Valk, M, Mesquita DR.
2013.
Clustering Correlated Time Series via Quasi U-Statistics, 18 July. 29th European Meeting of Statisticians. , Budapest
AbstractDiscrimination and classification time series becomes almost indispensable since the large amountof information available nowadays. The problem of time series discrimination and classification isdiscussed in [1]. In this work the authors propose a novel clustering algorithm based on a class ofquasi U-statistics and subgroup decomposition tests. The decomposition may be applied to any con-cave time-series distance. The resulting test statistics is proved to be asymptotically normal for eitheri.i.d. or non-identically distributed groups of time-series under mild conditions. In practice thereare many time series that are correlated among themselves. An example that can describe this fact isthe financial markets globalization. When one of these markets is affected by an exogenous factor, achain reaction can affect many others. So the independence condition fail.We are interested in analyzing how the correlation among the groups of time series can affectclassification and clustering methods especially the one proposed by [1]. Empirical results show thatthe proposed method is robust to the presence of correlation among time series. The convergence ofthe test statistic for dependent time series will be one of the goals in this work.
References[1]
Valk, M., Pinheiro, A. 2012: Time-series clustering via quasi U-statistics,J. Time Ser. Anal.,Vol. 33, 4, 608 -619.
Levy, L.
2013.
Conhecimento humano e a ideia de afecção na Ética de Espinosa. Analytica. 17(2):221-247.
AbstractA tese de que o conceito espinosista de ideia de afecção, introduzido na Ética, expressa o sentido mais preciso do que seja, para o autor, o conceito de ideia da imaginação. Este texto pretende problematizar essa leitura, procurando fornecer subsídios para a hipótese de que ela não é nem inequivocamente corroborada pelo texto da Ética, nem exigida pela doutrina aí apresentada.
Wild, LB, De Lima DB, Balardin JB, Rizzi L, Giacobbo BL, Oliveira HB, De Lima Argimon II, Peyré-Tartaruga LA, Rieder CRM, Bromberg E.
2013.
Characterization of cognitive and motor performance during dual-tasking in healthy older adults and patients with Parkinson's disease. Journal of Neurology. 260:580-589., Number 2
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Wild, LB, de Lima DB, Balardin JB, Rizzi L, Giacobbo BL, Oliveira HB, de Lima Argimon II, Peyré-Tartaruga LA, Rieder CRM, Bromberg E.
2013.
Characterization of cognitive and motor performance during dual-tasking in healthy older adults and patients with Parkinson’s disease. Journal of neurology. 260:580–589., Number 2: Springer-Verlag
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Techio, J.
2013.
Cinema e Filosofia: Por quê? Como? Onde? Diálogos com a escola : experiências em formação continuada em filosofia na UFRGS. (
Priscilla Tesch Spinelli; Leonardo Sartori Porto; Inara Zanuzzi; Rafael Bittencourt Santos, Ed.).:229-252., Porto Alegre: Evangraf
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