Advances in Time Series Analysis and Forecasting : Selected Contributions from ITISE 2016 / / edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela
| Advances in Time Series Analysis and Forecasting : Selected Contributions from ITISE 2016 / / edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (412 pages) |
| Disciplina | 519.55 |
| Collana | Contributions to Statistics |
| Soggetto topico |
Statistics
Econometrics Computer science - Mathematics Mathematical statistics Probabilities Statistics in Business, Management, Economics, Finance, Insurance Probability and Statistics in Computer Science Probability Theory Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| ISBN | 3-319-55789-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Part I: Analysis of Irregularly Sampled Time Series: Techniques, Algorithms and Case Studies -- Scientific Contributions -- Part II: Multi-scale Analysis of Univariate and Multivariate Time Series -- Scientific Contributions -- Part III: Linear and Non-linear Time Series Models -- Scientific Contributions -- Part IV: Advanced Time Series Forecasting Methods -- Scientific Contributions -- Part V: Applications in Time Series Analysis and Forecasting -- Scientific Contributions -- Author Index. |
| Record Nr. | UNINA-9910254304803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Lo trovi qui: Univ. Federico II | ||
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Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2022 / / edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas
| Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2022 / / edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas |
| Autore | Valenzuela Olga |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (236 pages) |
| Disciplina | 519.55 |
| Altri autori (Persone) |
RojasFernando
HerreraLuis Javier PomaresHéctor RojasIgnacio |
| Collana | Contributions to Statistics |
| Soggetto topico |
Time-series analysis
Econometrics Statistics Computer science - Mathematics Mathematical statistics Time Series Analysis Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Applied Statistics Probability and Statistics in Computer Science Econometria Estadística matemàtica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031402098
303140209X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Theoretical Aspects of Time Series -- Econometrics -- Time Series Analysis Applications -- Time Series Forecasting -- Time Series Forecasting. |
| Record Nr. | UNINA-9910760249503321 |
Valenzuela Olga
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Lo trovi qui: Univ. Federico II | ||
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Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2018 / / edited by Olga Valenzuela, Fernando Rojas, Héctor Pomares, Ignacio Rojas
| Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2018 / / edited by Olga Valenzuela, Fernando Rojas, Héctor Pomares, Ignacio Rojas |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (xv, 380 pages) |
| Disciplina | 519.55 |
| Collana | Contributions to Statistics |
| Soggetto topico |
Statistics
Computer science - Mathematics Mathematical statistics Econometrics Artificial intelligence Probabilities Statistics in Business, Management, Economics, Finance, Insurance Probability and Statistics in Computer Science Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Artificial Intelligence Probability Theory |
| ISBN | 3-030-26036-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Advanced Statistical Methods for Time Series Analysis and Forecasting -- Advanced Computational Intelligence Methods for Time Series Analysis and Forecasting -- Econometric Models, Financial Forecasting and Risk Analysis -- Time Series Analysis in Earth Sciences -- Energy Time Series Forecasting -- Time Series Analysis and Prediction in Other Real Problems. |
| Record Nr. | UNINA-9910349317503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Lo trovi qui: Univ. Federico II | ||
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Time Series Analysis and Forecasting : Selected Contributions from ITISE 2023 / / edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas
| Time Series Analysis and Forecasting : Selected Contributions from ITISE 2023 / / edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas |
| Autore | Valenzuela Olga |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (503 pages) |
| Disciplina | 519.55 |
| Altri autori (Persone) |
RojasFernando
HerreraLuis Javier PomaresHéctor RojasIgnacio |
| Collana | Contributions to Statistics |
| Soggetto topico |
Time-series analysis
Econometrics Statistics Computer science - Mathematics Mathematical statistics Time Series Analysis Statistics in Business, Management, Economics, Finance, Insurance Probability and Statistics in Computer Science |
| ISBN | 3-031-69750-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | - 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 σ-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. |
| Record Nr. | UNINA-9911018749503321 |
Valenzuela Olga
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Lo trovi qui: Univ. Federico II | ||
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Time Series Analysis and Forecasting : Selected Contributions from ITISE 2017 / / edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela
| Time Series Analysis and Forecasting : Selected Contributions from ITISE 2017 / / edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (332 pages) |
| Disciplina | 519.55 |
| Collana | Contributions to Statistics |
| Soggetto topico |
Statistics
Econometrics Computer science - Mathematics Mathematical statistics Probabilities Statistics in Business, Management, Economics, Finance, Insurance Probability and Statistics in Computer Science Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Probability Theory |
| ISBN | 3-319-96944-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Advanced Mathematical Methodologies in Time Series -- Forecasting via Fokker-Planck using conditional probabilities -- Cryptanalysis of a Random Number Generator Based on a Chaotic Ring Oscillator -- Further Results on Robust Multivariate Time Series Analysis in Nonlinear Models with Autoregressive and t-Distributed Errors -- A New Estimation Technique for AR(1) Model with Long-tailed Symmetric Innovations -- Prediction of High-Dimensional Time Series with Exogenous Variables Using Generalized Koopman Operator Framework in Reproducing Kernel Hilbert Space -- Eigenvalues distribution limit of covariance matrices with AR processes entries -- Computational Intelligence Methods for Time Series -- Deep Learning for Detection of BGP Anomalies -- Using Scaling Methods to Improve Support Vector Regression's Performance for Travel Time and Traffic Volume Predictions -- Dimensionality Reduction and Similarity Measures in Time Series -- Linear Trend Filtering via Adaptive Lasso -- Detecting Discords in Quasi Periodic Time-series Data - A Case Study with Electrocardiogram Data -- Similarity Analysis of Time Interval Data Sets - A Graph Theory Approach -- Logical Comparison Measures in Classification of Data -- Econometric Models -- Asymptotic and Bootstrap Tests For a Change in Autoregression Omitting Variability Estimation -- Distance Between VARMA Models and its Application to Spatial Differences Analysis in the Relationship GDP - Unemployment Growth Rate in Europe -- Copulas for Modeling the Relationship between the Inflation and the Exchange Rates -- Energy Time Series Forecasting -- Fuel Consumption Estimation for Climbing Phase -- Time Series Optimization for Energy Prediction in Wi-Fi Infrastructures -- An econometric analysis of the merit order effect in electricity spot price: the Germany case -- Forecasting in Real Problems -- The analysis of variability of short data sets based on Mahalanobis distance calculation and surrogate time series testing -- On generalized additive models with dependent time series covariates -- A Bayesian Approach to Astronomical Time Delay Estimations -- Further Results on a Modified EM Algorithm for Parameter Estimation in Linear Models with Time-Dependent Autoregressive and t-Distributed Errors. . |
| Record Nr. | UNINA-9910300138503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Lo trovi qui: Univ. Federico II | ||
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Time Series Analysis and Forecasting : Selected Contributions from the ITISE Conference / / edited by Ignacio Rojas, Héctor Pomares
| Time Series Analysis and Forecasting : Selected Contributions from the ITISE Conference / / edited by Ignacio Rojas, Héctor Pomares |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XIX, 384 p. 112 illus., 49 illus. in color.) |
| Disciplina | 519.55 |
| Collana | Contributions to Statistics |
| Soggetto topico |
Statistics
Econometrics Computer science - Mathematics Mathematical statistics Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Probability and Statistics in Computer Science |
| ISBN | 3-319-28725-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Main Topics: Time Series Analysis and Forecasting -- Advanced method and on-Line Learning in time series -- High Dimension and Complex/Big Data -- Forecasting in real problem. |
| Record Nr. | UNINA-9910254072503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Lo trovi qui: Univ. Federico II | ||
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