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  • https://doi.org/10.1109/giet65294.2025.11234867Copy DOI Icon

A Study on Time Series Forecasting Using ARIMA, LSTM, and GRU Models

  • Aug 8, 2025
  • Kassem Al-Attabi +1 more
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Abstract

ARIMA, LSTM, and GRU are examined in this study, while COVID-19 trends and financial time series are also examined. A traditional statistical model, such as ARIMA, has long been used to model linear data but falls short when it comes to working with complex, non-linear data. Models such as Gated Recurrent Units (GRU) and Long Short-Term Memory (LSTM) are employed to assess deep learning's capacity to handle long-range dependencies and dynamic patterns. Analysing their performance across various datasets, the study emphasises accuracy, computational efficiency, and suitability for diverse forecasting tasks. According to empirical results, ARIMA is effective for stationary time series, but LSTM and GRU perform better for non-linear time series. A real-time application can benefit from the GRU's competitive accuracy and fast execution, making it an optimal deep-learning model. Data characteristics and resource constraints must be considered when selecting forecasting models.

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