Theory and Applications of Time Series Analysis and Forecasting

- Part I Theoretical Aspects of Time Series. - An Improved Forecasting and Detection of Structural Breaks in Time Series Using Fuzzy Techniques. - Anomaly Detection Algorithm Using a Hybrid Modelling Approach for Energy Consumption Time Series. - Unit Root Test Combination via Random Forests. - Probabilistic Forecasting of Seasonal Time Series. - Nonstatistical Methods for Analysis, Forecasting, and Mining Time Series. - PMF Forecasting for Count Processes: A Comprehensive Performance Analysis. - A Novel First-Order Autoregressive Moving Average Model to Analyze Discrete-Time Series Irregularly Observed. - Part II Econometric and Forecasting. - Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the USA. - Asymptotic Expansions for Market Risk Assessment: Evidence in Energy and Commodity Indices. - Predicting Housing Prices for Spanish Regions. - Optimal Combination Forecast for Bitcoin Dollars Time Series. - The Impact of the Hungarian Retail Debt Program. - Predicting the Exchange Rate Path: The Importance of Using Up-to-Date Observations in the Forecasts. - Part III Time Series Prediction Applications. - Development of Algorithm for Forecasting System Software. - Forecasting High-Frequency Electricity Demand in Uruguay. - Day-Ahead Electricity Load Prediction Based on Calendar Features and Temporal Convolutional Networks. - Network Security Situation Awareness Forecasting Based on Neural Networks. - Part IV Advanced Applications in Time Series Analysis. - Modeling Covid-19 Contagion Dynamics: Time-Series Analysis Across Different Countries and Subperiods. - Diffusion of Renewable Energy for Electricity: An Analysis for Leading Countries. - The State and Perspectives of Employment in the Water Transport System of the Republic of Croatia. - Reversed STIRPAT Modeling: The Role of CO2 Emissions, Population, and Technology for a Growing Affluence.