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Time Series Analysis and Forecasting

Time Series Analysis and Forecasting


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About the Book

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.
About the Author:

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 tenders, including projects of the European Union, the I+D+I Spanish National Government and the Unit of Excellence of the Ministry of Innovation, Science and Enterprise Junta de Andalucía. He has published more than 250 scientific contributions reflected in Web of Science, including 145 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 over 150 papers at international conferences. He has led or participated in 15 national projects, one autonomic R&D Excellence project and 13 contracts for innovative research through the University of Granada Foundation Company and the Office of Transfer of Research Results. He has been a visitor at numerous prestigious research centers outside Spain. 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 research interests include optimization theory and applications, statistical analysis, fuzzy systems, neural networks, time series forecasting using linear and non-linear methods, evolutionary computation and bioinformatics. She has been a visitor at numerous prestigious research centers outside Spain. She has published more than 72 papers reflected in Web of Science.



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Product Details
  • ISBN-13: 9783030072766
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Height: 234 mm
  • No of Pages: 340
  • Series Title: Contributions to Statistics
  • Sub Title: Selected Contributions from Itise 2017
  • Width: 156 mm
  • ISBN-10: 3030072762
  • Publisher Date: 28 Dec 2018
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Spine Width: 19 mm
  • Weight: 548 gr


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