The entire world is still trying to understand and stop the spread of the COVID-19 disease. It is... more The entire world is still trying to understand and stop the spread of the COVID-19 disease. It is known that the evolution of human mobility associated with economic, geographic and demographic factors have caused differences in the spatial spread of the new coronavirus in distinct countries and regions and has also contributed to the rapid spread of the disease. The characterization of the spatial patterns of disease spreading involves environmental and social factors. In this context, we used statistical tools to investigate the spatial distribution of the incidence and mortality rates over time in two of the most populous Brazilian states: São Paulo and Minas Gerais. Our results show an spatial dependence among micro-regions related to incidence and mortality rates but with different spatial autocorrelations in both states. We used the VAR model to verify this causal relationship among the micro-units that showed spatial dependence. We found that there is a feedback relationshi...
Models for count data which are temporally correlated have been studied using many conditional di... more Models for count data which are temporally correlated have been studied using many conditional distributions, such as the Poisson distribution, and the insertion of different dependence structures. Nonetheless, excess of zeros and over dispersion may be observed during the counting process and need to be considered when modelling and choosing a conditional distribution. In this paper, we propose models for counting time series using zero-adjusted distributions by inserting a dependence structure following the ARMA(p, q) process on a Bayesian framework. We perform a simulation study using the proposed Bayesian analysis and analyse the monthly time series of the number of deaths due to dengue haemorrhagic fever (ICD-A91) in Brazil.
Risk and exposure factors are important features to be considered, providing financial and actuar... more Risk and exposure factors are important features to be considered, providing financial and actuarial information for the insurer. Pricing methods aresupported by the mutualism theory, ensuring a level of indemnity and expected cost, making possible to constitute monetary reserves. The aim of our paper is to model and analyze the distribution of vehicle insurance claims in the south of Minas Gerais/Brazil. The data represents policies with a claim occurrence in the year of 2018. Under theBayesian approach, we consider the Gamma and Log-normal distributions that allow asymmetric data modeling and they can be used in loss models. The Jeffreys’s prior class was applied considering the data of the first semester of 2018. The information level was updated to construct an informative prior to analyze the data of the secondsemester. To compare models, we estimated the Bayes Factor and the logarithm of the marginal likelihood, that showed the Log-normal more likely. After selecting a model, ...
Revista Da Estatistica Da Universidade Federal De Ouro Preto, 2012
O comportamento do nível do mar tem muita importância para toda a população, um grande aumento ou... more O comportamento do nível do mar tem muita importância para toda a população, um grande aumento ou diminuição poderá causar muitos prejuízos. Na análise de séries temporais, muitas vezes,é de interesse verificar se duas séries, ou trechos de uma mesma série, estão sendo gerados pelo mesmo processo estocástico. Se tivermos séries de níveis médio do mar geradas pelo mesmo processo, será suficiente colher amostras em apenas um local, reduzindo tempo e custo. Neste trabalho as séries consideradas foram de mares de Aburatsu-Japão (oceano Pacífico) e Key West-Estados Unidos (oceano Atlântico), no período de janeiro de 1985 a novembro de 2011. O objetivo foi comparar as séries através do teste de Coates e Diggle (1986) que se baseia em testar se duas séries vêm de processos estocásticos estacionários com a mesma forma espectral. A técnica utilizadaé não paramétrica, e são usados os periodogramas. Tal teste levou a conclusão de que as séries de Aburatsu e Key West podem ser consideradas geradas pelo mesmo processo estocástico ao nível α = 0, 05 de significância.
This paper has the objective to studying the seasonal behavior of the series of Cost of Basic Bas... more This paper has the objective to studying the seasonal behavior of the series of Cost of Basic Basket (basic food) in Lavras county, MG, using one of the most modern and recent methods of seasonal adjustment, the method X-12ARIMA, developed for the U.S. Census Bureau. If seasonal is identified, one seasonal adjustment will be made using the automatic program of
▪ RESUMO: O presente trabalho utilizou análise de agrupamento em imagens obtidas de células de sê... more ▪ RESUMO: O presente trabalho utilizou análise de agrupamento em imagens obtidas de células de sêmen bovino iluminados por laser. Os grupos consistiam em índices de baixa, média e alta atividade celular obtidos do momento de inércia. Os resultados mostraram que as ...
The Bayesian estimation of a dynamic factor model where the factors follow a multivariate autoreg... more The Bayesian estimation of a dynamic factor model where the factors follow a multivariate autoregressive model is presented. We derive the posterior distributions for the parameters and the factors and use Monte Carlo methods to compute them. The model is applied to study the association between air pollution and mortality in the city of São Paulo, Brazil. Statistical analysis was performed through a Bayesian analysis of a dynamic factor model. The series considered were minimal temperature, relative humidity, air pollutant of PM 10 and CO, mortality circulatory disease and mortality respiratory disease. We found a strong association between air pollutant (PM 10), Humidity and mortality respiratory disease for the city of São Paulo.
It is well known that it is often an unrealistic situation the one which only the mean response c... more It is well known that it is often an unrealistic situation the one which only the mean response could be changing with covariates while the vari-ance remains constant over time. This is particularly obvious in financial time series where clusters of volatility can be detected visually. ...
The classifications resulting from phylogenetic analysis are essential tools for evolutionary stu... more The classifications resulting from phylogenetic analysis are essential tools for evolutionary studies. Phylogenetic is more than a part of evolutionary biology because its underlying philosophy provides a way to see nature, ask questions, and solve problems related to the evolution of organisms. Given the importance of phylogeny, our aim was to devise a method to assess the delimitation of bacterial species. We used the non-decimated discrete wavelet transform. The wavelet function used was Daubechies' with four null moments, considering seven, four and two decomposition levels. For clustering, the energy (variance) obtained at each level of decomposition and the Mahalanobis distance was used to visualize the dendrogram formation process. Through the analysis, we verified that the gram-positive bacteria were classified well into their respective species, but most gram-negative bacteria did not take into account the more significant amount of energy obtained in scenario two. According to the results, the energy plays an important role in the delimitation of groups of bacterial species.
The entire world is still trying to understand and stop the spread of the COVID-19 disease. It is... more The entire world is still trying to understand and stop the spread of the COVID-19 disease. It is known that the evolution of human mobility associated with economic, geographic and demographic factors have caused differences in the spatial spread of the new coronavirus in distinct countries and regions and has also contributed to the rapid spread of the disease. The characterization of the spatial patterns of disease spreading involves environmental and social factors. In this context, we used statistical tools to investigate the spatial distribution of the incidence and mortality rates over time in two of the most populous Brazilian states: São Paulo and Minas Gerais. Our results show an spatial dependence among micro-regions related to incidence and mortality rates but with different spatial autocorrelations in both states. We used the VAR model to verify this causal relationship among the micro-units that showed spatial dependence. We found that there is a feedback relationshi...
Models for count data which are temporally correlated have been studied using many conditional di... more Models for count data which are temporally correlated have been studied using many conditional distributions, such as the Poisson distribution, and the insertion of different dependence structures. Nonetheless, excess of zeros and over dispersion may be observed during the counting process and need to be considered when modelling and choosing a conditional distribution. In this paper, we propose models for counting time series using zero-adjusted distributions by inserting a dependence structure following the ARMA(p, q) process on a Bayesian framework. We perform a simulation study using the proposed Bayesian analysis and analyse the monthly time series of the number of deaths due to dengue haemorrhagic fever (ICD-A91) in Brazil.
Risk and exposure factors are important features to be considered, providing financial and actuar... more Risk and exposure factors are important features to be considered, providing financial and actuarial information for the insurer. Pricing methods aresupported by the mutualism theory, ensuring a level of indemnity and expected cost, making possible to constitute monetary reserves. The aim of our paper is to model and analyze the distribution of vehicle insurance claims in the south of Minas Gerais/Brazil. The data represents policies with a claim occurrence in the year of 2018. Under theBayesian approach, we consider the Gamma and Log-normal distributions that allow asymmetric data modeling and they can be used in loss models. The Jeffreys’s prior class was applied considering the data of the first semester of 2018. The information level was updated to construct an informative prior to analyze the data of the secondsemester. To compare models, we estimated the Bayes Factor and the logarithm of the marginal likelihood, that showed the Log-normal more likely. After selecting a model, ...
Revista Da Estatistica Da Universidade Federal De Ouro Preto, 2012
O comportamento do nível do mar tem muita importância para toda a população, um grande aumento ou... more O comportamento do nível do mar tem muita importância para toda a população, um grande aumento ou diminuição poderá causar muitos prejuízos. Na análise de séries temporais, muitas vezes,é de interesse verificar se duas séries, ou trechos de uma mesma série, estão sendo gerados pelo mesmo processo estocástico. Se tivermos séries de níveis médio do mar geradas pelo mesmo processo, será suficiente colher amostras em apenas um local, reduzindo tempo e custo. Neste trabalho as séries consideradas foram de mares de Aburatsu-Japão (oceano Pacífico) e Key West-Estados Unidos (oceano Atlântico), no período de janeiro de 1985 a novembro de 2011. O objetivo foi comparar as séries através do teste de Coates e Diggle (1986) que se baseia em testar se duas séries vêm de processos estocásticos estacionários com a mesma forma espectral. A técnica utilizadaé não paramétrica, e são usados os periodogramas. Tal teste levou a conclusão de que as séries de Aburatsu e Key West podem ser consideradas geradas pelo mesmo processo estocástico ao nível α = 0, 05 de significância.
This paper has the objective to studying the seasonal behavior of the series of Cost of Basic Bas... more This paper has the objective to studying the seasonal behavior of the series of Cost of Basic Basket (basic food) in Lavras county, MG, using one of the most modern and recent methods of seasonal adjustment, the method X-12ARIMA, developed for the U.S. Census Bureau. If seasonal is identified, one seasonal adjustment will be made using the automatic program of
▪ RESUMO: O presente trabalho utilizou análise de agrupamento em imagens obtidas de células de sê... more ▪ RESUMO: O presente trabalho utilizou análise de agrupamento em imagens obtidas de células de sêmen bovino iluminados por laser. Os grupos consistiam em índices de baixa, média e alta atividade celular obtidos do momento de inércia. Os resultados mostraram que as ...
The Bayesian estimation of a dynamic factor model where the factors follow a multivariate autoreg... more The Bayesian estimation of a dynamic factor model where the factors follow a multivariate autoregressive model is presented. We derive the posterior distributions for the parameters and the factors and use Monte Carlo methods to compute them. The model is applied to study the association between air pollution and mortality in the city of São Paulo, Brazil. Statistical analysis was performed through a Bayesian analysis of a dynamic factor model. The series considered were minimal temperature, relative humidity, air pollutant of PM 10 and CO, mortality circulatory disease and mortality respiratory disease. We found a strong association between air pollutant (PM 10), Humidity and mortality respiratory disease for the city of São Paulo.
It is well known that it is often an unrealistic situation the one which only the mean response c... more It is well known that it is often an unrealistic situation the one which only the mean response could be changing with covariates while the vari-ance remains constant over time. This is particularly obvious in financial time series where clusters of volatility can be detected visually. ...
The classifications resulting from phylogenetic analysis are essential tools for evolutionary stu... more The classifications resulting from phylogenetic analysis are essential tools for evolutionary studies. Phylogenetic is more than a part of evolutionary biology because its underlying philosophy provides a way to see nature, ask questions, and solve problems related to the evolution of organisms. Given the importance of phylogeny, our aim was to devise a method to assess the delimitation of bacterial species. We used the non-decimated discrete wavelet transform. The wavelet function used was Daubechies' with four null moments, considering seven, four and two decomposition levels. For clustering, the energy (variance) obtained at each level of decomposition and the Mahalanobis distance was used to visualize the dendrogram formation process. Through the analysis, we verified that the gram-positive bacteria were classified well into their respective species, but most gram-negative bacteria did not take into account the more significant amount of energy obtained in scenario two. According to the results, the energy plays an important role in the delimitation of groups of bacterial species.
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Papers by Thelma Sáfadi