Time Series Analysis and Forecasting

Part I. Advanced Analysis and Forecasting Methods

1. A Direct Method for the Langevin-Analysis of Multidimensional Stochastic Processes with Strong Correlated Measurement Noise
Teresa Scholz, Frank Raischel, Pedro G. Lind, Matthias Wächter, Vitor V. Lopes, Bernd Lehle

2. Threshold Autoregressive Models for Directional Time Series
Mahayaudin M. Mansor, Max E. Glonek, David A. Green, Andrew V. Metcalfe

3. Simultaneous Statistical Inference in Dynamic Factor Models
Thorsten Dickhaus, Markus Pauly

4. The Relationship Between the Beveridge–Nelson Decomposition and Exponential Smoothing
Víctor Gómez

5. Permutation Entropy and Order Patterns in Long Time Series
Christoph Bandt

6. Generative Exponential Smoothing and Generative ARMA Models to Forecast Time-Variant Rates or Probabilities
Edgar Kalkowski, Bernhard Sick

7. First-Passage Time Properties of Correlated Time Series with Scale-Invariant Behavior and with Crossovers in the Scaling
Pedro Carpena, Ana V. Coronado, Concepción Carretero-Campos, Pedro Bernaola-Galván, Plamen Ch. Ivanov

Part II. Theoretical and Applied Econometrics

8. The Environmental Impact of Economic Activity on the Planet
José Aureliano Martín Segura, César Pérez López, José Luis Navarro Espigares

9. Stock Indices in Emerging and Consolidated Economies from a Fractal Perspective
María Antonia Navascués, Maria Victoria Sebastián, Miguel Latorre

10. Value at Risk with Filtered Historical Simulation
Mária Bohdalová, Michal Greguš

11. A SVEC Model to Forecast and Perform Structural Analysis (Shocks) for the Mexican Economy, 1985Q1–2014Q4
Eduardo Loría, Emmanuel Salas

12. Intraday Data vs Daily Data to Forecast Volatility in Financial Markets
António A. F. Santos

13. Predictive and Descriptive Qualities of Different Classes of Models for Parallel Economic Development of Selected EU-Countries
Jozef Komorník, Magdaléna Komorníková

14. Search and Evaluation of Stock Ranking Rules Using Internet Activity Time Series and Multiobjective Genetic Programming
Martin Jakubéci, Michal Greguš

15. Integer-Valued APARCH Processes
Maria Conceição Costa, Manuel G. Scotto, Isabel Pereira

Part III. Applications in Time Series Analysis and Forecasting

16. Emergency-Related, Social Network Time Series: Description and Analysis
Horia-Nicolai Teodorescu

17. Competitive Models for the Spanish Short-Term Electricity Demand Forecasting
J. Carlos García-Díaz, Óscar Trull

18. Age-Specific Death Rates Smoothed by the Gompertz–Makeham Function and Their Application in Projections by Lee–Carter Model
Ondřej Šimpach, Petra Dotlačilová

19. An Application of Time Series Analysis in Judging the Working State of Ground-Based Microwave Radiometers and Data Calibration
Zhenhui Wang, Qing Li, Jiansong Huang, Yanli Chu

20. Identifying the Best Performing Time Series Analytics for Sea Level Research
Phil. J. Watson

21. Modellation and Forecast of Traffic Series by a Stochastic Process
Desiree Romero, Nuria Rico, M. Isabel Garcia-Arenas

22. Spatio-Temporal Modeling for fMRI Data
Wenjie Chen, Haipeng Shen, Young K. Truong

Part IV. Machine Learning Techniques in Time Series Analysis and Prediction

23. Communicating Artificial Neural Networks with Physical-Based Flow Model for Complex Coastal Systems
Bernard B. Hsieh

24. Forecasting Daily Water Demand Using Fuzzy Cognitive Maps
Jose L. Salmeron, Wojciech Froelich, Elpiniki I. Papageorgiou

25. Forecasting Short-Term Demand for Electronic Assemblies by Using Soft-Rules
Tamás Jónás, József Dombi, Zsuzsanna Eszter Tóth, Pál Dömötör

26. Electrical Load Forecasting: A Parallel Seasonal Approach
Oussama Ahmia, Nadir Farah

27. A Compounded Multi-resolution-Artificial Neural Network Method for the Prediction of Time Series with Complex Dynamics
Livio Fenga

28. Erratum to: Stock Indices in Emerging and Consolidated Economies from a Fractal Perspective
María Antonia Navascués, Maria Victoria Sebastián, Mario Latorre

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