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    Modeling Time Series with SARIMAX and Skew-Normal and Zero-Inflated Skew-Normal Errors by M. Alejandro Dinamarca, Fernando Rojas, Claudia Ibacache-Quiroga, Karoll González-Pizarro

    Published 2025-06-01
    “…The proposed framework demonstrates improved flexibility and robustness compared to traditional Gaussian-based models. Simulation experiments reveal that the skewness parameter significantly affect forecasting accuracy, with reductions in mean absolute error (MAE) and root mean square error (RMSE) observed across both positively and negatively skewed scenarios. …”
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