03840nam 2201105z- 450 991055754100332120231214132842.0(CKB)5400000000044197(oapen)https://directory.doabooks.org/handle/20.500.12854/76906(EXLCZ)99540000000004419720202201d2021 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierTime Series ModellingBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20211 electronic resource (372 p.)3-0365-2121-6 3-0365-2122-4 The analysis and modeling of time series is of the utmost importance in various fields of application. This Special Issue is a collection of articles on a wide range of topics, covering stochastic models for time series as well as methods for their analysis, univariate and multivariate time series, real-valued and discrete-valued time series, applications of time series methods to forecasting and statistical process control, and software implementations of methods and models for time series. The proposed approaches and concepts are thoroughly discussed and illustrated with several real-world data examples.Humanitiesbicssctime seriesanomaly detectionunsupervised learningkernel density estimationmissing datamultivariate time seriesnonstationaryspectral matrixlocal field potentialelectric powerforecasting accuracymachine learningextended binomial distributionINARthinning operatortime series of countsunemployment rateSARIMASETARHolt–WintersETSneural network autoregressionRomaniainteger-valued time seriesbivariate Poisson INGARCH modeloutliersrobust estimationminimum density power divergence estimatorCUSUM control chartINAR-type time seriesstatistical process monitoringrandom survival ratezero-inflationcointegrationsubspace algorithmsVARMA modelsseasonalityfinancevolatility fluctuationStudent’s t-processentropy based particle filterrelative entropycount datatime series analysisJulia programming languageordinal patternslong-range dependencemultivariate data analysislimit theoremsinteger-valued moving average modelcounting seriesdispersion testBell distributioncount time seriesestimationoverdispersionmultivariate count dataINGACRCHstate-space modelbank failurestransactionsperiodic autoregressioninteger-valued threshold modelsparameter estimationmodelsHumanitiesWeiss Christian Hedt1161660Weiss Christian HothBOOK9910557541003321Time Series Modelling3038155UNINA