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Computer Sciences & Mathematics Forum, Volume 16, 2026

ITISE 2026 - 24 articles

The 12th International Conference on Time Series and Forecasting

Canaria, Spain | 15–17 July 2026

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 International Conference on Time Series and Forecasting (ITISE) is a multidisciplinary forum that gathers researchers from computer science, statistics, mathematics, econometrics and applied fields to discuss advances in time series analysis, modelling and forecasting. Organised by the University of Granada, it combines theoretical developments with real-world applications in an atmosphere that fosters international collaboration. Its twelfth edition, ITISE-2026, was held on 15–17 July 2026 in Gran Canaria (Spain). The programme covered nonparametric and functional methods, econometrics and forecasting, advanced and online learning methods, high-dimensional data, engineering problems and forecasting in real problems, with plenary lectures and special sessions.
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Articles (24)

  • Proceeding Paper
  • Open Access
68 Views
8 Pages

Discrete Multivariate Copula-Based Model Fitting to Longitudinal Count Data

  • Yuvraj Sunecher,
  • Naushad Mamode Khan and
  • Vandna Jowaheeer

In this paper, we develop the Poisson Integer-Valued Autoregressive (INAR) and negative binomial (NB) INAR models for longitudinal count data. As for the estimation of model parameters, we use the generalized estimating equation (GEE), generalized qu...

  • Proceeding Paper
  • Open Access
90 Views
10 Pages

High-frequency time-series data applications generate data volumes that quickly exceed the strict memory and computational limits of ultra-low-power microcontrollers, making end-to-end deep learning approaches impractical for embedded machine learnin...

  • Proceeding Paper
  • Open Access
133 Views
9 Pages

Time Series Forecasting of International Tourism Demand in Georgia: Evidence for Sustainable Planning

  • Sopiko Tevdoradze,
  • Natia Surmanidze,
  • Zurab Mushkudiani and
  • Giorgi Khidesheli

Tourism is one of the fastest-growing sectors of the global economy and plays a crucial role in economic development, employment generation, and regional competitiveness. In recent years, Georgia has experienced a notable increase in international to...

  • Proceeding Paper
  • Open Access
157 Views
10 Pages

Hyperparameter optimisation (HPO) pipelines for demand forecasting almost always minimise the magnitude of the error (MSE, MAPE, etc.), a metric that measures how large errors are but says nothing about their direction. A forecast can score well on M...

  • Proceeding Paper
  • Open Access

Economic systems are complex, adaptive and interact with other systems. Their characteristics include stochastic and non-stationary behavior, complex interrelationships between elements, and small data samples. This makes it difficult to monitor and...

  • Proceeding Paper
  • Open Access
326 Views
6 Pages

Housing tenure status is a core determinant of both social sustainability and urban quality of life. This paper examines changes in urban housing tenure status in Iran between 1974 and 2023, as well as forecasts future trends from 2024 to 2033 based...

  • Proceeding Paper
  • Open Access
191 Views
9 Pages

This study benchmarks 16 online change point detection algorithms on both synthetic and real-world time series. The synthetic benchmark evaluates performance under controlled combinations of noise level, change magnitude, and change type, whereas the...

  • Proceeding Paper
  • Open Access
274 Views
10 Pages

Short-Term Traffic Speed Prediction and Pattern Discovery Using Sensor Data

  • Ali Hadi,
  • Muhammad Munim Shafi,
  • Asadullah Safi,
  • Aristeidis Mystakidis and
  • Christos Tjortjis

The sustained growth of urban populations has worsened chronic traffic congestion, with detrimental impacts on multiple dimensions of urban livability, including increased commute times, reduced road safety, and the degradation of local air quality....

  • Proceeding Paper
  • Open Access
270 Views
13 Pages

This paper examines artificial intelligence (AI) adoption as a dynamic, temporally unfolding organizational process and develops a qualitative foundation for forecasting-oriented research on enterprise AI scaling. Drawing on 30 in-depth semi-structur...

  • Proceeding Paper
  • Open Access
165 Views
11 Pages

Forecasting fuel injector core returns is a critical planning activity for heavy-duty diesel remanufacturers, yet industry practice still relies on univariate methods that cannot absorb external leading indicators. This paper proposes the first covar...

  • Proceeding Paper
  • Open Access
610 Views
7 Pages

In developing countries, the informal economy represents 30 to 60 percent of gross domestic product and employs more than half of the workforce, yet its role in moderating the benefits of international trade remains underexplored. This study investig...

  • Proceeding Paper
  • Open Access
74 Views
12 Pages

Deep Learning-Based Imputation of Irradiance Time Series Enhanced by Numerical Data

  • Mónica Moreno Revelo,
  • Juan Bernardo Gómez Mendoza,
  • Javier Revelo Fuelagán and
  • Diego H. Peluffo Ordoñez

Performing imputation of gaps in irradiance time series plays a fundamental role in applications related to environmental monitoring and photovoltaic (PV) systems. Consequently, numerous studies have explored the use of artificial intelligence techni...

  • Article
  • Open Access

Forecasting chaotic and nonlinear time series in financial and economic domains remains an open challenge, as conventional statistical and machine learning methods struggle to capture their complex dynamics. We propose ESN-F, an Echo State Network en...

  • Proceeding Paper
  • Open Access
68 Views
10 Pages

Impact of Data Quality on School Enrollment Forecasting for Brazil’s National Textbook Program (PNLD)

  • Victor André Lopes Brasileiro,
  • Marcelo Palmeira Falcão,
  • Breno Duarte,
  • Romildo dos Santos Escarpini Filho and ,
  • Luciano de Souza Cabral,
  • Dalgoberto Miguilino Pinho Júnior,
  • Laisa Gomes de Sousa José,
  • Rafael de Amorim Silva,
  • Nicholas Joseph Tavares da Cruz and
  • Bruno Almeida Pimentel
  • + 6 authors+ 1 author

Ensuring the availability of didactic materials within Brazil’s National Textbook Program (PNLD) depends on reliable school enrollment forecasts. However, administrative time series often exhibit limited historical coverage and heterogeneous stabilit...

  • Proceeding Paper
  • Open Access
93 Views
6 Pages

Persistence Analysis of Physiological Time Series of Subjects with Different Chronic Disease Risk Profiles

  • José Alberto Zamora-Justo,
  • Pilar Ortiz-Vilchis,
  • José Luis Del-Río-Correa and
  • Alejandro Muñoz-Diosdado

Heart variability series exhibit complex behavior best understood through nonlinear dynamical techniques. This research evaluates the utility of three Hurst exponent estimators for assessing persistence and antipersistence in RR time series from heal...

  • Proceeding Paper
  • Open Access
54 Views
7 Pages

Logistic regression is widely used for binary risk prediction, but complete or quasi-separation can make maximum-likelihood fitting unstable and drive coefficients and fitted probabilities to extreme values. We present a stabilization idea based on s...

  • Proceeding Paper
  • Open Access
50 Views
9 Pages

This article develops an asymptotic theory for the sample (time-averaged) variance of the locally stationary wavelet packet (LSWP) processes. Our focus is the periodogram and the sample variance, and in particular its average. Under a near-epoch-depe...

  • Proceeding Paper
  • Open Access
67 Views
10 Pages

This paper proposes a dynamic profit maximization model for a monopolistic provider of AI infrastructure under conditions of market saturation and technological depreciation of infrastructure. The model is formulated within an optimal control framewo...

  • Proceeding Paper
  • Open Access
54 Views
13 Pages

In many signal processing problems, such as GPS navigation, target tracking, and speech enhancement, the available data can be modeled a priori within a state-space framework. This framework describes how the state vector evolves over time and how it...

  • Proceeding Paper
  • Open Access
84 Views
9 Pages

The Impact of Minimum Wage on Industrial Employment in Brazil: A Time Series Analysis Using the Kaitz Index

  • Rodrigo Schons Arenhart,
  • Adriano Mendonça Souza and
  • Daniel Arruda Coronel

This study investigates the effect of the minimum wage (MW) on industrial employment (IndEmp) in Brazil, using the Kaitz Index (minimum wage/median wage). Analyzing monthly data from 2002 to 2016 with an Autoregressive Distributed Lag (ARDL) model, t...

  • Proceeding Paper
  • Open Access
75 Views
11 Pages

Optimization Sensitivity in ARFIMA and FIGARCH Models for Precious Metals

  • Nafarandrainy Christian Fanevasoa and
  • Modisane Seitshiro

This study evaluates parameter estimation sensitivity in long-memory time series models, focusing on the Autoregressive Fractionally Integrated Moving Average (ARFIMA) and the Fractionally Integrated Generalized Autoregressive Conditional Heteroskeda...

  • Proceeding Paper
  • Open Access

Detrended fluctuation analysis (DFA) is a widely used method for estimating the Hurst exponent of time series exhibiting nonstationary trends. In its standard formulation, DFA relies on the least-squares (LS) criterion at several stages of the proced...

  • Proceeding Paper
  • Open Access

Energy consumption and cryptocurrency mining exert significant yet asymmetric pressures on global CO2 emissions, presenting complex challenges for climate policy design. While prior research has examined fossil fuel and digital asset markets in isola...

  • Proceeding Paper
  • Open Access

BeTiSe: A Comprehensive Benchmark Dataset for Univariate Time Series Stationarity and Structural Analysis

  • Kerem Gür,
  • Pınar Yazıcı,
  • Pelin Erkaya,
  • Yağmur Türkmen and ,
  • Berke Baytak,
  • İsmail Güzel,
  • Pınar Karagöz and
  • Ceylan Yozgatlıgil
  • + 3 authors+ 0 author

Time series analysis faces fundamental challenges when series contain trends, structural breaks, volatility, or anomalies that violate stationarity assumptions. Existing statistical tests produce inconsistent results on complex real-world patterns, w...

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Comput. Sci. Math. Forum - ISSN 2813-0324