LEADER 05790nam 22007575 450 001 9911018749503321 005 20260223172806.0 010 $a3-031-69750-2 024 7 $a10.1007/978-3-031-69750-0 035 $a(MiAaPQ)EBC32256224 035 $a(Au-PeEL)EBL32256224 035 $a(CKB)40138176600041 035 $a(DE-He213)978-3-031-69750-0 035 $a(OCoLC)1545005712 035 $a(EXLCZ)9940138176600041 100 $a20250806d2025 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aTime Series Analysis and Forecasting $eSelected Contributions from ITISE 2023 /$fedited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas 205 $a1st ed. 2025. 210 1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2025. 215 $a1 online resource (503 pages) 225 1 $aContributions to Statistics,$x2628-8966 311 08$a3-031-69749-9 327 $a- Part I Advanced Econometric Methods -- Banking sector development and economic growth in developing countries. Does the change in the shadow economy matter? A Nonlinear Panel ARDL -- Improving the prediction of Norwegian household consumption by adjusting for temporary fluctuations in dividend income -- Inflation expectations change during the pre-war and war period. A comparison of Ukraine and neighboring economies -- Analysis of diversification in investment portfolios Return and Risk for different time horizons -- Economic Diversity and the Dutch Disease in Angola -- Part II Artificial Intelligence and Time Series -- Increasing the Performance and Plausibility of Machine Learning via Data Analysis Techniques -- Combining Forecasts of Time Series with Complex Seasonality using LSTM-based Meta-Learning -- Bayesian Robust Multivariate Time Series Analysis in Nonlinear Regression Models with Vector Autoregressive and t-distributed Errors -- Forecasting of the F10.7 solar radio index: A Multivariate Deep Learning Approach -- Part III Financial Forecasting and Risk Analysis -- Risk-adjusted Returns of Croatian Largest Manufacturers and Their Determinants -- Usage of portfolio replication in non-life insurance -- Encoding Stock Returns Relationships via Latent Embeddings for Enhanced Portfolio Optimization -- A Measure of Bivariate Long Memories in Financial Time Series with Applications to Granger Causality Networks -- Volatility-inspired ?-LSTM cell -- Part IV Theoretical Aspects of Time Series -- Bayesian Analysis of Systemic Risks Distributions -- Empirical function-based time series analysis for high-dimensional ground motion data: A focus on nonstationary and nonlinear phenomena -- Extended Research on Categorical Data Encoding Techniques for Recursive Multi-Step Prediction of Vessel Trajectory -- Part V Time Series Analysis Applications -- Predicting Safety- Critical Events in Traffic Flow Based on Time-Series -- Two-Factor and ARIMA-LS-SVR Models for Forecasting of EUA Futures Prices -- Interest Rate Sensitivity of the largest European Pharmaceutical Companies. An Extension of The Fama and French Five-Factor Model. 330 $aThis volume on the latest developments in the theory and applications of time series analysis and forecasting comprises a selection of refereed papers presented at the 9th International Conference on Time Series and Forecasting, ITISE 2023, held in Gran Canaria, Spain, July 12-14, 2023. It is divided into several parts that address modern theoretical aspects of time series analysis, advanced econometric methods, time series and machine learning, financial forecasting and risk analysis, and applications to various disciplines, including econometrics and energy research. The broad range of topics and applications presented, including matters of particular relevance for sustainable development, gives readers a modern perspective on the subject. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics, statistics and econometrics. 410 0$aContributions to Statistics,$x2628-8966 606 $aTime-series analysis 606 $aEconometrics 606 $aStatistics 606 $aComputer science$xMathematics 606 $aMathematical statistics 606 $aTime Series Analysis 606 $aEconometrics 606 $aStatistics in Business, Management, Economics, Finance, Insurance 606 $aProbability and Statistics in Computer Science 606 $aAnàlisi de sèries temporals$2thub 606 $aPrevisió$2thub 608 $aLlibres electrònics$2thub 615 0$aTime-series analysis. 615 0$aEconometrics. 615 0$aStatistics. 615 0$aComputer science$xMathematics. 615 0$aMathematical statistics. 615 14$aTime Series Analysis. 615 24$aEconometrics. 615 24$aStatistics in Business, Management, Economics, Finance, Insurance. 615 24$aProbability and Statistics in Computer Science. 615 7$aAnàlisi de sèries temporals 615 7$aPrevisió 676 $a519.55 700 $aValenzuela$b Olga$01351104 701 $aRojas$b Fernando$01437335 701 $aHerrera$b Luis Javier$01351106 701 $aPomares$b He?ctor$00 701 $aRojas$b Ignacio$01299449 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911018749503321 996 $aTime Series Analysis and Forecasting$94414864 997 $aUNINA