<html><head><meta http-equiv="Content-Type" content="text/html; charset=utf-8"></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div class="" style="caret-color: rgb(34, 34, 34); color: rgb(34, 34, 34); font-family: Arial, Helvetica, sans-serif;"></div><div class="" style="caret-color: rgb(34, 34, 34); color: rgb(34, 34, 34);"><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><b style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline;" class=""><font face="Arial" class="">Scheduled for:</font></b></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><font face="Arial" class="">Aug 13, 2021, at 2:00 pm</font></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><font face="Arial" class="">(GMT-03:00) Brasilia Standard Time - Sao Paulo</font></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><font face="Arial" class="">Video call link: <a class="external-link" href="https://meet.google.com/vhp-jfmg-efg" target="_blank" title="link" style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; outline: none; text-decoration: none; color: rgb(32, 92, 144) !important; border-bottom: none !important;">https://meet.google.com/vhp-jfmg-efg</a></font></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><font face="Arial" class=""> <span style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline;" class=""> </span></font></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><b style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline;" class=""><font face="Arial" class="">Speaker:</font></b></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><font face="Arial" class="">Alvaro Faria (Open University, UK)</font></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><font face="Arial" class=""> </font></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><b style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline;" class=""><font face="Arial" class="">Title:</font></b></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><font face="Arial" class="">Dynamic Bayesian models for non-linear non-stationary time series processes</font></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><font face="Arial" class=""> </font></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><b style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline;" class=""><font face="Arial" class="">Abstract: </font></b></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><p style="margin: 0px 0px 1em; padding: 0px; list-style: none; vertical-align: baseline; line-height: 1.8em;" class=""><font face="Arial" class="">Dynamic Bayesian Smooth Transition Autoregressive (DBSTAR) models are proposed for non-linear autoregressive time series processes as alternative to both the classical Smooth Transition Autoregressive (STAR) models of Chan and Tong (1986) and the Bayesian Simulation STAR (BSTAR) models of Lopes and Salazar (2005). Unlike the STAR and BSTAR models, DBSTAR models are sequential polynomial dynamic analytical models suitable for inherently non-stationary time series with non-linear characteristics such as asymmetric cycles. As they are analytical, they also avoid potential computational problems associated with BSTAR models and allow fast sequential estimation of parameters. Two types of DBSTAR models, namely the Taylor and the B-splines DBSTAR models are formulated. A harmonic version of those models, that accounted for the cyclical component explicitly in a flexible yet parsimonious way, were applied to the well-known series of annual Canadian lynx trappings and showed improved fitting when compared to both the classical STAR and the BSTAR models. Another application to a long series of hourly electricity loading in southern Brazil, covering the period of the South-African Football World Cup in June 2010, illustrates the short-term forecasting accuracy of fast computing harmonic DBSTAR models that account for various characteristics such as periodic behaviour (both within-the-day and within-the-week) and average temperature.</font></p></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><font face="Arial" class=""><br style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline;" class=""><b style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline;" class="">Bio:</b></font></div><div style="margin: 0px; padding: 0px; list-style: none; vertical-align: baseline; color: rgb(0, 0, 0); font-size: 13.9776px; font-variant-ligatures: normal; orphans: 2; widows: 2; background-color: rgb(255, 255, 255); text-decoration-thickness: initial;" class=""><p style="margin: 0px 0px 1em; padding: 0px; list-style: none; vertical-align: baseline; line-height: 1.8em;" class=""><font face="Arial" class="">Alvaro Faria is a lecturer in Statistics at the School of Mathematics and Statistics of the Open University, UK. He was previously a lecturer in Management Science at Lancaster University, and a research fellow in Statistics at Warwick University. He has a PhD in Statistics from Warwick, an MSc and a BSC in Systems Engineering from PUC-Rio. His current research interests include Bayesian time series forecasting, the combination of statistical models, expert judgement, Bayesian modelling of space-time processes and the application of forecasting models in tailings dams.</font></p></div></div><div class="">
<div dir="auto" style="caret-color: rgb(0, 0, 0); color: rgb(0, 0, 0); letter-spacing: normal; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; word-spacing: 0px; -webkit-text-stroke-width: 0px; text-decoration: none; word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div dir="auto" style="word-wrap: break-word; -webkit-nbsp-mode: space; line-break: after-white-space;" class=""><div style="caret-color: rgb(0, 0, 0); color: rgb(0, 0, 0); font-family: Helvetica; font-size: 12px; font-style: normal; font-variant-caps: normal; font-weight: normal; letter-spacing: normal; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; word-spacing: 0px; -webkit-text-stroke-width: 0px; text-decoration: none;"><br class="">===============================<br class="">/* Michel H. Montoril, <br class=""> * Assistant Professor,<br class=""> * Department of Statistics,<br class=""> * Federal University of São Carlos,<br class=""> * São Carlos, SP, 13565-905, Brazil<br class=""> */</div></div></div>
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