Time series, wavelets and high dimensional data

• Grant number: 18/04654-9
• Support Opportunities: Research Projects - Thematic Grants
• Start date: September 01, 2018
• End date: August 31, 2023
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Pedro Alberto Morettin
• Grantee: Pedro Alberto Morettin
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• Pesquisadores principais: Aluísio de Souza Pinheiro ; Hedibert Freitas Lopes ; Luiz Koodi Hotta ; Ronaldo Dias
• Associated researchers: Airlane Pereira Alencar ; Chang Chiann ; Guilherme Vieira Nunes Ludwig ; João Ricardo Sato ; José Carlos Simon de Miranda ; Márcio Poletti Laurini ; Mauricio Enrique Zevallos Herencia ; Michel Helcias Montoril
• Associated research grant(s): 19/10800-0 - Extensions of Hierarchical Models, Penalized Regression, Reference Priors and Functional Data Analysis., AV.BR; 18/26158-3 - A wavelet model for quasi-periodic signals, AV.EXT
• Associated scholarship(s): 23/05587-1 - Wavelet-based estimation of conditional densities using FlexCode method, BP.IC; 22/02273-3 - Wavelets and statistics for change detection on SAR/POLSAR images, BP.IC; 21/05136-4 - Robust singular spectrum analysis, classification, dimension reduction of functional data with applications to climate change and epidemiological data, BP.PD; + associated scholarships 21/04468-3 - Wavelets, quasi U-statistics and functional estimation: decomposability and adaptability, BP.PD; 21/06057-0 - A causal mediation analysis in the presence of multiple time-varying mediators, BP.PD; 21/04513-9 - Wavelet feature screening in high dimensional regression models, BP.PD; 21/04729-1 - Forecasts and identification of buying and selling moments using time series models and neural networks in financial market, BP.IC; 21/01516-7 - Composite likelihood: a simulation study, BP.IC; 19/05917-6 - New methodologies in deformation of temporal spaces, BP.DD; 18/19548-0 - Modern portfolio theory, risk parity and applications, BP.IC - associated scholarships

Abstract

This project is a natural follow-up to the thematic project 13/00506-1 entitled Séries Temporais, Ondaletas e Análise de Dados Funcionais (Time Series, Wavelets and Functional data Analysis), from 01/07/2013 to 30/06/2018. The methodologies have potential and effective application to Medicine, Biology, Physics, Chemistry, Finance, Engineering, etc. These methods should solve theoretical and applied problems on the following topics: (1) Generalizations of ARMA models; (2) Wavelets; (3) Quasi U-statistics; (4) Outliers in time series; (5) Financial Volatility, including high frequency data; (6) Functional data analysis; (7) High dimensional data, with emphasis in time series, spatial data, financial series, satellite images, genetics, DNA sequences, microarrays and MRI. Results will be published in international journals with selective editorial policies and shall be presented in scientific conferences. Forming human resources is one of our main concerns. For this effect we will supervise pos-docs, undergraduate research assistantships, master theses and PhD dissertations. Seminars will be held regularly, in which the presentation of results, exchange of ideas, and where prospective talents may get acquainted with these research areas. In order to bring a serious push in this area in Brazil we intend to start a "Summer School" which will reunite every year international and Brazilian guest speakers, the project team, advanced undergraduate and graduate students. Two intermediate short courses will be held as well as a workshop where the state of the art and open problems will be discussed, and new and/or established scientific collaborations will happen. (AU)

Scientific publications

(93)

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

MARCOS ANTÔNIO MACÊDO; JOÃO RICARDO SATO; RODRIGO A. BRESSAN; PEDRO MARIO PAN. Adolescent depression and resting-state fMRI brain networks: a scoping review of longitudinal studies. Revista Brasileira de Psiquiatria, 2022-07-15. (14/50917-0, 18/04654-9, 18/21934-5)

MINEO, EDUARDO; ALENCAR, AIRLANE PEREIRA; MOURA, MARCELO; FABRIS, ANTONIO ELIAS. Forecasting the Term Structure of Interest Rates with Dynamic Constrained Smoothing B-Splines. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, v. 13, n. 4, APR 2020. (18/04654-9)

GOMEZ, LUZ M.; PORTO, ROGERIO F.; MORETTIN, PEDRO A.. Nonparametric regression with warped wavelets and strong mixing processes. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, MAR 2021. (19/23078-1, 18/04654-9)

MELO, MOIZES; ALENCAR, AIRLANE. CONWAY-MAXWELL-POISSON AUTOREGRESSIVE MOVING AVERAGE MODEL FOR EQUIDISPERSED, UNDERDISPERSED, AND OVERDISPERSED COUNT DATA. JOURNAL OF TIME SERIES ANALYSIS, JUL 2020. (18/04654-9)

PINHEIRO, HILDETE P.; SEN, PRANAB K.; PINHEIRO, ALUISIO; KIIHL, SAMARA F.. A nonparametric approach to assess undergraduate performance. STATISTICA NEERLANDICA, AUG 2020. (11/15047-7, 13/09357-9, 18/04654-9)

MARCOS ANTÔNIO MACÊDO; JOÃO RICARDO SATO; RODRIGO A. BRESSAN; PEDRO MARIO PAN. Adolescent depression and resting-state fMRI brain networks: a scoping review of longitudinal studies. Revista Brasileira de Psiquiatria, v. 44, n. 4, p. 420-433, 2022-07-15. (18/21934-5, 14/50917-0, 18/04654-9)

DOS SANTOS, PEDRO MACHADO NERY; MENDES, SERGIO LEONARDO; BIAZOLI, CLAUDINEI; GADELHA, ARY; SALUM, GIOVANNI ABRAHAO; MIGUEL, EURIPEDES CONSTANTINO; ROHDE, LUIS AUGUSTO; SATO, JOAO RICARDO. Assessing atypical brain functional connectivity development: An approach based on generative adversarial networks. FRONTIERS IN NEUROSCIENCE, v. 16, p. 12-pg., 2023-01-09. (22/07782-3, 18/04654-9, 20/04119-6, 14/50917-0, 21/05332-8, 18/21934-5)

BRUIN, WILLEM B.; TAYLOR, LUKE; THOMAS, RAJAT M.; SHOCK, JONATHAN P.; ZHUTOVSKY, PAUL; ABE, YOSHINARI; ALONSO, PINO; AMEIS, STEPHANIE H.; ANTICEVIC, ALAN; ARNOLD, PAUL D.; et al. Structural neuroimaging biomarkers for obsessive-compulsive disorder in the ENIGMA-OCD consortium: medication matters. TRANSLATIONAL PSYCHIATRY, v. 10, n. 1, p. 12-pg., 2020-10-08. (11/21357-9, 18/04654-9, 18/21934-5)

OKU, AMANDA YUMI AMBRIOLA; SATO, JOAO RICARDO. Predicting Student Performance Using Machine Learning in fNIRS Data. FRONTIERS IN HUMAN NEUROSCIENCE, v. 15, FEB 5 2021. (19/17907-5, 18/04654-9, 18/21934-5)

REBELLO, KEILA; MOURA, LUCIANA M.; XAVIER, GABRIELA; SPINDOLA, LETICIA M.; CARVALHO, CAROLINA MUNIZ; HOEXTER, MARCELO QUEIROZ; GADELHA, ARY; PICON, FELIPE; PAN, PEDRO MARIO; ZUGMAN, ANDRE; et al. Association between spontaneous activity of the default mode network hubs and leukocyte telomere length in late childhood and early adolescence. JOURNAL OF PSYCHOSOMATIC RESEARCH, v. 127, DEC 2019. (13/08531-5, 18/21934-5, 14/50917-0, 14/07280-1, 18/04654-9)

HEINZE, RAFAEL ALVES; VANZELLA, PATRICIA; ZIMEO MORAIS, GUILHERME AUGUSTO; SATO, JOAO RICARDO. Hand motor learning in a musical context and prefrontal cortex hemodynamic response: a functional near-infrared spectroscopy (fNIRS) study. COGNITIVE PROCESSING, v. 20, n. 4, p. 507-513, NOV 2019. (18/21934-5, 18/04654-9)

VATTIMO, EDOARDO F. Q.; BARROS, VIVIAN B.; REQUENA, GUARACI; SATO, JOAO R.; FATORI, DANIEL; MIGUEL, EURIPEDES C.; SHAVITT, ROSELI G.; HOEXTER, MARCELO Q.; BATISTUZZO, MARCELO C.. Caudate volume differences among treatment responders, non-responders and controls in children with obsessive-compulsive disorder. EUROPEAN CHILD & ADOLESCENT PSYCHIATRY, v. 28, n. 12, p. 1607-1617, DEC 2019. (13/08531-5, 18/21934-5, 18/04654-9, 14/50917-0, 09/09949-8)

VIGO-PEREIRA, CAIO; LAURINI, MARCIO. Portfolio Efficiency Tests with Conditioning Information-Comparing GMM and GEL Estimators. Entropy, v. 24, n. 12, p. 30-pg., 2022-12-01. (18/04654-9)

FONSECA, RODNEY V.; PINHEIRO, ALUISIO. Wavelet estimation of the dimensionality of curve time series. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, v. 72, n. 5, p. 1175-1204, OCT 2020. (16/24469-6, 13/00506-1, 18/04654-9)

VALENTE, FERNANDA; LAURINI, MARCIO. Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach. ECONOMETRICS, v. 8, n. 2, JUN 2020. (18/04654-9)

DA SILVA FERREIRA BARRETO, CANDIDA; ZIMEO MORAIS, GUILHERME AUGUSTO; VANZELLA, PATRICIA; SATO, JOAO RICARDO. Combining the intersubject correlation analysis and the multivariate distance matrix regression to evaluate associations between fNIRS signals and behavioral data from ecological experiments. Experimental Brain Research, v. 238, n. 10, AUG 2020. (18/21934-5, 18/04654-9)

BAECKER, LEA; DAFFLON, JESSICA; DA COSTA, PEDRO F.; GARCIA-DIAS, RAFAEL; VIEIRA, SANDRA; SCARPAZZA, CRISTINA; CALHOUN, VINCE D.; SATO, JOAO R.; MECHELLI, ANDREA; PINAYA, WALTER H. L.. Brain age prediction: A comparison between machine learning models using region- and voxel-based morphometric data. Human Brain Mapping, v. 42, n. 8, MAR 2021. (18/21934-5, 18/04654-9)

VALENTE, FERNANDA; LAURINI, MARCIO. Urban climate change: A statistical analysis for Sao Paulo. URBAN CLIMATE, v. 41, p. 18-pg., 2022-01-01. (18/04654-9)

MORALES, ADRIANO BARASAL; LAURINI, MARCIO POLETTI. Firm Location: A Spatial Point Process Approach. APPLIED SPATIAL ANALYSIS AND POLICY, SEP 2021. (18/04654-9)

RIBEIRO, ADELE HELENA; VIDAL, MACIEL CALEBE; SATO, JOAO RICARDO; FUJITA, ANDRE. Granger Causality among Graphs and Application to Functional Brain Connectivity in Autism Spectrum Disorder. Entropy, v. 23, n. 9, SEP 2021. (18/04654-9, 18/21934-5)

COLLAZOS, JULIAN A. A.; DIAS, RONALDO; MEDEIROS, MARCELO C.. Modeling the evolution of deaths from infectious diseases with functional data models: The case of COVID-19 in Brazil. STATISTICS IN MEDICINE, v. N/A, p. 20-pg., 2023-01-11. (18/04654-9, 19/00787-7)

MENDES, SERGIO LEONARDO; LOPEZ PINAYA, WALTER HUGO; PAN, PEDRO; SATO, JOAO RICARDO. Estimating Gender and Age from Brain Structural MRI of Children and Adolescents: A 3D Convolutional Neural Network Multitask Learning Model. COMPUTATIONAL INTELLIGENCE AND NEUROSCIENCE, v. 2021, MAY 26 2021. (18/21934-5, 18/04654-9)

LAURINI, MARCIO POLETTI; MAUAD, ROBERTO BALTIERI; LUCENA AIUBE, FERNANDO ANTONIO. The impact of co-jumps in the oil sector. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, v. 52, APR 2020. (18/04654-9)

GARCIA-DIAS, RAFAEL; SCARPAZZA, CRISTINA; BAECKER, LEA; VIEIRA, SANDRA; PINAYA, WALTER H. L.; CORVIN, AIDEN; REDOLFI, ALBERTO; NELSON, BARNABY; CRESPO-FACORRO, BENEDICTO; MCDONALD, COLM; et al. Neuroharmony: A new tool for harmonizing volumetric MRI data from unseen scanners. NeuroImage, v. 220, OCT 15 2020. (18/21934-5, 18/04654-9)

SATO, JOAO RICARDO; BIAZOLI JR, CLAUDINEI EDUARDO; MOURA, LUCIANA MONTEIRO; CROSSLEY, NICOLAS; ZUGMAN, ANDRE; PICON, FELIPE ALMEIDA; HOEXTER, MARCELO QUEIROZ; AMARO JR, EDSON; MIGUEL, EURIPEDES CONSTANTINO; ROHDE, LUIS AUGUSTO; et al. Association Between Fractional Amplitude of Low-Frequency Spontaneous Fluctuation and Degree Centrality in Children and Adolescents. BRAIN CONNECTIVITY, v. 9, n. 5, p. 379-387, JUN 1 2019. (16/04983-7, 13/08531-5, 18/21934-5, 14/50917-0, 18/04654-9)

CHAIM, PEDRO; LAURINI, MARCIO P.. Nonlinear dependence in cryptocurrency markets. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v. 48, p. 32-47, APR 2019. (18/04654-9)

TRUCIOS, CARLOS; ZEVALLOS, MAURICIO; HOTTA, LUIZ K.; SANTOS, ANDRE A. P.. Covariance Prediction in Large Portfolio Allocation. ECONOMETRICS, v. 7, n. 2, JUN 2019. (16/18599-4, 18/03012-3, 13/00506-1, 18/04654-9)

SOARES JR, RAIMUNDO DA SILVA; OKU, AMANDA YUMI AMBRIOLA; BARRETO, CANDIDA S. F.; SATO, JOAO RICARDO. Applying functional near-infrared spectroscopy and eye-tracking in a naturalistic educational environment to investigate physiological aspects that underlie the cognitive effort of children during mental rotation tests. FRONTIERS IN HUMAN NEUROSCIENCE, v. 16, p. 14-pg., 2022-08-12. (18/21934-5, 19/17907-5, 18/04654-9)

MELO, MOIZES; ALENCAR, AIRLANE. CONWAY-MAXWELL-POISSON AUTOREGRESSIVE MOVING AVERAGE MODEL FOR EQUIDISPERSED, UNDERDISPERSED, AND OVERDISPERSED COUNT DATA. JOURNAL OF TIME SERIES ANALYSIS, v. 41, n. 6, p. 28-pg., 2020-07-26. (18/04654-9)

VANZELLA, PATRICIA; BALARDIN, JOANA B.; FURUCHO, ROGERIO A.; ZIMEO MORAIS, GUILHERME AUGUSTO; JANZEN, THENILLE BRAUN; SAMMLER, DANIELA; SATO, JOAO R.. fNIRS Responses in Professional Violinists While Playing Duets: Evidence for Distinct Leader and Follower Roles at the Brain Level. FRONTIERS IN PSYCHOLOGY, v. 10, FEB 5 2019. (18/04654-9)

ESPARZA ALBARRACIN, ORLANDO YESID; ALENCAR, AIRLANE PEREIRA; HO, LINDA LEE. Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 89, n. 10, p. 1819-1840, JUL 3 2019. (18/04654-9)

SATO, JOAO RICARDO; BIAZOLI, CLAUDINEI EDUARDO; ZUGMAN, ANDRE; PAN, PEDRO MARIO; ARANTES BUENO, ANA PAULA; MOURA, LUCIANA MONTEIRO; GADELHA, ARY; PICON, FELIPE ALMEIDA; AMARO JR, EDSON; SALUM, GIOVANNI ABRAHAO; et al. Long-term stability of the cortical volumetric profile and the functional human connectome throughout childhood and adolescence. European Journal of Neuroscience, v. 54, n. 6, SEP 2021. (18/21934-5, 16/19376-9, 13/08531-5, 14/50917-0, 18/04654-9)

ALENCAR, AIRLANE P.. Sao Paulo City is getting 2 degrees C hotter in the last 50 years: regression model with autoregressive errors or with lagged temperatures?. SN APPLIED SCIENCES, v. 2, n. 12, NOV 11 2020. (18/04654-9)

TRAMBAIOLLI, LUCAS R.; TOSSATO, JULIANA; CRAVO, ANDRE M.; BIAZOLI, JR., CLAUDINEI E.; SATO, JOAO R.. Subject-independent decoding of affective states using functional near-infrared spectroscopy. PLoS One, v. 16, n. 1, JAN 7 2021. (18/21934-5, 18/04654-9, 15/17406-5, 17/05225-1)

SOUSA, PEDRO HENRIQUE T. O.; DE SOUZA, CAMILA P. E.; DIAS, RONALDO. Bayesian adaptive selection of basis functions for functional data representation. Journal of Applied Statistics, v. N/A, p. 35-pg., 2023-02-03. (18/04654-9)

VALENTE, FERNANDA; LAURINI, MARCIO. Spatio-temporal analysis of fire occurrence in Australia. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, v. 35, n. 9, p. 1759-1770, SEP 2021. (18/04654-9)

SOARES JR, RAIMUNDO DA SILVA; LUKASOVA, KATERINA; CARTHERY-GOULART, MARIA TERESA; SATO, JOAO RICARDO. Student's Perspective and Teachers' Metacognition: Applications of Eye-Tracking in Education and Scientific Research in Schools. FRONTIERS IN PSYCHOLOGY, v. 12, JUL 22 2021. (19/25795-2, 18/04654-9, 18/21934-5)

ZAMBOM, ADRIANO ZANIN; ALFONSO COLLAZOS, JULIAN; DIAS, RONALDO. Selection of the number of clusters in functional data analysis. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 92, n. 14, p. 19-pg., 2022-03-23. (19/04535-2, 17/15306-9, 18/04654-9)

FURLANI, LUIZ GUSTAVO C.; LAURINI, MARCIO P.; PORTUGAL, MARCELO S.. Data cloning: Maximum likelihood estimation of DSGE models. RESULTS IN APPLIED MATHEMATICS, v. 7, p. 5-pg., 2020-08-01. (18/04654-9)

SATO, JOAO RICARDO; PEREIRA, TIAGO DUARTE; MARTINS, CLARICE MARIA DE LUCENA; BEZERRA, THAYNA ALVES; QUEIROZ, MARIA EDUARDA; COSTA, LARISSA PEREIRA; ANDRADE, SUELLEN MARINHO; BIAZOLI, CLAUDINEI EDUARDO. A Novel Exploratory Graph-Based Analytical Tool for Functional Near-Infrared Spectroscopy in Naturalistic Experiments: An Illustrative Application in Typically Developing Children. BRAIN SCIENCES, v. 13, n. 6, p. 9-pg., 2023-06-01. (18/04654-9, 19/27250-3, 18/21934-5, 21/05332-8)

SOARES JR, RAIMUNDO DA SILVA; BARRETO, CANDIDA; SATO, JOAO R.. Perspectives in eye-tracking technology for applications in education. SOUTH AFRICAN JOURNAL OF CHILDHOOD EDUCATION, v. 13, n. 1, p. 8-pg., 2023-06-19. (18/04654-9, 18/21934-5)

CHOU-CHEN, SHU WEI; MORETTIN, PEDRO A.. A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 37, n. 1, p. 22-pg., 2023-03-01. (18/04654-9)

ATTO, ABDOURRAHMANE MAHAMANE; VIDAKOVIC, BRANI; PINHEIRO, ALUISIO. Stochastic Hyperkernel Convolution Trains and h-Counting Processes. IEEE ACCESS, v. 11, p. 9-pg., 2023-01-01. (18/04654-9)

SALES, LUCAS O. F.; ALENCAR, AIRLANE P.; HO, LINDA L.. The BerG generalized autoregressive moving average model for count time series. COMPUTERS & INDUSTRIAL ENGINEERING, v. 168, p. 13-pg., 2022-03-26. (18/04654-9)

QUEIROZ DE PAIVA, JOSELISA PERES; MAGALHAES, SAMIR CAMARA; MOURA, LUCIANA MONTEIRO; SATO, JOAO RICARDO; AMARO JR, EDSON; STERR, ANNETTE; SCHLAFFKE, LARA; ECKELI, ALAN LUIZ; PRADO, GILMAR FERNANDES; CONFORTO, ADRIANA BASTOS. Sensorimotor white matter projections and disease severity in primary Restless Legs Syndrome/Willis-Ekbom disease: a multimodal DTI analysis. Sleep Medicine, v. 73, p. 11-pg., 2020-09-01. (18/04654-9, 18/21934-5)

FONSECA, RODNEY V.; NEGRI, ROGERIO G.; PINHEIRO, ALUISIO; ATTO, ABDOURRAHMANE MAHAMANE. Wavelet Spatio-Temporal Change Detection on Multitemporal SAR Images. IEEE JOURNAL OF SELECTED TOPICS IN APPLIED EARTH OBSERVATIONS AND REMOTE SENSING, v. 16, p. 11-pg., 2023-01-01. (21/04513-9, 18/04654-9, 16/24469-6, 21/01305-6)

PINHEIRO, HILDETE P.; SEN, PRANAB K.; PINHEIRO, ALUISIO; KIIHL, SAMARA F.. A nonparametric approach to assess undergraduate performance. STATISTICA NEERLANDICA, v. 74, n. 4, p. 21-pg., 2020-08-12. (13/09357-9, 11/15047-7, 18/04654-9)

ALVES, CASSIO ROBERTODE ANDRADE; LAURINI, MARCIO. Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach. MATHEMATICS, v. 11, n. 17, p. 20-pg., 2023-09-01. (18/04654-9)

CHOU-CHEN, SHU WEI; MORETTIN, PEDRO A.. Indirect inference for locally stationary ARMA processes with stable innovations. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, JUL 2020. (18/04654-9)

MOURA, RODOLFO C.; LAURINI, MARCIO P.. Spillovers and jumps in global markets: A comparative analysis. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, AUG 2020. (18/04654-9)

VALENTE, FERNANDA; LAURINI, MARCIO. Spatio-temporal analysis of fire occurrence in Australia. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, JUN 2021. (18/04654-9)

HOKAMA, JULIO; MORETTIN, PEDRO; BOLFARINE, HELENO; GALEA, MANUEL. Inference in a linear functional relationship with replications. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 35, n. 3, p. 569-589, AUG 2021. (18/04654-9)

VALENTE, FERNANDA; LAURINI, MARCIO POLETTI. Estimating spatiotemporal patterns of deaths by COVID-19 outbreak on a global scale. BMJ OPEN, v. 11, n. 8, 2021. (18/04654-9)

PINAYA, WALTER H. L.; SCARPAZZA, CRISTINA; GARCIA-DIAS, RAFAEL; VIEIRA, SANDRA; BAECKER, LEA; DA COSTA, PEDRO F.; REDOLFI, ALBERTO; FRISONI, GIOVANNI B.; PIEVANI, MICHELA; CALHOUN, VINCE D.; et al. sing normative modelling to detect disease progression in mild cognitive impairment and Alzheimer's disease in a cross-sectional multi-cohort stud. SCIENTIFIC REPORTS, v. 11, n. 1, AUG 3 2021. (18/21934-5, 18/04654-9)

DE FREITAS PINTO, MATEUS GONZALEZ; MARQUES, GUILHERME DE OLIVEIRA LIMA C.; CHIANN, CHANG. Jump detection in high-frequency financial data using wavelets. INTERNATIONAL JOURNAL OF WAVELETS MULTIRESOLUTION AND INFORMATION PROCESSING, v. 21, n. 02, p. 20-pg., 2022-12-03. (18/04654-9)

PINTO, MATEUS GONZALEZ DE FREITAS; CHIANN, CHANG. Long-memory parameter estimation based on fractional spline wavelets. DIGITAL SIGNAL PROCESSING, v. 133, p. 12-pg., 2023-03-01. (18/04654-9)

ZEVALLOS, MAURICIO. A Note on Forecasting Daily Peruvian Stock Market Volatility Risk Using Intraday Returns. REVISTA ECONOMIA, v. 42, n. 84, p. 94-101, 2019. (18/04654-9)

GABRIEL, A. F. B.; ALENCAR, A. P.; MIRAGLIA, S. G. E. K.. Dengue outbreaks: unpredictable incidence time series. EPIDEMIOLOGY AND INFECTION, v. 147, 2019. (18/04654-9)

TRUCIOS, CARLOS; MAZZEU, JOAO H. G.; HALLIN, MARC; HOTTA, LUIZ K.; VALLS PEREIRA, PEDRO L.; ZEVALLOS, MAURICIO. Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, DEC 2021. (18/04654-9, 16/18599-4, 18/03012-3)

AMBRIOLA OKU, AMANDA YUMI; ZIMEO MORAIS, GUILHERME AUGUSTO; ARANTES BUENO, ANA PAULA; FUJITA, ANDRE; SATO, JOAO RICARDO. Potential Confounders in the Analysis of Brazilian Adolescent's Health: A Combination of Machine Learning and Graph Theory. INTERNATIONAL JOURNAL OF ENVIRONMENTAL RESEARCH AND PUBLIC HEALTH, v. 17, n. 1, JAN 2020. (19/17907-5, 18/21934-5, 16/19376-9, 18/04654-9)

TRUCIOS, CARLOS; MAZZEU, JOAO H. G.; HOTTA, LUIZ K.; VALLS PEREIRA, PEDRO L.; HALLIN, MARC. Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting. INTERNATIONAL JOURNAL OF FORECASTING, v. 37, n. 4, p. 1520-1534, OCT-DEC 2021. (16/18599-4, 18/03012-3, 18/04654-9)

VALENTE, FERNANDA; LAURINI, MARCIO P.. Robust trend estimation for COVID-19 in Brazil. SPATIAL AND SPATIO-TEMPORAL EPIDEMIOLOGY, v. 39, NOV 2021. (18/04654-9)

SATO, JOAO RICARDO; BIAZOLI JUNIOR, CLAUDINEI EDUARDO; MEDEIROS DE ARAUJO, ELIDIANNE LAYANNE; RODRIGUES, JULIA DE SOUZA; ANDRADE, SUELLEN MARINHO. A guide for the use of fNIRS in microcephaly associated to congenital Zika virus infection. SCIENTIFIC REPORTS, v. 11, n. 1, SEP 29 2021. (18/04654-9, 18/21934-5, 20/13425-3)

CHAIM, PEDRO L. P.; LAURINI, MARCIO P.. Foreign Exchange Expectation Errors and Filtration Enlargements. STATS, v. 2, n. 2, p. 16-pg., 2019-06-01. (18/04654-9)

ABBARA, OMAR; ZEVALLOS, MAURICIO. Estimation and forecasting of long memory stochastic volatility models. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, v. N/A, p. 24-pg., 2022-03-25. (18/04654-9)

BUENO, A. P. A.; SATO, J. R.; HORNBERGER, M.. Eye tracking - The overlooked method to measure cognition in neurodegeneration?. Neuropsychologia, v. 133, OCT 2019. (18/21934-5, 17/23020-8, 16/19376-9, 18/04654-9)

CHAIM, PEDRO; LAURINI, MARCIO P.. Volatility and return jumps in bitcoin. ECONOMICS LETTERS, v. 173, p. 158-163, DEC 2018. (18/04654-9)

DA FONSECA, EDER LUCIO; ALENCAR, AIRLANE PEREIRA; MORETTIN, PEDRO ALBERTO. Time-varying cointegration model using wavelets. Statistics & Probability Letters, v. 145, p. 260-267, FEB 2019. (18/04654-9)

CHAIM, PEDRO; LAURINI, MARCIO P.. Is Bitcoin a bubble?. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v. 517, p. 222-232, MAR 1 2019. (18/04654-9)

LAURINI, M. P.. A spatio-temporal approach to estimate patterns of climate change. ENVIRONMETRICS, v. 30, n. 1, FEB 2019. (18/04654-9)

SATO, JOAO RICARDO; BIAZOLI, CLAUDINEI EDUARDO; BUENO, ANA PAULA ARANTES; CAYE, ARTHUR; PAN, PEDRO MARIO; SANTORO, MARCOS; HONORATO-MAUER, JESSICA; SALUM, GIOVANNI ABRAHAO; HOEXTER, MARCELO QUEIROZ; BRESSAN, RODRIGO AFFONSECA; et al. Polygenic risk score for attention-deficit/hyperactivity disorder and brain functional networks segregation in a community-based sample. GENES BRAIN AND BEHAVIOR, v. N/A, p. 9-pg., 2023-02-21. (18/04654-9, 16/13737-0, 13/08531-5, 21/05332-8, 16/04983-7, 18/21934-5)

TRAMBAIOLLI, LUCAS R. R.; CASSANI, RAYMUNDO; BIAZOLI JR, CLAUDINEI E. E.; CRAVO, ANDRE M.; SATO, JOAO R.; FALK, TIAGO H. H.. Multimodal resting-state connectivity predicts affective neurofeedback performance. FRONTIERS IN HUMAN NEUROSCIENCE, v. 16, p. 12-pg., 2022-09-08. (18/04654-9, 15/17406-5, 18/21934-5)

IVANOV, ILIYAN; BOEDHOE, PREMIKA S. W.; ABE, YOSHINARI; ALONSO, PINO; AMEIS, STEPHANIE H.; ARNOLD, PAUL D.; BALACHANDER, SRINIVAS; BAKER, JUSTIN T.; BANAJ, NERISA; BARGALLO, NURIA; et al. Associations of medication with subcortical morphology across the lifespan in OCD: Results from the international ENIGMA Consortium. Journal of Affective Disorders, v. 318, p. 13-pg., 2022-12-01. (11/21357-9, 18/04654-9, 18/21934-5)

REBELLO, KEILA; MOURA, LUCIANA MONTEIRO; ARANTES BUENO, ANA PAULA; PICON, FELIPE ALMEIDA; PAN, PEDRO MARIO; GADELHA, ARY; MIGUEL, EURIPEDES CONSTATINO; BRESSAN, RODRIGO AFFONSECA; ROHDE, LUIS AUGUSTO; SATO, JOAO RICARDO. Associations between Family Functioning and Maternal Behavior on Default Mode Network Connectivity in School-Age Children. INTERNATIONAL JOURNAL OF ENVIRONMENTAL RESEARCH AND PUBLIC HEALTH, v. 19, n. 10, p. 10-pg., 2022-05-01. (21/05332-8, 18/04654-9, 14/50917-0, 16/19376-9, 18/21934-5)

SUZUKI, WILLIAM Y. N.; LAURINI, MARCIO P.; NAKABASHI, LUCIANO. Spatial heterogeneities, institutions, and income: Evidence for Brazil. PAPERS IN REGIONAL SCIENCE, v. 101, n. 3, p. 35-pg., 2022-03-01. (18/04654-9, 15/16539-1)

BARRETO, CANDIDA; BRUNERI, GUILHERME DE ALBUQUERQUE; BROCKINGTON, GUILHERME; AYAZ, HASAN; SATO, JOAO RICARDO. A New Statistical Approach for fNIRS Hyperscanning to Predict Brain Activity of Preschoolers' Using Teacher's. FRONTIERS IN HUMAN NEUROSCIENCE, v. 15, MAY 7 2021. (18/21934-5, 18/04654-9)

LEIRIAO, LUCIANA FERREIRA LEITE; GABRIEL, ANA FLAVIA BARBOSA; ALENCAR, AIRLANE PEREIRA; MIRAGLIA, SIMONE GEORGES EL KHOURI. Is the expansion of the subway network alone capable of improving local air quality? A study case in Sao Paulo, Brazil. ENVIRONMENTAL MONITORING AND ASSESSMENT, v. 195, n. 9, p. 16-pg., 2023-09-01. (18/04654-9)

MENDES, SERGIO LEONARDO; PINAYA, WALTER HUGO LOPEZ; PAN, PEDRO MARIO; JACKOWSKI, ANDREA PAROLIN; BRESSAN, RODRIGO AFFONSECA; SATO, JOAO RICARDO. Generalizability of 3D CNN models for age estimation in diverse youth populations using structural MRI. SCIENTIFIC REPORTS, v. 13, n. 1, p. 12-pg., 2023-04-27. (18/04654-9, 22/07782-3, 18/21934-5, 21/05332-8)

AYAZ, HASAN; BAKER, WESLEY B.; BLANEY, GILES; BOAS, DAVID A.; BORTFELD, HEATHER; BRADY, KENNETH; BRAKE, JOSHUA; BRIGADOI, SABRINA; BUCKLEY, ERIN M.; CARP, STEFAN A.; et al. Optical imaging and spectroscopy for the study of the human brain: status report. NEUROPHOTONICS, v. 9, p. 65-pg., 2022-08-01. (18/04654-9, 19/21962-1, 16/22990-0, 13/07559-3, 21/05332-8, 18/21934-5)

MORETTIN, PEDRO A.; PORTO, ROGERIO F.. Estimation of nonparametric regression models by wavelets. SAO PAULO JOURNAL OF MATHEMATICAL SCIENCES, v. 16, n. 1, p. 27-pg., 2021-05-18. (18/04654-9)

GOMEZ, LUZ M.; PORTO, ROGERIO F.; MORETTIN, PEDRO A.. Nonparametric regression with warped wavelets and strong mixing processes. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, v. 73, n. 6, p. 26-pg., 2021-03-13. (19/23078-1, 18/04654-9)

TAVANIELLI, RENATA; LAURINI, MARCIO. Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market. MATHEMATICS, v. 11, n. 11, p. 28-pg., 2023-06-01. (18/04654-9)

ABBARA, OMAR; ZEVALLOS, MAURICIO. Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models. ECONOMETRICS, v. 11, n. 1, p. 18-pg., 2023-03-01. (18/04654-9)

MOURA, RODOLFO C.; LAURINI, MARCIO P.. Spillovers and jumps in global markets: A comparative analysis. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, v. 26, n. 4, p. 5997-6013, OCT 2021. (18/04654-9)

FERREIRA, CLECIO DA SILVA; MONTORIL, MICHEL H.; PAULA, GILBERTO A.. Partially linear models with p-order autoregressive skew-normal errors. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 36, n. 4, p. 15-pg., 2022-12-01. (18/04654-9)

TRAMBAIOLLI, LUCAS R.; DEAN, PHILIP J. A.; CRAVO, ANDRE M.; STERR, ANNETTE; SATO, JOAO R.; IEEE. Current brain activity is a predictor of longitudinal motor imagery performance. 2020 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC), v. N/A, p. 6-pg., 2020-01-01. (15/17406-5, 18/21934-5, 18/04654-9, 13/10952-9)

ALVES, CASSIO ROBERTO DE ANDRADE; ABRAHAM, KURUVILLA JOSEPH; LAURINI, MARCIO POLETTI. Can Brazilian Central Bank communication help to predict the yield curve?. JOURNAL OF FORECASTING, v. 42, n. 6, p. 16-pg., 2023-02-24. (18/04654-9)

CHAIM, PEDRO; LAURINI, MARCIO POLETTI. Data Cloning Estimation and Identification of a Medium-Scale DSGE Model. STATS, v. 6, n. 1, p. 13-pg., 2023-03-01. (18/04654-9)

FERNANDA ROHRSETZER; JOANA BISOL BALARDIN; FELIPE PICON; JOÃO RICARDO SATO; LUCAS BATTEL; ANNA VIDUANI; PEDRO HENRIQUE MANFRO; LEEHYUN YOON; BRANDON A. KOHRT; HELEN L. FISHER; et al. A magnetic resonance imaging-based morphometric and structural covariance network study of Brazilian adolescents stratified by depression risk. Revista Brasileira de Psiquiatria, v. 45, n. 4, p. 318-326, 2023-08-28. (21/05332-8, 18/21934-5, 18/04654-9)

CHOU-CHEN, SHU WEI; MORETTIN, PEDRO A.. Indirect inference for locally stationary ARMA processes with stable innovations. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 90, n. 17, p. 29-pg., 2020-07-28. (18/04654-9)

DO NASCIMENTO, DIEGO CARVALHO; SANTOS DA SILVA, JOSE ROBERTO; ARA, ANDERSON; SATO, JOAO RICARDO; COSTA, LILIA. Hyperscanning fNIRS data analysis using multiregression dynamic models: an illustration in a violin duo. FRONTIERS IN COMPUTATIONAL NEUROSCIENCE, v. 17, p. 13-pg., 2023-07-27. (18/04654-9, 18/21934-5)

MINEO, EDUARDO; ALENCAR, AIRLANE PEREIRA; MOURA, MARCELO; FABRIS, ANTONIO ELIAS. Forecasting the Term Structure of Interest Rates with Dynamic Constrained Smoothing B-Splines. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, v. 13, n. 4, p. 14-pg., 2020-04-01. (18/04654-9)

VALENTE, FERNANDA; LAURINI, MARCIO. A spatio-temporal analysis of fire occurrence patterns in the Brazilian Amazon. SCIENTIFIC REPORTS, v. 13, n. 1, p. 16-pg., 2023-08-05. (18/04654-9)