Time Series Analysis and Forecasting: Selected Contributions from ITISE 2017

Front Matter ....Pages i-xiii
Front Matter ....Pages 1-1
 Forecasting via Fokker–Planck Using Conditional Probabilities  (Chris Montagnon)....Pages 3-13
 Cryptanalysis of a Random Number Generator Based on a Chaotic Ring Oscillator  (Salih Ergün)....Pages 15-24
 Further Results on a Robust Multivariate Time Series Analysis in Nonlinear Models with Autoregressive and t-Distributed Errors  (Hamza Alkhatib, Boris Kargoll, Jens-André Paffenholz)....Pages 25-38
 A New Estimation Technique for AR(1) Model with Long-Tailed Symmetric Innovations  (Ayşen Dener Akkaya, Özlem Türker Bayrak)....Pages 39-63
 Prediction of High-Dimensional Time Series with Exogenous Variables Using Generalized Koopman Operator Framework in Reproducing Kernel Hilbert Space  (Jia-Chen Hua, Farzad Noorian, Philip H. W. Leong, Gemunu Gunaratne, Jorge Gonçalves)....Pages 65-77
 Eigenvalues Distribution Limit of Covariance Matrices with AR Processes Entries  (Zahira Khettab, Tahar Mourid)....Pages 79-91
Front Matter ....Pages 93-93
 Deep Learning for Detection of BGP Anomalies  (Marijana Cosovic, Slobodan Obradovic, Emina Junuz)....Pages 95-113
 Using Scaling Methods to Improve Support Vector Regression’s Performance for Travel Time and Traffic Volume Predictions  (Amanda Yan Lin, Mengcheng Zhang, Selpi)....Pages 115-127
Front Matter ....Pages 129-129
 Linear Trend Filtering via Adaptive LASSO  (Matúš Maciak)....Pages 131-145
 An Efficient Anomaly Detection in Quasi-Periodic Time Series Data—A Case Study with ECG  (Goutam Chakraborty, Takuya Kamiyama, Hideyuki Takahashi, Tetsuo Kinoshita)....Pages 147-157
 Similarity Analysis of Time Interval Data Sets—A Graph Theory Approach  (Marc Haßler, Christian Kohlschein, Tobias Meisen)....Pages 159-171
 Logical Comparison Measures in Classification of Data—Nonmetric Measures  (Kalle Saastamoinen)....Pages 173-184
Front Matter ....Pages 185-185
 Asymptotic and Bootstrap Tests for a Change in Autoregression Omitting Variability Estimation  (Barbora Peštová, Michal Pešta)....Pages 187-202
 Distance Between VARMA Models and Its Application to Spatial Differences Analysis in the Relationship GDP—Unemployment Growth Rate in Europe  (Francesca Di Iorio, Umberto Triacca)....Pages 203-215
 Copulas for Modeling the Relationship Between Inflation and the Exchange Rate  (Laila Ait Hassou, Fadoua Badaoui, Okou Guei Cyrille, Amine Amar, Abdelhak Zoglat, Elhadj Ezzahid)....Pages 217-228
Front Matter ....Pages 229-229
 Fuel Consumption Estimation for Climbing Phase  (JingJie Chen, YongPing Zhang)....Pages 231-243
 Time Series Optimization for Energy Prediction in Wi-Fi Infrastructures  (David Rodriguez-Lozano, Juan A. Gomez-Pulido, Arturo Duran-Dominguez)....Pages 245-257
 An Econometric Analysis of the Merit-Order Effect in Electricity Spot Price: The Germany Case  (François Benhmad, Jacques Percebois)....Pages 259-271
Front Matter ....Pages 273-273
 The Analysis of Variability of Short Data Sets Based on Mahalanobis Distance Calculation and Surrogate Time Series Testing  (Teimuraz Matcharashvili, Natalia Zhukova, Tamaz Chelidze, Evgeni Baratashvili, Tamar Matcharashvili, Manana Janiashvili)....Pages 275-287
 On Generalized Additive Models with Dependent Time Series Covariates  (Márton Ispány, Valdério A. Reisen, Glaura C. Franco, Pascal Bondon, Higor H. A. Cotta, Paulo R. P. Filho et al.)....Pages 289-308
 A Bayesian Approach to Astronomical Time Delay Estimations  (Mariko Kimura, Hyungsuk Tak, Taichi Kato)....Pages 309-321
 Further Results on a Modified EM Algorithm for Parameter Estimation in Linear Models with Time-Dependent Autoregressive and t-Distributed Errors  (Boris Kargoll, Mohammad Omidalizarandi, Hamza Alkhatib, Wolf-Dieter Schuh)....Pages 323-337
Back Matter ....Pages 339-340