"Time series analysis is applicable in a variety of disciplines such as business administration, economics, public finances, engineering, statistics, econometrics, mathematics and actuarial sciences. Forecasting the future assists in critical organizationa"

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing the disciplines of computer science, mathematics, statistics and econometrics.

Introduces the latest developments in forecasting in advanced quantitative data analysis This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their in-sample forecast values, and compute forecast values beyond the sample period. Various alternative multiple regressions models are presented based on a single time series, bivariate, and triple time-series, which are developed by taking into account specific growth patterns of each dependent variables, starting with the simplest model up to the most advanced model. Graphs of the observed scores and the forecast evaluation of each of the models are offered to show the worst and the best forecast models among each set of the models of a specific independent variable. Advanced Time Series Data Analysis: Forecasting Using EViews provides readers with a number of modern, advanced forecast models not featured in any other book. They include various interaction models, models with alternative trends (including the models with heterogeneous trends), and complete heterogeneous models for monthly time series, quarterly time series, and annually time series. Each of the models can be applied by all quantitative researchers. Presents models that are all classroom tested Contains real-life data samples Contains over 350 equation specifications of various time series models Contains over 200 illustrative examples with special notes and comments Applicable for time series data of all quantitative studies Advanced Time Series Data Analysis: Forecasting Using EViews will appeal to researchers and practitioners in forecasting models, as well as those studying quantitative data analysis. It is suitable for those wishing to obtain a better knowledge and understanding on forecasting, specifically the uncertainty of forecast values.

Future predictions are always a topic of interest. Precise estimates are crucial in many activities as forecasting errors can lead to big financial loss. The sequential analysis of data and information gathered from past to present is call time series analysis. This book covers the recent advancements in time series forecasting. The book includes theoretical as well as recent applications of time series analysis. It focuses on the recent techniques used, discusses a combination of methodology and applications, presents traditional and advanced tools, new applications, and identifies the gaps in knowledge in engineering applications. This book is aimed at scientists, researchers, postgraduate students and engineers in the areas of supply chain management, production, inventory planning, and statistical quality control.

In the modern world, data is a vital asset for any organization, regardless of industry or size. The world is built upon data. However, data without knowledge is useless. The aim of this book, briefly, is to introduce new approaches that can be used to shape and forecast the future by combining the two disciplines of Statistics and Economics.Readers of Modeling and Advanced Techniques in Modern Economics can find valuable information from a diverse group of experts on topics such as finance, econometric models, stochastic financial models and machine learning, and application of models to financial and macroeconomic data.

BOOK SUMMARY The main topics in this book are; • Advanced Data Manipulation Techniques • Advanced Statistical Analysis • Advanced Visualization and Reporting • Advanced Regression Analysis • Advanced Hypothesis Testing • Advanced Time Series Analysis • Advanced Factor Analysis and Structural Equation Modeling • Advanced Survival Analysis Advanced SPSS provides a comprehensive exploration of advanced data analysis techniques using the Statistical Package for the Social Sciences (SPSS) software. It offers practical guidance on how to leverage SPSS’s powerful capabilities for in-depth data analysis, interpretation and visualization. With real-world examples,hands-on exercises and clear explanations, this book empowers readers to navigate complex data scenarios and derive meaningful insights from their data.

The book “Advances in Information and Communication Networks - Proceedings of the 2022 Future of Information and Communication Conference (FICC)” aims in presenting the latest research advances, sharing expert knowledge and exchanging ideas with the common goal of shaping the future of Information and Communication. The conference attracted 402 submissions, of which, 131 submissions (including six poster papers) have been selected through a double-blind review process by an international panel of expert referees. This book discusses on aspects of Communication, Data Science, Ambient Intelligence, Networking, Computing, Security and Internet of Things, from classical to intelligent scope. The intention is to help academic pioneering researchers, scientists, industrial engineers, and students become familiar with and stay abreast of the ever-changing technology surrounding their industry. We hope that readers find the volume interesting and valuable; it gathers chapters addressing state-of-the-art intelligent methods and techniques for solving real world problems along with a vision of the future research.

Volume one includes sections on unit root and stationarity tests; cointegration; structural breaks; nonlinearity; and long memory. Volume two covers conditional heteroskedasticity; stochastic volatility; unobserved components; trend function analysis; prediction; seasonality; and causality.