[ABE-L] Seminário DEST/UFMG (26/02 às 13:30hs).

[Vinicius Mayrink]

Caros,

Na próxima sexta-feira (*26 de fevereiro, às 13:30hs*) o ciclo de
Seminários do DEST/UFMG terá a apresentação de *Ana Júlia Alves Câmara*.

Ana Júlia é aluna do Programa de Doutorado em Estatística da UFMG e
trabalha sob orientação do Prof. Valdério Reisen.

A apresentação será transmitida ao vivo (às 13:30hs) pelo canal do
Youtube "*Vídeo
Conferência do DEST*":

https://www.youtube.com/channel/UCoZC2_pME9ca_-Hx4djd60w

Att,
Vinícius Mayrink

**************** Título e resumo ****************

*On generalized additive models with dependent time series covariate.*

*Márton Ispány, Valdério A. Reisen, Glaura C. Franco, Pascal Bondon,Higor
H. A. Cotta, Paulo R. P. Filho and Faradiba S. Serpa.*

The generalized additive model (GAM) is a standard statistical methodology
and is frequently used in various fields of applied data analysis where the
response variable is non-normal, e.g., integer valued, and the explanatory
variables are continuous, typically normally distributed. Standard
assumptions of this model, among others, are that the explanatory variables
are independent and identically distributed vectors which are not
multicollinear. To handle the multicollinearity and serial dependence
together a new hybrid model, called GAM-PCA-VAR model, was proposed in [17]
which is the combination of GAM with the principal component analysis (PCA)
and the vector autoregressive (VAR) model. In this paper, some properties
of the GAM-PCA-VAR model are discussed theoretically and verified by
simulation. A real data set is also analysed with the aim to describe the
association between respiratory disease and air pollution concentrations.

--
*Vinícius D. Mayrink*
*Professor Associado - Departamento de Estatística*
*ICEx, Universidade Federal de Minas Gerais*
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