Advances in Time Series Analysis and Forecasting

Advances in Time Series Analysis and Forecasting

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate ...

Author: Ignacio Rojas

Publisher: Springer

ISBN: 9783319557892

Category: Business & Economics

Page: 414

View: 835

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016. The series of ITISE conferences provides 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.
Categories: Business & Economics

Advances in Time Series Forecasting

Advances in Time Series Forecasting

"Time series analysis is applicable in a variety of disciplines such as business administration, economics, public finances, engineering, statistics, econometrics, mathematics and actuarial sciences.

Author: Cagdas Hakan Aladag

Publisher: Bentham Science Publishers

ISBN: 9781608053735

Category: Mathematics

Page: 135

View: 763

"Time series analysis is applicable in a variety of disciplines such as business administration, economics, public finances, engineering, statistics, econometrics, mathematics and actuarial sciences. Forecasting the future assists in critical organizationa"
Categories: Mathematics

Computational Intelligence in Time Series Forecasting

Computational Intelligence in Time Series Forecasting

The authors of this book harness the power of intelligent technologies individually and in combination.

Author: Ajoy K. Palit

Publisher: Springer Science & Business Media

ISBN: 9781846281846

Category: Computers

Page: 372

View: 725

Foresight in an engineering business can make the difference between success and failure, and can be vital to the effective control of industrial systems. The authors of this book harness the power of intelligent technologies individually and in combination.
Categories: Computers

Theory and Applications of Time Series Analysis

Theory and Applications of Time Series Analysis

This book presents selected peer-reviewed contributions from the International Conference on Time Series and Forecasting, ITISE 2018, held in Granada, Spain, on September 19-21, 2018.

Author: Olga Valenzuela

Publisher: Springer Nature

ISBN: 9783030260361

Category: Business & Economics

Page: 380

View: 877

This book presents selected peer-reviewed contributions from the International Conference on Time Series and Forecasting, ITISE 2018, held in Granada, Spain, on September 19-21, 2018. The first three parts of the book focus on the theory of time series analysis and forecasting, and discuss statistical methods, modern computational intelligence methodologies, econometric models, financial forecasting, and risk analysis. In turn, the last three parts are dedicated to applied topics and include papers on time series analysis in the earth sciences, energy time series forecasting, and time series analysis and prediction in other real-world problems. The book offers readers valuable insights into the different aspects of time series analysis and forecasting, allowing them to benefit both from its sophisticated and powerful theory, and from its practical applications, which address real-world problems in a range of disciplines. The ITISE conference series provides a valuable forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing computer science, mathematics, statistics and econometrics.
Categories: Business & Economics

The Analysis of Time Series

The Analysis of Time Series

Highlights of the Sixth Edition: A new section on handling real data New discussion on prediction intervals A completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, ...

Author: Chris Chatfield

Publisher: CRC Press

ISBN: 0203491688

Category: Mathematics

Page: 352

View: 106

Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, bestselling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets. The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download from www.crcpress.com. A free online appendix on time series analysis using R can be accessed at http://people.bath.ac.uk/mascc/TSA.usingR.doc. Highlights of the Sixth Edition: A new section on handling real data New discussion on prediction intervals A completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time series A new chapter of examples and practical advice Thorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few years The analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of The Analysis of Time Series make it simply the best introduction to the subject available.
Categories: Mathematics

Advances in Computing and Data Sciences

Advances in Computing and Data Sciences

From this study, it appears that- “ARIMA method is proficient enough for handling
time series data”. Furthermore, this model can be very productive in solving the
actual world forecasting difficulties in various sectors like governance, health ...

Author: Mayank Singh

Publisher: Springer

ISBN: 9789811399428

Category: Computers

Page: 752

View: 518

This two-volume set (CCIS 1045 and CCIS 1046) constitutes the refereed proceedings of the Third International Conference on Advances in Computing and Data Sciences, ICACDS 2019, held in Ghaziabad, India, in April 2019. The 112 full papers were carefully reviewed and selected from 621 submissions. The papers are centered around topics like advanced computing, data sciences, distributed systems organizing principles, development frameworks and environments, software verification and validation, computational complexity and cryptography, machine learning theory, database theory, probabilistic representations.
Categories: Computers

Time Series Analysis

Time Series Analysis

"I am extremely enthusiastic about this book. I think it will quickly become a classic. Like Sargent's and Varian's texts, it will be a centerpiece of the core cirriculum for graduate students."--John H. Cochrane, University of Chicago

Author: James Douglas Hamilton

Publisher: Taylor & Francis US

ISBN: 0691042896

Category: Business & Economics

Page: 799

View: 802

In addition, Hamilton presents traditional tools for analyzing dynamic systems, including linear representations, autocovariance, generating functions, spectral analysis, and the Kalman filter, illustrating their usefulness both for economic theory and for studying and interpreting real-world data.
Categories: Business & Economics

Advances in Classification and Data Analysis

Advances in Classification and Data Analysis

Box G.E.P., Jenkins G.M., (1970) Time Series Analysis Forecasting and Control,
Holden-Day, San Francisco. Brooks C., (1997) Linear and Non-linear (Non-)
Forecastability of High-frequency Exchange Rates, Journal of Forecasting, 16, ...

Author: Simone Borra

Publisher: Springer Science & Business Media

ISBN: 9783642594717

Category: Business & Economics

Page: 378

View: 200

This volume contains a selection of papers presented at the biannual meeting of the Classification and Data Analysis Group of Societa Italiana di Statistica, which was held in Rome, July 5-6, 1999. From the originally submitted papers, a careful review process led to the selection of 45 papers presented in four parts as follows: CLASSIFICATION AND MULTIDIMENSIONAL SCALING Cluster analysis Discriminant analysis Proximity structures analysis and Multidimensional Scaling Genetic algorithms and neural networks MUL TIV ARIA TE DATA ANALYSIS Factorial methods Textual data analysis Regression Models for Data Analysis Nonparametric methods SPATIAL AND TIME SERIES DATA ANALYSIS Time series analysis Spatial data analysis CASE STUDIES INTERNATIONAL FEDERATION OF CLASSIFICATION SOCIETIES The International Federation of Classification Societies (IFCS) is an agency for the dissemination of technical and scientific information concerning classification and data analysis in the broad sense and in as wide a range of applications as possible; founded in 1985 in Cambridge (UK) from the following Scientific Societies and Groups: British Classification Society -BCS; Classification Society of North America - CSNA; Gesellschaft fUr Klassifikation - GfKI; Japanese Classification Society -JCS; Classification Group of Italian Statistical Society - CGSIS; Societe Francophone de Classification -SFC. Now the IFCS includes also the following Societies: Dutch-Belgian Classification Society - VOC; Polish Classification Society -SKAD; Associayao Portuguesa de Classificayao e Analise de Dados -CLAD; Korean Classification Society -KCS; Group-at-Large.
Categories: Business & Economics

Directions in Time Series

Directions in Time Series

Proceedings of the IMS Special Topics Meeting on Time Series Analysis, Iowa
State University, Ames, May 1-3, 1978 David R. Brillinger, George C. Tiao, ...
Time series analysis and forecasting : An update and evaluation , " International
Statistical Review , 46 , 255 - 278 . ... Some recent advances in autoregressive
processes , " Directions in Time Series Analysis , Institute of Mathematical
Statistics .

Author: David R. Brillinger

Publisher:

ISBN: UOM:39015016357330

Category: IMS Special Topics Meeting on Time Series Analysis

Page: 302

View: 126

Categories: IMS Special Topics Meeting on Time Series Analysis

Time Series Analysis in Seismology

Time Series Analysis in Seismology

Additionally, the book describes a variety of methods and techniques relating to seismology and includes a discussion of future developments and improvements.

Author: Alejandro Ramírez-Rojas

Publisher: Elsevier

ISBN: 9780128149027

Category: Science

Page: 404

View: 917

Time Series Analysis in Seismology: Practical Applications provides technical assistance and coverage of available methods to professionals working in the field of seismology. Beginning with a thorough review of open problems in geophysics, including tectonic plate dynamics, localization of solitons, and forecasting, the book goes on to describe the various types of time series or punctual processes obtained from those systems. Additionally, the book describes a variety of methods and techniques relating to seismology and includes a discussion of future developments and improvements. Time Series Analysis in Seismology offers a concise presentation of the most recent advances in the analysis of geophysical data, particularly with regard to seismology, making it a valuable tool for researchers and students working in seismology and geophysics. Presents the necessary tools for time series analysis as it relates to seismology in a compact and consistent manner Includes a discussion of technical resources that can be applied to time series data analysis across multiple disciplines Describes the methods and techniques available for solving problems related to the analysis of complex data sets Provides exercises at the end of each chapter to enhance comprehension
Categories: Science

Time Series Analysis

Time Series Analysis

Fitting autoregressive models for prediction . Annals of Institute of Statistical
Mathematics ... Time Series Analysis : Forecasting and Control . Holden - Day ,
San Francico . ... Some recent advances in time series analysis . IEEE
Transactions on ...

Author: Oliver Duncan Anderson

Publisher: Elsevier Science Limited

ISBN: UOM:39015015731121

Category: Mathematics

Page: 351

View: 321

Categories: Mathematics

Time Series Analysis Theory and Practice

Time Series Analysis  Theory and Practice

Time Series Analysis: Forecasting and Control . ... Time Series Modelling for
Water Resources and Environmental Engineers. Elsevier ... Advances in Box-
Jenkins modelling, 1, model construction, Water Resources Research, 13 (3),
567-575.

Author: Oliver Duncan Anderson

Publisher: North Holland

ISBN: 0444876839

Category: Time-series analysis

Page: 308

View: 498

Good,No Highlights,No Markup,all pages are intact, Slight Shelfwear,may have the corners slightly dented, may have slight color changes/slightly damaged spine.
Categories: Time-series analysis

APPLIED ECONOMETRIC TIME SERIES 2ND ED

APPLIED ECONOMETRIC TIME SERIES  2ND ED

This book reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models, Monte Carlo analysis, and bootstrapping.

Author: Walter Enders

Publisher: John Wiley & Sons

ISBN: 8126515643

Category:

Page: 480

View: 766

Assuming only a basic understanding of multiple regression analysis, Walter Enders's accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques. This book reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.· Difference Equations · Stationary Time-Series Models · Modeling Volatility · Models With Trend · Multi-equation Time-Series Models · Co-integration And Error-Correction Models · Nonlinear Time-Series Models
Categories:

Advances in Knowledge Discovery and Data Mining

Advances in Knowledge Discovery and Data Mining

Furthermore , M - STIFF tends to have a more balanced forecasting behavior ,
especially in the short period of 24 hours . Compared with Table 4 where only
multivariate time series model was constructed , the improvement in term of ...

Author:

Publisher:

ISBN: UOM:39015047920973

Category: Data mining

Page:

View: 124

Categories: Data mining

Applied Econometric Time Series

Applied Econometric Time Series

Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen.

Author: Walter Enders

Publisher: Wiley

ISBN: 0471230650

Category: Business & Economics

Page: 480

View: 959

Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.
Categories: Business & Economics

Proceedings of the Seminar on Advances in Geophysical Research in India

Proceedings of the Seminar on Advances in Geophysical Research in India

021 enables a time series to be forecasted not only from it ' s own history but also
form the past history of the variable ( log ) . ... REFERENCES Anderson , O . D . ,
1976 , Time series analysis and forecasting Butterworth , London , P 182 .

Author:

Publisher:

ISBN: CORNELL:31924072717493

Category: Earth sciences

Page: 345

View: 128

Categories: Earth sciences

Advances in Streamflow Forecasting

Advances in Streamflow Forecasting

The book starts by providing background information and an overview of streamflow forecasting. The book concludes with a suggested way forward, looking ahead to future needs and challenges in further strengthening streamflow forecasting.

Author: Priyanka Sharma

Publisher: Elsevier

ISBN: 9780128209240

Category: Science

Page: 450

View: 865

Advances in Streamflow Forecasting: From Traditional to Modern Approaches covers the three major approaches of streamflow forecasting, including traditional methods such as stochastic time-series modeling, data-driven techniques, and modern techniques of hybrid methods. The book starts by providing background information and an overview of streamflow forecasting. The book concludes with a suggested way forward, looking ahead to future needs and challenges in further strengthening streamflow forecasting. This book is a vital resource for hydrologists optimizing water resource systems to mitigate the impact of destructive natural disasters, such as floods and droughts. Subsequent chapters describe various parametric stochastic-modeling methods such as auto-regressive moving average (ARMA), auto-regressive integrated moving average (ARIMA), seasonal auto-regressive integrated moving average (SARIMA), de-seasonalized auto-regressive integrated moving average (DARIMA), periodic auto-regressive moving average (PARMA) for simulation and forecasting the streamflow time series. It also includes the comparison of parametric methods to evaluate the best-fitted model for streamflow forecasting, and much more. Provides the most authoritative outlook on stream forecasting for both flood and drought Covers all available methods of streamflow forecasting methods used in the literature and guides the audience to the best method and tool for them Includes multiple case studies (at least one for every method in each chapter) demonstrating the application of each method
Categories: Science

Recent Advances in Travel Demand Analysis

Recent Advances in Travel Demand Analysis

CAR OWNERSHIP FORECASTING IN THE U.K. , AND THE MOVEMENT FOR
CHANGE IN TRANSPORT MODELLING 2.1 ... In estimating saturation levels a
variety of information was used : time series data un car ownership over the last
two ...

Author: Susan Carpenter

Publisher: Gower Publishing Company

ISBN: NWU:35556021208426

Category: Business & Economics

Page: 474

View: 389

Categories: Business & Economics