[ABE-L] Seminar STODAD - Francisco Cribari - May 17th 16:30 on-line

[Airlane Pereira Alencar]

Dear colleagues,


We invite you to our online seminar that will be on Tuesday (May 17th) at
16:30 (Brasília time).

https://stream.meet.google.com/stream/6cf7fc13-d32e-44c4-a057-98d476a21ea6

We can send me an email to be invited to our seminars in the google agenda.


DOUBLEBOUNDED TIME SERIES MODELING

FranciscoCribari-Neto
Departamento de Estatística, UFPE

In this talk, we focus on statistical inference for double bounded random
variables. We briefly comment on univariate data fit and regression
analysis, and then shift the focus to time series modeling. We review some
recent results related to beta dynamic modeling related to model selection
and diagnostic testing. SomeMonte Carlo evidence is also presented. In the
following, we introduce a general autoregressive and moving averages beta
dynamic model in which both the mean and precision parameters are allowed
to vary over time. The standard model and its generalized version are then
used to forecast stored hydroelectric energy in the South of Brazil.
Different forecasting scenarios are used. The results favor the generalized
version of the model.


Best regards.


STODAD team
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