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000946331 001__ 946331
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000946331 019__ $$a1224141972$$a1225199468$$a1227399629$$a1228843696
000946331 020__ $$a9783030562199$$q(electronic book)
000946331 020__ $$a3030562190$$q(electronic book)
000946331 020__ $$z3030562182
000946331 020__ $$z9783030562182
000946331 035__ $$aSP(OCoLC)on1224365912
000946331 035__ $$aSP(OCoLC)1224365912
000946331 040__ $$aEBLCP$$beng$$cEBLCP$$dEBLCP$$dGW5XE$$dYDX$$dUPM$$dSFB$$dLEATE$$dS2H$$dOCLCF$$dOCLCO
000946331 049__ $$aISEA
000946331 1112_ $$aInternational Conference on Time Series and Forecasting$$n(6th :$$d2019 :$$cGranada, Spain)
000946331 24510 $$aTheory and applications of time series analysis :$$bselected contributions from ITISE 2019 /$$cOlga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas, editors.
000946331 260__ $$aCham :$$bSpringer,$$c2021.
000946331 300__ $$a1 online resource
000946331 336__ $$atext$$btxt$$2rdacontent
000946331 337__ $$acomputer$$bc$$2rdamedia
000946331 338__ $$aonline resource$$bcr$$2rdacarrier
000946331 5050_ $$aIntro -- Preface -- Contents -- Advanced Statistical and Mathematical Methods for Time Series Analysis -- Random Forest Variable Selection for Sparse Vector Autoregressive Models -- 1 Introduction -- 2 State of the Art -- 2.1 Feature Selection in Vector Autoregressive Models -- 2.2 Random Forest for Feature Filtering -- 3 Methodology and Data -- 3.1 Methods -- 3.2 Data: Urban Traffic Forecasting -- 4 Results -- 5 Discussion -- 6 Conclusions -- References -- Covariance Functions for Gaussian Laplacian Fields in Higher Dimension -- 1 Introduction
000946331 5058_ $$a2 Frequency Domain Treatment of Stationary Fields in Higher Dimensions -- 2.1 Covariance Functions of Laplacian Fields -- 2.2 AR(p) -- 2.3 ARMA Fields -- 3 Appendix -- References -- The Correspondence Between Stochastic Linear Difference and Differential Equations -- 1 Introduction: The Discrete-Continuous Correspondence -- 2 ARMA Estimation and the Effects of Over-Rapid Sampling -- 3 Sinc Function Interpolation and Fourier Interpolation -- 4 Discrete-Time and Continuous-Time Models -- 5 ARMA Model and Its Continuous-Time CARMA Counterpart
000946331 5058_ $$a6 Stochastic Differential Equations Driven by Wiener Processes -- 7 Summary and Conclusions -- References -- New Test for a Random Walk Detection Based on the Arcsine Law -- 1 Introduction -- 1.1 Random Walk -- 1.2 Ordinary Random Walk Test -- 1.3 Random Walk Test for an AR(1) Process -- 2 Efficiency Evaluation of the Proposed Test -- 2.1 Gaussian Random Walk -- 2.2 Gaussian Mixture Model -- 3 Power Evaluation of the Proposed Test -- 3.1 An AR(1) Process with the Gaussian Innovations -- 3.2 An AR(1) Process with the Student-T Innovations -- 4 Conclusions -- References
000946331 5058_ $$aEconometric Models and Forecasting -- On the Automatic Identification of Unobserved Components Models -- 1 Introduction -- 2 Unobserved Components Models -- 2.1 Trend Components -- 2.2 Seasonal Components -- 2.3 Irregular Components -- 3 State-Space Systems -- 4 Automatic Forecasting Algorithm for UC -- 5 Case Studies -- 5.1 Monthly Average Temperatures in Madrid at El Retiro Weather Station -- 5.2 Spanish Gross Domestic Product (GDP) -- 5.3 Demand Database -- 6 Conclusions -- References
000946331 5058_ $$aSpatial Integration of Pig Meat Markets in the EU: Complex Network Analysis of Non-linear Price Relationships -- 1 Introduction -- 2 Data and Methods -- 2.1 Data -- 2.2 Filtering -- 2.3 Non-linear Granger Causality Networks -- 2.4 Network Measures -- 2.5 Temporal Network Evolution -- 3 Finite Sample Properties of the GAM-Test -- 4 Empirical Analysis and Results -- 4.1 Network Measures of Individual Node Connectivity -- 4.2 Measures of Global Network Cohesiveness and Their Evolution -- 5 Conclusion -- References
000946331 506__ $$aAccess limited to authorized users.
000946331 7001_ $$aValenzuela, Olga.
000946331 7001_ $$aRojas, Fernando.
000946331 7001_ $$aHerrera, Luis Javier.
000946331 7001_ $$aPomares, Héctor.
000946331 7001_ $$aRojas, Ignacio.
000946331 77608 $$iPrint version:$$z3030562182$$z9783030562182$$w(OCoLC)1176317721
000946331 852__ $$bebk
000946331 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-030-56219-9$$zOnline Access$$91397441.1
000946331 909CO $$ooai:library.usi.edu:946331$$pGLOBAL_SET
000946331 980__ $$aEBOOK
000946331 980__ $$aBIB
000946331 982__ $$aEbook
000946331 983__ $$aOnline
000946331 994__ $$a92$$bISE