IAES International Journal of Artificial Intelligence (IJ-AI)
Vol 15, No 4: August 2026

Hybridization of hybrid-ARIMA-EM and XGBoost for enhanced price predictive modeling

Isam Ahmed M. Yaqoob (Universiti Putra Malaysia)
Khairul Azhar Kasmiran (Universiti Putra Malaysia)
Teh Noranis Mohd Aris (Universiti Putra Malaysia)
Nor Azura Husin (Universiti Putra Malaysia)
Mohd Yunus Sharum (Universiti Putra Malaysia)



Article Info

Publish Date
01 Aug 2026

Abstract

Managing finance entails the art and science of distributing available and potential funds among various competing needs. Government expenditures fund programs that provide a wide range of services to different population segments. As a result, the demand for enhanced and additional services often surpasses the government's financial capacity. Firstly, the price forecasting procedures for the extreme gradient boosting (XGBoost), gated recurrent unit (GRU), and hybrid-ARIMA-EM models will be summarized. Secondly, the accuracy of the models will be assessed on two real datasets collected from Kaggle (Crude_Oil_Price and KL_apartment). This study then proposes combining the hybrid-ARIMA-EM model with XGBoost to enhance the price forecasting performance in terms of time series analysis. Experimental results show that the suggested combination outperforms other selected models in price forecasting accuracy.

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Journal Info

Abbrev

IJAI

Publisher

Subject

Computer Science & IT Engineering

Description

IAES International Journal of Artificial Intelligence (IJ-AI) publishes articles in the field of artificial intelligence (AI). The scope covers all artificial intelligence area and its application in the following topics: neural networks; fuzzy logic; simulated biological evolution algorithms (like ...