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Theory and Applications of Time Series Analysis

Selected Contributions from ITISE 2018

  • Olga Valenzuela
  • Fernando Rojas
  • Héctor Pomares
  • Ignacio Rojas
Conference proceedings ITISE 2018

Part of the Contributions to Statistics book series (CONTRIB.STAT.)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Advanced Statistical Methods for Time Series Analysis and Forecasting

    1. Front Matter
      Pages 1-1
    2. Maria da Conceição Costa, Pedro Macedo
      Pages 19-29
    3. Martina Chvosteková
      Pages 31-42
    4. Radosław Pytlak, Damian Suski, Tomasz Tarnawski, Zbigniew Wawrzyniak, Tomasz Zawadzki, Paweł Cichosz
      Pages 43-56
    5. Diego J. Pedregal, Marco A. Villegas, Diego A. Villegas, Juan R. Trapero
      Pages 71-84
  3. Advanced Computational Intelligence Methods for Time Series Analysis and Forecasting

    1. Front Matter
      Pages 85-85
    2. Sascha Krstanovic, Heiko Paulheim
      Pages 87-98
    3. Nenad Mijatovic, Rana Haber, Mark Moyou, Anthony O. Smith, Adrian M. Peter
      Pages 99-116
    4. Stanisław Jankowski, Zbigniew Szymański, Zbigniew Wawrzyniak, Paweł Cichosz, Eliza Szczechla, Radosław Pytlak
      Pages 117-133
    5. Erik S. Skibinsky-Gitlin, Miquel L. Alomar, Vincent Canals, Christiam F. Frasser, Eugeni Isern, Fabio Galán-Prado et al.
      Pages 135-146
  4. Econometric Models, Financial Forecasting and Risk Analysis

    1. Front Matter
      Pages 147-147
    2. Christoph Gerhart, Eva Lütkebohmert, Marc Weber
      Pages 187-202
    3. Yusho Kagraoka, Zakaria Moussa
      Pages 203-216
  5. Time Series Analysis in Earth Sciences

    1. Front Matter
      Pages 227-227
    2. M. Á. Reyes Merlo, R. Siles-Ajamil, M. Díez-Minguito
      Pages 229-242
    3. J. Sánchez-Morales, E. Pardo-Igúzquiza, F. J. Rodríguez-Tovar
      Pages 243-255
    4. Michael Zauner, Michaela Killian, Martin Kozek
      Pages 257-269
    5. Manuel Cobos, Andrea Lira-Loarca, George Christakos, Asunción Baquerizo
      Pages 271-284
  6. Energy Time Series Forecasting

    1. Front Matter
      Pages 285-285
    2. Viktor Unterberger, Thomas Nigitz, Mauro Luzzu, Daniel Muschick, Markus Gölles
      Pages 287-299
  7. Time Series Analysis and Prediction in Other Real Problems

    1. Front Matter
      Pages 317-317
    2. Kalle Saastamoinen, Petteri Mattila, Antti Rissanen
      Pages 319-330
    3. André Pinho, Rogério Costa, Helena Silva, Pedro Furtado
      Pages 331-345
    4. Guilherme Costa Silva, Adriano C. Lisboa, Douglas A. G. Vieira, Rodney R. Saldanha
      Pages 347-361
    5. Christina Kozia, Randa Herzallah, David Lowe
      Pages 363-377
  8. Back Matter
    Pages 379-380

About these proceedings

Introduction

This book presents selected peer-reviewed contributions from the International Conference on Time Series and Forecasting, ITISE 2018, held in Granada, Spain, on September 19-21, 2018. The first three parts of the book focus on the theory of time series analysis and forecasting, and discuss statistical methods, modern computational intelligence methodologies, econometric models, financial forecasting, and risk analysis. In turn, the last three parts are dedicated to applied topics and include papers on time series analysis in the earth sciences, energy time series forecasting, and time series analysis and prediction in other real-world problems. The book offers readers valuable insights into the different aspects of time series analysis and forecasting, allowing them to benefit both from its sophisticated and powerful theory, and from its practical applications, which address real-world problems in a range of disciplines.

The ITISE conference series provides a valuable forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing computer science, mathematics, statistics and econometrics.

Keywords

time series analysis forecasting theory and adjustment econometrics forecasting high-dimensional data big and complex data energy time series forecasting computational intelligence methods for time series on-line learning in time series financial forecasting time series in earth sciences hierarchical forecasting risk analysis artificial intelligence pattern recognition statistics for business

Editors and affiliations

  • Olga Valenzuela
    • 1
  • Fernando Rojas
    • 2
  • Héctor Pomares
    • 3
  • Ignacio Rojas
    • 4
  1. 1.Faculty of SciencesUniversity of GranadaGranadaSpain
  2. 2.ETSIIT, CITIC-UGRUniversity of GranadaGranadaSpain
  3. 3.ETSIIT, CITIC-UGRUniversity of GranadaGranadaSpain
  4. 4.ETSIIT, CITIC-UGRUniversity of GranadaGranadaSpain

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-030-26036-1
  • Copyright Information Springer Nature Switzerland AG 2019
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-030-26035-4
  • Online ISBN 978-3-030-26036-1
  • Series Print ISSN 1431-1968
  • Buy this book on publisher's site