Virtual and On-line Video Presentations (ITISE-2022)

  • Tariq Alshammari, Mohd Tahir Ismail, Sadam Alwadi, Mohammad H. Saleh and Jamil Jaber:
    Improve the forecasting accuracy using GJR-GARCH and MODWT (C6):
    REF: 8:


  • Ángel López-Oriona and José A. Vilar:
    The bootstrap for testing the equality of two multivariate stochastic processes with an application to financial markets:
    REF: 12:


  • Juan Antonio Bellido-Jiménez, Javier Estévez Gualda and Amanda Penélope García-Marín:
    Automatization of the features selection process to improve temperature-based solar radiation models in Southern Spain:
    REF: 30:


  • Andrea Savio and Mariangela Guidolin:
    Renewable energy transition in Europe: a multi-national analysis.:
    REF: 36:


  • Mohammed Al Saleh, Béatrice Finance, Yehia Taher, Ali Jaber and Roger Luff:
    Online Classification of High Gamma Dose Rate Incidents:
    REF: 45:


  • Alif Aditya Wicaksono, Wiwik Anggraeni and Mauridhi Hery Purnomo:
    Deep Learning Approaches for Daily Climate Forecasting, Case Study: Malang Indonesia:
    REF: 46:


  • Jing Zhang and Daniel Nikovski:
    APUMPEDI: Approximating Pan Matrix Profiles of Time Series Under Unnormalized Euclidean Distances by Interpolation:
    REF: 51:


  • Diego J. Pedregal, Juan R. Trapero and Enrique Holgado:
    Demand forecasting under lost-sales stock policies with Tobit Exponential Smoothing:
    REF: 55:


  • Guglielmo D'Amico and Filippo Petroni:
    A joint probability density function of wind speed and direction for wind power plant analysis:
    REF: 59:


  • Filippo Petroni, Guglielmo D'Amico and Flavio Prattico:
    Indexed Semi-Markov Model to forecast volatility in cryptocurrency market:
    REF: 60:


  • Filippo Petroni and Flavio Prattico:
    Cryptocurrency hourly volatility and information measurement of predictability:
    REF: 64:


  • Miguel Ángel Ruiz Reina:
    An approximation to relative automatic time series forecasting measures:
    REF: 68:


  • Eduardo Caro Huertas and Jesús Juan Ruiz:
    Short-Term Electricity Load Forecasting: Modelling the COVID-19 Lockdown in Spain:
    REF: 70:


  • Asher Siebert, Bohar Singh, M. Azhar Ehsan, Souha Ouni, Yohana Tekeste, Remi Cousin, Igor Khomyakov, Aaron Kaplan and Daniel Osgood:
    Forecast-based Financing for Food Security Interventions in Africa: Case Studies in Djibouti, Ethiopia, Lesotho, Madagascar and Niger:
    REF: 73:


  • F. Catarina Pereira, A. Manuela Gonçalves and Marco Costa:
    Outliers impact on parameter estimation of Gaussian and non-Gaussian state space models: a simulation study:
    REF: 89:


  • Enrique Fernández, José Ramón Villar, Alberto Navarro and Javier Sedano:
    Early detection of flash-floods using Case-Based Reasoning:
    REF: 103:


  • Miguel Ángel Ruiz Reina:
    Multichoice Entropy Clustering for Time Series and Seasonality:
    REF: 111:


  • Dinh Thuan Nguyen and Tung Hoang:
    Combining ARIMA-SVR and Fuzzy Time Series Model based on Hedge Algebra to Forecast Bitcoin:
    REF: 114:


  • Hadeel Afifi, Mohamed Elmahdy, Motaz El Saban and Mervat Abu-Elkheir:
    Probabilistic Forecasting for Oil Producing Wells using Seq2seq Augmented Model:
    REF: 115:


  • Yuzhi Cai, Fangzhou Huang and Jiao Song:
    Modelling and predicting the dynamics of confirmed Covid-19 cases based on climate data:
    REF: 119:


  • Fatemeh Jafari, Kumaraswamy Ponnambalam and Fakhri Karray:
    A decoder-based transformer model for multi-step fresh produce price forecasts:
    REF: 123:


  • Rockefeller Rockefeller, Bubacarr Bah, Vukosi Marivate and Hans-Georg Zimmermann:
    Improving the Predictive Power of Historical Consistent Neural Network:
    REF: 127:


  • Amel Salem Omer, Tesfaye Addisie Yimer and Dereje Hailemariam Woldegebreal:
    Hybrid K-Mean Clustering and Markov Chain for Network Accessibility and Retainability Prediction:
    REF: 129:


  • Georgios Evangelidis, Konstantinos Konstantakis and Panayotis G. Michaelides:
    Renewable Energy Installations and Policy Assessment: Evidence from cointegration and non-causality in Greece (1987-2020):
    REF: 134:


  • Claudio M. C. Inacio Jr and Sergio A. David:
    Measuring the dynamic cross-correlation and contagion effect between Brent crude and heating oil (US-Diesel) prices pre and during the Covid-19 outbreak:
    REF: 136:


  • Juan Laborda, Sonia Ruano and Ignacio Zamanillo:
    MULTI-COUNTRY AND MULTI-HORIZON GDP FORECASTING USING TEMPORAL FUSION TRANSFORMERS:
    REF: 141:


  • Yuvraj Sunecher:
    Modelling the Number of Intra-day Stock Transactions using a Novel Time Series Model:
    REF: 143:


  • Tsegamlak Terefe Debella, Bethelhem Seifu Shawel, Maxime Devanne, Jonathan Weber, Dereje Hailemariam Woldegebriel, Sofie Pollin and Germain Forestier:
    Deep Representation Learning for Cluster Level Time Series Forecasting:
    REF: 144:


  • Aleksandra Wójcicka-Wójtowicz and Anna Łyczkowska-Hanćkowiak:
    Recommendations of stockbrokers vs. fuzzy portfolio approach in construction sector:
    REF: 146:


  • Tina Andriantsalama, Chao Tang, Remy Ineza Mugenga, Thierry Portafaix, Mathieu Delsaut, Patrick Jeanty, Alexandre Graillet, Girish Kumar Beeharry, Roddy Lollchund, Tyagaraja S. Modelly Cunden and Béatrice Morel:
    Estimation of cloud fraction by longwave radiation using machine learning:
    REF: 149:


  • Bethelhem S. Shawel, Frehiwot Bantigegn, Tsegamlak Terefe Debella, Sofie Pollin and Dereje H. Woldegebreal:
    K-means Clustering Assisted Spectrum Utilization Prediction with Deep Learning Models:
    REF: 150:


  • Bethelhem S. Shawel, Endale Mare, Tsegamlak Terefe Debella, Sofie Pollin and Dereje Hailemariam Woldegebreal:
    A Multivariate Approach for Spatiotemporal Mobile Data Traffic Prediction:
    REF: 151:


  • Rafael Alvarenga, Hubert Herbaux and Laurent Linguet:
    Combination of post-processing methods to improve high resolution solar irradiance forecasts in French Guiana:
    REF: 152:


  • Sebastià Barceló Forteza, Javier Pascual-Granado, Juan Carlos Suárez, Antonio García Hernández and Mariel Lares Martiz:
    Coarse Grain Spectral Analysis for the low-amplitude signature of multiperiodic stellar pulsators:
    REF: 154:


  • Belen Rosado, Luis Miguel Peci, Amós De Gil, Paola Barba and Manel Berrocoso:
    Geothermal time series analysis of the Deception volcano 2011-2022 (Antarctica):
    REF: 155:


  • Ana Apolo Penaloza, Roberto Leborgne and Alexandre Balbinot:
    Comparative analysis of residential load forecasting with different levels of aggregationComparative analysis of residential load forecasting with different levels of aggregation:
    REF: 157:


  • Sergio Bianchi, Augusto Pianese and Massimiliano Frezza:
    An analysis of liquidity through the self-similarity surfaces:
    REF: 160:


  • Olga Luengo, Belén Rosado, Amós De Gil, Paola Barba and Manuel Berrocoso:
    Analysis of underwater temperature series of Deception and Livingston Islands 2012-2022 (Antarctica):
    REF: 166:


  • Alessandro Cardinali:
    Costationary Whitenoise Processes and Local Stationarity Testing:
    REF: 168:


  • Olga Luengo, Belén Rosado, Amós De Gil, Paola Barba and Manuel Berrocoso:
    Analysis of tidal series of Deception and Livingston Islands (Antarctica):
    REF: 172:


  • Paola Barba, Belén Rosado, Javier Ramírez-Zelaya, Adrián Villanueva and Manuel Berrocoso:
    INFLUENCE OF THE ERUPTION OF LA PALMA ON THE EVOLUTION OF TROPOSPHERIC ACTIVITY IN THE CANARY ARCHIPELAGO:
    REF: 176:


  • Mohammed Al Saleh, Béatrice Finance, Yehia Taher, Ali Jaber and Roger Luff:
    Time Series Clustering of High Gamma Dose Rate Incidents:
    REF: 179:


  • Antonio Bertini, Immacolata Caruso and Tiziana Vitolo:
    INLAND AREAS, PROTECTED NATURAL AREAS AND SUSTAINABLE DEVELOPMENT:
    REF: 180:


  • Bruno Mendes, Ana Maria Tomé and José Moreira:
    Feature Importance Study on Forecasting Hourly Retail Time Series:
    REF: 182:


  • Antonio Mihi-Ramírez, Elías Melchor-Ferrer and Ammar Ziad-Alwrekiat:
    Impact of capitalization on labor productivity in European countries:
    REF: 183:


  • Harald Bergsteiner:
    The WEF’s Global Competitiveness Reports: A case of reliable nonsense?:
    REF: 186:


  • Sobhan Moazemi, Sebastian Kalkhoff, Steven Kessler, Zeynep Boztoprak, Vincent Hettlich, Artur Liebrecht, Roman Bibo, Bastian Dewitz, Artur Lichtenberg, Hug Aubin and Falko Schmid:
    Evaluating a Recurrent Neural Networks Model For Predicting Readmission to Cardiovascular ICUs Based on Clinical Time Series Data:
    REF: 190:


  • Florian Combes, Ricardo Fraiman and Badih Ghattas:
    Time Series sampling:
    REF: 196:


  • PDF Presentations (ITISE-2022)


  • Tariq Alshammari, Mohd Tahir Ismail, Sadam Alwadi, Mohammad H. Saleh and Jamil Jaber:
    Improve the forecasting accuracy using GJR-GARCH and MODWT (C6):
    REF: 8:


  • Abdullah Alenezy, Mohd Tahir Ismail, Sadam Alwadi, Jamil Jaber and Nawaf Hamadneh:
    Forecasting Stock Market Volatility using Hybrid of Fuzzy Inference Rules with Descent Method with Haar Wavelet Function: Saudi Arabia:
    REF: 10:


  • Ángel López-Oriona and José A. Vilar:
    The bootstrap for testing the equality of two multivariate stochastic processes with an application to financial markets:
    REF: 12:


  • Tassew Tolcha:
    The state of Africa’s air transport market amid COVID-19, and forecasts for recovery:
    REF: 29:


  • Juan Antonio Bellido-Jiménez, Javier Estévez Gualda and Amanda Penélope García-Marín:
    Automatization of the features selection process to improve temperature-based solar radiation models in Southern Spain:
    REF: 30:


  • Nicola Rubino, Emilio Congregado and David Troncoso:
    Evaluating the long-term impacts of economic or policy shocks among necessity and opportunity entrepreneurs:
    REF: 35:


  • Andrea Savio and Mariangela Guidolin:
    Renewable energy transition in Europe: a multi-national analysis.:
    REF: 36:


  • Bibiana Lanzilotta, Gabriela Mordecki and Viviana Umpiérrez:
    Economic uncertainty impact in forecasting Uruguayan macro variables:
    REF: 38:


  • Riccardo De Blasis:
    A semi-Markov approach to financial modelling during the COVID19 pandemic:
    REF: 41:


  • Salvatore Vergine, Cesar Alvarez Arroyo, Guglielmo D'Amico, Juan Manuel Esca��o Gonzalez and L��zaro Alvarado Barrios:
    Stochastic model for microgrid management:
    REF: 44:


  • Mohammed Al Saleh, Béatrice Finance, Yehia Taher, Ali Jaber and Roger Luff:
    Online Classification of High Gamma Dose Rate Incidents:
    REF: 45:


  • Alif Aditya Wicaksono, Wiwik Anggraeni and Mauridhi Hery Purnomo:
    Deep Learning Approaches for Daily Climate Forecasting, Case Study: Malang Indonesia:
    REF: 46:


  • Jing Zhang and Daniel Nikovski:
    APUMPEDI: Approximating Pan Matrix Profiles of Time Series Under Unnormalized Euclidean Distances by Interpolation:
    REF: 51:


  • Diego J. Pedregal, Juan R. Trapero and Enrique Holgado:
    Demand forecasting under lost-sales stock policies with Tobit Exponential Smoothing:
    REF: 55:


  • Filippo Petroni, Guglielmo D'Amico and Flavio Prattico:
    Indexed Semi-Markov Model to forecast volatility in cryptocurrency market:
    REF: 60:


  • Serena Brianzoni, Giovanni Campisi, Graziella Pacelli and Filippo Petroni:
    Heterogeneous agent model of multi-assets in discrete-time:
    REF: 69:


  • Eduardo Caro Huertas and Jesús Juan Ruiz:
    Short-Term Electricity Load Forecasting: Modelling the COVID-19 Lockdown in Spain:
    REF: 70:


  • Aleš Kresta and Anlan Wang:
    Comparison of different portfolio optimization strategies to minimize the risk:
    REF: 71:


  • Asher Siebert, Bohar Singh, M. Azhar Ehsan, Souha Ouni, Yohana Tekeste, Remi Cousin, Igor Khomyakov, Aaron Kaplan and Daniel Osgood:
    Forecast-based Financing for Food Security Interventions in Africa: Case Studies in Djibouti, Ethiopia, Lesotho, Madagascar and Niger:
    REF: 73:


  • Grzegorz Dudek, Slawek Smyl and Paweł Pełka:
    Recurrent Neural Networks for Forecasting Time Series with Multiple Seasonality: A Comparative Study:
    REF: 75:


  • Mireya Morgana-Orellana, Patricia Picazo-Peral and Sergio Moreno-Gil:
    Rethinking Tourism and Hospitality Research:
    REF: 78:


  • Dieter Nautz:
    Inflation Expectations, Inflation Target Credibility and the COVID-19 Pandemic: New Evidence from Germany:
    REF: 97:


  • Gianluca Cubadda and Marco Mazzali:
    The Vector Error Correction Index Model: Representation and Statistical Inference:
    REF: 98:


  • Juan Kalemkerian:
    Modelling a Continuous Time Series from FOU(p) processes:
    REF: 100:


  • Enrique Fernández, José Ramón Villar, Alberto Navarro and Javier Sedano:
    Early detection of flash-floods using Case-Based Reasoning:
    REF: 103:


  • Alexander Schnurr and Svenja Fischer:
    An ordinal procedure to detect change points in the dependence structure between non-stationary time series:
    REF: 107:


  • Can Wang, Mitra Baratchi, Thomas Thomas Bäck, Holger H. Hoos, Steffen Limmer and Markus Olhofer:
    Towards time series feature engineering in automated machine learning for multi-step forecasting:
    REF: 108:


  • Daniele Girolimetto and Tommaso Di Fonzo:
    Point and probabilistic forecast reconciliation for general linearly constrained multiple time series:
    REF: 110:


  • Miguel Ángel Ruiz Reina:
    Multichoice Entropy Clustering for Time Series and Seasonality:
    REF: 111:


  • Valerian Cimniak, Martin Brutsche, Michael Grill, André Kulzer and Michael Bargende:
    Sensor-Based Anomaly Detection for Marine Engines with LSTM Auto-Encoders:
    REF: 113:


  • Tanzeela Yaqoob and Arfa Maqsood:
    Exploring the performance of Test Statistics of Time Series Outlier Detection: Evidence from Robust Estimation Methods:
    REF: 117:


  • Martin Angerbauer, Michael Grill and André Casal Kulzer:
    Long Short-Term Memory Networks for the prediction of Fuel Cell Voltage and Efficiency:
    REF: 120:


  • Catherine Doz and Anna Petronevich:
    Three states of the French business cycle:
    REF: 125:


  • Rockefeller Rockefeller, Bubacarr Bah, Vukosi Marivate and Hans-Georg Zimmermann:
    Improving the Predictive Power of Historical Consistent Neural Network:
    REF: 127:


  • Carole Lebreton, Fabrice Kbidi, Frédéric Alicalapa, Michel Benne and Cédric Damour:
    PV fault diagnosis method based on time series electrical signal analysis:
    REF: 128:


  • Alex Babiš and Beáta Stehlíková:
    Performance evaluation of a family of GARCH processes based on Value-at-risk forecasts:
    REF: 131:


  • H. Herwartz, J. Roestel and F. Xu:
    Measuring the impact of monetary policy on the stock market via an identified multivariate GARCH model:
    REF: 132:


  • Claudio M. C. Inacio Jr and Sergio A. David:
    Measuring the dynamic cross-correlation and contagion effect between Brent crude and heating oil (US-Diesel) prices pre and during the Covid-19 outbreak:
    REF: 136:


  • Benjamin Franz, Alexander Wasserburger, Christoph Hametner and Stefan Jakubek:
    Forecasting of COVID-19 Hospital Occupancy Using Differential Flatness:
    REF: 139:


  • Ruggero Sainaghi and Jorge Chica-Olmo:
    EFFECTS OF TRANSPORTATION, COMMERCE, AND SPILLOVER ON AIRBNB:
    REF: 14:


  • Yuvraj Sunecher:
    Modelling the Number of Intra-day Stock Transactions using a Novel Time Series Model:
    REF: 143:


  • Tsegamlak Terefe Debella, Bethelhem Seifu Shawel, Maxime Devanne, Jonathan Weber, Dereje Hailemariam Woldegebriel, Sofie Pollin and Germain Forestier:
    Deep Representation Learning for Cluster Level Time Series Forecasting:
    REF: 144:


  • Aleksandra Wójcicka-Wójtowicz and Anna Łyczkowska-Hanćkowiak:
    Recommendations of stockbrokers vs. fuzzy portfolio approach in construction sector:
    REF: 146:


  • Xabat Larrea, Mikel Hernandez, Gorka Epelde, Andoni Beristain, Cristina Molina, Ane Alberdi, Debbie Rankin, Panagiotis Bamidis and Evdokimos Konstantinidis:
    Synthetic subject generation with coupled coherent time series data:
    REF: 147:


  • Rafael Alvarenga, Hubert Herbaux and Laurent Linguet:
    Combination of post-processing methods to improve high resolution solar irradiance forecasts in French Guiana:
    REF: 152:


  • Belen Rosado, Luis Miguel Peci, Amós De Gil, Paola Barba and Manel Berrocoso:
    Geothermal time series analysis of the Deception volcano 2011-2022 (Antarctica):
    REF: 155:


  • Monika Warmuth, Philipp Romberger, Knut Hüper and Christian Uhl:
    Dynamical Component Analysis: Updated and improved algorithm, applications, and limitations:
    REF: 156:


  • Majdi Frikha, Khaled Taouil, Ahmed Fakhfakh and Faouzi Derbel:
    Limitation of deep learning algorithm for prediction power consumption:
    REF: 171:


  • Francesco Aristodemo, Tommaso Caloiero, Andrea Lira Loarca and Giovanni Besio:
    Detection and quantification of wave trends in Southern Italy:
    REF: 175:


  • Mohammed Al Saleh, Béatrice Finance, Yehia Taher, Ali Jaber and Roger Luff:
    Time Series Clustering of High Gamma Dose Rate Incidents:
    REF: 179:


  • Bruno Mendes, Ana Maria Tomé and José Moreira:
    Feature Importance Study on Forecasting Hourly Retail Time Series:
    REF: 182:


  • Tom Vanwalleghem and María del Pilar Jiménez Donaire:
    Study of the interaction between cereal yield and hydroclimatic factors through Dynamic Factor Analysis:
    REF: 184:


  • Harald Bergsteiner:
    The WEF’s Global Competitiveness Reports: A case of reliable nonsense?:
    REF: 186:


  • Franko Pandžić, Ivan Sudić, Amalija Božiček, Matko Mesar, Bojan Franc, Marija Žmire and Ivan Šturlić:
    Power grid load forecasting using ridge regression including weather forecasts, reanalyses, terrestrial and satellite weather data:
    REF: 188:


  • Maha Shadaydeh, Joachim Denzler and Mirco Migliavacca:
    Partitioning of Net Ecosystem Exchange using Dynamic Mode Decomposition and Time Delay Embedding:
    REF: 194: