46 citations · 87 across the 8 of their papers we have counts for
8 papers
Censored Regression with Serially Correlated Errors: a Bayesian approach
Rodney Sousa, Isabel Pereira, Maria Eduarda Silva +1
The problem of estimating censored linear regression models with autocorrelated errors arises in many environmental and social studies. The present work proposes a Bayesian approac…
Multilayer Horizontal Visibility Graphs for Multivariate Time Series Analysis
Vanessa Freitas Silva, Maria Eduarda Silva, Pedro Ribeiro +1
Multivariate time series analysis is a vital but challenging task, with multidisciplinary applicability, tackling the characterization of multiple interconnected variables over tim…
Multiscale Partial Information Decomposition of Dynamic Processes with Short and Long-range correlations: Theory and Application to Cardiovascular Control
Helder Pinto, Riccardo Pernice, Maria Eduarda Silva +3
Heart rate variability results from the combined activity of several physiological systems, including the cardiac, vascular, and respiratory systems which have their own internal r…
Time Series Analysis via Network Science: Concepts and Algorithms
Vanessa Freitas Silva, Maria Eduarda Silva, Pedro Ribeiro +1
There is nowadays a constant flux of data being generated and collected in all types of real world systems. These data sets are often indexed by time, space or both requiring appro…
Novel Features for Time Series Analysis: A Complex Networks Approach
Vanessa Freitas Silva, Maria Eduarda Silva, Pedro Ribeiro +1
Being able to capture the characteristics of a time series with a feature vector is a very important task with a multitude of applications, such as classification, clustering or fo…
Multiscale Information Storage of Linear Long-Range Correlated Stochastic Processes
Luca Faes, Margarida Almeida Pereira, Maria Eduarda Silva +4
Information storage, reflecting the capability of a dynamical system to keep predictable information during its evolution over time, is a key element of intrinsic distributed compu…
Detection of additive outliers in Poisson INteger-valued AutoRegressive time series
Maria Eduarda Silva, Isabel Pereira
Outlying observations are commonly encountered in the analysis of time series. In this paper the problem of detecting additive outliers in integer-valued time series is considered.…
Outliers in INAR(1) models
Matyas Barczy, Marton Ispany, Gyula Pap +2
In this paper the integer-valued autoregressive model of order one, contaminated with additive or innovational outliers is studied in some detail. Moreover, parameter estimation is…