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Generalife PalaceAlhambra ViewAlhambra's NightGranada's Panoramic (I)Granada's Panoramic (II)Granada's CathedralMoorish WindowsCourt of the LionsCosta Tropical of Granada
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Generalife Palace

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.