03853nam 2201117z- 450 991055754100332120220111(CKB)5400000000044197(oapen)https://directory.doabooks.org/handle/20.500.12854/76906(oapen)doab76906(EXLCZ)99540000000004419720202201d2021 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierTime Series ModellingBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20211 online 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.Humanitiesbicsscanomaly detectionbank failuresBell distributionbivariate Poisson INGARCH modelcointegrationcount datacount time seriescounting seriesCUSUM control chartdispersion testelectric powerentropy based particle filterestimationETSextended binomial distributionfinanceforecasting accuracyHolt-WintersINARINAR-type time seriesINGACRCHinteger-valued moving average modelinteger-valued threshold modelsinteger-valued time seriesJulia programming languagekernel density estimationlimit theoremslocal field potentiallong-range dependencemachine learningminimum density power divergence estimatormissing datamodelsmultivariate count datamultivariate data analysismultivariate time seriesneural network autoregressionnonstationaryordinal patternsoutliersoverdispersionparameter estimationperiodic autoregressionrandom survival raterelative entropyrobust estimationRomaniaSARIMAseasonalitySETARspectral matrixstate-space modelstatistical process monitoringStudent's t-processsubspace algorithmsthinning operatortime seriestime series analysistime series of countstransactionsunemployment rateunsupervised learningVARMA modelsvolatility fluctuationzero-inflationHumanitiesWeiss Christian Hedt1161660Weiss Christian HothBOOK9910557541003321Time Series Modelling3038155UNINA