Organization
Universidad de Granada
|
Dep. Arquitectura y Tecnología de Computadores, UGR
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ITISE 2016
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Topics
The topics of interest include, but are not limited to:
Time Series Analysis and Forecasting:
Nonparametric and functional methods
Vector processes
Probabilistic Approach to Modeling Macroeconomic Uncertainties
Uncertainties in forecasting processes
Nonstationarity
Forecasting theory and adjustment
Ensemble forecasting
Forecasting performance evaluation
Interval forecasting
Econometric models
Econometric Forecasting
Data preprocessing methods: Data decomposition, Seasonal adjustment, Singular spectrum analysis, Detrending methods, etc.
Time Series Models:
Linear and ARMA models
Non-linear time series models (ARCH, GARCH, TARCH, EGARCH, FIGARCH, CGARCH ...)
Forecasting with Many Models. Model integration
Advanced time series models
Advanced method and on-Line Learning in time series:
Adaptivity for stochastic models
On-line machine learning for forecasting
Aggregation of predictors
Hierarchical forecasting
Forecasting with Computational Intelligence
Time series analysis with computational intelligence
Integration of system dynamics and forecasting models
High Dimension and Complex/Big Data
Local Vs Global forecast
Techniques for dimension reduction
Multiscaling
Forecasting Complex/Big data
Forecasting in real problem:
Health forecasting
Telecommunication forecasting
Modelling and forecasting in power markets
Energy forecasting
Financial forecasting and risk analysis
Forecasting electricity load and prices
Forecasting and planning systems
Real time macroeconomic monitoring and forecasting
Applications in: energy, finance, transportation, networks, meteorology, health, research and environment, etc.
Proceedings
ITISE2016. Proceedings is already available.
Program
ITISE 2016 program is already available.
ITISE 2015. SPRINGER
Selected contributions of ITISE will be published in Springer series: Contributions to Statistics
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