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Contributions to Statistics

Time Series Analysis and Forecasting

Selected Contributions from the ITISE Conference

Editors: Rojas, Ignacio, Pomares, Héctor (Eds.)

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  • 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 
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eBook 142,79 €
price for Spain (gross)
  • ISBN 978-3-319-28725-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 187,19 €
price for Spain (gross)
  • ISBN 978-3-319-28723-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 187,19 €
price for Spain (gross)
  • ISBN 978-3-319-80411-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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.


About the authors

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.

Table of contents (28 chapters)

Table of contents (28 chapters)
  • A Direct Method for the Langevin-Analysis of Multidimensional Stochastic Processes with Strong Correlated Measurement Noise

    Pages 3-11

    Scholz, Teresa (et al.)

  • Threshold Autoregressive Models for Directional Time Series

    Pages 13-25

    Mansor, Mahayaudin M. (et al.)

  • Simultaneous Statistical Inference in Dynamic Factor Models

    Pages 27-45

    Dickhaus, Thorsten (et al.)

  • The Relationship Between the Beveridge–Nelson Decomposition and Exponential Smoothing

    Pages 47-60

    Gómez, Víctor

  • Permutation Entropy and Order Patterns in Long Time Series

    Pages 61-73

    Bandt, Christoph

Buy this book

eBook 142,79 €
price for Spain (gross)
  • ISBN 978-3-319-28725-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 187,19 €
price for Spain (gross)
  • ISBN 978-3-319-28723-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 187,19 €
price for Spain (gross)
  • ISBN 978-3-319-80411-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Time Series Analysis and Forecasting
Book Subtitle
Selected Contributions from the ITISE Conference
Editors
  • Ignacio Rojas
  • Héctor Pomares
Series Title
Contributions to Statistics
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-28725-6
DOI
10.1007/978-3-319-28725-6
Hardcover ISBN
978-3-319-28723-2
Softcover ISBN
978-3-319-80411-8
Series ISSN
1431-1968
Edition Number
1
Number of Pages
XIX, 384
Number of Illustrations
63 b/w illustrations, 49 illustrations in colour
Topics