4 citations · 6 across the 6 of their papers we have counts for
6 papers
A nonstationary seasonal Dynamic Factor Model: an application to temperature time series from the state of Minas Gerais
Davi Oliveira Chaves, Chang Chiann, Pedro Alberto Morettin
In many scientific fields, such as agriculture, temperature time series are of interest both as explanatory variables and as objects of study in their own right. However, at the st…
The Maximal Overlap Discrete Wavelet Scattering Transform and Its Application in Classification Tasks
Leonardo Fonseca Larrubia, Pedro Alberto Morettin, Chang Chiann
We present the Maximal Overlap Discrete Wavelet Scattering Transform (MODWST), whose construction is inspired by the combination of the Maximal Overlap Discrete Wavelet Transform (…
Wavelet estimation of nonstationary spatial covariance function
Yangyang Chen, Pedro Alberto Morettin, Ronaldo Dias +1
This work proposes a new procedure for estimating the non-stationary spatial covariance function for Spatial-Temporal Deformation. The proposed procedure is based on a monotonic fu…
Time-varying STARMA models by wavelets
Yangyang Chen, Pedro Alberto Morettin, Chang Chiann
The spatio-temporal autoregressive moving average (STARMA) model is frequently used in several studies of multivariate time series data, where the assumption of stationarity is imp…
Inference on model parameters with many L-moments
Luis Alvarez, Chang Chiann, Pedro Morettin
This paper studies parameter estimation using L-moments, an alternative to traditional moments with attractive statistical properties. The estimation of model parameters by matchin…
Wavelet Estimation for Factor Models with Time-Varying Loadings
Duván Humberto Cataño, C. Vladimir Rodríguez-Caballero, Daniel Peña +1
We introduce a high-dimensional factor model with time-varying loadings. We cover both stationary and nonstationary factors to increase the possibilities of applications. We propos…