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 networks; producers of electricity forecast the load of the following day. ESTSP 2010 is a unique opportunity for researcher from Statistics, Neural Networks, Machine Learning, Control and Econometrics to share their knowledge in the field of Time Series Prediction.

The common point to their problems is the following: how can one analyze and use the past to predict the future?

Many techniques exist for the approximation of the underlying process of a time series: linear methods such as ARX, ARMA, etc. , and nonlinear ones such as artificial neural networks. In general, these methods try to build a model of the process. The model is then used on the last values of the series to predict the future values. The common difficulty to all the methods is the determination of sufficient and necessary information for an accurate prediction.

A new challenge in the field of time series prediction is the Long-Term Prediction: several steps ahead have to be predicted. Long-Term Prediction has to face growing uncertainties arising from various sources, for instance, accumulation of errors and the lack of information to predict the future values.

Papers will be presented orally (single track) and in poster sessions; all posters will be complemented by a short oral presentation during a plenary session. It is important to mention that the topic of a paper decides whether the paper fits into an oral or a poster session, rather than the quality. The selection of posters will be identical to oral presentations, and both will be printed in the same way in the proceedings. Nevertheless, authors must indicate their preference for oral or poster presentation when submitting their paper.

The following is a non-exhaustive list of machine learning, computational intelligence and artificial neural networks topics covered during the ESTSP conferences:

Special sessions will be organized by renowned scientists in their respective fields. Papers submitted to these sessions are reviewed according to the same rules as any other submission. Authors who submit papers to one of these sessions are invited to mention it on the author submission form; nevertheless, submissions to the special sessions must follow the same format, instructions and deadlines as any other submission, and must be sent to the same address.

Prospective authors are invited to submit their contributions before 01 October 2009.

• Papers must not exceed 10 pages, including figures and references.
• Papers submitted to one of the special sessions (see topics and special sessions) must be identified on the author submission form.
• Manuscript must be printed on one side only of A4 sheets. Printing area must be 12.2 x 19.3 cm, centered on the A4 page. Left, Right, top and bottom margins will thus be respectively 4.4, 4.4, 5.2 and 5.2 cm. Complying with these margins and centering the text on the A4 sheets is mandatory: the manuscript will be reproduced in its original size in the proceedings, and margins will be cut to the book format. Submissions not respecting these margins will be photocopied before printing, what strongly reduce their quality in the proceedings.
• 10 pt Times font will be used for the core of the text. Headings will be in bold characters (but not underlined), and will be separated from the main text by two blank lines before and one after.
• The manuscript will begin with a header which includes the title (Times 14 pt, bold, centered), two blank lines, the names of the authors (Times 10 pt, centered), a blank line, their affiliation(s) (Times 9 pt, centered), two blank lines, the abstract (Times 9 pt, justified), and two blank lines. The maximum width of the header (title, authors, affiliations and abstract) will be 10.2 cm (i.e. left and right margins will be each 1 cm larger than for the main text).
• Originals of the figures will be pasted into the manuscript and centered between the margins. The lettering of the figures will be in Times 10 pt font. Figures should be numbered. Figure captions (Times 9 pt) will also be centered between the margins.
• The pages of the manuscript will not be numbered (numbering decided by the editor).

Authors may download a Word template to typeset their manuscript; this template is available in .doc and .dot formats: please click on ESTSP.doc or on ESTSP.dot.

Warning: these files were not tested in depth. We regret that we cannot give support for the use of these files. Furthermore, it is the responsibility of the authors to check if a submission produced with the help of these files does correspond to the instructions for authors, in particular what concerns the margin requirements. If necessary, margins should be adapted to produce the required format.

The style file itself contains important instructions. In particular, do not forget to set the page size in your softwares (Word, and also any printer driver or file generator to produce the PS or PDF file) to A4, not to Letter.

Authors may download LaTeX style files and use them to typeset their manuscript.

Warning: these files were not tested in depth. We regret that we cannot give support for the use of these files. Furthermore, it is the responsibility of the authors to check if a submission produced with the help of these files does correspond to the instructions for authors, in particular what concerns the margin requirements. If necessary, please adjust the offset values as indicated at the beginning of the ESTSP.tex document.

The .tex file itself contains important instructions. In particular, do not forget to set the page size in your softwares (LaTeX, dvi2ps, and any other file generator used to produce the PS or PDF file) to A4, not to Letter.

Please click on ESTSP.tex to get the .tex source file to be used to typeset your manuscript, and on ESTSP.cls to get the style file itself. If you wish to recompile the ESTSP.tex file, you should have the ESTSP.eps figure too.

During the electronic submission procedure, you will be asked to upload a file with your paper. Authorized file formats are the following: PS (PostScript) and PDF (Postscript Description File). Depending on your preferred Word processor, please generate your PS or PDF file as follows. In both cases (LaTeX and Word users) please print the PDF or PS file on your PostScript printer, and check manually if the margin requirements are fulfilled. Indeed it happens that, depending on the configuration of your software, the PS or PDF file generation modifies the margins or sets the page format to Letter instead of A4. In both cases, the problem must be solved before uploading your paper.