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International Work-Conference on Time Series

he topics of interest include, but are not limited to:

1.- Time Series Analysis and Forecasting:

  • Nonparametric and functional methods
  • Vector processes
  • Probabilistic approaches to modeling macroeconomic uncertainties
  • Uncertainties in forecasting processes
  • Nonstationarity
  • Forecasting with Many Models. Model integration
  • 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.

2.- Advanced methods 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

3.- High Dimensional and Complex/Big Data

  • Local vs global forecasts
  • Dimension reduction techniques
  • Multiscaling
  • Forecasting Complex/Big data

4.- Forecasting in real problems:

  • 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.