Auxílio à pesquisa 18/04654-9 - Análise de séries temporais, Análise multivariada - BV FAPESP
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Séries temporais, ondaletas e dados de alta dimensão

Processo: 18/04654-9
Modalidade de apoio:Auxílio à Pesquisa - Temático
Data de Início da vigência: 01 de setembro de 2018
Data de Término da vigência: 31 de agosto de 2023
Área do conhecimento:Ciências Exatas e da Terra - Probabilidade e Estatística - Estatística
Pesquisador responsável:Pedro Alberto Morettin
Beneficiário:Pedro Alberto Morettin
Instituição Sede: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brasil
Pesquisadores principais:
Aluísio de Souza Pinheiro ; Hedibert Freitas Lopes ; Luiz Koodi Hotta ; Ronaldo Dias
Pesquisadores associados: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
Auxílio(s) vinculado(s):19/10800-0 - Extensões de Modelos Hierárquicos: Regressão Penalizada, Prioris de Referência e Dados Funcionais, AV.BR
18/26158-3 - Um modelo de ondaletas para sinais quase periódicos, AV.EXT
Bolsa(s) vinculada(s):23/05587-1 - Estimação de densidades condicionais por meio de ondaletas usando o método FlexCode, BP.IC
22/02273-3 - Alguns tópicos de ondaletas e estatística na detecção de mudanças em imagens SAR/PolSAR, BP.IC
21/05136-4 - Análise espectral singular robusta, classificação, redução de dimensão de dados funcionais com aplicações em mudanças climáticas e dados epidemiológicos, BP.PD
+ mais bolsas vinculadas 21/06057-0 - Uma análise de mediação causal na presença de múltiplas variáveis mediadoras evoluindo no tempo, BP.PD
21/04468-3 - Ondaletas, quase U-estatísticas e estimação funcional: decomposibilidade e adaptabilidade, BP.PD
21/04513-9 - Triagem de variáveis em modelos de regressão de alta dimensão por ondaletas, BP.PD
21/04729-1 - Previsões e identificação de momentos de compra e venda usando modelos de séries temporais e redes neurais no mercado financeiro, BP.IC
21/01516-7 - Utilização da verossimilhança composta: um estudo através de simulações, BP.IC
19/05917-6 - Novas metodologias em deformação de espaços temporais, BP.DD
18/19548-0 - Teoria moderna de portfólio, paridade de risco e aplicações, BP.IC - menos bolsas vinculadas
Assunto(s):Análise de séries temporais  Análise multivariada  Econometria  Estatística aplicada  Análise de ondaletas 
Palavra(s)-Chave do Pesquisador:Análise de Dados Funcionais | análise multivariada | Econometria | Estatística Aplicada | Ondaletas | Séries Temporais | Séries Temporais e Dados Funcionais

Resumo

O projeto é uma progressão natural do projeto temático 13/00506-1 intitulado Séries Temporais, Ondaletas e Análise de Dados Funcionais, de 01/07/2013a 30/06/2018. As metodologias têm aplicações potenciais e efetivas em áreas como Medicina, Biologia, Física, Química, Finanças, Engenharias etc. Elas devem resolver problemas teóricos e aplicados, nos seguintes tópicos, que estão fortemente ligados: (1) Generalizações de modelos ARMA; (2) Ondaletas; (3) Quase U-Estatísticas; (4) Valores extremos em séries temporais; (5) Estimação da volatilidades de ativos financeiros, inclusive com dados de alta frequência; (6) Análise de dados funcionais; (7) Dados de alta dimensão, com ênfase em séries temporais, dados espaciais, financeiros, imagens de satélite, genética, sequências de DNA, microarrays e MRI. Os resultados serão publicados em periódicos de circulação internacional com seletivas políticas editoriais e apresentados em eventos científicos. A formação de material humano dar-se-á pela supervisão de projetos de pós-doutoramentos, iniciação científica, doutorado e mestrado. Seminários serão uma forma de disseminação de resultados, trocas de ideias iniciais, intercâmbio e captação de novos talentos, motivada pelo potencial de aplicação das metodologias. Pretendemos, para um novo salto qualitativo e quantitativo da área, constituir Escolas de Verão que, anualmente, reunirão estudantes avançados de graduação e de pós com pesquisadores do projeto e convidados nacionais e internacionais para a apresentação de dois minicursos, do estado da arte, problemas em aberto, proposta de soluções e avanço e/ou início de parcerias. (AU)

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Publicações científicas (93)
(Referências obtidas automaticamente do Web of Science e do SciELO, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores)
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, . (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, . (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, . (19/23078-1, 18/04654-9)
PINHEIRO, HILDETE P.; SEN, PRANAB K.; PINHEIRO, ALUISIO; KIIHL, SAMARA F.. A nonparametric approach to assess undergraduate performance. STATISTICA NEERLANDICA, . (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, . (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., . (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., . (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, . (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, . (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, . (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, . (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., . (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, . (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, . (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, . (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, . (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., . (18/04654-9)
MORALES, ADRIANO BARASAL; LAURINI, MARCIO POLETTI. Firm Location: A Spatial Point Process Approach. APPLIED SPATIAL ANALYSIS AND POLICY, . (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, . (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., . (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, . (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, . (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, . (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, . (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, . (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, . (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., . (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., . (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, . (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, . (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, . (18/21934-5, 16/19376-9, 13/08531-5, 14/50917-0, 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, . (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., . (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, . (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, . (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., . (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., . (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., . (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., . (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., . (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., . (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., . (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., . (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., . (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., . (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., . (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, . (18/04654-9)
MOURA, RODOLFO C.; LAURINI, MARCIO P.. Spillovers and jumps in global markets: A comparative analysis. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, . (18/04654-9)
VALENTE, FERNANDA; LAURINI, MARCIO. Spatio-temporal analysis of fire occurrence in Australia. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, . (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, . (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, . (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, . (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., . (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., . (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, . (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, . (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, . (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, . (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, . (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, . (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, . (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., . (18/04654-9)
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