ago

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

spholmes commented 2 months ago

@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 commented 2 months ago

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

spholmes commented 2 months ago

👋 @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 commented 2 months ago

@spholmes happy to be a reviewer for this submission.

spholmes commented 1 month ago

@editorialbot add @thiyant as reviewer

spholmes commented 1 month ago

@editorialbot add @thiyangt as reviewer

editorialbot commented 1 month ago

@thiyangt added to the reviewers list!

spholmes commented 1 month ago

@thierrymoudiki : I am having trouble finding a second reviewer, do you have any suggestions? Thanks, Susan

spholmes commented 1 month ago

@editorialbot start review

editorialbot commented 1 month ago

OK, I've started the review over in https://github.com/openjournals/joss-reviews/issues/6754.

thierrymoudiki commented 1 month ago

@thierrymoudiki : I am having trouble finding a second reviewer, do you have any suggestions? Thanks, Susan

@spholmes maybe the people who reviewed this paper: https://joss.theoj.org/papers/10.21105/joss.04414?

spholmes commented 1 month ago

Hi @jpiburn : would it be possible for you to review this time series package paper for JOSS? Many Thanks Susan

crvernon commented 3 weeks ago

:wave: @spholmes - let me know if you need a hand recruiting an additional reviewer on this one.

spholmes commented 3 weeks ago

Yes, sorry, all the requests I sent out seemed to have failed....

A quarta, 12/06/2024, 22:26, Chris Vernon @.***> escreveu:

👋 @spholmes https://github.com/spholmes - let me know if you need a hand recruiting an additional reviewer on this one.

— Reply to this email directly, view it on GitHub https://github.com/openjournals/joss-reviews/issues/6477#issuecomment-2163928872, or unsubscribe https://github.com/notifications/unsubscribe-auth/AAJFZPKEGEDGSEXEIHYDV43ZHC4HXAVCNFSM6AAAAABEUZTZWCVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCNRTHEZDQOBXGI . You are receiving this because you were mentioned.Message ID: @.***>

thierrymoudiki commented 2 weeks ago

@spholmes happy to be a reviewer for this submission.

@crvernon @spholmes what happened to this?

spholmes commented 2 weeks ago

Since we have started the review process, there is a new link where this is happening here: https://github.com/openjournals/joss-reviews/issues/6754

On Sat, Jun 15, 2024 at 8:20 PM Thierry Moudiki @.***> wrote:

@spholmes https://github.com/spholmes happy to be a reviewer for this submission.

@crvernon https://github.com/crvernon @spholmes https://github.com/spholmes what happened to this?

— Reply to this email directly, view it on GitHub https://github.com/openjournals/joss-reviews/issues/6477#issuecomment-2170544822, or unsubscribe https://github.com/notifications/unsubscribe-auth/AAJFZPL3O72WFSIEVUWD3TTZHSHXJAVCNFSM6AAAAABEUZTZWCVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCNZQGU2DIOBSGI . You are receiving this because you were mentioned.Message ID: @.***>

-- Susan Holmes

thierrymoudiki commented 2 weeks ago

OK

spholmes commented 1 week ago

👋 @spholmes - let me know if you need a hand recruiting an additional reviewer on this one.

@crvernon :I still only have one reviewer on this you had asked if I needed help and then I didn't get any answers except from the author about papers in python which had non-R reviewers..

crvernon commented 1 week ago

Thanks @spholmes, I'll see if I can get you another review on this one then.

spholmes commented 1 week ago

:wave: @RhysPeploe, would be interested in looking at this submission to JOSS? Many thanks, Susan

crvernon commented 1 week ago

@spholmes inviting another potential reviewer for you...

👋 @shahmoradi - Would you be willing to review this submission to JOSS? We carry out our checklist-driven reviews here in GitHub issues and follow these guidelines: https://joss.readthedocs.io/en/latest/review_criteria.html

shahmoradi commented 1 week ago

Thanks for your invitation. Yes.

crvernon commented 1 week ago

@editorialbot add @shahmoradi as reviewer

Thanks @shahmoradi!

@spholmes this should now be good to kick off to full review when you are ready. Thanks!

editorialbot commented 1 week ago

@shahmoradi added to the reviewers list!

spholmes commented 1 week ago

Thanks Chris

A sexta, 28/06/2024, 18:22, Chris Vernon @.***> escreveu:

@spholmes https://github.com/spholmes inviting another potential reviewer for you...

👋 @shahmoradi https://github.com/shahmoradi - Would you be willing to review this submission to JOSS? We carry out our checklist-driven reviews here in GitHub issues and follow these guidelines: https://joss.readthedocs.io/en/latest/review_criteria.html

— Reply to this email directly, view it on GitHub https://github.com/openjournals/joss-reviews/issues/6477#issuecomment-2197361387, or unsubscribe https://github.com/notifications/unsubscribe-auth/AAJFZPNQJA4FS4CJXG35EIDZJWLU5AVCNFSM6AAAAABEUZTZWCVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCOJXGM3DCMZYG4 . You are receiving this because you were mentioned.Message ID: @.***>