Advances in Time Series Analysis and Forecasting

Selected Contributions from ITISE 2016

  • Ignacio Rojas
  • Héctor Pomares
  • Olga Valenzuela
Conference proceedings ITISE 2016

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

Table of contents

  1. Front Matter
    Pages i-xv
  2. Analysis of Irregularly Sampled Time Series: Techniques, Algorithmsand Case Studies

    1. Front Matter
      Pages 1-1
    2. Alizée Martin, Charlotte Moritz, Gilles Siu, René Galzin
      Pages 19-34
    3. Costin-Gabriel Chiru, Madalina Toia
      Pages 35-47
    4. Costin-Gabriel Chiru, Bishnu Sarker
      Pages 49-61
  3. Multi-scale Analysis of Univariate and Multivariate Time Series

    1. Front Matter
      Pages 63-63
    2. M. A. Navascués, M. V. Sebastián, M. Latorre, C. Campos, C. Ruiz, J. M. Iso
      Pages 65-76
    3. Mária Bohdalová, Michal Greguš
      Pages 77-87
    4. Mariia Fedotenkova, Peter beim Graben, Jamie W. Sleigh, Axel Hutt
      Pages 89-102
    5. Jaromir Krzyszczak, Piotr Baranowski, Holger Hoffmann, Monika Zubik, Cezary Sławiński
      Pages 103-116
  4. Lineal and Non-linear Time Series Models (ARCH, GARCH, TARCH, EGARCH, FIGARCH, CGARCH etc.)

    1. Front Matter
      Pages 117-117
    2. Thulasyammal Ramiah Pillai, Murali Sambasivan
      Pages 119-132
    3. Martin Hupez, Jean-François Toubeau, Zacharie De Grève, François Vallée
      Pages 133-145
    4. Vassiliki Karioti, Polychronis Economou
      Pages 209-221
    5. Barbora Peštová, Michal Pešta
      Pages 223-240
  5. Advanced Time Series Forecasting Methods

    1. Front Matter
      Pages 241-241
    2. Michaël Savary, Anne Johannet, Nicolas Massei, Jean-Paul Dupont, Emmanuel Hauchard
      Pages 243-256
    3. Tamás Jónás, Zsuzsanna Eszter Tóth, József Dombi
      Pages 285-298
    4. Tomojit Ghosh, Michael Kirby, Xiaofeng Ma
      Pages 313-327
    5. Ali Behnaz, Fethi Rabhi, Maurice Peat
      Pages 343-357
  6. Applications in Time Series Analysis and Forecasting

    1. Front Matter
      Pages 359-359
    2. Marek Brabec, Pavel Krc, Krystof Eben, Emil Pelikan
      Pages 361-373
    3. Ricardo Navares, José Luis Aznarte
      Pages 387-399
  7. Back Matter
    Pages 413-414

About these proceedings


This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016.

The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting.  It focuses on interdisciplinary and multidisciplinary rese

arch encompassing the disciplines of computer science, mathematics, statistics and econometrics.


62-XX, 68-XX, 60-XX, 58-XX, 37-XX time series analysis forecasting on-line learning in time series advanced methods in time series high-dimensional data complex data big data forecasting in real problems irregularly sampled time series multi-scale analysis of time series linear and non-linear time series time series forecasting univariate and multivariate time series

Editors and affiliations

  • Ignacio Rojas
    • 1
  • Héctor Pomares
    • 2
  • Olga Valenzuela
    • 3
  1. 1.CITIC-UGRUniversity of GranadaGranadaSpain
  2. 2.CITIC-UGRUniversity of GranadaGranadaSpain
  3. 3.CITIC-UGRUniversity of GranadaGranadaSpain

Bibliographic information