Full Program of ITISE 2014

ITISE 2014 Short Program

JUNE 25TH

8:00 – 8:30

Registration. Conference Desk

(Close to Sessions A Room).

Edificio Mecenas

8:30-10:15

Session A.1. (S5 - Part I): Time

Series Analysis and Forecasting in

Real Problem

Session B.1. (S3 - Part I): Econometric

and Financial Forecasting

10:15-10:45 Coffee Break

10:45-12:00

Session A.2. (S5 - Part II): Time


Real Problem

Session B.2. (S3 - Part II):

Econometric and Financial

Forecasting

12:00-13:00

Official Opening and Invited Talk

“George Box: The 'Accidental Statistician' who revolutionized time series

analysis”

Prof. Bovas Abraham, University of Waterloo, Waterloo, Ontario, Canada.

13:00-14:45 Lunch & Coffee

14:45-16:00

Session A.3. (SS1 - Part I): Spectral

analysis of time series: classical

methods, wavelets and soft-

computing methodologies

Session B.3. (SS2): Inference via

Estimating Functions for Circular and

Count Time Series Models

16:00-17:15

Session A.4. (SS1 - Part II):

Spectral analysis of time series:

classical methods, wavelets and

soft-computing methodologies

Session B.4. (S4 - Part I): Forecasting

Theory, Methods and Approaches

17:15-18:15 Session A5-B5: Poster Session. Part I

20:30 Visit to Alhambra (Bus at 20:30 Hotel Granada Center)

JUNE 26TH

8:30-10:15

Session A.6. (S7 - Part

I):Forecasting with Computational

Intelligence and Advanced Method

Session B.6. (S3 - Part III):


Forecasting


10:45-13:00

Session A.7. (S4 - Part II):

Forecasting Theory, Methods and

Approaches

Session B.7. (S10): Mathematical

Model in Time Series Analysis

13:00-14:45 Lunch & Coffee

14:45-16:00

Session A.8. (S4 - Part III):


Approaches

Session B.8. (S5 - Part III): Time


Real Problem

16:00-17:15

Session A.9. (S4 - Part IV):


Approaches

Session B.9. (S9): Modelling and

Forecasting in Earthquake and

Volcano Time Series

17:15-18:15 Session A10-B10: Poster Session. Part II

20:30 Gala Dinner at Palacio de Santa Paula

JUNE 27TH

8:30-10:15


II):Forecasting with

Computational Intelligence and

Advanced Method

Session B.11. S6: Energy Forecasting


10:45-11:45


III):Forecasting with

Computational Intelligence and

Advanced Method

Session B.12 (S8 - Part I): Modelling

and Forecasting in Climate and

Environment

11:45-13:00

Session A.13. (S5 - Part IV):Time


Real Problem

Session B.13 (S8 - Part II): Modelling

and Forecasting in Climate and

Environment

13:00-14:00

Session A.14. (S3 - Part IV):


Forecasting

Session B.14. Spanish Network Time

Series meeting

13:50-14:00 Closing Ceremony

14:00 Lunch & Coffee

NOTE:

The ORAL presentation will be 15 minutes + 2-3 questions (if correct timing of the session).

All Sessions A will be held in Salón de Grados, Edificio MECENAS (just 20 meters from the Facultad de

Ciencias).

All Sessions B will be held in Salón de Grados, Facultad de Ciencias.

The Poster Sessions will be held in the Hall of Facultad de Ciencias. POSTER presentation should be placed

in advance to the beginning of the poster session (A0 vertical is recommended) .

The conference desk will be located close to the Sessions A room, Salón de Grados, Edificio Mecenas.

It will open from Wednesday, june 25th at 8:15.

ITISE 2014 Conference Venue

ITISE2014 ITISE 2014 - FINAL PROGRAM

ITISE 2014 FULL PROGRAM

Wednesday, June 25

Session A.1.(S5-Part I): Time Series Analysis and Forecasting in Real Problem

Chairman: Dr. Hector Pomares

Testing and Comparing Conditional CAPM with A New Approach in TheCross-Sectional Framework

Petros Messis, Antonis Alexandridis and Achilleas Zapranis

Using Predictive Models of Mean Monthly Flows for Operative Outflows Control fromLarge Open Reservoirs

Pavel Mensık, Milos Stary and Daniel Marton

Typifying empirical failure rate time series: A case study on consumer electronic products

Zsuzsanna Eszter Toth and Tamas Jonas

Cybernetic Modeling of Organizational Change

Orlando Voica, Stelian Stancu and Alexandra Maria Constantin

Time Series Multifractal Analysis of Turbulent Plasmas in the Solar System

Wieslaw M. Macek

Forecasting competition data with Boot.EXPOS

Clara Cordeiro and Manuela Neves

Session B.1. (S3 - Part I): Econometric and Financial Forecasting

Chairman: Dr. Smolders Carine

Mutlifractal Diffusion Entropy Analysis: Applications to Financial Series

Jan Korbel and Petr Jizba

The Impact of Foreign Direct Investment on the Unemployment Rate and EconomicGrowth in Greece: A Time Series Analysis

Pavlos Stamatiou and Nikolaos Dritsakis

Speculative Bubbles, Financial Crises and Convergence in Global Real EstateInvestment Trusts

Roselyne Joyeux and George Milunovich

Nonlinearities in the EU sovereign debt crisis

Nuno Ferreira and Manuela M Oliveira

Comovement of Stock Markets—An Analysis by Nonlinear Cointegration

Kazumi Asako

1


The Transfer Function Model. An application to the quarterly series of Employmentand Value Added to the Spanish economy 1995-2013

Aureliano Martın Segura and Cesar Perez Lopez

Session A.2. (S5 - Part II): Time Series Analysis and Forecasting in RealProblem

Chairman: Dr. Ignacio Rojas

Investigation of long-range dependencies in daily GPS solutions

Anna Klos, Janusz Bogusz, Mariusz Figurski and Marcin Kujawa

Time series forecasting for hypotension crisis prediction

Liepa Bikulciene and Kristina Lukoseviciute

The Use of Panel Data Models for Ageing Living Individuals from Longitudinal Data ofDental and Skeletal Maturation

Marina A. P. Andrade and Hugo F.V. Cardoso Cardoso

Convergence in Spanish provinces

Antonio Montanes, Lorena Olmos and Marcelo Reyes

Session B.2. (S3 - Part II): Econometric and Financial Forecasting

Chairman: Dr. Jose Aureliano Martin

Structural Change and Long memory in the Dynamic of G7 inflation Processes

Mustapha Belkhouja

Explanatory drivers of the international high-end art market trends in the XXI century.

Elena De La Poza, Natividad Guadalajara and Ruijing Wang

Synchronization between Two Different Chaotic Finance Systems

Ugur Erkin Kocamaz, Yilmaz Uyaroglu, Gultekin Cagil and Orhan Torkul

Sliding Mode Control of Hyperchaotic Finance System

Yilmaz Uyaroglu, Ugur Erkin Kocamaz, Alper Goksu and Engin Can

Scaling, Linear Opinion Pool, Logarithmic Blending, and Macroeconomic Forecasts

Reason L. Machete

Session A.3. (SS1 - Part I): Spectral analysis of time series: classicalmethods, wavelets and soft-computing methodologies

Chairman: Dr. Eulogio Pardo-Iguzquiza

Cross-spectral analysis of time series with uneven sampling: study of Holocene climatevariability

Eulogio Pardo-Iguzquiza, Marta Rodrigo-Gamiz, F. J. Rodrıguez-Tovar and FranciscaMartınez-Ruiz

Confidence intervals and statistical tests of spectral estimates of time series by usingcomputer intensive methods

Eulogio Pardo-Iguzquiza and F. J. Rodrıguez-Tovar

Variability of the Annual Amounts of Station Precipitation Revealed by AutocorrelationFunctions and Power Spectra

Gyu-Ho Lim, Ae-Sook Suh and Yong-Cheol Suh

2


Group Blind Source Separation

Young Truong, Dong Wang and Haipeng Shen

Session B.3. (SS2): Inference via Estimating Functions for Circular andCount Time Series Models

Chairman: Dr. Bovas Abraham

Numerical Procedures For Outlier Detection In Circular Time Series Models

Ibrahim Bin Mohamed

Inference for infinite variance circular time series models via Estimating Functions

Thavaneswaran

Semi-parametric Estimation of Count Data Time Series

Melody Ghahramani

Session A.4. (SS1 - Part II): Spectral analysis of time series: classicalmethods, wavelets and soft-computing methodologies

Chairman: Dr. Eulogio Pardo-Iguzquiza

A wavelet leaders-based climate classification of European surface air temperature signals

Adrien Deliege and Samuel Nicolay

Forecasting indoor pollutant concentrations using Fast Fourier Transform and RegimeSwitching Models

Rachid Ouaret, Anda Ionescu and Olivier Ramalho

A new covariance function for spatio-temporal data analysis

Gyorgy Terdik and Tata Subba Rao

Significance Testing and Semi-Automatic Filtering for Non-Stationary UnevenlySampled Time Series with an Additive Gaussian White Noise

Guillaume Lenoir and Michel Crucifix

Session B.4. (S4 - Part I): Forecasting Theory, Methods and Approaches

Chairman: Dr. Elena De La Poza Plaza

LL Model - Theory and Applications

Igor Litvine

Forecasting with large factor models: a comparison based on recent developments

Alessandro Giovannelli and Stefano Soccorsi

Passivity-based Synchronization of Arneodo Chaotic System

Yilmaz Uyaroglu and Ugur Erkin Kocamaz

Control of Hyperchaotic Two-Machine Infinite-Bus Power System

Ugur Erkin Kocamaz, Yilmaz Uyaroglu and Zekeriya Ozdemir

3


LOW AND HIGH PRICES CAN IMPROVE VOLATILITY FORECASTS BASED ONTHE GARCH MODEL IN THE TURMOIL PERIOD

Piotr Fiszeder and Grzegorz Perczak

Session A5-B5: Poster Session. Part I

Chairman: Dr. Alberto Guillen

The investment strategy based on behavior of artificial earthworm for use in algotrading

Antoni Wilinski, Aneta Bera, Piotr B laszynski and Maciej Jarlaczynski

An Interval Regression Model and Its Application in Forecasting Range-based Volatilityof Chinese Stock Market

Wei Yang, Ai Han and Shouyang Wang

Modeling Return Range for Volatility

Yan Sun, Jennifer Loveland and Isaac Blackhurst

Forecasting environmental indicators. From EKC to ELC

Ana Jesus Lopez Menendez and Rigoberto Perez Suarez

Monitoring Global Business Cycle in Real Time

Jaime Martinez-Martin and Maximo Camacho

Time Based Prediction Model of short-term price fluctuation as an edge of hedge fundtrading strategy

Jan Budik

Trend curves of spectral type

Ma Navascues, Maria Victoria Sebastian, C. Ruiz, J. M. Iso and M. Latorre

Variance Ratio Testing for Fractional Cointegration in Presence of Trends and TrendBreaks

Andreas Dechert

Non-linear analysis methods applied to observational and simulated climatic time series

Carmen Herrero and Antonio Garcıa-Olivares

Development of environmental-loading equipotential circle of construction materialsbased on the ecological footprint concept

Hao-Hsi Tseng

STL statistical approach to analyze airborne pollen long-term trends

Jose Oteros, Herminia Garcıa-Mozo, Eugenio Domınguez-Vilches and Carmen Galan

Influence of weather related parameters on short-term intraday district heating forecasting

Primoz Potocnik, Suvad Bajric and Edvard Govekar

DETERMINANTS OF GOVERNMENT DEBT IN GREECE: AN EMPIRICALANALYSIS

Gisele Mah, Janine Mukuddem-Petersen and Mark Petersen

Interval Forecasting of Photovoltaic Generation Based on Quantile Regression Forests

Genta Kikuchi, Yu Fujimoto, Yasuhiro Hayashi, Yoshikane Kojima and Shunji Nakao

K-Nearest Neighbor Approach for Forecasting Energy Demands Based on Metric Learning

Yu Fujimoto, Taiki Sugiura and Noboru Murata

4


The Prague Stock Exchange Index: An Econometric Analysis

Radek Hendrych

Improvements in Approximate Entropy: area under the curve as a fast and robust toolto address temporal organization

Jose Berlinck and Jose Natali

Multidimensional Forecasting and Pattern Matching

Arnold Polanski

Performance of Data Extraction from OpenTSDB

Tomasz Wiktor Wlodarczyk

Sequential Bayesian analysis of calendar anomalies in the Spanish Stock Market

Jorge I. Laguna, Pilar Gargallo and Manuel Salvador

Automatic Identication of Forecasting ARIMA Models. The Case of Water Consumption

Jose M Caridad Y Ocerin, Africa Ruiz Gandara and Jose Angel Roldan Casas

Feature selection methods and ensemble of predictors for prediction of air pollution

Krzysztof Siwek and Stanislaw Osowski

The True Mean Square Error Approximation in the Structural Time Series ModelApplied in the Dutch Labour Force Survey

Oksana Bollineni-Balabay, Jan van den Brakel and Franz Palm

EMPIRICAL LINK BETWEEN AIR TRANSPORT AND ECONOMIC GROWTH INNAMIBIA

Joel Hinaunye Eita

Hidden State Models for Improved Remote Sensing Applications

Daniel Henke and Erich Meier

Filtering Discrete-Time Series of Financial Assets under a Classical Control TheoryPerspective

Juan Ricardo Rivera-Peruyero and Pere Marti-Puig

Event-Based Time Series Data Preprocessing: Application to Traffic Flow Time Series

Bo Zhu, Aurora Perez and Juan Pedro Valente

The Appraisals of Long Time Series of Evapotranspiration Using ModellingRainfall-Runoff with Optimized Parameters

Martin Chlumecky, Miroslav Tesar and Josef Buchtele

Identification of time-dependent structural dynamics of offshore wind turbines

Jordi Olle, Jordi Jove, Manel Martın and Raul Benıtez

DESCRIPTION OF EL HIERRO VOLCANIC PROCESS (2011-2014) FROMVARIABILITY ANALYSIS OF TOPOCENTRIC COORDINATES OBTAINED BYGNSS OBSERVATIONS

Marta Martın, Belen Rosado and Manuel Berrocoso

5


ESTABLISHING MODELS OF SURFACE DEFORMATION FROM GEODETICTIME SERIES GNSS IN AREAS OF TECTONIC PLATE INTERACTION.APPLICATION TO THE SOUTHERN REGION OF THE IBERIAN PENINSULAAND NORTH AFRICA

Belen Rosado, Marta Martın, Raul Paez and Manuel Berrocoso

Streamflow Forecasting by a Data Driven method. Two Mediterranean study cases.

Zacarıas Gulliver, Javier Herrero and Marıa Jose Polo Gomez

6


Thursday, June 26

Session A.6. (S7 - Part I):Forecasting with Computational Intelligence andAdvanced Method

Chairman: Dr. Bilal Esmael

Prediction of Internet Traffic using Time Series and Neural Networks

Chris Katris and Sophia Daskalaki

A Pattern-Based Framework for Events Recognition in Time Series Data

Bilal Esmael, Arghad Arnaout, Philipp Zollner and Gerhard Thonhauser

The 2012 Torreperogil-Sabiote (S Spain) swarm-time series analysis

Hamdache Mohamed, Pelaez Jose, Talbi Abdelhak and Henares Jesus

A low computational cost Clustering system for Low Variation Rate Segment detectionin signals with high noise conditions

Jose Marıa Sierra-Fernandez, Juan Jose Gonzalez De La Rosa, Jose CarlosPalomares, Agustın Aguera-Perez and Alvaro Jimenez-Montero

A New Fuzzy Time Series Model Using Triangular and Trapezoidal Membership Functions

Ali Ihsan Basyigit, Cenk Ulu and Mujde Guzelkaya

ELM Clustering Application to Bankruptcy Prediction

Anton Akusok, David Veganzones, Kaj-Mikael Bjork, Eric Severin, Philippe DuJardin, Amaury Lendasse and Yoan Miche

Session B.6. (S3 - Part III): Econometric and Financial Forecasting

Chairman: Dr. Aerambamoorthy Thavaneswaran

Residential versus Financial Wealth Effects on Consumption from a Shock in InterestRates

Manuel Leon Navarro and Rafael Flores de Frutos

Asymmetric connectedness of markets: How does the good and bad volatility spills overthe U.S. industries?

Jozef Barunik, Evzen Kocenda and Lukas Vacha

Real exchange rate effects on Tunisian external imbalances: validation of theMarshall-Lerner condition using a VAR model

Fatma Marrakchi Charfi and Jalila Attafi

US Retail sales: re-examination of seasonal behavior to improve forecast accuracy

Julio Alonso

Monthly Misalignment Monitor - System for Early Indication of Currency Crises inEmerging Markets

Ondra Kamenık, Tomas Motl, Sergey Plotnikov and Adam Remo

Stamp Duties Forecasting Models Based on Intra-Annual Data

Hannes Stieperaere, Carine Smolders and Koen Inghelbrecht

Session A.7. (S4 - Part II): Forecasting Theory, Methods and Approaches

Chairman: Dr. Christos Katris

7


Empirical prognostic models from spatially distributed time series: separation ofspatio-temporal modes on the base of M-SSA

Evgeny Loskutov, Dmitry Mukhin, Andrey Gavrilov and Alexander Feigin

Estimation of integrated covariation in timefrequency domain

Jozef Barunik and Lukas Vacha

Detecting information direction between coupled time series via transcripts

Jose Amigo and Roberto Monetti

Empirical prognostic models from spatially distributed time series: construction ofnonlinear principal modes

Dmitry Mukhin, Andrey Gavrilov, Evgeny Loskutov and Alexander Feigin

Unemployment Hysteresis and Cycle Asymmetry: A case study

Antonio Neto, Natercia Fortuna and Ana Paula Ribeiro

Trend tests: a tendency to resampling

Maria Rosario Ramos and Clara Cordeiro

Double bounded time series based on Beta distributions

Jan Kloppenborg Møller

Testing The Presence Of Heteroscedasticity In Unobserved Component Models

Alejandro Rodriguez and Guillermo Ferrerira

Session B.7. (S10): Mathematical Model in Time Series Analysis

Chairman: Dr. Boris Darkhovskiy

Statistical regression analysis of exceedances over a high threshold based on incompleteobservation data

Olga Kaiser and Illia Horenko

Simultaneous Diagonalization of two Matrices and Applications to VARMA Time Series

Lucian Liviu Albu and Daniel Ciuiu

Modeling of Periodic Time Series by Bilateral ARMA Representations

Anders Lindquist and Giorgio Picci

Tv-VAR estimation: Nonparametric vs Bayesian

Isabel Casas and Stefano Grassi

Symbolic Correlation Integral

M. Victoria Caballero, Mariano Matilla and Manuel Ruiz

Poisson INAR processes with serial and seasonal correlation

Marton Ispany

Estimation of Generalized Fractionally Differenced Processes with ConditionallyHeteroskedastic Errors

Gnanadarsha Dissanayake, Shelton Peiris and Tommaso Proietti

Probabilistic Properties of a Periodic Power Threshold GARCH(1,1) process

Hafida Guerbyenne and Abderrahim Kessira

8


The CO2 emissions markets:lessons from a dynamic stochastic copula autoregressive”SCAR” model

Marimoutou Velayoudom and Manel Soury

Session A.8. (S4 - Part III): Forecasting Theory, Methods and Approaches

Chairmen: Dr. Krzysztof Siwek and Dr. Lukas Vacha

Strength of cross-correlations in crisis. Evolving network analysis.

Janusz Miskiewicz

Asymptotic optimality in a class of estimating functions for stationary andnon-stationary time series

S.Y. Hwang

Novel Methodology for Segmentation of Time Series Generated by Different Mechanisms

Boris Darkhovsky and Alexandra Piryatinska

Multilevel Poisson Dynamic Linear Modelling of Time Series Data including Missings

Tanja Krone, Casper J. Albers and Marieke E. Timmerman

Session B.8. (S5 - Part III): Time Series Analysis and Forecasting in RealProblem

Chairman: Dr. Labit Yann

COST EFFECTIVENESS ANALYSES MODELS IN THE DEFENCE SYSTEM INBULGARIA

Venelin Terziev and Sevdalina Dimitrova

Time Series Forecasting applies to the Orbit Propagation Problem

Montserrat San-Martın, Juan Felix San Juan and Ivan Perez

TEST ANALYSIS TOOL (TATo). A NEW TOOL FOR STANDARIZATION OFTIME SERIES IN MARITIME AND PORT ENVIRONMENT

Javier Garcıa-Valdecasas, Rafael Molina, Alberto Llana, Alberto Rodrıguez, JosE

DamiAn Lopez and Miguel A. Cabrerizo

A synthetic Nonparametric Sign Chart to Detect Small Shifts for In-Process QualityControl

Shin-Li Lu and Chen-Fang Tsai

Session A.9. (S4 - Part IV): Forecasting Theory, Methods and Approaches

Chairman: Dr. Janusz Miskiewicz

Empirical prognostic models from spatially distributed time series: short-term forecastand long-term prognosis.

Alexander Feigin, Dmitry Mukhin, Evgeny Loskutov and Andrey Gavrilov

Causality analysis between time series - A rigorous approach

X. San Liang

Dynamic aspects of prospect theory: goals and results forecasting

Fernando Arenas

9


Volatility Homogenisation Kernel for Forecasting

Adam Kowalewski, Owen Jones and Kotagiri Ramamohanarao

Session B.9. (S9): Modelling and Forecasting in Earthquake and VolcanoTime Series

Chairman: Dr. Jose Luis Aznarte

Earthquake Time Series Analysis for Alarm-based Forecasting Models

Abdelhak Talbi and Mohamed Hamdache

Ten years of EO data analysis on active volcanoes: experience on Mt. Etna andFlegreian Fields (Naples, Italy)

Malvina Silvestri, Massimo Musacchio and Maria Fabrizia Buongiorno

Discovery of patterns preceding earthquakes in Chilean time series

Emilio Florido, Francisco Martınez-Alvarez, Jose Luis Aznarte, AntonioMorales-Esteban, J. Reyes and Alicia Troncoso

A model identification approach to the analysis of the Kobe earthquake time series

Sergio Bittanti and Simone Garatti

Session A10-B10: Poster Session. Part II


PREDICTION MODELS OF MINING ASSETS FROM TIME SERIES TECHNIQUES

Jose-Luis Casado-Sanchez, Concepcion Gonzalez Garcıa and Carmen RuizazcarateVarela

A new statistical-dynamical downscaling procedure for high-resolution time series andwind atlas generation

Yosvany H. Martinez, Wei Yu and Hai Lin

Pulmonary Tuberculosis Diagnosis Analysis through Dynamic Regression Models

Dulce Gomes, Ana L. Bras, Patrıcia A. Filipe, Bruno de Sousa and Carla Nunes

A Bayesian MCMC based estimation of Long memory in state space model

Yushu Li

Time series analysis of airborne pollen from Quercus species

Inmaculada Silva Palacios, Alvaro Miro-Moran, Santiago Fernandez Rodrıguez,

Conrado Miro-Rodrıguez, Jose Marıa Maya Manzano, Angela Gonzalo Garijo andRafael Tormo Molina

Seasonality of prices in mushroom markets

Oscar Alfranca

Proposition of a practical popularization of a safety culture in a company: Case ofHamma Bouziane cement plant (Algeria)

Chaib Rachid, Verzea Ion, Cozminca Irina and Benidir Mohamed

Spectral analysis of time series with uneven sampling

Eulogio Pardo-Iguzquiza and F. J. Rodrıguez-Tovar

10


Statistical Prediction of Global Surface Temperature for Use with GCM-BasedProjections of Climate

Victor Privalsky

Effect of the length and stability of the time series for the results of stochastic mortalityprojection: An application of the Lee-Carter model

Ondrej Simpach, Petra Dotlacilova and Jitka Langhamrova

On the analysis of monument stability in GNSS RAP stations using PPP time series

Alberto Sanchez, Marıa Jesus Borque and Antonio Jose Gil

AMBIENT v0.1: Active Measurement Based anomaly detectIon toolkit using intErNetTime series

Yann Labit and Wael Zouaoui

HMM-based modeling of human actions expressed by time series data obtained bylong-term observation

Kae Doki, Takahito Hirai, Shinji Doki, Kohjiro Hashimoto and Akihiro Torii

Models for forecasting airborne Cupressaceae pollen levels in southwest Iberian Peninsula

Inmaculada Silva Palacios, Santiago Fernandez Rodrıguez, Pablo Duran Barroso,

Candel Perez Miguel, Rafael Tormo Molina, Jose Marıa Maya Manzano and AngelaGonzalo Garijo

Treatment of time series of RCMs to generate new layers of information over Spain

Patricia Olmos Gimenez, Sandra G. Garcıa Galiano and Juan Diego Giraldo

Mining Compact but Non-Lossy Convergent Patterns Over Time Series

Daniel Serrano, Antonio Barreto and Claudia Antunes

Traffic flow forecasting

Maribel Garcıa-Arenas, Nuria Rico Castro, Pedro A. Castillo Valdivieso, VictorRivas Santos, Antonio Fernandez Ares, Pedro Garcıa Fernandez, Pablo GarcıaSanchez, Antonio Mora Garcıa, Javier Asensio and Juan Julian Merelo

Precipitation variability and the sugarcane climate demand in Brazil

Vania R. Pereira, Ana Maria H. Avila, Gabriel Blain and Jurandir Zullo Jr.

Time varying stock market betas in Europe

Eva Ferreira and Susan Orbe

Financial system stress: From empirical validity to theoretical foundations

Mikhail Oet

SEASONALITY OF PRICES IN MUSHROOM MARKETS.

Oscar Alfranca, Luis Diaz-Balteiro and Roberto Voces

Analysis and forecasting of the olive oil export times series

Antonio Jesus Rivera Rivas, Marıa Dolores Perez Godoy, Francisco Martınez, MariaJose Del Jesus and Manuel Parras Rosa

TIME SERIES ANALYSIS OF WEEKLY RAINFALL OF RAHURI REGION OFMAHARASHTRA STATE (INDIA)

Pramod Popale

11


On the therappy effect in the stochastic Gompertz model: Statistical computation andestimation

Ramon Gutierrez Sanchez, El Ketani Moummou and Eva Maria Ramos-Abalos

Data processing and water demand forecasting in water supply networks. A real case:EMACSA

Juan M. Palomo-Romero, Miguel Damas, Hector Pomares and Ignacio Rojas

Predicting the number of pageviews in a social network for hardware resource optimisation

Alberto Guillen, F. Libana-Cabanillas, N. Tschudy, Luis Javier Herrera, HectorPomares and Ignacio Rojas

Stacked Sequential Learning and Time Series Prediction Approaches for Sleep StageClassification from Polysomnography Data

Luis Herrera, Alberto Guillen, Hector Pomares, Ignacio Rojas, Olga Valenzuela,Antonio Mora and Carlos Fernandes

Trend analysis in time series based on the monotonic aggregation transform

Andrzej M.J. Skulimowski

12


Friday, June 27

Session A.11. (S7 - Part II):Forecasting with Computational Intelligenceand Advanced Method


ENSEMBLE SVR MODEL TO PREDICT FTSE100 INDEX

Bashar Al-Hnaity and Maysam Abbod

Long-term Forecasting of Oil Production with NARX Neural Networks

Leonid Sheremetov, Ana Cosultchi and Jorge Martinez-Munoz

A Bayesian hierarchical model (BHM) to extract a common series from a set of treegrowth index series in order to summarize the weather conditions over the past

Jean-Jacques Boreux and Antoine Nicault

A Novel Fuzzy Time Series Forecasting Model by Similarity Measurement and FuzzyInference

Yi-Chung Cheng, Chih-Chuan Chen and Sheng-Tun Li

Influence of the Initialization of Multilayer Perceptron for Flash Flood Forecasting:Design of a Robust Model

Thomas Darras, Anne Johannet, Bernard Vayssade, Line Kong-A-Siou and SeverinPistre

Predicting the Trajectory of a Flying Body Based on Weighted Nearest Neighbors

Konstantin V. Mironov, Martin Pongratz and Dietmar Dietrich

Session B.11. S6: Energy Forecasting

Chairman: Dr. Luis Javier Herrera

Understanding the Contribution of Varying-coefficient Models to Wind Power Forecasting

Cristobal Gallego, Alvaro Cuerva and Oscar Lopez-Garcia

Tracking Battery State-of-Charge in a Continuous Use Off-Grid Electricity System

Mark Apperley and Mohammed Alahmari

Short-term electricity demand forecasting with multiple seasonal patterns in thecompetitive Spanish daily market

J.Carlos Garcıa-Dıaz and Oscar Trull

Hourly Forecasting for Solar Power Production

Eduardo Caro, Jesus Juan and Jaime Carpio Huertas

One Day A-Head Electrical Load Peak Forecasting in Electrical Transmission Systems

Paulo Santos, Silviano Rafael and Armando Pires

Session A.12. (S7 - Part III):Forecasting with Computational Intelligenceand Advanced Method

Chairman: Dr. Boreux Jean-Jacques

Forecasting of a Non-Seasonal Tourism Time Series with ANN

Joao Paulo Teixeira and Paula Odete Fernandes

13


Fast Prediction Algorithms for Distributed Time Series

Dan Stefanoiu, Janetta Culita and Alexandru Dumitrascu

Toward neural network optimization for mid-long term load forecasting

Mohamed Reda Nezzar, Nadir Farah, Tarek Khadir and Lakhdar Chouireb

Session B.12 (S8 - Part I): Modelling and Forecasting in Climate andEnvironment

Chairman: Dr. Mark Apperley

Quantifying climatic influence on vegetation time series. Detection of climatecomponents based on Ensemble Empirical Mode Decomposition (EEMD) and localsignificance testing.

Pieter Hawinkel, Else Swinnen, Jos Van Orshoven, Bruno Verbist and Bart Muys

Probability Analysis of Fluctuations in the Level of Lakes

Sergey Muzylev, Anatoly Frolov and Victor Privalsky

Modeling of Markov non-Gaussian vector process with applications in hydrology

Anatoly Frolov and Sergey Muzylev

Effect of recalculations of air quality monitoring results on awareness on persistentorganic pollutants concentrations

Jiri Kalina, Jana Boruvkova, Jana Klanova and Ladislav Dusek

Session A.13. (S5 - Part IV):Time Series Analysis and Forecasting in RealProblem

Chairman: Dr. Boreux Jean-Jacques

The Zero-Inflated Negative Binomial Regression Model: Describing Pseudo-nitzschiaspp. in the Southwest Coast of Ireland

Helena Mourino

Forecasting the Outbursts of the Photometry Light Curve of Star V363 Lyr

Alexander Grigorievskiy, Maarit Mantere, Anton Akusok, Emil Eirola and AmauryLendasse

Time Series Analysis as a tool for decision modelling in Regional Waste ManagementSystems

Andras Torma and Adrienn Buruzs

Prognostic Prediction based on Temporal Dependencies

Daniel Cardoso and Claudia Antunes

Session B.13 (S8 - Part II): Modelling and Forecasting in Climate andEnvironment

Chairman: Dr. Mark Apperley

Connecting Multiscale Streamflow Forecasts for the Hydropower System in Brazil UsingBayesian Model Averaging and Markov Chain Monte Carlo Sampling

Carlos Lima

14


A non-linear model applied to the precipitation time series of San Fernando, Cadiz

Daniela Escobar, Mar Fenoy, Maria Luisa Martın, Marıa Yolanda Luna, Ana Morata

and Alvaro Pascual

Multiple characterizations of urban air pollution time series using a wavelet feedforwardneural network integrative approach

Daniel Dunea, Stefania Iordache and Alin Pohoata

Assessing the impact of climate variability on crop yields in Europe

Andrej Ceglar, Andrea Toreti and Stefan Niemeyer

Session A.14. (S3 - Part IV): Econometric and Financial Forecasting

Chairman: Dr. Oksana Bollineni-Balabay

Day Effects in Spanish Asset Returns

Concepcion Diaz Garcia and Rafael Flores de Frutos

From Physiology to Economics: Detrended Fluctuation Analysis as a Tool to InvestigateComplexity in Time Series

Riccardo Chiarucci and Maria Immacolata Loffredo

Forecasting Colombian Inflation Rate: A ”BOTTOM TO TOP” APPROACH

Julio Alonso and Carlos Fajardo

Session B.14. Spanish Network Time Series meeting

ITISE organization wish to thank to Spanish Network Time Series for their supportand grants.

Virtual Presentation. During all the Conference

Two fundamental observations on the unit root and cointegration methodologies

Oluremi Ogun

Prediction of Financial Bubble Collapse

Marek Kacer and Martin Alexy

Time series forecasting in production planning using artificial intelligence techniques

Florentina Alina Toader

Enhancement on Prony Analysis

Gongtao Wang and Jingjing Lu

Inferring Granger-Causality Among Cyclostationary Time Series ThroughTime-invariant Estimators

Syamantak Datta Gupta and Ravi Mazumdar

A frequency domain Lasso approach for Detecting Interdependence Relations amongTime Series

Syamantak Datta Gupta and Ravi Mazumdar

A combined nonparametric testfor seasonal unit roots

Robert M. Kunst

15


1 On Longitudinal Methods Meta-Theory and Inconsistent Taxonomy: There Is NoSuch Thing as a Longitudinal Survey

John F. Gaski

16

Full Program of ITISE 2014

Documents

Transcript of Full Program of ITISE 2014