Dipartimento di Scienze Statistiche

SEMINAR blended     12 NOVEMBER 2024 12.00 PM ROOM 34 BUILDING CU002, FLOOR 04     Some procedures based on Singular Spectral Analysis focus on detecting potential structural changes in a time series by comparing a single decomposition method applied to two trajectory matrices (base and test). We propose a new approach that compares two different decomposition methods, both using the NIPALS algorithm, applied to the same trajectory matrix of the time series. Examples are provided to illustrate this new structural change detection procedure. (a joint work with Alberto Silva) Some procedures based on Singular Spectral Analysis focus on detecting potential structural changes in a time series by comparing a single decomposition method applied to two trajectory matrices (base and test). We propose a new approach that compares two different decomposition methods, both using the NIPALS algorithm, applied to the same trajectory matrix of the time series. Examples are provided to illustrate this new structural change detection procedure. (a joint work with Alberto Silva). Speaker Adelaide Freitas Department of Mathematics - University of Aveiro CIDMA, Center for Research and Development in Mathematics and Applications University of Aveiro - Portugal Participate with zoom Passcode: 432940 In allegato la locandina