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  • Conference proceedings
  • © 2016

Time Series Analysis and Forecasting

Selected Contributions from the ITISE Conference

  • Presents recent contributions in the field of time series analysis and forecasting
  • Features both theoretical results and applications
  • Brings together experts from various disciplines, from statistics to computer science

Part of the book series: Contributions to Statistics (CONTRIB.STAT.)

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Table of contents (28 papers)

  1. Front Matter

    Pages i-xix
  2. Advanced Analysis and Forecasting Methods

    1. Front Matter

      Pages 1-1
    2. A Direct Method for the Langevin-Analysis of Multidimensional Stochastic Processes with Strong Correlated Measurement Noise

      • Teresa Scholz, Frank Raischel, Pedro G. Lind, Matthias Wächter, Vitor V. Lopes, Bernd Lehle
      Pages 3-11
    3. Threshold Autoregressive Models for Directional Time Series

      • Mahayaudin M. Mansor, Max E. Glonek, David A. Green, Andrew V. Metcalfe
      Pages 13-25
    4. Simultaneous Statistical Inference in Dynamic Factor Models

      • Thorsten Dickhaus, Markus Pauly
      Pages 27-45
    5. First-Passage Time Properties of Correlated Time Series with Scale-Invariant Behavior and with Crossovers in the Scaling

      • Pedro Carpena, Ana V. Coronado, Concepción Carretero-Campos, Pedro Bernaola-Galván, Plamen Ch. Ivanov
      Pages 89-102
  3. Theoretical and Applied Econometrics

    1. Front Matter

      Pages 103-103
    2. The Environmental Impact of Economic Activity on the Planet

      • José Aureliano Martín Segura, César Pérez López, José Luis Navarro Espigares
      Pages 105-112
    3. Stock Indices in Emerging and Consolidated Economies from a Fractal Perspective

      • María Antonia Navascués, Maria Victoria Sebastián, Miguel Latorre
      Pages 113-122
    4. Value at Risk with Filtered Historical Simulation

      • Mária Bohdalová, Michal Greguš
      Pages 123-133
    5. Integer-Valued APARCH Processes

      • Maria da Conceição Costa, Manuel G. Scotto, Isabel Pereira
      Pages 189-202
  4. Applications in Time Series Analysis and Forecasting

    1. Front Matter

      Pages 203-203

About this book

This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online learning in time series, high-dimensional and complex/big data time series as well as forecasting in real problems.

The International Work-Conferences on Time Series (ITISE) provide 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 research encompassing the disciplines of computer science, mathematics, statistics and econometrics.


Editors and Affiliations

  • CITIC-UGR, University of Granada, Granada, Spain

    Ignacio Rojas, Héctor Pomares

About the editors

Ignacio Rojas is a full professor at the Department of Computer Architecture and Computer Technology and Director of the  Information and Communications Technology Centre (CITIC-UGR), University of Granada, Spain. Throughout his research career, he has served as a principal investigator or participated in more than 20 research projects obtained in competitive calls including projects of the European Union, the I+D+I Spanish National Government and projects Excellence of the Ministry of Innovation, Science and Enterprise Junta de Andalucía. He has published more than 204 scientific contributions reflected in the database ISI Web of Science, thereof 85 articles in JCR-indexed journals.

Héctor Pomares has been a full professor at the University of Granada in Spain since 2001. He has published more than 50 articles in JCR-indexed journals and contributed with more than 150 papers in international conferences. He has led or participated in 15 national projects,one autonomic R&D Excellence project and 13 contracts signed for innovative research through the University of Granada Foundation Company and the Office of Transfer of Research Results. He is a member of the editorial board of the Journal of Applied Mathematics (JCR-indexed) and is the coordinator of the Official Master's Degree in Computer & Network Engineering at the University of Granada.

Bibliographic Information

Buy it now

Buying options

eBook USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access