[ABE-L] Seminário Acadêmico de Economia com Osvaldo Anacleto da University of Edinburgh, dia 27/06 às 12h, sala Paulo Renato de Souza - 2º andar

[Hedibert Lopes]

*Dynamic Chain Graph Models for Time Series Network Data*

*Palestrante:*

Osvaldo Anacleto
University of Edinburgh

This paper introduces a new class of Bayesian dynamic models for inference
and forecasting in high-dimensional time series observed on networks. The
new model, called the dynamic chain graph model, is suitable for
multivariate time series which exhibit symmetries within subsets of series
and a causal drive mechanism between these subsets. The model can
accommodate high-dimensional, non-linear and non-normal time series and
enables local and parallel computation by decomposing the multivariate
problem into separate, simpler sub-problems of lower dimensions. The
advantages of the new model are illustrated by forecasting traffic network
flows and also modelling gene expression data from transcriptional networks.

*Data:*

27 de junho de 2017 (terça-feira)

*Horário:*

12h

*Local:*

*Campus* Insper
Rua Quatá, 300 - Vila Olímpia
Sala Paulo Renato de Souza – 2º andar
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