Coverart for item
The Resource Time Series Analysis and Forecasting : Selected Contributions from ITISE 2017, edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela, (electronic resource)

Time Series Analysis and Forecasting : Selected Contributions from ITISE 2017, edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela, (electronic resource)

Label
Time Series Analysis and Forecasting : Selected Contributions from ITISE 2017
Title
Time Series Analysis and Forecasting
Title remainder
Selected Contributions from ITISE 2017
Statement of responsibility
edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela
Contributor
Editor
Subject
Language
eng
Summary
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 intelligence methods for time series, dimensionality reduction and similarity measures, econometric models, energy time series forecasting, forecasting in real problems, online learning in time series as well as high-dimensional and complex/big data time series. 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 research encompassing computer science, mathematics, statistics and econometrics.--
Member of
Assigning source
Provided by publisher
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Rojas, Ignacio
  • Pomares, Héctor
  • Valenzuela, Olga
Series statement
  • Contributions to Statistics,
  • Springer eBooks
  • Springer eBooks.
http://library.link/vocab/subjectName
  • Statistics
  • Econometrics
  • Computer science
  • Distribution (Probability theory
Label
Time Series Analysis and Forecasting : Selected Contributions from ITISE 2017, edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-3-319-96944-2
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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.
Control code
978-3-319-96944-2
Dimensions
unknown
Extent
1 online resource (XIII, 340 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319969442
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
102 illustrations, 60 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1060598043
Label
Time Series Analysis and Forecasting : Selected Contributions from ITISE 2017, edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-3-319-96944-2
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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.
Control code
978-3-319-96944-2
Dimensions
unknown
Extent
1 online resource (XIII, 340 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319969442
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
102 illustrations, 60 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1060598043

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