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Advances in time series analysis and forecasting : selected contributions from ITISE 2016

✍ Scribed by Pomares, Héctor; Rojas, Ignacio; Valenzuela, Olga


Publisher
Springer
Year
2017
Tongue
English
Leaves
412
Series
Contributions to statistics
Category
Library

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✦ Synopsis


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 Read more...


Abstract: 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

✦ Table of Contents


Front Matter ....Pages i-xv
Front Matter ....Pages 1-1
Small Crack Fatigue Growth and Detection Modeling with Uncertainty and Acoustic Emission Application (Reuel Smith, Mohammad Modarres)....Pages 3-17
Acanthuridae and Scarinae: Drivers of the Resilience of a Polynesian Coral Reef (Alizée Martin, Charlotte Moritz, Gilles Siu, René Galzin)....Pages 19-34
Using Time Series Analysis for Estimating the Time Stamp of a Text (Costin-Gabriel Chiru, Madalina Toia)....Pages 35-47
Using LDA and Time Series Analysis for Timestamping Documents (Costin-Gabriel Chiru, Bishnu Sarker)....Pages 49-61
Front Matter ....Pages 63-63
Fractal Complexity of the Spanish Index IBEX 35 (M. A. Navascués, M. V. Sebastián, M. Latorre, C. Campos, C. Ruiz, J. M. Iso)....Pages 65-76
Fractional Brownian Motion in OHLC Crude Oil Prices (Mária Bohdalová, Michal Greguš)....Pages 77-87
Time-Frequency Representations as Phase Space Reconstruction in Symbolic Recurrence Structure Analysis (Mariia Fedotenkova, Peter beim Graben, Jamie W. Sleigh, Axel Hutt)....Pages 89-102
Analysis of Climate Dynamics Across a European Transect Using a Multifractal Method (Jaromir Krzyszczak, Piotr Baranowski, Holger Hoffmann, Monika Zubik, Cezary Sławiński)....Pages 103-116
Front Matter ....Pages 117-117
Comparative Analysis of ARMA and GARMA Models in Forecasting (Thulasyammal Ramiah Pillai, Murali Sambasivan)....Pages 119-132
SARMA Time Series for Microscopic Electrical Load Modeling (Martin Hupez, Jean-François Toubeau, Zacharie De Grève, François Vallée)....Pages 133-145
Diagnostic Checks in Multiple Time Series Modelling (Huong Nguyen Thu)....Pages 147-158
Mixed AR(1) Time Series Models with Marginals Having Approximated Beta Distribution (Tibor K. Pogány)....Pages 159-171
Prediction of Noisy ARIMA Time Series via Butterworth Digital Filter (Livio Fenga)....Pages 173-196
Mandelbrot’s 1/f Fractional Renewal Models of 1963–67: The Non-ergodic Missing Link Between Change Points and Long Range Dependence (Nicholas Wynn Watkins)....Pages 197-208
Detection of Outlier in Time Series Count Data (Vassiliki Karioti, Polychronis Economou)....Pages 209-221
Ratio Tests of a Change in Panel Means with Small Fixed Panel Size (Barbora Peštová, Michal Pešta)....Pages 223-240
Front Matter ....Pages 241-241
Operational Turbidity Forecast Using Both Recurrent and Feed-Forward Based Multilayer Perceptrons (Michaël Savary, Anne Johannet, Nicolas Massei, Jean-Paul Dupont, Emmanuel Hauchard)....Pages 243-256
Productivity Convergence Across US States in the Public Sector. An Empirical Study (Miriam Scaglione, Brian W. Sloboda)....Pages 257-270
Proposal of a New Similarity Measure Based on Delay Embedding for Time Series Classification (Basabi Chakraborty, Sho Yoshida)....Pages 271-284
A Fuzzy Time Series Model with Customized Membership Functions (Tamás Jónás, Zsuzsanna Eszter Tóth, József Dombi)....Pages 285-298
Model-Independent Analytic Nonlinear Blind Source Separation (David N. Levin)....Pages 299-311
Dantzig-Selector Radial Basis Function Learning with Nonconvex Refinement (Tomojit Ghosh, Michael Kirby, Xiaofeng Ma)....Pages 313-327
A Soft Computational Approach to Long Term Forecasting of Failure Rate Curves (Gábor Árva, Tamás Jónás)....Pages 329-342
A Software Architecture for Enabling Statistical Learning on Big Data (Ali Behnaz, Fethi Rabhi, Maurice Peat)....Pages 343-357
Front Matter ....Pages 359-359
Wind Speed Forecasting for a Large-Scale Measurement Network and Numerical Weather Modeling (Marek Brabec, Pavel Krc, Krystof Eben, Emil Pelikan)....Pages 361-373
Analysis of Time-Series Eye-Tracking Data to Classify and Quantify Reading Ability (Goutam Chakraborty, Zong Han Wu)....Pages 375-386
Forecasting the Start and End of Pollen Season in Madrid (Ricardo Navares, José Luis Aznarte)....Pages 387-399
Statistical Models and Granular Soft RBF Neural Network for Malaysia KLCI Price Index Prediction (Dusan Marcek)....Pages 401-412
Back Matter ....Pages 413-414

✦ Subjects


Time-series analysis -- Congresses;Prediction theory -- Congresses;MATHEMATICS / Applied;MATHEMATICS / Probability & Statistics / General;Prediction theory;Time-series analysis;Statistics;Statistics for Business/Economics/Mathematical Finance/Insurance;Econometrics;Probability and Statistics in Computer Science;Probability Theory and Stochastic Processes;Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences


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