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<b><span style="font-size:24.0pt;font-family:"Verdana",sans-serif;color:#C00026">Ciência de Dados e Decisão</span></b><b><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#C00026"><br>
</span></b><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#C00026">Seminários Acadêmicos</span><o:p></o:p></p>
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:13.5pt;font-family:"Verdana",sans-serif;color:#414042">Bayesian Modeling Strategies for NonGaussian Multivariate Time Series Data<o:p></o:p></span></b></p>
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<p class="MsoNormal"><b><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042">Palestrante:</span></b><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042"> Refik Soyer</span><span lang="EN-US"><o:p></o:p></span></p>
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042">Universidade:</span></b><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042"> George Washington University<o:p></o:p></span></p>
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<p class="MsoNormal" style="text-align:justify"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042">Multivariate non Gaussian time series of correlated observations are considered. In so doing, we focus on multivariate
time series of counts and durations. Dependence among series arises as a result of sharing a common dynamic environment. We discuss characteristics of the resulting multivariate time series models and introduce dynamic versions of some known multivariate distributions.
We develop Bayesian inference for the models using Markov chain Monte Carlo and particle filtering methods and discuss computational issues. The proposed models are illustrated using actual bivariate time series data.<o:p></o:p></span></p>
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:13.5pt;font-family:"Verdana",sans-serif;color:#414042"><o:p> </o:p></span></b></p>
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<b><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#C00026">Data:</span></b> <span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042">13/03/2019<br>
</span><b><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#C00026">Horário:</span></b> <span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042">12h00 <br>
</span><b><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#C00026">Local:</span></b> <span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042">Sala 410 – 4° andar - Insper </span><span style="mso-fareast-language:PT-BR"><img width="19" height="19" style="width:.1979in;height:.1979in" id="Imagem_x0020_9" src="cid:image002.png@01D4ADB7.600E0920" alt="cid:image002.png@01D4ADB7.600E0920"></span><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042"> <br>
Rua Quatá, 300 – Vila Olímpia, São Paulo/SP<br>
Estacionamento: Rua Uberabinha, s/n</span><o:p></o:p></p>
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<i><span style="font-size:7.5pt;font-family:"Verdana",sans-serif;color:black">É de conhecimento do participante que eventuais filmagens e/ou fotografias realizadas no evento poderão ser utilizadas em qualquer meio de mídia para uso institucional.</span></i><o:p></o:p></p>
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