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Theory and Applications of Time Series Analysis and Forecasting, 2023 Selected Contributions from ITISE 2021 Contributions to Statistics Series

Langue : Anglais

Coordonnateurs : Valenzuela Olga, Rojas Fernando, Herrera Luis Javier, Pomares Héctor, Rojas Ignacio

Couverture de l’ouvrage Theory and Applications of Time Series Analysis and Forecasting

This book presents a selection of peer-reviewed contributions on the latest developments in time series analysis and forecasting, presented at the 7th International Conference on Time Series and Forecasting, ITISE 2021, held in Gran Canaria, Spain, July 19-21, 2021. It is divided into four parts. The first part addresses general modern methods and theoretical aspects of time series analysis and forecasting, while the remaining three parts focus on forecasting methods in econometrics, time series forecasting and prediction, and numerous other real-world applications. Covering a broad range of topics, the book will give readers a modern perspective on the subject.

The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics,statistics and econometrics.


Part I Theoretical Aspects of Time Series. - An Improved Forecasting and Detection of Structural Breaks in Time Series Using Fuzzy Techniques. - Anomaly Detection Algorithm Using a Hybrid Modelling Approach for Energy Consumption Time Series. - Unit Root Test Combination via Random Forests. - Probabilistic Forecasting of Seasonal Time Series. - Nonstatistical Methods for Analysis, Forecasting, and Mining Time Series. - PMF Forecasting for Count Processes: A Comprehensive Performance Analysis. - A Novel First-Order Autoregressive Moving Average Model to Analyze Discrete-Time Series Irregularly Observed. - Part II Econometric and Forecasting. - Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the USA. - Asymptotic Expansions for Market Risk Assessment: Evidence in Energy and Commodity Indices. - Predicting Housing Prices for Spanish Regions. - Optimal Combination Forecast for Bitcoin Dollars Time Series. - The Impact of the Hungarian Retail Debt Program. - Predicting the Exchange Rate Path: The Importance of Using Up-to-Date Observations in the Forecasts. - Part III Time Series Prediction Applications. - Development of Algorithm for Forecasting System Software. - Forecasting High-Frequency Electricity Demand in Uruguay. - Day-Ahead Electricity Load Prediction Based on Calendar Features and Temporal Convolutional Networks. - Network Security Situation Awareness Forecasting Based on Neural Networks. - Part IV Advanced Applications in Time Series Analysis. - Modeling Covid-19 Contagion Dynamics: Time-Series Analysis Across Different Countries and Subperiods. - Diffusion of Renewable Energy for Electricity: An Analysis for Leading Countries. - The State and Perspectives of Employment in the Water Transport System of the Republic of Croatia. - Reversed STIRPAT Modeling: The Role of CO2 Emissions, Population, and Technology for a Growing Affluence.

Olga Valenzuela is an Associate Professor at the Department of Applied Mathematics, University of Granada, Spain, where she received her Ph.D. in 2003. She has worked as an invited researcher at the Department of Statistics, University of Jaen, Spain, and at the Department of Computer and Information Science, University of Genova, Italy. Her research interests include optimization theory and applications, statistical analysis, fuzzy systems, neural networks, time series forecasting using linear and non-linear methods, evolutionary computation and bioinformatics. She has published more than 65 papers listed in the Web of Science.

Fernando Rojas is an Associate Professor at the University of Granada, Spain, where he received his Ph.D. in 2004. His research focuses on signal processing, artificial intelligence techniques for optimization, including evolutionary computation, fuzzy logic, neural networks etc., and the study of computer architectures for parallel processing in complex problems, such as time series prediction. He has published over 25 articles in JCR-indexed journals. A former coordinator of the Master’s Degree in Computer and Network Engineering at the University of Granada, he has been the secretary of the Master’s Degree in Data Science and Computer Engineering since 2014, and the secretary of the Department of Architecture and Computer Technology at the University of Granada since 2018.

Luis Javier Herrera is an Associate Professor at the University of Granada, Spain, where he received his Ph.D. in 2006. His research focuses on machine learning techniques (fuzzy logic, deep learning, genetic algorithms, etc.), and on their optimization and application over a wide range of scientific problems related to classification, approximation and time series prediction, sometimes requiring high-performance computing systems. These applications include relevant problems in several fields such as biomedicine, bioinformatics, bio

Presents the latest developments in time series analysis and forecasting Addresses modern theoretical aspects and as well numerous real-world applications Encourages interdisciplinary collaboration between statisticians, econometricians and computer scientists

Date de parution :

Ouvrage de 333 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

210,99 €

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Date de parution :

Ouvrage de 333 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

210,99 €

Ajouter au panier