Theory and Applications of Time Series Analysis: Selected Contributions from ITISE 2018

Front Matter ....Pages i-xv
Front Matter ....Pages 1-1
 Identification of Nonstationary Processes Using Noncausal Bidirectional Lattice Filtering  (Maciej Niedźwiecki, Damian Chojnacki)....Pages 3-17
 Normalized Entropy Aggregation for Inhomogeneous Large-Scale Data  (Maria da Conceição Costa, Pedro Macedo)....Pages 19-29
 Modified Granger Causality in Selected Neighborhoods  (Martina Chvosteková)....Pages 31-42
 Computing Environment for Forecasting Based on System Dynamics Models  (Radosław Pytlak, Damian Suski, Tomasz Tarnawski, Zbigniew Wawrzyniak, Tomasz Zawadzki, Paweł Cichosz)....Pages 43-56
 Novel Order Patterns Recurrence Plot-Based Quantification Measures to Unveil Deterministic Dynamics from Stochastic Processes  (Shuixiu Lu, Sebastian Oberst, Guoqiang Zhang, Zongwei Luo)....Pages 57-70
 Time Series Modeling with MATLAB: The SSpace Toolbox  (Diego J. Pedregal, Marco A. Villegas, Diego A. Villegas, Juan R. Trapero)....Pages 71-84
Front Matter ....Pages 85-85
 Stacked LSTM Snapshot Ensembles for Time Series Forecasting  (Sascha Krstanovic, Heiko Paulheim)....Pages 87-98
 Change Detection for Streaming Data Using Wavelet-Based Least Squares Density–Difference  (Nenad Mijatovic, Rana Haber, Mark Moyou, Anthony O. Smith, Adrian M. Peter)....Pages 99-116
 Selection of Neural Network for Crime Time Series Prediction by Virtual Leave-One-Out Tests  (Stanisław Jankowski, Zbigniew Szymański, Zbigniew Wawrzyniak, Paweł Cichosz, Eliza Szczechla, Radosław Pytlak)....Pages 117-133
 FPGA-Based Echo-State Networks  (Erik S. Skibinsky-Gitlin, Miquel L. Alomar, Vincent Canals, Christiam F. Frasser, Eugeni Isern, Fabio Galán-Prado et al.)....Pages 135-146
Front Matter ....Pages 147-147
 Conditional Heteroskedasticity in Long-Memory Model “FIMACH” for Return Volatilities in Equity Markets  (A. M. M. Shahiduzzaman Quoreshi, Sabur Mollah)....Pages 149-169
 Using Subspace Methods to Model Long-Memory Processes  (Dietmar Bauer)....Pages 171-185
 Robust Forecasting of Multiple Yield Curves  (Christoph Gerhart, Eva Lütkebohmert, Marc Weber)....Pages 187-202
 The Changing Shape of Sovereign Default Intensities  (Yusho Kagraoka, Zakaria Moussa)....Pages 203-216
 Permutation Entropy as the Measure of Globalization Process  (Janusz Miśkiewicz)....Pages 217-225
Front Matter ....Pages 227-227
 Forecasting Subtidal Water Levels and Currents in Estuaries: Assessment of Management Scenarios  (M. Á. Reyes Merlo, R. Siles-Ajamil, M. Díez-Minguito)....Pages 229-242
 Spatial Distribution of Climatic Cycles in Andalusia (Southern Spain)  (J. Sánchez-Morales, E. Pardo-Igúzquiza, F. J. Rodríguez-Tovar)....Pages 243-255
 Localized Online Weather Predictions with Overnight Adaption  (Michael Zauner, Michaela Killian, Martin Kozek)....Pages 257-269
 Storm Characterization Using a BME Approach  (Manuel Cobos, Andrea Lira-Loarca, George Christakos, Asunción Baquerizo)....Pages 271-284
Front Matter ....Pages 285-285
 Adaptive Methods for Energy Forecasting of Production and Demand of Solar-Assisted Heating Systems  (Viktor Unterberger, Thomas Nigitz, Mauro Luzzu, Daniel Muschick, Markus Gölles)....Pages 287-299
 Short-Term Forecast of Wind Turbine Production with Machine Learning Methods: Direct and Indirect Approach  (Mamadou Dione, Eric Matzner-Løber)....Pages 301-315
Front Matter ....Pages 317-317
 A Simulation of a Custom Inspection in the Airport  (Kalle Saastamoinen, Petteri Mattila, Antti Rissanen)....Pages 319-330
 Comparing Time Series Prediction Approaches for Telecom Analysis  (André Pinho, Rogério Costa, Helena Silva, Pedro Furtado)....Pages 331-345
 Application of Load Forecasting i Thermal Unit Commitment Problems: A Pattern Similarity Approach  (Guilherme Costa Silva, Adriano C. Lisboa, Douglas A. G. Vieira, Rodney R. Saldanha)....Pages 347-361
 ICA-Derived Respiration Using an Adaptive R-Peak Detector  (Christina Kozia, Randa Herzallah, David Lowe)....Pages 363-377
Back Matter ....Pages 379-380