ESTSP 2008: Proceedings
Amaury Lendasse, ed. (2008) Multiprint Oy / Otamedia , Espoo, Finland . ISBN 978-951-22-9544-9

Abstract

Time series forecasting is a challenge in many fields. In finance, experts forecast stock exchange courses or stock market indices; data processing specialists forecast the flow of information on their net- works; producers of electricity forecast the load of the following day. The common point to their problems is the following: how can one analyze and use the past to predict the future? The Second European Symposium on Time Series Prediction (ESTSP’08) is an event in the fields of neural networks, statistics and econometrics. It is held on 17-19 September 2008 in Porvoo, Fin- land. ESTSP’08 is a unique opportunity for researcher from statis- tics, neural networks, machine learning, control and econometrics to share their knowledge in the field of Time Series Prediction. Forty-six papers have been submitted to ESTSP’08 and reviewed. The best twenty-eight papers have been accepted. All the presentations will be oral. The selection was difficult due to the high scientific quality of the submitted papers. We would like to thank all members of the scientific committee of ESTSP’08 for their appreciated work in the reviewing process; they were helped by many colleagues, most of them remaining anonymous, and we associate them in our grateful thanks.

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