Refereed research papers

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2023

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Samuel, R.T.A., Chimedza, C., Sigauke, C. (2023). Simulation framework to determine suitable innovations for volatility persistence estimation: The GARCH Approach. Journal of Risk and Financial Management, vol. 16, no. 9, 392, pp. 1–30. https://doi.org/10.3390/jrfm16090392

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Chandiwana, E., Sigauke, C. and Bere, A. (2023). Robust modelling framework for short-term forecasting of global horizontal irradiance, Journal of Statistics Applications and Probability, vol. 12, no. 3, pp. 1203–1221. http://dx.doi.org/10.18576/jsap/120327

 

Nemukula, M.M., Sigauke, C., Chikoore, H. and Bere, A. (2023). Modelling drought risk using bivariate spatial extremes: Application to the Lowveld Limpopo region of South Africa, Climate, vol. 11, no. 2, 46, pp. 1–24. https://doi.org/10.3390/cli11020046

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Nemalili, R.C., Jhamba, L., Kirui, J.K. and Sigauke, C. (2023). Forecasting hourly-averaged tilt angles of acceptance for solar collector applications using machine learning models, Energies, vol. 16, no. 2, 927, pp. 1–19. https://doi.org/10.3390/en16020927

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Shoko, C., Sigauke, C. (2023). Short-term forecasting of COVID-19 using support vector regression: An application using Zimbabwean data, American Journal of Infection Control, vol. 51, no. 10, pp. 1095–1107. https://doi.org/10.1016/j.ajic.2023.03.01

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2022

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Sigauke, C., Chandiwana, E. and Bere, A. (2022). Spatio-temporal forecasting of global horizontal irradiance using Bayesian inference, Applied Sciences, vol. 13, no. 1, pp. 1–23. https://doi.org//10.3390/app13010201

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Makoni, T., Chikobvu, D. and Sigauke, C. (2022). Combined hierarchical tourist arrival forecasts for Great Zimbabwe National Monuments, African Journal of Hospitality, Tourism and Leisure, vol. 11, no. 6, pp. 2092–2102.  https://doi.org/10.46222/ajhtl.19770720.2102

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Sigauke, C., Ravele, T. and Jhamba, L. (2022). Extremal dependence modelling of global horizontal irradiance with temperature and humidity: An application using South African data, Energies, vol. 15, no. 16, pp. 1–25. https://doi.org/10.3390/en15165965

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Sigauke, C., Mukhodobwane, R., Chagwiza, W. and Garira, W. (2022). Asymptotic dependence modelling of the BRICS stock markets, International Journal of Financial Studies, vol. 10, no. 3, pp. 1–32. https://doi.org/10.3390/ijfs10030058

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Shoko, C., Sigauke, C. and Njuho, P. (2022). Short-term forecasting of confirmed daily COVID-19 cases in the Southern African Development Community region, African Health Sciences, vol. 22, no. 4, pp. 534–550. https://doi.org/10.4314%2Fahs.v22i4.60

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Ravele, T., Sigauke, C. and Jhamba, L. (2022). Economic dispatch of electrical power in South Africa: An application to the Northern Cape province, Statistics, Optimisation and Information Computing, vol. 10, pp. 1235-1249. https://doi.org/10.19139/soic-2310-5070-1057

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Sikhwari, T., Nethengwe, N., Sigauke, C., and Chikoore, H. (2022). Modelling of Extremely High Rainfall in Limpopo Province of South Africa, Climate, vol. 10, no. 3, 33, pp. 1-17. https://doi.org/10.3390/cli10030033

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Netshivhazwaulu, N., Sigauke, C. and Bere, A. (2022). Prediction of foreign direct investment: An application to South African data, Journal of Statistics Applications & Probability, vol. 11, no. 1, pp. 115-133.  http://dx.doi.org/10.18576/jsap/110109

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Ravele, T., Sigauke, C. and Jhamba, L. (2022). Estimation of extreme quantiles of global horizontal irradiance: A comparative analysis using an extremal mixture model and a generalised additive extreme value model, Mathematics and Statistics, vol. 10, no. 1, pp. 116-133. https://doi.org/10.13189/ms.2022.100109.

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Mukhodobwane, R.M., Sigauke, C., Chagwiza, W. and Garira, W. (2022). Stochastic modelling of the BRICS equity markets’ risks, Journal of Statistics Applications & Probability, vol. 11, no. 1, pp. 215-239. http://dx.doi.org/10.18576/jsap/110117

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2021

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Nemukula, M.M. and Sigauke, C. (2021). A point process characterisation of extreme temperatures: An application to South African data, Environmental Modelling and Assessment, vol. 26, no. 2, pp. 163-177. https://doi.org/10.1007/s10666-020-09718-6

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Maswanganyi, N., Sigauke, C. and Ranganai, E. (2021). Prediction of extreme conditional quantiles of electricity demand: An application using South African data, Energies, vol. 14, no. 20, 6704, pp. 1–21. https://doi.org/10.3390/en14206704

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Chandiwana, E., Sigauke, C. and Bere, A. (2021). Twenty-four-hour ahead Probabilistic Global Horizontal Irradiance Forecasting Using Gaussian Process Regression, Algorithms, vol. 14, no. 177., pp. 1-23. https://doi.org/10.3390/a14060177

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Maposa, D., Seimela, A.M., Sigauke, C. and Cochran, J.J. (2021). Modelling temperature extremes in the Limpopo province: Bivariate time-varying threshold excess approach, Natural Hazards, vol. 7, pp. 2227-2246. https://doi.org/10.1007/s11069-021-04608-w

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Bere, A., Sithuba, G.H., Mashabela, R., Mabvuu, C., Sigauke, C. and Kyei, K. (2021). Regularisation in discrete survival models: A comparison of Lasso and gradient boosting, South African Statistical Journal, vol. 55, no. 1, pp. 29-44. https://doi.org/10.37920/sasj.2021.55.1.3

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Ratshilengo, M., Sigauke, C. and Bere, A. (2021). Short-Term Solar Power Forecasting Using Genetic Algorithms: An Application Using South African Data, Applied Sciences, 11, 4214, pp. 1–19. https://doi.org/10.3390/app11094214

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Makoni, T., Chikobvu, D. and Sigauke, C. (2021). Hierarchical Forecasting of the Zimbabwe international tourist arrivals, Statistics, Optimisation and Information Computing, vol. 9, no. 1, pp. 137-156. https://doi.org/10.19139/soic-2310-5070-959

 

Mupondo, N.C., Jones, B.C. and Sigauke, C. (2021). The Volatility Spillovers between Zimbabwe, The United States of America, South Africa, Botswana and China: Copula GARCH Model, Journal of Risk and Financial Studies, vol. 2, no. 1, pp. 105-139. http://arfjournals.com/abstract/71326_6_ndava_constantine.pdf

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2020

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Sigauke, C. and Nemukula, M.M. (2020). Modelling extreme peak electricity demand during a heatwave period: a case study, Energy Systems, vol. 11, no. 1, pp. 139-161. https://doi.org/10.1007/s12667-018-0311-y

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Mutavhatsindi, T., Sigauke, C. and Mbuvha, R. (2020). Forecasting Hourly Global Horizontal Solar Irradiance in South Africa using Machine Learning Models, IEEE Access, vol. 8, pp. 198872-198885. https://doi.org/10.1109/ACCESS.2020.3034690

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Daniel, L.O., Sigauke, C. Chibaya, C. and Mbuvha, R. (2020). Short-term wind speed forecasting using statistical and machine learning methods, Algorithms, vol. 13, no. 6, pp. 1-30. https://doi.org/10.3390/a13060132

 

Ranganai, E. and Sigauke, C. (2020). Capturing long-range dependence and harmonic phenomena in 24-hour solar Irradiance forecasting: A quantile regression robustification via forecasts combination approach, IEEE Access, vol., pp. 172204-172218, https://doi.org/10.1109/ACCESS.2020.3024661

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Boano-Danquah, J., Sigauke, C. and Kyei, K.A. (2020). Analysis of extreme peak loads using point processes: An application using South African data, IEEE Access, vol. 8, pp. 146105-146115. https://doi.org/10.1109/ACCESS.2020.3015259

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Mathivha, F., Sigauke, C., Chikoore, H. and Odiyo, J. (2020). Short-term and medium-term drought forecasting using generalised additive models, Sustainability, vol. 12, no. 10, pp. 1-20. https://doi.org/10.3390/su12104006

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Kajambeu, R., Sigauke, C., Bere, A., Chikobvu, D., Maposa, D. and Nemukula, M.M. (2020). Probabilistic flood height estimation of the Limpopo River at the Beitbridge using r-largest order statistics, Applied Mathematics and Information Sciences, vol. 14, no. 2, pp. 191-204. http://dx.doi.org/10.18576/amis/140203

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Nheta, D., Shambare, R., Sigauke, C. and Ndivhuwo, T. (2020). Entrepreneurship gaps framework model: An early-stage business diagnostic tool, The Southern African Journal of Entrepreneurship and Small Business Management, 12(1), a297 https://doi.org/10.4102/sajesbm.v12i1.297

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Nheta, D., Shambare, R., Sigauke, C. (2020). Micro-perspective lens on entrepreneurs in the early stage of business: Expectations vis- `a-vis realities, African Journal of Science, Technology, Innovation and Development, https://doi.org/10.1080/20421338.2020.1835175

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Mukhodobwane, R.M., Sigauke, C., Chagwiza, W. and Garira, W. (2020). Volatility modelling of the BRICS stock markets; Statistics, Optimisation and Information Computing, vol. 8, no. 3, pp. 749-772. https://doi.org/10.19139/soic-2310-5070-977

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2019

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Maswanganyi, N., Ranganai, E. and Sigauke, C. (2019). Long-term peak electricity demand forecasting in South Africa: A quantile regression averaging approach, AIMS Energy, vol. 7, no. 6, pp. 857-882. http://dx.doi.org/10.3934/energy.2019.6.857

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Mpfumali, P., Sigauke, C., Bere, A. and Mulaudzi, S. (2019). Day-Ahead Hourly Global Horizontal Irradiance Forecasting-Application to South African Data, Energies, vol. 12, no. 18, pp. 1-28. https://doi.org/10.3390/en12183569

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Mokilane, P., Debba, P., Yadavalli, V.S.S. and Sigauke, C. (2019). Bayesian Structural Time Series Approach to a Long-Term Electricity Demand Forecasting. Applied Mathematics and Information Sciences An International Journal, vol. 13, no. 2, pp. 189-199. http://dx.doi.org/10.18576/amis/130206

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2018

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Sigauke, C., Nemukula, M.M. and Maposa, D. (2018). Probabilistic hourly load forecasting using additive quantile regression models, Energies, vol. 11, no. 9, pp. 1-21. https://doi.org/10.3390/en11092208

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Nemukula, M.M. and Sigauke, C. (2018). Modelling average maximum daily temperature using r-largest order statistics: An application to South African data, Journal: JAMBA: Journal of Disaster Risk Studies. 10(1), a467. https://doi.org/10.4102/jamba.v10i1.467.

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Lebotsa, M.E., Sigauke, C., Bere, A., Fildes, R. and Boylan, J.E. (2018). Short-term electricity demand forecasting using partially linear additive quantile regression with an application to the unit commitment problem, Applied Energy, vol. 222, pp. 104-118. https://doi.org/10.1016/j.apenergy.2018.03.155

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2017

 

Sigauke, C. and Bere, A. (2017) Modelling non-stationary time series using a peaks over threshold distribution with time-varying covariates and threshold: An application to peak electricity demand, Energy Journal, vol. 119, pp. 152-166. ISSN: 0360-5442. https://doi.org/10.1016/j.energy.2016.12.027

 

Sigauke, C. (2017). Forecasting medium-term electricity demand in a South African power supply system, Journal of Energy in Southern Africa, vol. 28, no. 4, pp. 54-67. https://doi.org/10.17159/2413-3051/2017/v28i4a2428

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Sigauke, C. and Chikobvu, Delson. (2017). Estimation of extreme inter-day changes to peak electricity demand using Markov chain analysis: A comparative analysis with extreme value theory, Journal of Energy in Southern Africa, vol. 28, no. 4, pp. 68-76. https://doi.org/10.17159/2413-3051/2017/v28i4a2329

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2016

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Sigauke, C. (2016) Volatility modelling of the JSE all-share index and risk estimation using the Bayesian and frequentist approaches, Economics, Management, and Financial Markets, vol. 11, no. 4, pp. 33-48, ISSN 1842-3191.

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Sigauke, C. and Chikobvu, D. (2016) Peak electricity demand forecasting using time series regression models: An application to South African data, Journal of Statistics and Management Systems, vol. 19, no. 4, pp. 567-587, ISSN: 2169-0014.

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2015

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Mokhele, M. and Sigauke, C. (2015) Modelling summer daily peak loads in South Africa using discrete-time Markov chain analysis, Mathematics and Statistics, vol. 3, no. 5, pp. 121-128. https://doi.org/10.13189/ms.2015.030502.

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2014

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Sigauke, C., Makhwiting, R. and Lesaoana, M. (2014) Modelling conditional heteroskedasticity in JSE stock returns using the Generalised Pareto Distribution, African Review of Economics and Finance, vol. 6, no. 1, pp. 41-55. ISSN: 20421478.

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Maposa, D. Cochran, J.J., Lesaoana, M. and Sigauke, C., (2014) Estimating high quantiles of extreme flood heights in the lower Limpopo River basin, Mozambique, using model-based Bayesian approach, Natural Hazards and Earth System Sciences, vol. 2, no. 8, pp. 5401-5425. https://doi.org/10.5194/nhessd-2-5401-2014.

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Makhwiting, R., Sigauke, C. and Lesaoana, M. (2014) Modelling tail behaviour of returns using Generalised Extreme Value distribution, Economics Management and Financial markets,  vol. 9, no. 1, pp. 41-52. ISSN: 1842-3191.

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Sigauke, C., Darikwa T.B. and Masemola M.I. (2014). Prediction of South Africa’s Tourism Hotel Accommodation Monthly Income: Challenges in an Environment Characterised by a World Recession and a World Cup, Mediterranean Journal of Social Sciences, vol. 5, no. 20, pp. 460-465. ISSN:2039-2117.

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2013

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Sigauke, C., Verster, A. and Chikobvu D. (2013) Extreme daily increases in peak electricity demand: tail-quantile estimation, Energy Policy Journal, vol. 53, pp. 90-96. ISSN 0301-4215. Chikobvu, D. and Sigauke, C. (2013) Modelling influence of temperature on daily peak electricity in South Africa, Journal of Energy in Southern Africa, vol. 24, no. 4, pp. 63-70. ISSN 1021-447X.

 

Verster, A., Chikobvu, D. and Sigauke, C. (2013) Analysis of the same day of the week increases in peak electricity demand in South Africa, ORiON Journal, vol. 29, no. 2, pp. 125-136. ISSN: 0529-191-X.

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Sigauke, C., (2013) Volatility modelling of real GDP growth rates in South Africa, Economics Management and Financial Markets, vol. 8, no. 2, pp. 81-94. ISSN: 1842-3191.

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Kumar, S., Munapo, E., Ncube, O. and Sigauke, C., Nyamugure, P. (2013) A minimum weight labelling method for determination of a shortest route in a non-directed network, International Journal of System Assurance Engineering and Management, vol. 4, no. 1, pp. 13-18. ISSN: 0976-4348.

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2012

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Chikobvu, D., Sigauke, C. and Verster, A. (2012) Winter peak electricity load forecasting in South Africa using extreme value theory, South African Statistical Journal, vol. 46, pp. 377-394. ISSN: 0038-271X.

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Chikobvu, D. and Sigauke, C. (2012) Regression-SARIMA modelling of daily peak electricity demand in South Africa, Journal of Energy in Southern Africa, vol. 23, no. 3, pp. 23-30. ISSN 1021-447X.

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Sigauke, C., Verster, A. and Chikobvu, D. (2012) Tail quantile estimation of heteroskedastic intraday increases in peak electricity demand, Open Journal of Statistics, vol. 2, no. 4, pp. 435-442. ISSN: 2161-7198.

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Chikobvu, D. and Sigauke, C. (2012) A frequentist and Bayesian regression analysis to daily peak electricity demand in South Africa, African Journal of Business Management, vol. 6, no. 40, pp. 10524-10533. ISSN: 1993-8233.

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Sigauke, C. and Chikobvu, D. (2012) Short-term daily winter peak electricity demand in South Africa, African Journal of Business Management, vol. 6, no. 32, pp. 9243-9249. ISSN: 1993-8233.

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Makhwiting, R., Lesaoana, M. and Sigauke, C. (2012) Modelling volatility and financial market risk of shares on the Johannesburg Stock Exchange, African Journal of Business Management, vol. 6, no. 27, pp. 8065-8070. ISSN: 1993-8233.

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Makukule, N. A., Sigauke, C. and Lesaoana, M. (2012) Daily Electricity Demand Forecasting in South Africa, African Journal of Business Management, vol. 6, no. 9, pp. 3246-3252. ISSN: 1993-8233.

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Chikobvu, D., Sigauke, C. and Verster, A. (2012) Winter peak electricity load forecasting in South Africa using extreme value theory with a Bayesian flavour, Journal of Business and Economics, vol. 3, no. 5, pp. 380-389. ISSN: 2155-7950.

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Sigauke, C., Maposa, D. and Chagwiza,W. (2012) Modelling Commercial Banks liquidity Management Using Stochastic Programming, International Journal of Business and Management, vol. 7, no. 9, pp. 49-64. ISSN: 1833-3850.

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2011

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Sigauke, C. and Chikobvu, D. (2011) Prediction of daily peak electricity demand in South Africa using volatility forecasting models, Energy Economics Journal, vol. 33, no. 5, pp. 882-888. ISSN: 0140-9883.

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Maposa, D., Mudimu, E., Sigauke, C., Mlilo, P., Nyamugure, P. and Dube, S. (2011) Relating glycemia levels in a Zimbabwean population to some established type 2 diabetes risk factors using multiple linear regression analysis, Archives of Applied Science Research, vol. 3, no. 1, pp. 333-342. ISSN: 0975-508X.

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Riba, S.J., Lesaoana, M, Sigauke, C. and Makwela, M.R. (2011) A logistic regression analysis of the occurrence of mine accidents in the Burgersfort area in South Africa, Journal of Geology and Mining Research, vol. 3, no. 1, pp. 188-192. ISSN: 2006-9766.

 

Evans, D., Lesaoana, M., Nyamugure, P. and Sigauke, C. (2011) O.R. roots run deep in Southern Africa-Long lineage of OR in South Africa and Zimbabwe paves the way for historic 2011 ORSSA and growth of OR across the continent, OR/MS Today, vol. 38, no. 2, pp. 40-46. ISSN: 1085-1038.

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Evans, D., Lesaoana, M., Nyamugure, P. and Sigauke, C. (2011) Operations Research Comes to Zimbabwe in a Big Way. The ORSSA 2011 Conference at Victoria Falls, AMSTATNEWS

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Nyamugure, P., Maposa, D., Sigauke, C. and Chiyaka, E. (2011) A holistic application of process capability indices, African Journal of Business Management, vol. 5, no. 28, pp. 11413-11424. ISSN: 1993-8233.

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2010

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Sigauke, C. and Chikobvu, D. (2010) Daily peak electricity load forecasting in South Africa using a multivariate nonparametric regression approach, ORiON Journal, vol. 26, no. 2, pp. 97-111. ISSN: 0529-191-X.

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2003

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Sigauke, C. and Talukder, H.M. (2003) A modified Osman’s simulated annealing and tabu search algorithm for the vehicle routing problem, The Australian Society for Operations Research, vol. 22, no. 3, pp. 9-14. ISSN: 0812-860X.

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Book chapters

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Kumar, S., Munapo, E., Sigauke, C. and Al-Rabeeah, M. (2020). The minimum spanning tree with node index ≤ 2 is equivalent to the minimum travelling salesman tour. In: Mathematics in Engineering Sciences: Novel Theories, Technologies and Applications. Edited by Ram M. CRC Press, Taylor and Francis, 1st Edition, Chapter 8. ISBN 9781351266307 https://books.google.co.za/books?id=i1auDwAAQBAJ&dq=caston+sigauke&source=gbs_navlinks_s

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Sigauke, C., Kumar S., Maswanganyi N. and Ranganai E. (2018). Reliable Predictions of Peak Electricity Demand and Reliability of Power System Management. In: System Reliability Management: Solutions and Technologies. Edited by Anand A. and Ram M. CRC Press, Taylor and Francis, 1st Edition, Chapter 10. ISBN 9780815360728, eBook ISBN 9781351117654

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Refereed research papers in accredited conference proceedings

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Mokilane, P., Debba, P., Yadavalli, V.S.S. and Sigauke, C. (2018). Long-term electricity demand forecasting using a generalised additive mixed quantile averaging (GAMMQV) model. Proceedings of the International Conference on Industrial Engineering and Operations Management, Pretoria, South Africa, 30 October – 1 November 2018. ISBN: 978-1-5323-5947-7.

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Nemukula, M.M., Sigauke, C. and Maposa, D. (2018). Bivariate threshold excess models with application to extreme high temperatures in Limpopo province of South Africa. South African Statistical Journal: Peer-reviewed Proceedings of the 60th Annual Conference of the South African Statistical Association for 2018, pp. 33-40.

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Maswanganyi, N., Sigauke, C. and Ranganai, E. (2017). Peak electricity demand forecasting using partially linear additive quantile regression models. South African Statistical Journal: Peer-reviewed Proceedings of the 59th Annual Conference of the South African Statistical Association for 2017, pp. 25-32. ISBN 978-1-86822-692-4.

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Nemukula, M.M. and Sigauke, C. (2015). Modelling average minimum daily temperature using extreme value theory with a time-varying threshold, South African Statistical Journal: Peer-reviewed Proceedings of the 57th Annual Conference of the South African Statistical Association for 2015, pp. 57-64. ISBN 978-1-86822-670-2.

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Sigauke, C., Chikobvu, D. and Verster, A. (2012) Modelling daily increases in peak electricity demand using a generalised Pareto distribution, South African Statistical Journal: Peer-reviewed Proceedings of the 54th Annual Conference of the South African Statistical Association for 2012, pp. 58-66. ISBN 978-1-86822-621-4.

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Sigauke, C. (2011) An Econometric study of currency crisis in a hyperinflationary economy: A case study, Proceedings of the 40th Annual Conference of the Operations Research Society of South Africa, pp. 29-36. ISBN: 978-0-7972-1351-7.

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Sigauke, C., Maposa, D., Mudimu, E. and Nyamugure, P., (2010) Volatility modelling using ARIMA-GARCH models in a hyperinflationary economic environment: The Zimbabwean experience, South African Statistical Journal: Peer-reviewed Proceedings of the 52nd Annual Conference of the South African Statistical Association for 2010: Special Issue 1, pp. 1-14, ISSN: 0038271X.