| TÃtulo : |
Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2019 |
| Tipo de documento: |
documento electrónico |
| Autores: |
Valenzuela, Olga, ; Rojas, Fernando, ; Herrera, Luis Javier, ; Pomares, Héctor, ; Rojas, Ignacio, |
| Mención de edición: |
1 ed. |
| Editorial: |
[s.l.] : Springer |
| Fecha de publicación: |
2020 |
| Número de páginas: |
XIV, 460 p. 195 ilustraciones, 141 ilustraciones en color. |
| ISBN/ISSN/DL: |
978-3-030-56219-9 |
| Nota general: |
Libro disponible en la plataforma SpringerLink. Descarga y lectura en formatos PDF, HTML y ePub. Descarga completa o por capítulos. |
| Palabras clave: |
EstadÃsticas EconometrÃa Informática Estadistica matematica Ciencias sociales Inteligencia artificial EstadÃstica en Negocios Gestión EconomÃa Finanzas Seguros EconomÃa cuantitativa Probabilidad y EstadÃstica en Informática EstadÃstica en IngenierÃa FÃsica QuÃmica y Ciencias de la Tierra Matemáticas en Negocios EconomÃa y Finanzas |
| Ãndice Dewey: |
300.727 |
| Resumen: |
Este libro presenta una selección de contribuciones revisadas por pares sobre los últimos avances en el análisis de series temporales, presentadas en la Conferencia Internacional sobre Series Temporales y Pronósticos (ITISE 2019), celebrada en Granada, España, del 25 al 27 de septiembre de 2019. El primero Dos partes del libro presentan contribuciones teóricas sobre métodos estadÃsticos y matemáticos avanzados, y sobre modelos econométricos, previsión financiera y análisis de riesgos. Las cuatro partes restantes incluyen contribuciones prácticas sobre análisis de series temporales en energÃa; series temporales y pronósticos de datos complejos/grandes; análisis de series de tiempo con inteligencia computacional; y análisis y predicción de series de tiempo para otros problemas del mundo real. Dada esta combinación de temas, los lectores adquirirán una perspectiva más completa en el campo del análisis y pronóstico de series temporales. La serie de conferencias ITISE proporciona un foro para que cientÃficos, ingenieros, educadores y estudiantes discutan los últimos avances e implementaciones en los fundamentos, la teorÃa, los modelos y las aplicaciones del análisis y pronóstico de series temporales. Se centra en la investigación interdisciplinaria que abarca la informática, las matemáticas, la estadÃstica y la econometrÃa. . |
| Nota de contenido: |
Part I: Advanced Statistical and Mathematical Methods for Time Series Analysis -- Random Forest Variable Selection for Sparse Vector Autoregressive Models (Dmitry Pavlyuk) -- Covariance functions for Gaussian Laplacian fields in higher dimension (Gyorgy Terdik) -- The Correspondence between Stochastic Linear Diference and Diferential Equations (D. Stephen G. Pollock) -- New test for a random walk detection based on the arcsine law (Konrad Furmanczyk, Marcin Dudzinski and Arkadiusz Orlowski) -- Part II: Econometric Models and Forecasting -- On the automatic identification of Unobserved Components Models (Diego J. Pedregal and Juan R. Trapero) -- Spatial integration of pig meat markets in the EU: Complex Network analysis of nonlinear price relationships (Christos Emmanouilides and Alexej Proskynitopoulos) -- Comparative Study of Models for Forecasting Nigerian Stock Exchange Market Capitalization (Nura Isah, Basiru Yusuf and Sani I.S. Doguwa) -- Industry Specifics of Models Predicting Financial Distress (Dagmar Camska) -- Stochastic volatility model's predictive relevance for Equity Markets (Per B Solibakke) -- Empirical test of the Balassa-Samuelson Effect in Selected African Countries (Joel Hinaunye Eita, Zitsile Zamantungwa Khumalo and Ireen Choga) -- Part III: Energy Time Series Forecasting -- End of charge detection of batteries with high production tolerances (Andre Loechte, Ole Gebert and Peter Gloesekoetter) -- The effect of Daylight Saving Time on Spanish Electrical Consumption (Eduardo Caro Huertas, Jesus Juan Ruiz, Marta Mana Sanchez, Jesus Ruperez Aguilera, Carlos Rodriguez Huidobro, Ana Rodriguez Aparicio and Juan Jose Abellan Perez) -- Wind Speed Forecasting Using Kernel Ridge Regression (Mohammad Alalami, Maher Maalouf and Tarek El Fouly) -- Applying a 1D-CNN Network to Electricity Load Forecasting (Christian Lang, Florian Steinborn, Oliver Steffens and Elmar W. Lang) -- Long and Short Term Prediction of Power Consumption using LSTM Networks (Juan Carlos Morales, Salvador Moreno, Carlos Bailon, Hector Pomares, Ignacio Rojas and Luis Javier Herrera) -- Part IV: Forecasting Complex/Big data problems -- Freedman's Paradox: a Solution Based on Normalized Entropy (Pedro Macedo) -- Mining News Data for the Measurement and Prediction of Inflation Expectations (Diana Gabrielyan, Lenno Uuskula and Jaan Masso) -- Big Data: Forecasting and Control for Tourism Demand (Miguel Angel Ruiz Reina) -- Traffic Networks via Neural Networks: Description and Evolution (Alexandros Sopasakis) -- Part V: Time Series Analysis with Computational Intelligence -- A Comparative Study on Machine Learning Techniques for Intense Convective Rainfall Events Forecasting (Matteo Sangiorgio, Stefano Barindelli, Valerio Guglieri, Riccardo Biondi, Enrico Solazzo, Eugenio Realini, Giovanna Venuti and Giorgio Guariso) -- Long-Short Term Memory Networks for the Prediction of Transformer Temperature for Energy Distribution Smart Grids (Francisco Jesus Martinez-Murcia, Javier Ramirez, FerminSegovia, Andres Ortiz, Susana Carrillo, Javier Leiva, Jacob Rodriguez-Rivero and Juan Manuel Gorriz) -- Deep Multilayer Perceptron for Knowledge Extraction: Understanding the Gardon de Mialet Flash Floods Modelling (Bob E. Saint Fleur, Guillaume Artigue, Anne Johannet and Severin Pistre) -- Forecasting short-term and medium-term time series:a comparison of artificial neural networks and fuzzy models (Tatiana Afanasieva and Pavel Platov) -- Inflation Rate Forecasting: Extreme Learning Machine as a Model Combination Method (Jeronymo Marcondes Pinto and Emerson Fernandes Marcal) -- Part VI: Time Series Analysis and Prediction in Other Real Problems -- Load Forecast by Multi Task Learning Models: designed for a new collaborative world (Leontina Pinto, Jacques Szczupak and Robinson Semolini) -- Power transformer forecasting in smart grids using NARX neural networks (Javier Ramirez, Francisco J. Martinez Murcia, Fermin Segovia, Andres Ortiz, Diego Salas-Gonz_alez, Susana Carrillo, Javier Leiva, Jacob Rodriguez- Rivero and Juan M. Gorriz) -- Short term forecast of emergency departements visits through calendar selection (Cosimo Lovecchio, Mauro Tucci, Sami Barmada, Andrea Serafini, Luigi Bechi, Mauro Breggia, Simona Dei and Daniela Matarrese) -- Discordant Observation Modelling (Sonya Leech and Bojan Bozic) -- Applying Diebold-Mariano test for performance evaluation between individual and hybrid time series models for modeling bivariate time series data and forecasting the unemployment rate in the USA (Moamen Abbas Mousa Al-Sharifi and Firas Ahmmed Mohammed Al-Mohana). |
| En lÃnea: |
https://link-springer-com.biblioproxy.umanizales.edu.co/referencework/10.1007/97 [...] |
| Link: |
https://biblioteca.umanizales.edu.co/ils/opac_css/index.php?lvl=notice_display&i |
Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2019 [documento electrónico] / Valenzuela, Olga, ; Rojas, Fernando, ; Herrera, Luis Javier, ; Pomares, Héctor, ; Rojas, Ignacio, . - 1 ed. . - [s.l.] : Springer, 2020 . - XIV, 460 p. 195 ilustraciones, 141 ilustraciones en color. ISBN : 978-3-030-56219-9 Libro disponible en la plataforma SpringerLink. Descarga y lectura en formatos PDF, HTML y ePub. Descarga completa o por capítulos.
| Palabras clave: |
EstadÃsticas EconometrÃa Informática Estadistica matematica Ciencias sociales Inteligencia artificial EstadÃstica en Negocios Gestión EconomÃa Finanzas Seguros EconomÃa cuantitativa Probabilidad y EstadÃstica en Informática EstadÃstica en IngenierÃa FÃsica QuÃmica y Ciencias de la Tierra Matemáticas en Negocios EconomÃa y Finanzas |
| Ãndice Dewey: |
300.727 |
| Resumen: |
Este libro presenta una selección de contribuciones revisadas por pares sobre los últimos avances en el análisis de series temporales, presentadas en la Conferencia Internacional sobre Series Temporales y Pronósticos (ITISE 2019), celebrada en Granada, España, del 25 al 27 de septiembre de 2019. El primero Dos partes del libro presentan contribuciones teóricas sobre métodos estadÃsticos y matemáticos avanzados, y sobre modelos econométricos, previsión financiera y análisis de riesgos. Las cuatro partes restantes incluyen contribuciones prácticas sobre análisis de series temporales en energÃa; series temporales y pronósticos de datos complejos/grandes; análisis de series de tiempo con inteligencia computacional; y análisis y predicción de series de tiempo para otros problemas del mundo real. Dada esta combinación de temas, los lectores adquirirán una perspectiva más completa en el campo del análisis y pronóstico de series temporales. La serie de conferencias ITISE proporciona un foro para que cientÃficos, ingenieros, educadores y estudiantes discutan los últimos avances e implementaciones en los fundamentos, la teorÃa, los modelos y las aplicaciones del análisis y pronóstico de series temporales. Se centra en la investigación interdisciplinaria que abarca la informática, las matemáticas, la estadÃstica y la econometrÃa. . |
| Nota de contenido: |
Part I: Advanced Statistical and Mathematical Methods for Time Series Analysis -- Random Forest Variable Selection for Sparse Vector Autoregressive Models (Dmitry Pavlyuk) -- Covariance functions for Gaussian Laplacian fields in higher dimension (Gyorgy Terdik) -- The Correspondence between Stochastic Linear Diference and Diferential Equations (D. Stephen G. Pollock) -- New test for a random walk detection based on the arcsine law (Konrad Furmanczyk, Marcin Dudzinski and Arkadiusz Orlowski) -- Part II: Econometric Models and Forecasting -- On the automatic identification of Unobserved Components Models (Diego J. Pedregal and Juan R. Trapero) -- Spatial integration of pig meat markets in the EU: Complex Network analysis of nonlinear price relationships (Christos Emmanouilides and Alexej Proskynitopoulos) -- Comparative Study of Models for Forecasting Nigerian Stock Exchange Market Capitalization (Nura Isah, Basiru Yusuf and Sani I.S. Doguwa) -- Industry Specifics of Models Predicting Financial Distress (Dagmar Camska) -- Stochastic volatility model's predictive relevance for Equity Markets (Per B Solibakke) -- Empirical test of the Balassa-Samuelson Effect in Selected African Countries (Joel Hinaunye Eita, Zitsile Zamantungwa Khumalo and Ireen Choga) -- Part III: Energy Time Series Forecasting -- End of charge detection of batteries with high production tolerances (Andre Loechte, Ole Gebert and Peter Gloesekoetter) -- The effect of Daylight Saving Time on Spanish Electrical Consumption (Eduardo Caro Huertas, Jesus Juan Ruiz, Marta Mana Sanchez, Jesus Ruperez Aguilera, Carlos Rodriguez Huidobro, Ana Rodriguez Aparicio and Juan Jose Abellan Perez) -- Wind Speed Forecasting Using Kernel Ridge Regression (Mohammad Alalami, Maher Maalouf and Tarek El Fouly) -- Applying a 1D-CNN Network to Electricity Load Forecasting (Christian Lang, Florian Steinborn, Oliver Steffens and Elmar W. Lang) -- Long and Short Term Prediction of Power Consumption using LSTM Networks (Juan Carlos Morales, Salvador Moreno, Carlos Bailon, Hector Pomares, Ignacio Rojas and Luis Javier Herrera) -- Part IV: Forecasting Complex/Big data problems -- Freedman's Paradox: a Solution Based on Normalized Entropy (Pedro Macedo) -- Mining News Data for the Measurement and Prediction of Inflation Expectations (Diana Gabrielyan, Lenno Uuskula and Jaan Masso) -- Big Data: Forecasting and Control for Tourism Demand (Miguel Angel Ruiz Reina) -- Traffic Networks via Neural Networks: Description and Evolution (Alexandros Sopasakis) -- Part V: Time Series Analysis with Computational Intelligence -- A Comparative Study on Machine Learning Techniques for Intense Convective Rainfall Events Forecasting (Matteo Sangiorgio, Stefano Barindelli, Valerio Guglieri, Riccardo Biondi, Enrico Solazzo, Eugenio Realini, Giovanna Venuti and Giorgio Guariso) -- Long-Short Term Memory Networks for the Prediction of Transformer Temperature for Energy Distribution Smart Grids (Francisco Jesus Martinez-Murcia, Javier Ramirez, FerminSegovia, Andres Ortiz, Susana Carrillo, Javier Leiva, Jacob Rodriguez-Rivero and Juan Manuel Gorriz) -- Deep Multilayer Perceptron for Knowledge Extraction: Understanding the Gardon de Mialet Flash Floods Modelling (Bob E. Saint Fleur, Guillaume Artigue, Anne Johannet and Severin Pistre) -- Forecasting short-term and medium-term time series:a comparison of artificial neural networks and fuzzy models (Tatiana Afanasieva and Pavel Platov) -- Inflation Rate Forecasting: Extreme Learning Machine as a Model Combination Method (Jeronymo Marcondes Pinto and Emerson Fernandes Marcal) -- Part VI: Time Series Analysis and Prediction in Other Real Problems -- Load Forecast by Multi Task Learning Models: designed for a new collaborative world (Leontina Pinto, Jacques Szczupak and Robinson Semolini) -- Power transformer forecasting in smart grids using NARX neural networks (Javier Ramirez, Francisco J. Martinez Murcia, Fermin Segovia, Andres Ortiz, Diego Salas-Gonz_alez, Susana Carrillo, Javier Leiva, Jacob Rodriguez- Rivero and Juan M. Gorriz) -- Short term forecast of emergency departements visits through calendar selection (Cosimo Lovecchio, Mauro Tucci, Sami Barmada, Andrea Serafini, Luigi Bechi, Mauro Breggia, Simona Dei and Daniela Matarrese) -- Discordant Observation Modelling (Sonya Leech and Bojan Bozic) -- Applying Diebold-Mariano test for performance evaluation between individual and hybrid time series models for modeling bivariate time series data and forecasting the unemployment rate in the USA (Moamen Abbas Mousa Al-Sharifi and Firas Ahmmed Mohammed Al-Mohana). |
| En lÃnea: |
https://link-springer-com.biblioproxy.umanizales.edu.co/referencework/10.1007/97 [...] |
| Link: |
https://biblioteca.umanizales.edu.co/ils/opac_css/index.php?lvl=notice_display&i |
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