Time-varying STARMA models by wavelets

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 important, but it is not always guaranteed in practice. One way to proceed is to consider locally stationary processes. In this paper we propose a time-varying spatio-temporal autoregressive and moving average (tvSTARMA) modelling based on the locally stationarity assumption. The time-varying parameters are expanded as linear combinations of wavelet bases and procedures are proposed to estimate the coefficients. Some simulations and an application to historical daily precipitation records of Midwestern states of the USA are illustrated

Estimation of a measure of local correlation for independent samples and time series data

Different from measures of global dependence, measures of local dependence\ud evaluate the dependence along the support of the variables. The aim of\ud this paper is to study a measure of local dependence proposed by Bairamov,\ud Kotz and Kozubowski (2003) in the context of variables not indexed by time\ud and also for stationary time series. We propose similar estimators for both\ud cases. The consistency of the estimators are obtained, and their behavior\ud are studied through simulations. Some empirical illustrations are providedFAPESP 08/51097-6CAPES 177/200

Intervention Models in Functional Connectivity Identification Applied to fMRI

Recent advances in neuroimaging techniques have provided precise spatial localization of brain activation applied in several neuroscience subareas. The development of functional magnetic resonance imaging (fMRI), based on the BOLD signal, is one of the most popular techniques related to the detection of neuronal activation. However, understanding the interactions between several neuronal modules is also an important task, providing a better comprehension about brain dynamics. Nevertheless, most connectivity studies in fMRI are based on a simple correlation analysis, which is only an association measure and does not provide the direction of information flow between brain areas. Other proposed methods like structural equation modeling (SEM) seem to be attractive alternatives. However, this approach assumes prior information about the causality direction and stationarity conditions, which may not be satisfied in fMRI experiments. Generally, the fMRI experiments are related to an activation task; hence, the stimulus conditions should also be included in the model. In this paper, we suggest an intervention analysis, which includes stimulus condition, allowing a nonstationary modeling. Furthermore, an illustrative application to real fMRI dataset from a simple motor task is presented

Parsimonious Heterogeneous ARCH Models for High Frequency Modeling

In this work we study a variant of the GARCH model when we consider the arrival of heterogeneous information in high-frequency data. This model is known as HARCH(n). We modify the HARCH(n) model when taking into consideration some market components that we consider important to the modeling process. This model, called parsimonious HARCH(m,p), takes into account the heterogeneous information present in the financial market and the long memory of volatility. Some theoretical properties of this model are studied. We used maximum likelihood and Griddy-Gibbs sampling to estimate the parameters of the proposed model and apply it to model the Euro-Dollar exchange rate series

Framing and advocacy: a research agenda for interest group studies

This paper is a survey of the main spectral methods potentially useful in Oceanography. These methods are applied to the analysis of tides, seasonal variations and ocean geophysical oscillations. Further topics on the Response Method, the Maximum Entropy method and Rotary Components are briefly summarized. Examples of successful appli cations are presented

Une analyse de la causalité entre la pluie à Fortaleza et le niveau moyen de la mer

Note portant sur l’auteur Note portant sur l’auteur Note portant sur l’auteur Les séries de précipitations atmosphériques à Fortaleza, État du Ceara - Brésil, revêtent un grand intérêt en regard de la dure sécheresse qui affecte le Nordeste Brésilien. L’analyse de la corrélation entre les séries pluviométriques et les séries du niveau moyen de la mer à San Francisco (USA) et Balboa (Panama) permet de rechercher les relations possibles entre les variables océaniques et les précipitations atmos..

Wavelet Smoothed Empirical Copula Estimators

We introduce copula estimators based on wavelet smoothing of empirical copulas for the case of time series data. We then study the properties of this estimator via simulations and compare its performance with other estimators. Applications to real data are also given

Identifying multisubject cortical activation in functional MRI: A frequency domain approach

Functional magnetic resonance imaging (fMRI) has, since its description fifteen years ago, become the most common in-vivo neuroimaging technique. FMRI allows the identification of brain areas which are related to specific tasks, by statistical analysis of the BOLD (blood oxigenation level dependent) signal. Classically, the observed BOLD signal is compared to an expected haemodynamic response function (HRF) using a general linear model (GLM). However, the results of GLM rely on the HRF specification, which is usually determined in an ad hoc fashion. For periodic experimental designs, we propose a multisubject frequency domain brain mapping, which requires only the stimulation frequency, and consequently avoids subjective choices of HRF. We present some computational simulations, which demonstrate a good performance of the proposed approach in short length time series. In addition, an application to real fMRI datasets is also presented. 1

Seasonality of suicide in the city of Sao Paulo, Brazil, 1979-2003 Sazonalidade do suicídio na cidade de São Paulo, Brasil, 1979-2003

OBJECTIVE: To evaluate suicide seasonality in the city of São Paulo within an urban area and tropical zone. METHOD: Suicides were evaluated using the chi-square test and analysis of variance (ANOVA) by comparing monthly, quarterly and half-yearly variations, differentiating by gender. Analyses of time series were carried out using the autocorrelation function and periodogram, while the significance level for seasonality was confirmed with the Fisher's test. RESULTS: The suicides of the period between 1979 and 2003 numbered 11,434 cases. Differences were observed in suicides occurring in Spring and Autumn for the total sample (ANOVA: p-value = 0.01), and in the male sample (ANOVA: p-value = 0.02). For the analysis of time series, seasonality was significant only for the period of 7 months in the male sample (p-value = 0.04). DISCUSSION: In this study, no significant seasonal differences were observed in the occurrences of suicides, with the exception of the male sample. The differences observed did not correspond with the pattern described in studies carried out in temperate zones. Some of the climatic particularities of the tropical zone might explain the atypical pattern of seasonality of suicides found in large populations within an urban area and tropical zone.<br>OBJETIVO: Avaliar a sazonalidade do suicídio na cidade de São Paulo, uma área urbana em zona tropical. MÉTODO: Os suicídios foram avaliados pelo teste de qui-quadrado e análise de variância (ANOVA), comparando variações mensais, trimestrais e semestrais, diferenciando por gênero. Também foi realizada a análise de séries temporais, utilizando a função de autocorrelação e periodograma, além da confirmação, com o teste de Fisher de significância para sazonalidade. RESULTADOS: Os suicídios do período entre 1979 e 2003 totalizaram 11.434 casos. Foram observadas diferenças apenas nos suicídios ocorridos na primavera e outono na amostra total (ANOVA: p-valor = 0,01), e na amostra para o sexo masculino (ANOVA: p-valor = 0,02). Pela análise de séries temporais, a sazonalidade foi significativa apenas para o período de sete meses, na amostra para o sexo masculino (p-valor = 0,04). DISCUSSÃO: Neste estudo não foram observadas diferenças sazonais significativas na ocorrência de suicídios, com exceção da amostra masculina. Tais diferenças não correspondem ao padrão descrito nos estudos realizados em zona temperada. Algumas das particularidades climáticas da zona tropical poderiam explicar o padrão atípico de sazonalidades de suicídios em uma grande população de área urbana e zona tropical

Les Hommes face aux sécheresses

Fléaux parmi les plus dévastateurs, les sécheresses marquent depuis longtemps et d'une façon périodique l'histoire des populations. Aujourd'hui, elles sont à la fois mieux connues gr âce au progrès scientifiques, et plus graves socialement parce que les hommes concernés sont plus nombreux. Mettant toujours à l'épreuve les autorités des pays atteints et entra înant souvent l'intervention de la communauté internationale, elles constituent un problème politique majeur. Comparant le Nordeste intérieur du Brésil et le Sahel africain, deux espaces récemment sinistrés, l'ouvrage analyse d'abord la géographie physique de l'accident : baisse des précipitations, appauvrissemenf de la couverture végétale, fragilisation de l'écosystème. Il décrit ensuite les réponses des hommes, que ce soit les adaptations paysannes ou les stratégies des Etats, les interventions des ONG (organisations non gouvernementales) ou les travaux des chercheurs. Il ressort de ce débat que, si certains milieux naturels sont vulnérables, la sécheresse est aussi un phénomène social : la réflexion multidisciplinaire peut alors aider à construire un meilleur équilibre entre les hommes et leur espace