國立高雄大學圖資館 |

Language: English

Back

Time series analysis and forecasting...

(1998 :)

Time series analysis and forecastingselected contributions from ITISE 2017 /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Time series analysis and forecastingedited by Ignacio Rojas, Hector Pomares, Olga Valenzuela.
Reminder of title:	selected contributions from ITISE 2017 /
remainder title:	ITISE 2017
other author:	Rojas, Ignacio.
corporate name:
Published:	Cham :Springer International Publishing :2018.
Description:	xiii, 340 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Time-series analysis
Online resource:	https://doi.org/10.1007/978-3-319-96944-2
ISBN:	9783319969442$q(electronic bk.)

Time series analysis and forecastingselected contributions from ITISE 2017 /
Time series analysis and forecastingselected contributions from ITISE 2017 /[electronic resource] :ITISE 2017edited by Ignacio Rojas, Hector Pomares, Olga Valenzuela. - Cham :Springer International Publishing :2018. - xiii, 340 p. :ill., digital ;24 cm. - Contributions to statistics,1431-1968. - Contributions to statistics..

Preface -- Advanced Mathematical Methodologies in Time Series -- Forecasting via Fokker-Planck using conditional probabilities -- Cryptanalysis of a Random Number Generator Based on a Chaotic Ring Oscillator -- Further Results on Robust Multivariate Time Series Analysis in Nonlinear Models with Autoregressive and t-Distributed Errors -- A New Estimation Technique for AR(1) Model with Long-tailed Symmetric Innovations -- Prediction of High-Dimensional Time Series with Exogenous Variables Using Generalized Koopman Operator Framework in Reproducing Kernel Hilbert Space -- Eigenvalues distribution limit of covariance matrices with AR processes entries -- Computational Intelligence Methods for Time Series -- Deep Learning for Detection of BGP Anomalies -- Using Scaling Methods to Improve Support Vector Regression's Performance for Travel Time and Traffic Volume Predictions -- Dimensionality Reduction and Similarity Measures in Time Series -- Linear Trend Filtering via Adaptive Lasso -- Detecting Discords in Quasi Periodic Time-series Data - A Case Study with Electrocardiogram Data -- Similarity Analysis of Time Interval Data Sets - A Graph Theory Approach -- Logical Comparison Measures in Classification of Data -- Econometric Models -- Asymptotic and Bootstrap Tests For a Change in Autoregression Omitting Variability Estimation -- Distance Between VARMA Models and its Application to Spatial Differences Analysis in the Relationship GDP - Unemployment Growth Rate in Europe -- Copulas for Modeling the Relationship between the Inflation and the Exchange Rates -- Energy Time Series Forecasting -- Fuel Consumption Estimation for Climbing Phase -- Time Series Optimization for Energy Prediction in Wi-Fi Infrastructures -- An econometric analysis of the merit order effect in electricity spot price: the Germany case -- Forecasting in Real Problems -- The analysis of variability of short data sets based on Mahalanobis distance calculation and surrogate time series testing -- On generalized additive models with dependent time series covariates -- A Bayesian Approach to Astronomical Time Delay Estimations -- Further Results on a Modified EM Algorithm for Parameter Estimation in Linear Models with Time-Dependent Autoregressive and t-Distributed Errors.

This book presents selected peer-reviewed contributions from the International Work-Conference on Time Series, ITISE 2017, held in Granada, Spain, September 18-20, 2017. It discusses topics in time series analysis and forecasting, including advanced mathematical methodology, computational intelligence methods for time series, dimensionality reduction and similarity measures, econometric models, energy time series forecasting, forecasting in real problems, online learning in time series as well as high-dimensional and complex/big data time series. 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 computer science, mathematics, statistics and econometrics.

ISBN: 9783319969442$q(electronic bk.)

Standard No.: 10.1007/978-3-319-96944-2doiSubjects--Topical Terms:

268952
Time-series analysis

LC Class. No.: QA280

Dewey Class. No.: 519.55

Time series analysis and forecastingselected contributions from ITISE 2017 /
LDR:04341nmm a2200361 a 4500 001 544730
003 DE-He213
005 20190314144303.0
006 m d
007 cr nn 008maaau
008 190508s2018 gw s 0 eng d
020 $a 9783319969442$q(electronic bk.)
020 $a 9783319969435$q(paper)
024 7 $a 10.1007/978-3-319-96944-2 $2 doi
035 $a 978-3-319-96944-2
040 $a GP $c GP
041 0 $a eng
050 4 $a QA280
072 7 $a PBT $2 bicssc
072 7 $a BUS061000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a K $2 thema
082 0 4 $a 519.55 $2 23
090 $a QA280 $b .I89 2017
111 2 $n (3rd : $d 1998 : $c Amsterdam, Netherlands) $3 194767
245 0 0 $a Time series analysis and forecasting $h [electronic resource] : $b selected contributions from ITISE 2017 / $c edited by Ignacio Rojas, Hector Pomares, Olga Valenzuela.
246 3 0 $a ITISE 2017
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2018.
300 $a xiii, 340 p. : $b ill., digital ; $c 24 cm.
490 1 $a Contributions to statistics, $x 1431-1968
505 0 $a Preface -- Advanced Mathematical Methodologies in Time Series -- Forecasting via Fokker-Planck using conditional probabilities -- Cryptanalysis of a Random Number Generator Based on a Chaotic Ring Oscillator -- Further Results on Robust Multivariate Time Series Analysis in Nonlinear Models with Autoregressive and t-Distributed Errors -- A New Estimation Technique for AR(1) Model with Long-tailed Symmetric Innovations -- Prediction of High-Dimensional Time Series with Exogenous Variables Using Generalized Koopman Operator Framework in Reproducing Kernel Hilbert Space -- Eigenvalues distribution limit of covariance matrices with AR processes entries -- Computational Intelligence Methods for Time Series -- Deep Learning for Detection of BGP Anomalies -- Using Scaling Methods to Improve Support Vector Regression's Performance for Travel Time and Traffic Volume Predictions -- Dimensionality Reduction and Similarity Measures in Time Series -- Linear Trend Filtering via Adaptive Lasso -- Detecting Discords in Quasi Periodic Time-series Data - A Case Study with Electrocardiogram Data -- Similarity Analysis of Time Interval Data Sets - A Graph Theory Approach -- Logical Comparison Measures in Classification of Data -- Econometric Models -- Asymptotic and Bootstrap Tests For a Change in Autoregression Omitting Variability Estimation -- Distance Between VARMA Models and its Application to Spatial Differences Analysis in the Relationship GDP - Unemployment Growth Rate in Europe -- Copulas for Modeling the Relationship between the Inflation and the Exchange Rates -- Energy Time Series Forecasting -- Fuel Consumption Estimation for Climbing Phase -- Time Series Optimization for Energy Prediction in Wi-Fi Infrastructures -- An econometric analysis of the merit order effect in electricity spot price: the Germany case -- Forecasting in Real Problems -- The analysis of variability of short data sets based on Mahalanobis distance calculation and surrogate time series testing -- On generalized additive models with dependent time series covariates -- A Bayesian Approach to Astronomical Time Delay Estimations -- Further Results on a Modified EM Algorithm for Parameter Estimation in Linear Models with Time-Dependent Autoregressive and t-Distributed Errors.
520 $a This book presents selected peer-reviewed contributions from the International Work-Conference on Time Series, ITISE 2017, held in Granada, Spain, September 18-20, 2017. It discusses topics in time series analysis and forecasting, including advanced mathematical methodology, computational intelligence methods for time series, dimensionality reduction and similarity measures, econometric models, energy time series forecasting, forecasting in real problems, online learning in time series as well as high-dimensional and complex/big data time series. 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 computer science, mathematics, statistics and econometrics.
650 0 $a Time-series analysis $3 268952
650 1 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 274062
650 2 4 $a Econometrics. $3 182271
650 2 4 $a Probability and Statistics in Computer Science. $3 274053
650 2 4 $a Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. $3 348605
650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
700 1 $a Rojas, Ignacio. $3 514211
700 1 $a Pomares, Hector. $3 747905
700 1 $a Valenzuela, Olga. $3 791339
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Contributions to statistics. $3 593379
856 4 0 $u https://doi.org/10.1007/978-3-319-96944-2
950 $a Mathematics and Statistics (Springer-11649)