@InCollection{ Bohn.Griebel:2012, author = {Bastian Bohn and Michael Griebel}, title = {An adaptive sparse grid approach for time series predictions}, booktitle = {Sparse grids and Applications}, series = {Lecture Notes in Computational Science and Engineering}, publisher = {Springer}, editor = {J. Garcke and M. Griebel}, year = {2012}, pages = {1--30}, volume = 88, inspreprintnum= {1201}, doi = {10.1007/978-3-642-31703-3_1}, annote = {series,inspreprint}, pdf = {http://wissrech.ins.uni-bonn.de/research/pub/bohn/timeseriesanalysis_INS_preprint.pdf} , note = {Also available as INS Preprint no 1201} }