Advances in Time Series Analysis and Forecasting

Part I. Analysis of Irregularly Sampled Time Series: Techniques, Algorithmsand Case Studies

1. Small Crack Fatigue Growth and Detection Modeling with Uncertainty and Acoustic Emission Application
Reuel Smith, Mohammad Modarres

2.
Acanthuridae and Scarinae: Drivers of the Resilience of a Polynesian Coral Reef
Alizée Martin, Charlotte Moritz, Gilles Siu, René Galzin

3. Using Time Series Analysis for Estimating the Time Stamp of a Text
Costin-Gabriel Chiru, Madalina Toia

4. Using LDA and Time Series Analysis for Timestamping Documents
Costin-Gabriel Chiru, Bishnu Sarker

Part II. Multi-scale Analysis of Univariate and Multivariate Time Series

5. Fractal Complexity of the Spanish Index IBEX 35
M. A. Navascués, M. V. Sebastián, M. Latorre, C. Campos, C. Ruiz, J. M. Iso

6. Fractional Brownian Motion in OHLC Crude Oil Prices
Mária Bohdalová, Michal Greguš

7. Time-Frequency Representations as Phase Space Reconstruction in Symbolic Recurrence Structure Analysis
Mariia Fedotenkova, Peter beim Graben, Jamie W. Sleigh, Axel Hutt

8. Analysis of Climate Dynamics Across a European Transect Using a Multifractal Method
Jaromir Krzyszczak, Piotr Baranowski, Holger Hoffmann, Monika Zubik, Cezary Sławiński

Part III. Lineal and Non-linear Time Series Models (ARCH, GARCH, TARCH, EGARCH, FIGARCH, CGARCH etc.)

9. Comparative Analysis of ARMA and GARMA Models in Forecasting
Thulasyammal Ramiah Pillai, Murali Sambasivan

10. SARMA Time Series for Microscopic Electrical Load Modeling
Martin Hupez, Jean-François Toubeau, Zacharie Grève, François Vallée

11. Diagnostic Checks in Multiple Time Series Modelling
Huong Nguyen Thu

12. Mixed AR(1) Time Series Models with Marginals Having Approximated Beta Distribution
Tibor K. Pogány

13. Prediction of Noisy ARIMA Time Series via Butterworth Digital Filter
Livio Fenga

14. Mandelbrot’s 1/f Fractional Renewal Models of 1963–67: The Non-ergodic Missing Link Between Change Points and Long Range Dependence
Nicholas Wynn Watkins

15. Detection of Outlier in Time Series Count Data
Vassiliki Karioti, Polychronis Economou

16. Ratio Tests of a Change in Panel Means with Small Fixed Panel Size
Barbora Peštová, Michal Pešta

Part IV. Advanced Time Series Forecasting Methods

17. Operational Turbidity Forecast Using Both Recurrent and Feed-Forward Based Multilayer Perceptrons
Michaël Savary, Anne Johannet, Nicolas Massei, Jean-Paul Dupont, Emmanuel Hauchard

18. Productivity Convergence Across US States in the Public Sector. An Empirical Study
Miriam Scaglione, Brian W. Sloboda

19. Proposal of a New Similarity Measure Based on Delay Embedding for Time Series Classification
Basabi Chakraborty, Sho Yoshida

20. A Fuzzy Time Series Model with Customized Membership Functions
Tamás Jónás, Zsuzsanna Eszter Tóth, József Dombi

21. Model-Independent Analytic Nonlinear Blind Source Separation
David N. Levin

22. Dantzig-Selector Radial Basis Function Learning with Nonconvex Refinement
Tomojit Ghosh, Michael Kirby, Xiaofeng Ma

23. A Soft Computational Approach to Long Term Forecasting of Failure Rate Curves
Gábor Árva, Tamás Jónás

24. A Software Architecture for Enabling Statistical Learning on Big Data
Ali Behnaz, Fethi Rabhi, Maurice Peat

Part V. Applications in Time Series Analysis and Forecasting

25. Wind Speed Forecasting for a Large-Scale Measurement Network and Numerical Weather Modeling
Marek Brabec, Pavel Krc, Krystof Eben, Emil Pelikan

26. Analysis of Time-Series Eye-Tracking Data to Classify and Quantify Reading Ability
Goutam Chakraborty, Zong Han Wu

27. Forecasting the Start and End of Pollen Season in Madrid
Ricardo Navares, José Luis Aznarte

28. Statistical Models and Granular Soft RBF Neural Network for Malaysia KLCI Price Index Prediction
Dusan Marcek

Keywords: Statistics, Statistics for Business/Economics/Mathematical Finance/Insurance, Econometrics, Probability and Statistics in Computer Science, Probability Theory and Stochastic Processes, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences