Time Series Analysis and Forecasting: selected Contributions from the ITISE 2017
Gespeichert in:
| Weitere Verfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer
2018
[2018] |
| Schriftenreihe: | Contributions to Statistics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltstext http://www.springer.com/ Inhaltsverzeichnis |
| Beschreibung: | xiii, 340 Seiten Illustrationen 23.5 cm x 15.5 cm, 6146 g |
| ISBN: | 9783319969435 3319804111 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804178994551062528 |
|---|---|
| adam_text | Contents
Part I Advanced Mathematical Methodologies in Time Series
Forecasting via Fokker-Planck Using Conditional Probabilities..... 3
Chris Montagnon
Cryptanalysis of a Random Number Generator Based
on a Chaotic Ring Oscillator...................................... 15
Salih Ergiin
Further Results on a Robust Multivariate Time Series Analysis in
Nonlinear Models with Autoregressive and t-Distributed Errors.. 25
Hamza Alkhatib, Boris Kargoll and Jens-Andre Paffenholz
A New Estimation Technique for AR(1) Model
with Long-Tailed Symmetric Innovations............................ 39
Ay§en Dener Akkaya and Ozlem Tinker Bayrak
Prediction of High-Dimensional Time Series with Exogenous
Variables Using Generalized Koopman Operator Framework
in Reproducing Kernel Hilbert Space............................... 65
Jia-Chen Hua, Farzad Noorian, Philip H. W. Leong, Gemunu Gunaratne
and Jorge Gonsalves
Eigenvalues Distribution Limit of Covariance Matrices
with AR Processes Entries......................................... 79
Zahira Khettab and Tahar Mourid
Part II Computational Intelligence Methods for Time Series
Deep Learning for Detection of BGP Anomalies...................... 95
Marijana Cosovic, Slobodan Obradovic and Emina Junuz
Using Scaling Methods to Improve Support Vector Regression’s
Performance for Travel Time and Traffic Volume Predictions ... 115
Amanda Yan Lin, Mengcheng Zhang and Selpi
xi
Contents
xii
Part III Dimensionality Reduction and Similarity Measures
in Time Series
Linear Trend Filtering via Adaptive LASSO ........................ 131
Matús Maciak
An Efficient Anomaly Detection in Quasi-Periodic Time Series
Data—A Case Study with ECG........................................ 147
Goutam Chakraborty, Takuya Kamiyama, Hideyuki Takahashi
and Tetsuo Kinoshita
Similarity Analysis of Time Interval Data Sets—A Graph
Theory Approach................................................... 159
Marc Häßler, Christian Kohlschein and Tobias Meisen
Logical Comparison Measures in Classification of Data—Nonmetric
Measures.......................................................... 173
Kalle Saastamoinen
Part IV Econometric Models
Asymptotic and Bootstrap Tests for a Change in Autoregression
Omitting Variability Estimation................................... 187
Barbora Pestová and Michal Pesta
Distance Between VARMA Models and Its Application to Spatial
Differences Analysis in the Relationship GDP—Unemployment
Growth Rate in Europe............................................. 203
Francesca Di lorio and Umberto Triacca
Copulas for Modeling the Relationship Between Inflation
and the Exchange Rate.......................................... 217
Laila Ait Hassou. Fadoua Badaoui, Okou Guei Cyrille, Amine Amar,
Abdelhak Zoglat and Elhadj Ezzahid
Part V Energy Time Series Forecasting
Fuel Consumption Estimation for Climbing Phase.................... 231
JingJie Chen and YongPing Zhang
Time Series Optimization for Energy Prediction in Wi-Fi
Infrastructures .............................................. 245
David Rodríguez-Lozano, Juan A. Gomez-Pulido
and Arturo Duran-Dominguez
An Econometric Analysis of the Merit-Order Effect in Electricity
Spot Price: The Germany Case..................................... 259
François Benhmad and Jacques Percebois
Contents
xiii
Part VI Forecasting in Real Problems
The Analysis of Variability of Short Data Sets Based on Mahalanobis
Distance Calculation and Surrogate Time Series Testing.............. 275
Teimuraz Matcharashvili, Natalia Zhukova, Tamaz Chelidze,
Evgeni Baratashvili, Tamar Matcharashvili and Manana Janiashvili
On Generalized Additive Models with Dependent Time Series
Covariates............................................................ 289
Marton Ispany, Valderio A. Reisen, Glaura C. Franco, Pascal Bondon,
Higor H. A. Cotta, Paulo R. P. Filho and Faradiba S. Serpa
A Bayesian Approach to Astronomical Time Delay Estimations............ 309
Mariko Kimura, Hyungsuk Tak and Taichi Kato
Further Results on a Modified EM Algorithm for Parameter
Estimation in Linear Models with Time-Dependent Autoregressive
and t-Distributed Errors ........................................... 323
Boris Kargoll, Mohammad Omidalizarandi, Hamza Alkhatib
and Wolf-Dieter Schuh
Author Index.......................................................... 339
|
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| building | Verbundindex |
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| ctrlnum | (OCoLC)1079407636 (DE-599)DNB1164677357 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-10T08:12:49Z |
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| institution_GND | (DE-588)1064344704 |
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| language | English |
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| series2 | Contributions to Statistics |
| spelling | Time Series Analysis and Forecasting selected Contributions from the ITISE 2017 Cham Springer 2018 Springer [2018] xiii, 340 Seiten Illustrationen 23.5 cm x 15.5 cm, 6146 g txt rdacontent n rdamedia nc rdacarrier Contributions to Statistics PBT KCH (DE-588)1071861417 Konferenzschrift 2017 Granada gnd-content Rojas, Ignacio 1969- (DE-588)107192530X edt Pomares, Hector edt Springer International Publishing (DE-588)1064344704 pbl Erscheint auch als Online-Ausgabe 978-3-319-96944-2 Erscheint auch als Druck-Ausgabe 9783319287232 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=b8cfb7704d3443f995ef85893e6cf172&prov=M&dok_var=1&dok_ext=htm Inhaltstext X:MVB http://www.springer.com/ 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=030638922&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Time Series Analysis and Forecasting selected Contributions from the ITISE 2017 |
| subject_GND | (DE-588)1071861417 |
| title | Time Series Analysis and Forecasting selected Contributions from the ITISE 2017 |
| title_auth | Time Series Analysis and Forecasting selected Contributions from the ITISE 2017 |
| title_exact_search | Time Series Analysis and Forecasting selected Contributions from the ITISE 2017 |
| title_full | Time Series Analysis and Forecasting selected Contributions from the ITISE 2017 |
| title_fullStr | Time Series Analysis and Forecasting selected Contributions from the ITISE 2017 |
| title_full_unstemmed | Time Series Analysis and Forecasting selected Contributions from the ITISE 2017 |
| title_short | Time Series Analysis and Forecasting |
| title_sort | time series analysis and forecasting selected contributions from the itise 2017 |
| title_sub | selected Contributions from the ITISE 2017 |
| topic_facet | Konferenzschrift 2017 Granada |
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