3 citations · 5 across the 5 of their papers we have counts for
4 papers · 1 filter
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…