A Hybrid Approach to Identify and Model Deterministic and Stochastic Components present in Time Series

• Grant number: 09/18293-9
• Support Opportunities: Scholarships in Brazil - Doctorate
• Start date: July 01, 2010
• End date: October 31, 2013
• Field of knowledge: Physical Sciences and Mathematics - Computer Science - Computer Systems
• Principal Investigator: Rodrigo Fernandes de Mello
• Grantee: Ricardo Araújo Rios
• Host Institution: Instituto de Ciências Matemáticas e de Computação (ICMC). Universidade de São Paulo (USP). São Carlos , SP, Brazil

Scientific publications

(4)

(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)

RIOS, RICARDO ARAUJO; SMALL, MICHAEL; DE MELLO, RODRIGO FERNANDES. Testing for Linear and Nonlinear Gaussian Processes in Nonstationary Time Series. INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, v. 25, n. 1, JAN 2015. (11/02655-9, 09/18293-9)

RIOS, RICARDO ARAUJO; DE MELLO, RODRIGO FERNANDES. Applying Empirical Mode Decomposition and mutual information to separate stochastic and deterministic influences embedded in signals. Signal Processing, v. 118, p. 159-176, JAN 2016. (14/13323-5, 09/18293-9)

RIOS, RICARDO ARAUJO; DE MELLO, RODRIGO FERNANDES. Improving time series modeling by decomposing and analyzing stochastic and deterministic influences. Signal Processing, v. 93, n. 11, p. 3001-3013, NOV 2013. (11/02655-9, 09/18293-9)

RIOS, RICARDO ARAUJO; PARROTT, LAEL; LANGE, HOLGER; DE MELLO, RODRIGO FERNANDES. Estimating determinism rates to detect patterns in geospatial datasets. REMOTE SENSING OF ENVIRONMENT, v. 156, p. 11-20, JAN 2015. (11/02655-9, 09/18293-9)

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

RIOS, Ricardo Araújo. Improving time series modeling by decomposing and analysing stochastic and deterministic influences. 2013. Doctoral Thesis - Universidade de São Paulo (USP). Instituto de Ciências Matemáticas e de Computação (ICMC/SB) São Carlos.