Computer Sciences & Mathematics Forum, Volume 11, Issue 1

ITISE 2025 2025 - 36 articles

The 11th International Conference on Time Series and Forecasting

Canaria, Spain | 16–18 July 2025

Volume Editors:

Olga Valenzuela, University of Granada, Granada, Spain

Fernando Rojas, University of Granada, Granada, Spain

Luis Javier Herrera, University of Granada, Granada, Spain

Hector Pomares, University of Granada, Granada, Spain

Ignacio Rojas, University of Granada, Granada, Spain

Cover Story: The 11th International conference on Time Series and Forecasting (ITISE-2025) was held in Gran Canaria, Spain, over 16–18 July 2025. ITISE 2025 was an international conference focused on advancements in time series analysis and forecasting. It promoted interdisciplinary collaboration, highlighting the importance of econometrics in understanding economic behavior and improving prediction accuracy. The event fostered academic exchange, supported young researchers, and emphasized practical applications, model interpretability, and trust. It aimed to bridge theory and practice, encouraging global cooperation to address complex, data-driven challenges across various sectors. ITISE 2025 solicited high-quality original research papers on any aspect related to time series analysis, econometrics and forecasting.

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Articles (36)

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Proceeding Paper

506 Views

13 Pages

Emergent Behavior and Computational Capabilities in Nonlinear Systems: Advancing Applications in Time Series Forecasting and Predictive Modeling

Kárel García-Medina,
Daniel Estevez-Moya,
Ernesto Estevez-Rams and
Reinhard B. Neder

Comput. Sci. Math. Forum2025, 11(1), 17;https://doi.org/10.3390/cmsf2025011017

11 August 2025

Natural dynamical systems can often display various long-term behaviours, ranging from entirely predictable decaying states to unpredictable, chaotic regimes or, more interestingly, highly correlated and intricate states featuring emergent phenomena....

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Proceeding Paper

379 Views

9 Pages

Modeling South African Stock Prices with Mixture Distributions

Martin Chanza and
Modisane Seitshiro

Comput. Sci. Math. Forum2025, 11(1), 12;https://doi.org/10.3390/cmsf2025011012

31 July 2025

This study investigates the behavior of South African stock prices during divestment periods using mixture distributions. Divestment often triggers significant market reactions, necessitating a deeper understanding of stock return distributions in su...

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Proceeding Paper

565 Views

11 Pages

Cascading Multi-Agent Policy Optimization for Demand Forecasting

Saeed Varasteh Yazdi

Comput. Sci. Math. Forum2025, 11(1), 18;https://doi.org/10.3390/cmsf2025011018

31 July 2025

Reliable demand forecasting is crucial for effective supply chain management, where inaccurate forecasts can lead to frequent out-of-stock or overstock situations. While numerous statistical and machine learning methods have been explored for demand...

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Proceeding Paper

59 Views

A Numerical Assessment of Some Recurrent Crime Series in the State of Pittsburg

Yuvraj Sunecher,
Naushad Mamode Khan and
Paulo Canas Rodrigues

Comput. Sci. Math. Forum2025, 11(1), 35;https://doi.org/10.3390/cmsf2025011035

31 July 2025

The city of Pittsburg, Pennsylvania, remains -the epicenter of aggravated assaults this year. Compared to its pre-pandemic figures, violent crimes saw an upsurge with theft topping the city crime list. This study assessed the trend of crime series, p...

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Proceeding Paper

24 Views

Volatility Transmission Between European Stock Indices and the Tunisian TUNINDEX: A GARCH-BEKK Approach

Khalil Mhadhbi and
Yossr Ghanmi

Comput. Sci. Math. Forum2025, 11(1), 36;https://doi.org/10.3390/cmsf2025011036

31 July 2025

This study examines volatility transmission between major European indices (CAC 40, DAX, FTSE MIB, IBEX 35, EURO STOXX 50) and Tunisia’s TUNINDEX amid global crises (2008 financial crisis, COVID-19, Russo-Ukrainian war). Using GARCH(1,1) and BEKK mod...

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Proceeding Paper

51 Views

Modelling Crime Data Using the Non-Stationary Bivariate Integer-Valued Autoregressive (BINAR(1)) Models with Poisson-Lindley (PL) Innovations

Yuvraj Sunecher,
Naushad Mamode Khan,
Muhammed Rasheed Irshad and
Hendrik Willem Pretorius

Comput. Sci. Math. Forum2025, 11(1), 34;https://doi.org/10.3390/cmsf2025011034

31 July 2025

This paper proposes a family of first order bivariate integer-valued autoregressive (BINAR(1)) with Poisson Lindley innovations (BINAR(1)PL). The model parameters are estimated using the conditional maximum likelihood (CML) estimation approach. The p...

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