Overview
- Updates the reader on the latest findings in time series analysis and forecasting
- Covers both theoretical aspects and real-world applications
- Brings together experts from various disciplines, from statistics to econometrics to computer science
- Includes supplementary material: sn.pub/extras
Part of the book series: Contributions to Statistics (CONTRIB.STAT.)
Included in the following conference series:
Conference proceedings info: ITISE 2016.
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Table of contents (28 papers)
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Front Matter
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Analysis of Irregularly Sampled Time Series: Techniques, Algorithmsand Case Studies
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Front Matter
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Multi-scale Analysis of Univariate and Multivariate Time Series
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Front Matter
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Lineal and Non-linear Time Series Models (ARCH, GARCH, TARCH, EGARCH, FIGARCH, CGARCH etc.)
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Front Matter
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Other volumes
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Advances in Time Series Analysis and Forecasting
Keywords
- 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
About this book
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.Editors and Affiliations
About the editors
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.Bibliographic Information
Book Title: Advances in Time Series Analysis and Forecasting
Book Subtitle: Selected Contributions from ITISE 2016
Editors: Ignacio Rojas, Héctor Pomares, Olga Valenzuela
Series Title: Contributions to Statistics
DOI: https://doi.org/10.1007/978-3-319-55789-2
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing AG 2017
Hardcover ISBN: 978-3-319-55788-5Published: 03 August 2017
Softcover ISBN: 978-3-319-85748-0Published: 03 August 2018
eBook ISBN: 978-3-319-55789-2Published: 31 July 2017
Series ISSN: 1431-1968
Series E-ISSN: 2628-8966
Edition Number: 1
Number of Pages: XV, 414
Number of Illustrations: 112 b/w illustrations
Topics: Statistics for Business, Management, Economics, Finance, Insurance, Econometrics, Probability and Statistics in Computer Science, Probability Theory and Stochastic Processes, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences