Theory and applications of time series analysis: selected contributions from ITISE 2022
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| Other Authors: | , , , , |
| Format: | Conference Proceeding Book |
| Language: | English |
| Published: |
Cham
Springer
[2023]
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| Series: | Contributions to Statistics
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | xii, 236 Seiten Illustrationen, Diagramme |
| ISBN: | 9783031402081 |
| ISSN: | 1431-1968 |
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Record in the Search Index
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Contents Theoretical Aspects of Time Series Online Estimation Methods for Irregular Autoregressive Models. Felipe Elorrieta, Lucas Osses, Matias Caceres, Susana Eyheramendy, and Wilfredo Palma 3 Costationary Whitenoise Processes and Local Stationarity Testing . Alessandro Cardinali 19 Econometrics The Effects of Healthy and Sustainable Transportation, Commerce, and Spillover on Airbnb Performance . Jorge Chica-Olmo and Ruggero Sainaghi 31 A Semi-Markov Approach to Financial Modelling During the COVID-19 Pandemic . Riccardo De Blasis 47 From News to Sentiments and Stock Price Directions . Fennee Chong and Bharanidharan Shanmugam Recommendations of Stockbrokers Versus Fuzzy Portfolio Approach in Construction Sector . Anna Lyczkowska-Hanckowiak and Aleksandra Wojcicka-Wojtowicz 59 71 Time Series Analysis Applications Automatic Clustering for Seasonal Time Series Based on Entropy. Miguel Angel Ruiz Reina Modelling and Predicting the Dynamics of Confirmed COVID-19 Cases Based on Climate Data . Yuzhi Cai, Fangzhou Huang, and Jiao Song 89 105 xi
xii Contents Least-Squares Wavelet Analysis of Rainfalls and Landslide Displacement Time Series Derived by PS-InSAR . Ebrahim Ghaderpour, Claudia Masciulli, Marta Zocchi, Roberta Marini, Giandomenico Mastrantoni, Francesca Reame, Gianmarco Pantozzi, Niccolo Belcecchi, Gabriele Scarascia Mugnozza, and Paolo Mazzanti 117 Time Series Forecasting Macroeconomic Forecasting Evaluation of MIDAS Models . Nicolas Bonino-Gayoso and Alfredo Garcia-Hiernaux 135 Relative Measures of Forecasting: Lambda-Family-Measures. Miguel Angel Ruiz Reina 155 Recurrent Neural Networks for Forecasting Time Series with Multiple Seasonality: A Comparative Study . Grzegorz Dudek, Slawek Smyl, and Pawel Pelka 171 Time Series Applications in Energy Markov Processes for the Management of a Microgrid . Salvatore Vergine, César Alvarez-Arroyo, Guglielmo D’Amico, Juan Manuel Escano, and Lazaro Alvarado-Barrios Deep Learning Applied to Wind Power Forecasting: A Spatio-Temporal Approach. Rubén del Campo, Eloy Anguiano, Alvaro Romero, and José R. Dorronsoro Forecasting Natural Gas Prices with Spatio-Temporal Copula-Based Time Series Models . Sven Pappert and Antonia Arsova 189 207 221 |
| adam_txt |
Contents Theoretical Aspects of Time Series Online Estimation Methods for Irregular Autoregressive Models. Felipe Elorrieta, Lucas Osses, Matias Caceres, Susana Eyheramendy, and Wilfredo Palma 3 Costationary Whitenoise Processes and Local Stationarity Testing . Alessandro Cardinali 19 Econometrics The Effects of Healthy and Sustainable Transportation, Commerce, and Spillover on Airbnb Performance . Jorge Chica-Olmo and Ruggero Sainaghi 31 A Semi-Markov Approach to Financial Modelling During the COVID-19 Pandemic . Riccardo De Blasis 47 From News to Sentiments and Stock Price Directions . Fennee Chong and Bharanidharan Shanmugam Recommendations of Stockbrokers Versus Fuzzy Portfolio Approach in Construction Sector . Anna Lyczkowska-Hanckowiak and Aleksandra Wojcicka-Wojtowicz 59 71 Time Series Analysis Applications Automatic Clustering for Seasonal Time Series Based on Entropy. Miguel Angel Ruiz Reina Modelling and Predicting the Dynamics of Confirmed COVID-19 Cases Based on Climate Data . Yuzhi Cai, Fangzhou Huang, and Jiao Song 89 105 xi
xii Contents Least-Squares Wavelet Analysis of Rainfalls and Landslide Displacement Time Series Derived by PS-InSAR . Ebrahim Ghaderpour, Claudia Masciulli, Marta Zocchi, Roberta Marini, Giandomenico Mastrantoni, Francesca Reame, Gianmarco Pantozzi, Niccolo Belcecchi, Gabriele Scarascia Mugnozza, and Paolo Mazzanti 117 Time Series Forecasting Macroeconomic Forecasting Evaluation of MIDAS Models . Nicolas Bonino-Gayoso and Alfredo Garcia-Hiernaux 135 Relative Measures of Forecasting: Lambda-Family-Measures. Miguel Angel Ruiz Reina 155 Recurrent Neural Networks for Forecasting Time Series with Multiple Seasonality: A Comparative Study . Grzegorz Dudek, Slawek Smyl, and Pawel Pelka 171 Time Series Applications in Energy Markov Processes for the Management of a Microgrid . Salvatore Vergine, César Alvarez-Arroyo, Guglielmo D’Amico, Juan Manuel Escano, and Lazaro Alvarado-Barrios Deep Learning Applied to Wind Power Forecasting: A Spatio-Temporal Approach. Rubén del Campo, Eloy Anguiano, Alvaro Romero, and José R. Dorronsoro Forecasting Natural Gas Prices with Spatio-Temporal Copula-Based Time Series Models . Sven Pappert and Antonia Arsova 189 207 221 |
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| author_corporate | ITISE Gran Canaria |
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| author_facet | Valenzuela, Olga Rojas, Fernando Herrera, Luis Javier Pomares, Héctor Rojas, Ignacio 1969- ITISE Gran Canaria |
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| dewey-full | 519.55 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Conference Proceeding Book |
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| spelling | ITISE 8. 2022 Gran Canaria Verfasser (DE-588)131552533X aut Theory and applications of time series analysis selected contributions from ITISE 2022 Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas, editors Cham Springer [2023] xii, 236 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Contributions to Statistics 1431-1968 Time Series Analysis Econometrics Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Applied Statistics Probability and Statistics in Computer Science Time-series analysis Statistics Computer science / Mathematics Mathematical statistics (DE-588)1071861417 Konferenzschrift 2022 Gran Canaria gnd-content Valenzuela, Olga (DE-588)1229843698 edt Rojas, Fernando (DE-588)1229844074 edt Herrera, Luis Javier (DE-588)1229844198 edt Pomares, Héctor (DE-588)1229845739 edt Rojas, Ignacio 1969- (DE-588)107192530X edt Erscheint auch als Online-Ausgabe 978-3-031-40209-8 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=034823272&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Theory and applications of time series analysis selected contributions from ITISE 2022 Time Series Analysis Econometrics Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Applied Statistics Probability and Statistics in Computer Science Time-series analysis Statistics Computer science / Mathematics Mathematical statistics |
| subject_GND | (DE-588)1071861417 |
| title | Theory and applications of time series analysis selected contributions from ITISE 2022 |
| title_auth | Theory and applications of time series analysis selected contributions from ITISE 2022 |
| title_exact_search | Theory and applications of time series analysis selected contributions from ITISE 2022 |
| title_exact_search_txtP | Theory and applications of time series analysis selected contributions from ITISE 2022 |
| title_full | Theory and applications of time series analysis selected contributions from ITISE 2022 Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas, editors |
| title_fullStr | Theory and applications of time series analysis selected contributions from ITISE 2022 Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas, editors |
| title_full_unstemmed | Theory and applications of time series analysis selected contributions from ITISE 2022 Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas, editors |
| title_short | Theory and applications of time series analysis |
| title_sort | theory and applications of time series analysis selected contributions from itise 2022 |
| title_sub | selected contributions from ITISE 2022 |
| topic | Time Series Analysis Econometrics Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Applied Statistics Probability and Statistics in Computer Science Time-series analysis Statistics Computer science / Mathematics Mathematical statistics |
| topic_facet | Time Series Analysis Econometrics Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Applied Statistics Probability and Statistics in Computer Science Time-series analysis Statistics Computer science / Mathematics Mathematical statistics Konferenzschrift 2022 Gran Canaria |
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