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Séries temporais, ondaletas e dados de alta dimensão

Processo: 18/04654-9
Modalidade de apoio:Auxílio à Pesquisa - Temático
Vigência: 01 de setembro de 2018 - 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
Auxílios(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 - Esitmação de densidades condicionais por meio de ondaltas 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 21/04468-3 - Ondaletas, quase U-estatísticas e estimação funcional: decomposibilidade e adaptabilidade, BP.PD
21/06057-0 - Uma análise de mediação causal na presença de múltiplas variáveis mediadoras evoluindo no tempo, 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)

Matéria(s) publicada(s) na Agência FAPESP sobre o auxílio:
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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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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. 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)
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)
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)
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, . (14/50917-0, 18/04654-9, 18/21934-5)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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., . (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)
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)
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., . (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., . (18/04654-9, 15/16539-1)
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, . (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, . (18/21934-5, 17/23020-8, 16/19376-9, 18/04654-9)
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)
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., . (18/04654-9, 22/07782-3, 18/21934-5, 21/05332-8)
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., . (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., . (15/17406-5, 18/21934-5, 18/04654-9, 13/10952-9)
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., . (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., . (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., . (11/21357-9, 18/04654-9, 18/21934-5)
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, . (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., . (18/04654-9)
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., . (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., . (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., . (18/04654-9)
ABBARA, OMAR; ZEVALLOS, MAURICIO. Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models. ECONOMETRICS, v. 11, n. 1, p. 18-pg., . (18/04654-9)
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., . (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., . (19/23078-1, 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., . (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, . (18/04654-9, 21/05332-8, 18/21934-5)
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., . (18/04654-9)
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., . (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., . (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., . (18/04654-9, 18/21934-5)
CHAIM, PEDRO; LAURINI, MARCIO P.. Volatility and return jumps in bitcoin. ECONOMICS LETTERS, v. 173, p. 158-163, . (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, . (18/04654-9)
CHAIM, PEDRO; LAURINI, MARCIO P.. Is Bitcoin a bubble?. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v. 517, p. 222-232, . (18/04654-9)
LAURINI, M. P.. A spatio-temporal approach to estimate patterns of climate change. ENVIRONMETRICS, v. 30, n. 1, . (18/04654-9)

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