Time Series Analysis and Forecasting Selected Contributions from ITISE 2017 /

This book presents selected peer-reviewed contributions from the International Work-Conference on Time Series, ITISE 2017, held in Granada, Spain, September 18-20, 2017. It discusses topics in time series analysis and forecasting, including advanced mathematical methodology, computational intelligen...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Rojas, Ignacio (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Pomares, Héctor (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Valenzuela, Olga (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
Έκδοση:1st ed. 2018.
Σειρά:Contributions to Statistics,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Preface
  • Advanced Mathematical Methodologies in Time Series
  • Forecasting via Fokker-Planck using conditional probabilities
  • Cryptanalysis of a Random Number Generator Based on a Chaotic Ring Oscillator
  • Further Results on Robust Multivariate Time Series Analysis in Nonlinear Models with Autoregressive and t-Distributed Errors
  • A New Estimation Technique for AR(1) Model with Long-tailed Symmetric Innovations
  • Prediction of High-Dimensional Time Series with Exogenous Variables Using Generalized Koopman Operator Framework in Reproducing Kernel Hilbert Space
  • Eigenvalues distribution limit of covariance matrices with AR processes entries
  • Computational Intelligence Methods for Time Series
  • Deep Learning for Detection of BGP Anomalies
  • Using Scaling Methods to Improve Support Vector Regression's Performance for Travel Time and Traffic Volume Predictions
  • Dimensionality Reduction and Similarity Measures in Time Series
  • Linear Trend Filtering via Adaptive Lasso
  • Detecting Discords in Quasi Periodic Time-series Data - A Case Study with Electrocardiogram Data
  • Similarity Analysis of Time Interval Data Sets - A Graph Theory Approach
  • Logical Comparison Measures in Classification of Data
  • Econometric Models
  • Asymptotic and Bootstrap Tests For a Change in Autoregression Omitting Variability Estimation
  • Distance Between VARMA Models and its Application to Spatial Differences Analysis in the Relationship GDP - Unemployment Growth Rate in Europe
  • Copulas for Modeling the Relationship between the Inflation and the Exchange Rates
  • Energy Time Series Forecasting
  • Fuel Consumption Estimation for Climbing Phase
  • Time Series Optimization for Energy Prediction in Wi-Fi Infrastructures
  • An econometric analysis of the merit order effect in electricity spot price: the Germany case
  • Forecasting in Real Problems
  • The analysis of variability of short data sets based on Mahalanobis distance calculation and surrogate time series testing
  • On generalized additive models with dependent time series covariates
  • A Bayesian Approach to Astronomical Time Delay Estimations
  • Further Results on a Modified EM Algorithm for Parameter Estimation in Linear Models with Time-Dependent Autoregressive and t-Distributed Errors. .