Time series analysis and forecasting : selected contributions from ITISE 2017 /: selected contributions from ITISE 2017. (2018)

• Record Type: Book
• Further Information: Note: Edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela.
• Editors: Rojas, Ignacio; Pomares, Héctor; Valenzuela, Olga
• Other Names: International Work-Conference on Time Series
• 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.
• Publisher Details: Cham : Springer
• Publication Date: 2018
• Extent: 1 online resource (XIII, 340 pages), 102 illustrations, 60 illustrations in color
• Subjects: 519.5/5; Statistics; Time-series analysis -- Congresses; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Time-series analysis; Business & Economics -- Econometrics; Computers -- Mathematical & Statistical Software; Econometrics; Maths for computer scientists; Probability & statistics; Econometrics; Computer science; Distribution (Probability theory); Business & Economics -- Statistics; Electronic books; Conference papers and proceedings
• Languages: English
• ISBNs: 3319969447; 9783319969442
• Related ISBNs: 9783319969435; 3319969439
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.