Advances in Time Series Analysis and Forecasting

1. Front Matter

   Pages i-xv

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2. Analysis of Irregularly Sampled Time Series: Techniques, Algorithmsand Case Studies

   1. Front Matter

      Pages 1-1

      PDF

   2. Small Crack Fatigue Growth and Detection Modeling with Uncertainty and Acoustic Emission Application

      • Reuel Smith, Mohammad Modarres

      Pages 3-17

   3. Acanthuridae and Scarinae: Drivers of the Resilience of a Polynesian Coral Reef

      • Alizée Martin, Charlotte Moritz, Gilles Siu, René Galzin

      Pages 19-34

   4. Using Time Series Analysis for Estimating the Time Stamp of a Text

      • Costin-Gabriel Chiru, Madalina Toia

      Pages 35-47

   5. Using LDA and Time Series Analysis for Timestamping Documents

      • Costin-Gabriel Chiru, Bishnu Sarker

      Pages 49-61

3. Multi-scale Analysis of Univariate and Multivariate Time Series

   1. Front Matter

      Pages 63-63

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   2. Fractal Complexity of the Spanish Index IBEX 35

      • M. A. Navascués, M. V. Sebastián, M. Latorre, C. Campos, C. Ruiz, J. M. Iso

      Pages 65-76

   3. Fractional Brownian Motion in OHLC Crude Oil Prices

      • Mária Bohdalová, Michal Greguš

      Pages 77-87

   4. Time-Frequency Representations as Phase Space Reconstruction in Symbolic Recurrence Structure Analysis

      • Mariia Fedotenkova, Peter beim Graben, Jamie W. Sleigh, Axel Hutt

      Pages 89-102

   5. Analysis of Climate Dynamics Across a European Transect Using a Multifractal Method

      • Jaromir Krzyszczak, Piotr Baranowski, Holger Hoffmann, Monika Zubik, Cezary Sławiński

      Pages 103-116

4. Lineal and Non-linear Time Series Models (ARCH, GARCH, TARCH, EGARCH, FIGARCH, CGARCH etc.)

   1. Front Matter

      Pages 117-117

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   2. Comparative Analysis of ARMA and GARMA Models in Forecasting

      • Thulasyammal Ramiah Pillai, Murali Sambasivan

      Pages 119-132

   3. SARMA Time Series for Microscopic Electrical Load Modeling

      • Martin Hupez, Jean-François Toubeau, Zacharie De Grève, François Vallée

      Pages 133-145

   4. Diagnostic Checks in Multiple Time Series Modelling

      • Huong Nguyen Thu

      Pages 147-158

   5. Mixed AR(1) Time Series Models with Marginals Having Approximated Beta Distribution

      • Tibor K. Pogány

      Pages 159-171

   6. Prediction of Noisy ARIMA Time Series via Butterworth Digital Filter

      • Livio Fenga

      Pages 173-196

   7. Mandelbrot’s 1/f  Fractional Renewal Models of 1963–67: The Non-ergodic Missing Link Between Change Points and Long Range Dependence

      • Nicholas Wynn Watkins

      Pages 197-208

   8. Detection of Outlier in Time Series Count Data

      • Vassiliki Karioti, Polychronis Economou

      Pages 209-221

   9. Ratio Tests of a Change in Panel Means with Small Fixed Panel Size

      • Barbora Peštová, Michal Pešta

      Pages 223-240

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016.

The series of ITISE conferences provides 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.

• 62-XX, 68-XX, 60-XX, 58-XX, 37-XX
• time series analysis
• forecasting
• on-line learning in time series
• advanced methods in time series
• high-dimensional data
• complex data
• big data
• forecasting in real problems
• irregularly sampled time series
• multi-scale analysis of time series
• linear and non-linear time series
• time series forecasting
• univariate and multivariate time series

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

  Ignacio Rojas, Héctor Pomares, Olga Valenzuela

Ignacio Rojas is a full professor at the Department of Computer Architecture and Computer Technology, 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 210 scientific contributions reflected in the database ISI Web of Knowledge, thereof 87 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

innovativeresearch through the University of Granada Foundation Company and the Office of Transfer of Research Results. He has made 6 stays longer than one month in prestigious research centers outside of Spain, all of them with a competitive nature. 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.

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 was 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 current research interests include optimization theory and applications, statistical analysis, fuzzy systems, neural networks, time series forecasting using linear and non-line

ar methods,evolutionary computation and bioinformatics. She has made several stays longer than one month in prestigious research centers outside of Spain, all of them with a competitive nature. She has published more than 67 contributions reflected in the database ISI Web of Knowledge.

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