• Generalife Palace
  • Alhambra View
  • Alhambra's Night
  • Granada's Panoramic (I)
  • Granada's Panoramic (II)
  • Granada's Cathedral
  • Moorish Windows
  • Court of the Lions
  • Costa Tropical of Granada
Generalife Palace1 Alhambra View2 Alhambra's Night3 Granada's Panoramic (I)4 Granada's Panoramic (II)5 Granada's Cathedral6 Moorish Windows7 Court of the Lions8 Costa Tropical of Granada9
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Special Session Proposals

The Special Session Proposals of ITISE 2016 is 'under construction'
SS2 Recent Advances in Long Memory Models

Capitalizing on the recent increase in the collection and storage of long time series there has been a resurgence in need for appropriate time series models that include long memory components. This, in turn, has led to many recent advances in novel methodology for modelling long memory. This session brings together five authors with recent work in the area with the aim of providing a broad view of recent advances from Hurst estimation to multivariate long memory models. The session should be of interest to anyone working with long memory models or time series with apparent structure at large lags, including those working in industry. Organizer:
Dr. Rebecca Killick ,Lecturer in Statistics at Lancaster University, UK..

SS3 Advanced Methodologies for Modeling Volatility.

SS4 Structural Time Series Models

SS5 Multi-scale analysis of univariate and multivariate time series: spectral analysis, wavelets, fractals, chaos and soft-computing methods.

Every physical, physiological and financial time series has a characteristic behavior with respect to the scale at which it is observed. That is so because the time series is the output of a physical, biological or market system with a given dynamics resulting in one of two extremes, scale-invariant properties on one hand and scale-dependent properties on the other. In any case, each time series has variabilities at different temporal scales. Also the joint variability between each pair of variables may also be a function of scale. There are different approaches for doing such scale analysis, from classical spectral analysis to wavelets and from fractals to non-linear methods. The choice of a given approach may be a function of the question that one wants to answer or may be a decision taken by the researcher according to his/her familiarity with the different techniques.

The main objective of this session is the presentation of methodologies and cases studies dealing with the analysis of scales of variability of times series and joint variability between time series. New theoretical developments, new algorithms implementing known methodologies, new strategies for dealing with scale analysis of single or multivariate time series and case studies are appropriate for this special session.

Prof. Eulogio Pardo-Igúzquiza , DDepartment of Geodynamics at the University of Granada (Spain). .
Prof. Francisco Javier Rodríguez-Tovar , Departamento de Estratigrafía y Paleontología, Campus Fuentenueva, Universidad de Granada, 18071 Granada (Spain) .