Program of ITISE 2016

27th-29th June , 2016
Granada (SPAIN)
ITISE 2016 Short Program
Monday, June 27, 2016
REGISTRATION DESK
(start at 8h but it is opened during all the conference)
8:00-8:30
8:30-10:00
Session A.1: Multi-scale Analysis
of Univariate and Multivariate
Time Series
COFFEE BREAK
10:00-10:30
PLENARY LECTURE.
10:30-11:30
11:30-13:00
Prof. Dr. Philipp Sibbertsen
Session A.2: Analysis of ARMA
and Non-linear Time Series
Models
Session B.2: Structural and on-Line
Learning in Time Series Models
LUNCH & COFFEE
13:00-15:00
15:00-16:30
Session B.1: Data Decomposition and
Segmentation Methods for Time Series
Analysis
Session A.3: High Dimension and
Complex/Big Data
16:30-17:30
Session B.3: Forecasting in Real
Problem (Part I)
Session A.4/B.4: Poster Session (Part I)
NOTES:
 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.
 Social event (departure): Buses will be at the main entrance of Hotel
Granada Center.
Tuesday, June 28, 2016
8:30-10:00
Session A.5: Forecasting in Real Problem (Part II)
10:00-10:30
COFFEE BREAK
10:30-11:30
PLENARY LECTURE.
Prof. Dr. Gerhard Rünstler
11:30-13:00
Session A.6: Advanced Time Series Forecasting Methods. Part (I)
13:00-15:00
LUNCH & COFFEE
15:00-15:45
Session A.7: Recent Advances in Long Memory Models
15:45-16:45
PLENARY LECTURE.
Prof. Dr. Michael Graff
16:45-17:45
Session A.8: Analysis of Irregularly Sampled Time Series
17:45-18:30
Session A.9: "Poster Session (Part II)
20:00
Gala Dinner at Hotel Alhambra Palace
Wednesday, June 29, 2016
8:30-9:30
9:30-10:30
Session A.10: Advanced Time Series Forecasting Methods. Part (II)
PLENARY LECTURE.
Prof. Dr. Kalle Saastamoinen
10:30-11:00
COFFEE BREAK
11:00-12:00
Session A.11: New Advanced in Time Series Analysis
12:00-13:00
CLOSING PLENARY LECTURE.
Prof. Dr. Rebecca Killick
13:00-15:00
LUNCH & COFFEE
16:15
Visit to the Alhambra
Salón De Grados.
SESSIONS A
Edificio Mecenas
Salón De Grados.
SESSIONS B
Facultad de Ciencias
Hall
POSTER SESSIONS
Facultad de Ciencias
MAIN
ENTRANCE
ITISE 2016
Conference Program
ITISE 2016 FULL PROGRAM
Monday, June 27, 2016
Session A.1: ”Multi-scale Analysis of Univariate and Multivariate Time
Series”
Chairman: Dr. Eulogio Pardo-Igúzquiza
Time series analysis of categorical data: frequency domain analysis
Eulogio Pardo-Iguzquiza and Francisco Javier Rodrı́guez-Tovar
Parametric investigation of Capacitively Coupled RF discharge plasma with cross
wavelet and cross coherence
Debajyoti Saha, Ramesh Narayanan, R.D. Tarey, A.N.Sekar Iyengar and M.S Janaki
Temporal Analysis of Human Development, Water Resources management, Governance,
and Official Development Assistance variables in developing countries ( 1995-2010)
Maria Del Rocio Rivas López, Céline Dondeynaz and César Carmona Moreno
Climate dynamics analysis with the use of multifractal method
Jaromir Krzyszczak, Piotr Baranowski, Holger Hoffmann, Monika Zubik and Cezary
S?awi?ski
Time-Frequency Representations as Phase Space Reconstruction in Recurrence
Symbolic Analysis
Mariia Fedotenkova, Peter Beim Graben, Jamie W. Sleigh and Axel Hutt
Complex-network description of seismic time series
Norikazu Suzuki
Session B.1: ”Data Decomposition and Segmentation Methods for Time
Series Analysis”
Chairman: Dr. Tibor Poganj
Dissecting Models’ Forecasting Performance
Boriss Siliverstovs
Short Term Prediction of Gas Prices Using Time Series Analysis
Maria Bohdalova, Robert Bohdal and Vladimir Valach
The Assessment of Productivity of the Public Sector Services Across States within the
United States
Miriam Scaglione and Brian Sloboda
Nonlinear Blind Source Separation Using Sensor-Independent Signal Representations
David Levin
Detection of Outlier in Time Series Count Data
Vassiliki Karioti and Polychronis Economou
1
ITISE 2016
Conference Program
Session A.2: ”Analysis of ARMA and Non-linear Time Series Models”
Chairman: Dr. José Luis Aznarte
Comparison of the Performance of ARMA and GARMA Models in Forecasting
Thulasyammal Ramiah Pillai and Murali Sambasivan
Modeling of network traffic in a digital video transmission via Time Series ARIMA and
SARIMA univariate and multivariate VARMA
Carlos Andres Martinez Alayon, Roberto Ferro Escobar and Ruben Gonzalez
On the AR(1) time series models with marginals having approximated beta distribution
Tibor Pogany
Prediction of noisy ARIMA time series via Butterworth digital lter
Fenga Livio
Session B.2: ”Structural and on-Line Learning in Time Series Models”
Chairman: Dr. Mária Bohdalová and Dr. Ignacio Rojas
Change Point Detection in Panel Data with Small Fixed Panel Size
Barbora Pestova and Michal Pesta
Evolving Japanese Exchange Rate Pass-Through: a Time-Varying Factor-Augmented
VAR
Zakaria Moussa
Analysis of time-series eye-tracking data to classify and quantify reading ability
Goutam Chakraborty and Zong Han Wu
A Fuzzy Inference System with Customized Membership Functions for Forecasting
Demand for Electronic Goods
Tamás Jónás, Zsuzsanna Eszter Tóth and József Dombi
A quick approximate algebraic propagation procedure in dynamic systems
Ali Gargoum
PLENARY LECTURE:
Prof. Dr. Philipp Sibbertsen
Director Institute of Statistics. University of Hannover. Germany.
Session A.3: ”High Dimension and Complex/Big Data”
Chairman: Dr. Livio Fenga
A Software Architecture for Enabling Time Series Analysis on Real-Time Event Data
Ali Behnaz, Fethi Rabhi and Maurice Peat
2
ITISE 2016
Conference Program
Quantifying spatio-temporal correlation in space weather timeseries: dynamical
networks approach
Sandra Chapman, Joe Dods and Jesper Gjerloev
Inter-annual cascade effect on pelagic food web: linking nutrient supply to fish stock in
the South Atlantic Ocean
Lohengrin Fernandes, Eduardo Fagundes-Netto and Ricardo Coutinho
Sparse skew radial basis functions for time-series prediction
Michael Kirby
Diagnostic checks in multiple time series modelling
Huong Nguyen Thu
Session B.3: ”Forecasting in Real Problem (Part I)”
Chairman: Dr. Michal Pesta
Unbiased gap-filling of astronomical data
Javier Pascual-Granado, Rafael Garrido Haba and Juan Carlos Suárez Yanes
Financial development and economic growth in the Emerging Market Economies:
Further Evidence from the gradual shift causality analysis
Muhsin Kar, Saban Nazlioglu, Hüseyin Agir and Ahmet Sahbaz
Wind speed forecasting for a large-scale measurement network and numerical weather
modeling
Marek Brabec, Pavel Krc, Pavel Jurus and Emil Pelikan
Activity and distribution time-series analyses for monitoring broiler behaviour and
welfare
Alberto Peña Fernández, Tom Van Hertem, Tomas Norton, Vasileios Exadaktylos,
Erik Vranken and Daniel Berckmans
Forecasting the start and end of grass pollen season in Madrid
Jose Luis Aznarte M. and Ricardo Navares
Session A.4/B.4: ”Poster Session (Part I)”
Chairman: Dr. Fernando Rojas, Dr. Hector Pomares
Multifractal Dynamics of Moroccan Exchange Market
Marwane El Alaoui
How can the well-being and work performance
Mourad Amrani, Rachid Chaib, Azzedine Bouzaouit and Verza Ion
Holt-winters investigation of passenger flow at the Santa Maria airport (Brazil)
Daiane Costa Guimarães, Diego Gonçalves Dos Santos, Erika Gomes Hagenbeck
Santos, Armoni Da Cruz Santos and Suzana Leitão Russo
Motor vehicles tax in Sergipe: forecast using ARIMA models
Alberth Souza, Jonas Fabris, Adonis Filho, Suzana Russo, José Silva and José
Augusto Andrade Filho
3
ITISE 2016
Conference Program
Paleo-climatic time series reconstruction and forecasting
Sergey Kotov
Fractal disparities of the reference IBEX 35 with respect to other international indices
Marı́a A. Navascués, Marı́a Victoria Sebastián, Mario Guillermo Latorre Pellegero,
Clemente Campos, Carlos Ruiz and José Marı́a Iso
Preterm labor immediacy prediction: comparison of quantitative methods
Iker Malaina, Luis Martinez, Roberto Matorras, Carlos Bringas, Larraitz Aranburu,
Luis Fernández-Llebrez, Itziar Arana, Leire Gonzalez, Martin Blas Pérez and
Ildefonso Martı́nez de La Fuente
Combining simple exponential smoothing models for time series forecasting
Francisco Martı́nez, Marı́a Pilar Frı́as, Marı́a Dolores Pérez, Antonio Jesús Rivera
and Marı́a José Del Jesus
The Extent of Virgin Olive-oil Prices’ Distribution Revealing the Behavior of Market
Speculators
Fathi Abid and Bilel Kaffel
Non-linear Effects of Macroeconomic Policies on the Yield Curve
Olivier Hubert and Romain Houssa
Design Of Demand Compatible Production System And Inventory Control With The
Help Of Demand Forecasting Methods In A Furniture Factory
Halil ?brahim Koruca and Rümeysa Tanus
Transitions Among Different Kinds Of Mixed Mode Oscillations In Glow Discharge
Plasma
Sabuj Ghosh, Pankaj Kumar Shaw, Debajyoti Saha, M Sita Janaki and A N Sekar
Iyengar
Road Traffic Time Series Analysis, Modelling and Forecasting based on Mobile Phone
Network Data
Hisham El-Shishiny, Essam Algizawy, Ahmed El-Mahdy and Mohamed Baddar
Some ill defined statistical test for fractional integration
Ahmed Bensalma
Stars: testing method for regime shifts detection
Luca Stirnimann, Alessandra Conversi and Simone Marini
How do business cycles interact with financial and budgetary cycles in economies of
Africa?: Concordance Index against MSVAR
Tchieuzing Romuald
Spatio-temporal analysis of real-time regional positioning services
Cristina Torrecillas, Raul Paez, Ignacio Barbero, Laura Ponce, Sonia Perez-Plaza,
Fernando Fernandez-Palacı́n and Manuel Berrocoso
4
ITISE 2016
Conference Program
World secular stagnation: two factors of global growth
Emmanuel Salas and Eduardo Lorı́a
Tuesday, June 28, 2016
Session A.5: ”Forecasting in Real Problem (Part II)”
Chairman: Dr. Tamás Jónás
Long term monitoring of coral reef resilience and fish assemblage of Tiahura (French
Polynesia)
Alizée Martin, Jérémy Carlot, Gilles Siu and René Galzin
SARMA Time Series for Microscopic Electrical Load Modeling
Martin Hupez, François Vallée, Zacharie De Grève and Jean-François Toubeau
On the analysis of wind characteristics variations for improving photovoltaic arrays
efficiency
Valentin Dogaru Ulieru, Daniel Dunea, Stefania Iordache, Ioan Corneliu Salisteanu,
Ciprian Oprescu, Alin Pohoata
Macroeconomic Determinants of Mean Reversion and Financial Predictability
John Donalson, Natalia Gershun and Rajnish Mehra
Small Crack Fatigue Growth and Detection Modeling with Uncertainty Analysis and
Acoustic Emission Application
Reuel Smith and Mohammad Modarres
PLENARY LECTURE:
Prof. Dr. Gerhard Rünstler
European Central Bank. Prinicpal Eocnomist. Frankfurt am
Main, Germany.
Session A.6: ”Advanced Time Series Forecasting Methods. Part (I)”
Chairman: Dr. Natalia Gershun and Dr. Ignacio Rojas
Forecasting Bathtub-shaped Failure Rate Curves of Electronic Goods by Using Soft
Computational Techniques
Gábor Árva and Tamás Jónás
How Can We Improve the Estimated Probabilities of Recessions from Probit Models?
Ryan Ratcliff
5
ITISE 2016
Conference Program
Stochastic volatility models with volume-adapted returns in the analysis of intraday
financial volatility
Antonio Santos
An increasing of prediction power of the Lee-Carter model: The case of Czech and
Spanish age-specific fertility rates’ forecasting
Ondrej Šimpach and Markéta Arltová
Session A.7: ”Recent Advances in Long Memory Models”
Chairman: Dr. Rebecca Killick
Long Memory and Changepoint Models: A Spectral Classification Procedure
Ben Norwood and Rebecca Killick
Mandelbrot’s fractional renewal models of 1963-67: The non-ergodic missing link
between change points and long range dependence.
Nicholas Watkins
PLENARY LECTURE:
Prof. Dr. Michael Graff
ETH Zurich, KOF Swiss Economic Institute. Switzerland
Session A.8: ”Analysis of Irregularly Sampled Time Series”
Chairman: Dr. Ryan Ratcliff
GQL Estimation in Bivariate Non-Stationary Poisson Time Series Model Based on
Copula Approach
Naushad Mamode Khan
Determine the Time Period When a Text Was Written Using Time Series Analysis
Costin-Gabriel Chiru and Madalina Toia
Time Series Analysis of Large Corpora for Estimating Books’ Publication Years
Sarker Bishnu, Alhussein Derar, Slanova Maria, Ikram Mehreen and Costin-Gabriel
Chiru
Session A.9: ”Poster Session (Part II)”
Chairman: Dr. Ignacio Rojas, Dr. Hector Pomares
Augmented Fractional Dickey-Fuller test
Ahmed Bensalma
GNSS study time series: linear and nonlinear components
B. Rosado, R. Páez, A. Pérez-Peña, S. Pérez-Plaza, G.N. Prates, A. Fernandez-Ros,
J. Gárate, F. Fernandez-Palacı́n and M. Berrocoso
6
ITISE 2016
Conference Program
New advances in Time Series Forecasting
Olga Valenzuela, Fernando Rojas, Alberto Guillen, L.Javier Herrera, Hector Pomares
and Ignacio Rojas
Analysis of SPINA network by using FDA
Sonia Pérez, Belen Rosado, Raul Paez, Fernando Fernández Palacı́n and Manuel
Berrocoso
Fractional Brownian Models in Predictability of Financial Time Series
Maria Bohdalova and Michal Gregus
Sensitivity Analysis of window length in Singular Spectrum Analysis of a time series.
Poornima Unnikrishnan and V Jothiprakash
Characterization of snow avalanches applying the Hough transform to the spectrograms
of the seismic signals generated by the avalanches.
Elsa-Leticia Flores-Márquez and Emma Suriñach-Cornet
A Time Series Approach for Wave Height Prediction based on Real-Time Sensor Data
Siobhan Moran, Enda Howley and Jim Duggan
Wavelet analysis of the signal time series from Mexico City neutron monitor.
José Francisco Valdés-Galicia, Marni Pazos, José Gerardo López and Bernardo
Vargas-Cárdenas
Analysis of the economic impact of Porto Montenegro investments on Montenegrin
economy
Vojin Golubovic
Smooth Transition Analysis and portfolio optimization: the case of Emerging and
Frontier equity markets
Francesco Guidi and Christos Savva
Using Profit Persistence to Predict Stock Returns: An Alternative Model
Adelina Gschwandtner and Michael Hauser
Improving predictors with coordinate fuzzy transforms (CoFT)
Horia-Nicolai Teodorescu
A Time Series Model and GOES Satellite Data to Estimate Air Temperature in Puerto
Rico.
Nazario D. Ramirez-Beltran, Jorge E. Gonzalez, Joan M. Castro and Cesar M. Salazar
Lasso variable selection in predictive mixed-frequency model
Clement Marsilli
Comparison of Asymmetric GARCH models with Artificial Neural Network for Stock
Markets
Samreen Fatima and Mudassir Uddin
A New Method for Detecting Single Change Point
Yi-Rong Ying and Fei Ying
Study of the leverage effect in financial time series using a Bayesian TAR model
Oscar Andres Espinosa
7
ITISE 2016
Conference Program
Complex Forecasting Scheme for Surface Meteorological Values & for Ambulance
Service Trips – Time Series Analysis
Vladimir Gordin, A.N. Bagrov and Ph.L. Bykov
A multimensional data analysis approach for comparing time series models
Marcella Corduas and Giancarlo Ragozini
Montevideo Units Vs Autoregressive Models on Preterm Labor Detection
Iker Malaina, Roberto Matorras, Luis Martinez, Carlos Bringas, Larraitz Aranburu,
Luis Fernández-Llebrez and Ildefonso De La Fuente Martinez
Wednesday, June 29, 2016
Session A.10: ”Advanced Time Series Forecasting Methods. Part (II)”
Chairman: Dr. Basabi Chakraborty
Anomaly Detection Using Time-Series Analysis in a Core Router System
Shi Jin, Zhaobo Zhang, Krishnendu Chakrabarty and Xinli Gu
Statistical models and granular soft RBF neural network for Malaysia KLCI price index
prediction
Dusan Marcek
Turbidity: Improving Operational Forecast Using both Recurrent and Feed-Forward ad
hoc Multilayer Perceptrons.
Michaël Savary, Anne Johannet, Nicolas Massei, Jean-Paul Dupont and Emmanuel
Hauchard
PLENARY LECTURE:
Prof. Dr. Kalle Saastamoinen
Department of Military Technology,National Defence
University,Helsinki, Finland
Session A.11: ”New Advanced in Time Series Analysis”
Chairman: Dr. Dusan Marcek
Inflation of the fundamentals in financial ratios for market timing the S&P 500.
Andres Algaba and Kris Boudt
Proposal of a New Similarity Measure for Time Series Classification
Basabi Chakraborty and Sho Yoshida
8
ITISE 2016
Conference Program
Smoothing breaks and stationarity test with fractional frequency: re-examining the
PPP hypothesis in Turkish exchange rates
Saban Nazlioglu, Cagin Karul and Ahmet Koncak
CLOSING AND PLENARY LECTURE:
Prof. Dr. Rebecca Killick
Department Mathematics and Statistics, Fylde College, Lancaster
University, United Kingdom.
Session: Virtual Presentations
Chairman: Dr. Hector Pomares and Dr. Ignacio Rojas
Change-Event Detection in Temporal Signature using MODIS Imagery.
Darpan Baheti and K.S Rajan
Solar Radiation forecasting analysis using linear models. Application in Gran Canaria
Island
Luis Mazorra Aguiar and Felipe Diaz Reyes
A Comparison of Greedy Approximation Algorithms for Sparse Coding Time Series
Forecasting
Ahmed Helmi, Mohamed Waleed Fakhr and Amir F. Atiya
Trends analysis and modelling of historical series of precipitations and temperatures in
Andalucia (Spain)
Pitshu Mulomba Mukadi and Concepción González-Garcı́a
On the analysis of wind characteristics variations for improving photovoltaic arrays
efficiency
Valentin Dogaru Ulieru, Daniel Dunea, Stefania Iordache, Ioan Corneliu Salisteanu,
Ciprian Oprescu, Alin Pohoata
Modeling of network traffic in a digital video transmission via Time Series ARIMA and
SARIMA univariate and multivariate VARMA
Carlos Andres Martinez Alayon, Roberto Ferro Escobar and Ruben Gonzalez
9
Sessions A.
Salón de Grados
Edif. Mecenas
Sessions B.
Salon de Grados
Faculty of Science.
Organized and supported by: