Articles

Time series data are increasingly prevalent across domains such as finance, healthcare, manufacturing, and IoT, making accurate forecasting and anomaly detection critical for decision-making and system reliability. Traditional statistical methods (e.g., ARIMA, Holt-Winters) often fail to capture complex temporal dependencies and high-dimensional interactions inherent in modern time series. Recent advances in artificial intelligence particularly deep learning architectures such as recurrent neural networks (RNNs), convolutional neural networks (CNNs), temporal convolutional networks (TCNs), graph neural networks (GNNs) and Transformers have demonstrated marked improvements in modeling both univariate and multivariate series, as well as in detecting anomalies that deviate from learned norms (Darban, Webb, Pan, Aggarwal, & Salehi, 2022; Chiranjeevi, Ramya, Balaji, Shashank, & Reddy, 2024) [1,2]. Moreover, ensemble techniques and hybrid signal-processing + deep-learning pipelines show enhanced sensitivity and adaptability in real-world anomaly detection scenarios (Iqbal, Amin, Alsubaei, & Alzahrani, 2024) [3]. In this work, we provide a unified survey and comparative analysis of AI-driven time series forecasting and anomaly detection methods, highlight key industrial application domains, evaluate performance trade-offs (e.g., accuracy vs. latency, supervised vs. unsupervised learning), and discuss emerging challenges including interpretability, data drift, real-time deployment on edge devices, and integration of causal reasoning. Our findings suggest that while AI approaches significantly outperform classical techniques in many settings, careful consideration of data characteristics, evaluation metrics and deployment environment remains essential for effective adoption.

Financial markets have become more and more complex, so has been the number of data sources. Stock price prediction has hence become a tough but important task. The time dependencies in stock price movements tend to escape from traditional models. In this work, a hybrid ARIMA-LSTM model is suggested to enhance accuracy of stock price forecasts. Based on time series indicators like adjusted closing prices of S&P 500 stocks over a decade (2010–2019), the ARIMA-LSTM model combines influences of both autoregressive time series forecasting with the substantial sequence learning property of LSTM. Data preprocessing in all aspects including missing values interpolation, outlier’s detection and data scaling – Min-Max guarantees data quality. The model is trained on 90/10 training/testing split and met with main performance metrics: MaE, MSE & RMSE. As indicated in the results, the proposed ARIMA-LSTM model gives a MAE value and MSE value of 0.248 and 0.101 respectively and RMSE of 0.319, a measure high accuracy on stock price prediction. Coupled comparative analysis with other Artificial Neural Networks (ANN) and BP Neural Networks (BPNN) are examples of machine learning reference models, further illustrates the suitability and superiority of ARIMA-LSTM approach as compared to the underlying models with the least MAE and strong predictive capability. This work demonstrates the efficiency of integrating the classical time series models with deep learning methods for financial forecasting.