Dipòsit Digital de Documents de la UAB 4 registres trobats  La cerca s'ha fet en 0.00 segons. 
1.
8 p, 1.7 MB Estimated Covid-19 burden in Spain : ARCH underreported non-stationary time series / Moriña, David (Universitat de Barcelona) ; Fernández-Fontelo, Amanda (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Cabaña Nigro, Alejandra (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Arratia, Argimiro (Universitat Politècnica de Catalunya) ; Puig, Pedro (Centre de Recerca Matemàtica)
The problem of dealing with misreported data is very common in a wide range of contexts for different reasons. The current situation caused by the Covid-19 worldwide pandemic is a clear example, where the data provided by official sources were not always reliable due to data collection issues and to the high proportion of asymptomatic cases. [...]
2023 - 10.1186/s12874-023-01894-9
BMC Medical Research Methodology, Vol. 23 (March 2023) , art. 75  
2.
20 p, 2.7 MB Estimating the real burden of disease under a pandemic situation : The SARS-CoV2 case / Fernández-Fontelo, Amanda (Humboldt-Universität zu Berlin) ; Moriña, David (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Cabaña Nigro, Alejandra (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Arratia, Argimiro (Universitat Politècnica de Catalunya. Departament de Ciències de la Computació) ; Puig, Pedro (Universitat Autònoma de Barcelona. Departament de Matemàtiques)
The present paper introduces a new model used to study and analyse the severe acute respiratory syndrome coronavirus 2 (SARS-CoV2) epidemic-reported-data from Spain. This is a Hidden Markov Model whose hidden layer is a regeneration process with Poisson immigration, Po-INAR(1), together with a mechanism that allows the estimation of the under-reporting in non-stationary count time series. [...]
2020 - 10.1371/journal.pone.0242956
PloS one, Vol. 15 (December 2020) , art. e0242956  
3.
36 p, 1.9 MB A construction of continuous-time ARMA models by iterations of Ornstein-Uhlenbeck processes / Arratia, Argimiro (Universitat Politècnica de Catalunya. Departament de Llenguatges i Sistemes Informàtics) ; Cabaña Nigro, Alejandra (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Cabaña, Enrique M. (Universidad de la República (Montevideo, Uruguai))
We present a construction of a family of continuous-time ARMA processes based on p iterations of the linear operator that maps a Lévy process onto an Ornstein-Uhlenbeck process. The construction resembles the procedure to build an AR(p) from an AR(1). [...]
2016
SORT : statistics and operations research transactions, Vol. 40 Núm. 2 (July-December 2016) , p. 267-302 (Articles)  
4.
22 p, 726.0 KB Tracing the temporal evolution of clusters in a financial stock market / Arratia, Argimiro (Universitat Politècnica de Catalunya. Departament de Llenguatges i Sistemes Informàtics) ; Cabaña Nigro, Alejandra (Universitat Autònoma de Barcelona. Departament de Matemàtiques)
We propose a methodology for clustering financial time series of stocks' returns, and a graphical set-up to quantify and visualise the evolution of these clusters through time. The proposed graphical representation allows for the application of well known algorithms for solving classical combinatorial graph problems, which can be interpreted as problems relevant to portfolio design and investment strategies. [...]
2013 - 10.1007/s10614-012-9327-x
Computational economics, Vol. 41, Num. 2 (2013) , p. 213-231  

Us interessa rebre alertes sobre nous resultats d'aquesta cerca?
Definiu una alerta personal via correu electrònic o subscribiu-vos al canal RSS.