Time Series Analysis and Forecasting: Selected Contributions from the ITISE Conference

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Ignacio Rojas, Héctor Pomares
Springer, May 30, 2016 - Business & Economics - 384 pages

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.


 

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Contents

Part II Theoretical and Applied Econometrics
103
Part III Applications in Time Series Analysis and Forecasting
203
Part IV Machine Learning Techniques in Time Series Analysis and Prediction
312
Stock Indices in Emerging and Consolidated Economies from a Fractal Perspective
385
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About the author (2016)

Ignacio Rojas is a full professor at the Department of Computer Architecture and Computer Technology and Director of the Information and Communications Technology Centre (CITIC-UGR), University of Granada, Spain. Throughout his research career, he has served as a principal investigator or participated in more than 20 research projects obtained in competitive calls including projects of the European Union, the I+D+I Spanish National Government and projects Excellence of the Ministry of Innovation, Science and Enterprise Junta de Andalucía. He has published more than 204 scientific contributions reflected in the database ISI Web of Science, thereof 85 articles in JCR-indexed journals.

Héctor Pomares has been a full professor at the University of Granada in Spain since 2001. He has published more than 50 articles in JCR-indexed journals and contributed with more than 150 papers in international conferences. He has led or participated in 15 national projects, one autonomic R&D Excellence project and 13 contracts signed for innovative research through the University of Granada Foundation Company and the Office of Transfer of Research Results. He is a member of the editorial board of the Journal of Applied Mathematics (JCR-indexed) and is the coordinator of the Official Master's Degree in Computer & Network Engineering at the University of Granada.

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