Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2019. 1st ed. 2020

種類:

電子ブック

責任表示:

edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2020

著者名:

Valenzuela, Olga.

Rojas, Fernando.

Herrera, Luis Javier.

Pomares, Héctor.

Rojas, Ignacio.

SpringerLink (Online service)

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シリーズ名:

Contributions to Statistics ;

ISBN:

9783030562199 [3030562190]    

注記:

Part I: Advanced Statistical and Mathematical Methods for Time Series Analysis -- Random Forest Variable Selection for Sparse Vector Autoregressive Models (Dmitry Pavlyuk) -- Covariance functions for Gaussian Laplacian fields in higher dimension (Gyorgy Terdik) -- The Correspondence between Stochastic Linear Diference and Diferential Equations (D. Stephen G. Pollock) -- New test for a random walk detection based on the arcsine law (Konrad Furmanczyk, Marcin Dudzinski and Arkadiusz Orlowski) -- Part II: Econometric Models and Forecasting -- On the automatic identification of Unobserved Components Models (Diego J. Pedregal and Juan R. Trapero) -- Spatial integration of pig meat markets in the EU: Complex Network analysis of nonlinear price relationships (Christos Emmanouilides and Alexej Proskynitopoulos) -- Comparative Study of Models for Forecasting Nigerian Stock Exchange Market Capitalization (Nura Isah, Basiru Yusuf and Sani I.S. Doguwa) -- Industry Specifics of Models Predicting Financial Distress (Dagmar
This book presents a selection of peer-reviewed contributions on the latest advances in time series analysis, presented at the International Conference on Time Series and Forecasting (ITISE 2019), held in Granada, Spain, on September 25-27, 2019. The first two parts of the book present theoretical contributions on statistical and advanced mathematical methods, and on econometric models, financial forecasting and risk analysis. The remaining four parts include practical contributions on time series analysis in energy; complex/big data time series and forecasting; time series analysis with computational intelligence; and time series analysis and prediction for other real-world problems. Given this mix of topics, readers will acquire a more comprehensive perspective on the field of time series analysis and forecasting. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and application

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