Time series analysis and forecasting: selected contributions from the ITISE Conference
Saved in:
| Corporate Author: | |
|---|---|
| Other Authors: | , |
| Format: | Conference Proceeding Book |
| Language: | English |
| Published: |
[Cham]
Springer
[2016]
|
| Series: | Contributions to statistics
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | xix, 384 Seiten Diagramme |
| ISBN: | 9783319287232 |
| ISSN: | 1431-1968 |
Staff View
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Record in the Search Index
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| adam_text | Contents
Part I Advanced Analysis and Forecasting Methods
A Direct Method for the Langevin-Analysis of Multidimensional
Stochastic Processes with Strong Correlated Measurement Noise....... 3
Teresa Scholz, Frank Raischel, Pedro G. Lind, Matthias Wächter,
Vítor V Lopes, and Bernd LehJe
Threshold Autoregressive Models for Directional Time Series......... 13
Mahayaudin M. Mansor, Max E. Glonek, David A. Green,
and Andrew V. Metcalfe
Simultaneous Statistical Inference in Dynamic Factor Models......... 27
Thorsten Dickhaus and Markus Pauly
The Relationship Between the Beveridge-Nelson
Decomposition and Exponential Smoothing............................. 47
Víctor Gómez
Permutation Entropy and Order Patterns in Long Time Series.......... 61
Christoph Bandt
Generative Exponential Smoothing and Generative ARMA
Models to Forecast Time-Variant Rates or Probabilities.............. 75
Edgar Kalkowski and Bernhard Sick
First-Passage Time Properties of Correlated Time Series
with Scale-Invariant Behavior and with Crossovers in the Scaling.... 89
Pedro Carpena, Ana V Coronado, Concepcion Carretero-Campos,
Pedro Bernaola-Galván, and Plamen Ch. Ivanov
xn
Contents
Part II Theoretical and Applied Econometrics
The Environmental Impact of Economic Activity on the Planet..... 105
José Aureliano Martin Segura, César Pérez López,
and José Luis Navarro Espigares
Stock Indices in Emerging and Consolidated Economies
from a Fractal Perspective........................................ 113
Maria Antonia Navascués, Maria Victoria Sebastián,
and Miguel Latorre
Value at Risk with Filtered Historical Simulation................. 123
Maria Bohdalová and Michal Gregus
A SVEC Model to Forecast and Perform Structural Analysis
(Shocks) for the Mexican Economy, 1985Q1-2Ö14Q4.................. 135
Eduardo Loria and Emmanuel Salas
Intraday Data vs Daily Data to Forecast Volatility in Financial Markets — 147
Antonio A.F. Santos
Predictive and Descriptive Qualities of Different Classes of
Models for Parallel Economic Development of Selected EU-Countries.... 161
Jozef Komornik and Magdaléna Komornikovâ
Search and Evaluation of Stock Ranking Rules Using Internet
Activity Time Series and Multiobjective Genetic Programming........ 175
Martin Jakubéci and Michal Gregus
Integer-Valued APARCH Processes.................................... 189
Maria da Conceiçâo Costa, Manuel G. Scotto, and Isabel Pereira
Part III Applications in Time Series Analysis and Forecasting
Emergency-Related, Social Network Time Series: Description
and Analysis....................................................... 205
Horia-Nicolai Teodorescu
Competitive Models for the Spanish Short-Term Electricity
Demand Forecasting................................................. 217
J. Carlos Garcia-Diaz and Oscar Trull
Age-Specific Death Rates Smoothed
by the Gompertz-Makeham Function and Their Application
in Projections by Lee-Carter Model................................. 233
Ondrej Simpach and Petra Dotlacilovâ
An Application of Time Series Analysis in Judging the Working
State of Ground-Based Microwave Radiometers and Data Calibration... 247
Zhenhui Wang, Qing Li, Jiansong Huang, and Yanli Chu
Contents xiii
Identifying the Best Performing Time Series Analytics for Sea
Level Research........................*............................. 261
Phil. J. Watson
Modulation and Forecast of Traffic Series by a Stochastic Process... 279
Desiree Romero, Nuria Rico, and M. Isabel Garcia-Arenas
Spatio-Temporal Modeling for fMRI Data...,........................... 293
Wenjie Chen, Haipeng Shen, and Young K. Truong
Part IY Machine Learning Techniques in Time Series
Analysis and Prediction
Communicating Artificial Neural Networks with
Physical-Based Flow Model for Complex Coastal Systems............... 315
Bernard B. Hsieh
Forecasting Daily Water Demand Using Fuzzy Cognitive Maps .......... 329
Jose L. Salmeron, Wojciech Froelich, and Elpiniki L Papageorgiou
Forecasting Short-Term Demand for Electronic Assemblies
by Using Soft-Rules.................................................. 341
Tamâs Jonas, Jozsef Dombi, Zsuzsanna Eszter Toth, and Pal Domotor
Electrical Load Forecasting: A Parallel Seasonal Approach........... 355
Oussama Ahmia and Nadir Farah
A Compounded Multi-resolution-Artificial Neural Network
Method for the Prediction of Time Series with Complex Dynamics...... 367
Livio Fenga
|
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| discipline | Wirtschaftswissenschaften |
| format | Conference Proceeding Book |
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| spelling | ITISE 2015 Granada Verfasser (DE-588)1104515881 aut Time series analysis and forecasting selected contributions from the ITISE Conference Ignacio Rojas, Héctor Pomares, editors [Cham] Springer [2016] © 2016 xix, 384 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Contributions to statistics 1431-1968 (DE-588)1071861417 Konferenzschrift 2015 Granada gnd-content Rojas, Ignacio 1969- (DE-588)107192530X edt Pomares, Hector edt Erscheint auch als Online-Ausgabe 978-3-319-28725-6 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029065438&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Time series analysis and forecasting selected contributions from the ITISE Conference |
| subject_GND | (DE-588)1071861417 |
| title | Time series analysis and forecasting selected contributions from the ITISE Conference |
| title_auth | Time series analysis and forecasting selected contributions from the ITISE Conference |
| title_exact_search | Time series analysis and forecasting selected contributions from the ITISE Conference |
| title_full | Time series analysis and forecasting selected contributions from the ITISE Conference Ignacio Rojas, Héctor Pomares, editors |
| title_fullStr | Time series analysis and forecasting selected contributions from the ITISE Conference Ignacio Rojas, Héctor Pomares, editors |
| title_full_unstemmed | Time series analysis and forecasting selected contributions from the ITISE Conference Ignacio Rojas, Héctor Pomares, editors |
| title_short | Time series analysis and forecasting |
| title_sort | time series analysis and forecasting selected contributions from the itise conference |
| title_sub | selected contributions from the ITISE Conference |
| topic_facet | Konferenzschrift 2015 Granada |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029065438&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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