Time series analysis and forecasting: selected contributions from the ITISE conference

Table of Contents:

1 Value at Risk with Filtered Historical Simulation
2 A SVEC Model to Forecast and Perform Structural Analysis (Shocks) for the Mexican Economy, 1985Q1–2014Q4
3 Intraday Data vs Daily Data to Forecast Volatility in Financial Markets
4 Predictive and Descriptive Qualities of Different Classes of Models for Parallel Economic Development of Selected EU-Countries
5 Search and Evaluation of Stock Ranking Rules Using Internet Activity Time Series and Multiobjective Genetic Programming
6 Integer-Valued APARCH Processes
7 Emergency-Related, Social Network Time Series: Description and Analysis
8 Competitive Models for the Spanish Short-Term Electricity Demand Forecasting
9 Age-Specific Death Rates Smoothed by the Gompertz–Makeham Function and Their Application in Projections by Lee–Carter Model
10 An Application of Time Series Analysis in Judging the Working State of Ground-Based Microwave Radiometers and Data Calibration
11 Identifying the Best Performing Time Series Analytics for Sea Level Research
12 Modellation and Forecast of Traffic Series by a Stochastic Process
13 Spatio-Temporal Modeling for fMRI Data
14 Communicating Artificial Neural Networks with Physical-Based Flow Model for Complex Coastal Systems
15 Forecasting Daily Water Demand Using Fuzzy Cognitive Maps
16 Forecasting Short-Term Demand for Electronic Assemblies by Using Soft-Rules
17 Electrical Load Forecasting: A Parallel Seasonal Approach
18 A Compounded Multi-resolution-Artificial Neural Network Method for the Prediction of Time Series with Complex Dynamics

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.

http://www.springer.com/gp/book/9783319287232