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

Front Matter....Pages i-xix
Front Matter....Pages 1-1
A Direct Method for the Langevin-Analysis of Multidimensional Stochastic Processes with Strong Correlated Measurement Noise....Pages 3-11
Threshold Autoregressive Models for Directional Time Series....Pages 13-25
Simultaneous Statistical Inference in Dynamic Factor Models....Pages 27-45
The Relationship Between the Beveridge–Nelson Decomposition and Exponential Smoothing....Pages 47-60
Permutation Entropy and Order Patterns in Long Time Series....Pages 61-73
Generative Exponential Smoothing and Generative ARMA Models to Forecast Time-Variant Rates or Probabilities....Pages 75-88
First-Passage Time Properties of Correlated Time Series with Scale-Invariant Behavior and with Crossovers in the Scaling....Pages 89-102
Front Matter....Pages 103-103
The Environmental Impact of Economic Activity on the Planet....Pages 105-112
Stock Indices in Emerging and Consolidated Economies from a Fractal Perspective....Pages 113-122
Value at Risk with Filtered Historical Simulation....Pages 123-133
A SVEC Model to Forecast and Perform Structural Analysis (Shocks) for the Mexican Economy, 1985Q1–2014Q4....Pages 135-145
Intraday Data vs Daily Data to Forecast Volatility in Financial Markets....Pages 147-159
Predictive and Descriptive Qualities of Different Classes of Models for Parallel Economic Development of Selected EU-Countries....Pages 161-173
Search and Evaluation of Stock Ranking Rules Using Internet Activity Time Series and Multiobjective Genetic Programming....Pages 175-187
Integer-Valued APARCH Processes....Pages 189-202
Front Matter....Pages 203-203
Emergency-Related, Social Network Time Series: Description and Analysis....Pages 205-215
Competitive Models for the Spanish Short-Term Electricity Demand Forecasting....Pages 217-231
Age-Specific Death Rates Smoothed by the Gompertz–Makeham Function and Their Application in Projections by Lee–Carter Model....Pages 233-245
An Application of Time Series Analysis in Judging the Working State of Ground-Based Microwave Radiometers and Data Calibration....Pages 247-259
Identifying the Best Performing Time Series Analytics for Sea Level Research....Pages 261-278
Front Matter....Pages 203-203
Modellation and Forecast of Traffic Series by a Stochastic Process....Pages 279-292
Spatio-Temporal Modeling for fMRI Data....Pages 293-311
Front Matter....Pages 313-313
Communicating Artificial Neural Networks with Physical-Based Flow Model for Complex Coastal Systems....Pages 315-327
Forecasting Daily Water Demand Using Fuzzy Cognitive Maps....Pages 329-340
Forecasting Short-Term Demand for Electronic Assemblies by Using Soft-Rules....Pages 341-353
Electrical Load Forecasting: A Parallel Seasonal Approach....Pages 355-366
A Compounded Multi-resolution-Artificial Neural Network Method for the Prediction of Time Series with Complex Dynamics....Pages 367-384