3 citations · 5 across the 5 of their papers we have counts for
7 papers
Dynamical non-Gaussian modelling of spatial processes
Thaís C. O. da Fonseca, Viviana G. R. Lobo, Alexandra M. Schmidt
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time m…
Dynamic clustering of time series data
Victhor S. Sartório, Thaís C. O. Fonseca
We propose a new method for clustering multivariate time-series data based on Dynamic Linear Models. Whereas usual time-series clustering methods obtain static membership parameter…
The effects of degrees of freedom estimation in the Asymmetric GARCH model with Student-t Innovations
T. C. O. Fonseca, V. S. Cerqueira, H. S. Migon +1
This work investigates the effects of using the independent Jeffreys prior for the degrees of freedom parameter of a Student-t model in the asymmetric generalised autoregressive co…
Space-time calibration of wind speed forecasts from regional climate models
Luiz E. S. Gomes, Thaís C. O. Fonseca, Kelly C. M. Gonçalves +1
Numerical weather predictions (NWP) are systematically subject to errors due to the deterministic solutions used by numerical models to simulate the atmosphere. Statistical postpro…
Reference Bayesian analysis for hierarchical models
Thaís C. O. Fonseca, Helio S. Migon, Heudson Mirandola
This paper proposes an alternative approach for constructing invariant Jeffreys prior distributions tailored for hierarchical or multilevel models. In particular, our proposal is b…
Bayesian cross-validation of geostatistical models
Viviana G R Lobo, Thaís C O da Fonseca, Fernando A S Moura
The problem of validating or criticising models for georeferenced data is challenging, since the conclusions can vary significantly depending on the locations of the validation set…