Time series analysis and prediction are major scientific challenges that find their applications in fields as diverse as finance, biology, economics, meteorology, and so on. Obtaining the method with the least prediction error is one of the difficult problems of financial market and investment analysts. State space modelling is an efficient and flexible method for statistical inference of a broad class of time series and other data. The neural network is an important tool for analyzing time series especially when it is nonlinear and nonstationary. Essential tools for the study of Box-Jenkins methodology, neural networks, and extended Kalman filter were put together. We examine the use of the nonlinear autoregressive neural network method as a prediction technique for financial time series and the application of the extended Kalman filter algorithm to improve the accuracy of the model. As application on a real example, we are analyzing the time series of the daily price of steel over a 790-day period for establishing the superiority of this method over other existing methods. The simulation results using MATLAB and R software show that the model is capable of producing a reasonable accuracy.

The World Health Organization declared that the total number of confirmed cases tested positive for SARS‐CoV‐2, affecting 210 countries, exceeded 3 million on 29 April 2020, with more than 207,973 deaths. In order to end the global COVID‐19 pandemic, public authorities have put in place multiple strategies like testing, contact tracing, and social distancing. Predictive mathematical models for epidemics are fundamental to understand the development of the epidemic and to plan effective control strategies. Some hosts may carry SARS‐CoV‐2 and transmit it to others, yet display no symptoms themselves. We propose applying a model (SELIAHRD) taking in consideration the number of asymptomatic infected people. The SELIAHRD model consists of eight stages: Susceptible, Exposed, Latent, Symptomatic Infected, Asymptomatic Infected, Hospitalized, Recovered, and Dead. The asymptomatic carriers contribute to the spread of disease, but go largely undetected and can therefore undermine efforts to control transmission. The simulation of possible scenarios of the implementation of social distancing shows that if we rigorously follow the social distancing rule then the healthcare system will not be overloaded.

No abstract