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.
Author(s): Olga Valenzuela, Fernando Rojas, Héctor Pomares, Ignacio Rojas
Series: Contributions to Statistics, 45
Publisher: Springer
Year: 2019
Language: English
Pages: 376
Tags: Time Series, Statistics
Front Matter ....Pages i-xv
Front Matter ....Pages 1-1
Identification of Nonstationary Processes Using Noncausal Bidirectional Lattice Filtering (Maciej Niedźwiecki, Damian Chojnacki)....Pages 3-17
Normalized Entropy Aggregation for Inhomogeneous Large-Scale Data (Maria da Conceição Costa, Pedro Macedo)....Pages 19-29
Modified Granger Causality in Selected Neighborhoods (Martina Chvosteková)....Pages 31-42
Computing Environment for Forecasting Based on System Dynamics Models (Radosław Pytlak, Damian Suski, Tomasz Tarnawski, Zbigniew Wawrzyniak, Tomasz Zawadzki, Paweł Cichosz)....Pages 43-56
Novel Order Patterns Recurrence Plot-Based Quantification Measures to Unveil Deterministic Dynamics from Stochastic Processes (Shuixiu Lu, Sebastian Oberst, Guoqiang Zhang, Zongwei Luo)....Pages 57-70
Time Series Modeling with MATLAB: The SSpace Toolbox (Diego J. Pedregal, Marco A. Villegas, Diego A. Villegas, Juan R. Trapero)....Pages 71-84
Front Matter ....Pages 85-85
Stacked LSTM Snapshot Ensembles for Time Series Forecasting (Sascha Krstanovic, Heiko Paulheim)....Pages 87-98
Change Detection for Streaming Data Using Wavelet-Based Least Squares Density–Difference (Nenad Mijatovic, Rana Haber, Mark Moyou, Anthony O. Smith, Adrian M. Peter)....Pages 99-116
Selection of Neural Network for Crime Time Series Prediction by Virtual Leave-One-Out Tests (Stanisław Jankowski, Zbigniew Szymański, Zbigniew Wawrzyniak, Paweł Cichosz, Eliza Szczechla, Radosław Pytlak)....Pages 117-133
FPGA-Based Echo-State Networks (Erik S. Skibinsky-Gitlin, Miquel L. Alomar, Vincent Canals, Christiam F. Frasser, Eugeni Isern, Fabio Galán-Prado et al.)....Pages 135-146
Front Matter ....Pages 147-147
Conditional Heteroskedasticity in Long-Memory Model “FIMACH” for Return Volatilities in Equity Markets (A. M. M. Shahiduzzaman Quoreshi, Sabur Mollah)....Pages 149-169
Using Subspace Methods to Model Long-Memory Processes (Dietmar Bauer)....Pages 171-185
Robust Forecasting of Multiple Yield Curves (Christoph Gerhart, Eva Lütkebohmert, Marc Weber)....Pages 187-202
The Changing Shape of Sovereign Default Intensities (Yusho Kagraoka, Zakaria Moussa)....Pages 203-216
Permutation Entropy as the Measure of Globalization Process (Janusz Miśkiewicz)....Pages 217-225
Front Matter ....Pages 227-227
Forecasting Subtidal Water Levels and Currents in Estuaries: Assessment of Management Scenarios (M. Á. Reyes Merlo, R. Siles-Ajamil, M. Díez-Minguito)....Pages 229-242
Spatial Distribution of Climatic Cycles in Andalusia (Southern Spain) (J. Sánchez-Morales, E. Pardo-Igúzquiza, F. J. Rodríguez-Tovar)....Pages 243-255
Localized Online Weather Predictions with Overnight Adaption (Michael Zauner, Michaela Killian, Martin Kozek)....Pages 257-269
Storm Characterization Using a BME Approach (Manuel Cobos, Andrea Lira-Loarca, George Christakos, Asunción Baquerizo)....Pages 271-284
Front Matter ....Pages 285-285
Adaptive Methods for Energy Forecasting of Production and Demand of Solar-Assisted Heating Systems (Viktor Unterberger, Thomas Nigitz, Mauro Luzzu, Daniel Muschick, Markus Gölles)....Pages 287-299
Short-Term Forecast of Wind Turbine Production with Machine Learning Methods: Direct and Indirect Approach (Mamadou Dione, Eric Matzner-Løber)....Pages 301-315
Front Matter ....Pages 317-317
A Simulation of a Custom Inspection in the Airport (Kalle Saastamoinen, Petteri Mattila, Antti Rissanen)....Pages 319-330
Comparing Time Series Prediction Approaches for Telecom Analysis (André Pinho, Rogério Costa, Helena Silva, Pedro Furtado)....Pages 331-345
Application of Load Forecasting i Thermal Unit Commitment Problems: A Pattern Similarity Approach (Guilherme Costa Silva, Adriano C. Lisboa, Douglas A. G. Vieira, Rodney R. Saldanha)....Pages 347-361
ICA-Derived Respiration Using an Adaptive R-Peak Detector (Christina Kozia, Randa Herzallah, David Lowe)....Pages 363-377
Back Matter ....Pages 379-380
