The entire world is still trying to understand and stop the spread of the COVID-19 disease. It is known that the evolution of human mobility associated with economic, geographic and demographic factors have caused differences in the... more
The entire world is still trying to understand and stop the spread of the COVID-19 disease. It is known that the evolution of human mobility associated with economic, geographic and demographic factors have caused differences in the spatial spread of the new coronavirus in distinct countries and regions and has also contributed to the rapid spread of the disease. The characterization of the spatial patterns of disease spreading involves environmental and social factors. In this context, we used statistical tools to investigate the spatial distribution of the incidence and mortality rates over time in two of the most populous Brazilian states: São Paulo and Minas Gerais. Our results show an spatial dependence among micro-regions related to incidence and mortality rates but with different spatial autocorrelations in both states. We used the VAR model to verify this causal relationship among the micro-units that showed spatial dependence. We found that there is a feedback relationshi...
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Models for count data which are temporally correlated have been studied using many conditional distributions, such as the Poisson distribution, and the insertion of different dependence structures. Nonetheless, excess of zeros and over... more
Models for count data which are temporally correlated have been studied using many conditional distributions, such as the Poisson distribution, and the insertion of different dependence structures. Nonetheless, excess of zeros and over dispersion may be observed during the counting process and need to be considered when modelling and choosing a conditional distribution. In this paper, we propose models for counting time series using zero-adjusted distributions by inserting a dependence structure following the ARMA(p, q) process on a Bayesian framework. We perform a simulation study using the proposed Bayesian analysis and analyse the monthly time series of the number of deaths due to dengue haemorrhagic fever (ICD-A91) in Brazil.
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Risk and exposure factors are important features to be considered, providing financial and actuarial information for the insurer. Pricing methods aresupported by the mutualism theory, ensuring a level of indemnity and expected cost,... more
Risk and exposure factors are important features to be considered, providing financial and actuarial information for the insurer. Pricing methods aresupported by the mutualism theory, ensuring a level of indemnity and expected cost, making possible to constitute monetary reserves. The aim of our paper is to model and analyze the distribution of vehicle insurance claims in the south of Minas Gerais/Brazil. The data represents policies with a claim occurrence in the year of 2018. Under theBayesian approach, we consider the Gamma and Log-normal distributions that allow asymmetric data modeling and they can be used in loss models. The Jeffreys’s prior class was applied considering the data of the first semester of 2018. The information level was updated to construct an informative prior to analyze the data of the secondsemester. To compare models, we estimated the Bayes Factor and the logarithm of the marginal likelihood, that showed the Log-normal more likely. After selecting a model, ...
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ABSTRACT
This paper has the objective to studying the seasonal behavior of the series of Cost of Basic Basket (basic food) in Lavras county, MG, using one of the most modern and recent methods of seasonal adjustment, the method X-12ARIMA,... more
This paper has the objective to studying the seasonal behavior of the series of Cost of Basic Basket (basic food) in Lavras county, MG, using one of the most modern and recent methods of seasonal adjustment, the method X-12ARIMA, developed for the U.S. Census Bureau. If seasonal is identified, one seasonal adjustment will be made using the automatic program of
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▪ RESUMO: O presente trabalho utilizou análise de agrupamento em imagens obtidas de células de sêmen bovino iluminados por laser. Os grupos consistiam em índices de baixa, média e alta atividade celular obtidos do momento de inércia. Os... more
▪ RESUMO: O presente trabalho utilizou análise de agrupamento em imagens obtidas de células de sêmen bovino iluminados por laser. Os grupos consistiam em índices de baixa, média e alta atividade celular obtidos do momento de inércia. Os resultados mostraram que as ...
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Research Interests: Physics and Humanities
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It is well known that it is often an unrealistic situation the one which only the mean response could be changing with covariates while the vari-ance remains constant over time. This is particularly obvious in financial time series where... more
It is well known that it is often an unrealistic situation the one which only the mean response could be changing with covariates while the vari-ance remains constant over time. This is particularly obvious in financial time series where clusters of volatility can be detected visually. ...
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Neste trabalho estudou-se a utilizacao de matrizes de vizinhanca socioeconomicas em modelos espaco temporais da classe auto regressivo e de medias moveis (STARMA). O conjunto de dados escolhido e composto por nove series temporais que... more
Neste trabalho estudou-se a utilizacao de matrizes de vizinhanca socioeconomicas em modelos espaco temporais da classe auto regressivo e de medias moveis (STARMA). O conjunto de dados escolhido e composto por nove series temporais que quantificam a taxa de incidencia de Tuberculose, observadas entre 2002 e 2017, nas seguintes cidades mineiras: Belo Horizonte, Betim, Contagem, Governador Valadares, Juiz de Fora, Lavras, Montes Claros, Pouso Alegre e Uberlândia. Uma vez que a maior parte das cidades encontram-se geograficamente distantes, foi necessaria a utilizacao de matrizes de vizinhanca socioeconomicas. As matrizes foram obtidas por meio de duas variaveis socioeconomicas: o IDH municipal e o investimento anual medio na saude basica. Foram ajustados modelos da classe STARMA considerando-se o conjunto de dados e as duas matrizes de vizinhanca obtidas. A obtencao do modelo foi feita computacionalmente e consistiu de tres etapas: Identificacao, estimacao e diagnostico do modelo. Conc...
Research Interests: Geography and Humanities
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RESUMONeste trabalho, desenvolveu-se uma abordagem bayesiana para predizer as quantidades de nitrogenio mineralizados porintermedio de modelos nao lineares. Os modelos nao lineares considerados para avaliar a dinâmica da mineralizacao do... more
RESUMONeste trabalho, desenvolveu-se uma abordagem bayesiana para predizer as quantidades de nitrogenio mineralizados porintermedio de modelos nao lineares. Os modelos nao lineares considerados para avaliar a dinâmica da mineralizacao do nitrogenio epara ilustrar o procedimento bayesiano foram: modelo de Cabrera, Marion, Stanford e Smith. A comparacao dos modelos foi feita pormeio do Fator de Bayes (FB) e do Criterio de Informacao Bayesiano (BIC). A inferencia sobre os parâmetros realizou-se porintermedio do Amostrador de Gibbs e do Metropolis Hastings. O modelo de Cabrera (1993) foi o que proporcionou melhor qualidadede ajuste ao conjunto de dados de mineralizacao de nitrogenio, sendo seguido pelo modelo de Stanford & Smith (1972) e, por ultimo,o de Marion et al. (1981).Termos para indexacao: Amostrador de Gibbs, Metropolis Hastings, Fator de Bayes, Criterio de Informacao Bayesiano.ABSTRACTIn this work one developed a Bayesian approach to predict the amount of mineralized nitrogen ...
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Dengue is one of the main problems of public health in the world. It is estimated that about 2.5 billion people are now at risk of dengue. Given this current context of the disease, we have developed a model of temporal series in an... more
Dengue is one of the main problems of public health in the world. It is estimated that about 2.5 billion people are now at risk of dengue. Given this current context of the disease, we have developed a model of temporal series in an attempt to identify the climatic factors that contribute to the spread of dengue in the cities Lavras (Minas Gerais state) and Cuiaba (Mato Grosso) in Brazil. The series for analysis were the number of dengue reported cases, series of minimum, mean and maximum temperature, relative humidity of air, and rainfall index. Models better adjusted to the data according to the methodology of Box and Jenkins and a regression model that relates dengue cases and climatic factors were found. In Cuiaba, rainfall and maximum temperature influence the number of dengue cases, while in Lavras, besides rainfall and maximum temperature, mean temperature and humidity influence. The determination coefficients R2 in Cuiaba and Lavras were 0.31 and 0.68, respectively. In the s...
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We show that nonstationary behavior of volatilities of stock markets can be succinctly described in terms of the non-decimated wavelet transform, and we indicate how this characterization can be used to improve clustering of the markets.... more
We show that nonstationary behavior of volatilities of stock markets can be succinctly described in terms of the non-decimated wavelet transform, and we indicate how this characterization can be used to improve clustering of the markets. The methodology combines multiresolution analysis with independent component modeling thus addressing the inherent nature of volatility as being multiscale and convolution. The clustering results provide more information related to complex nature of market volatility, show robust behavior and agree with the results obtained in literature.
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Wood charcoal is an energetic input mainly used in the pigiron and steel production, as a term-reducer. It can be obtained from plantation forest or from native forest. These two types of charcoal possess some technical and economical... more
Wood charcoal is an energetic input mainly used in the pigiron and steel production, as a term-reducer. It can be obtained from plantation forest or from native forest. These two types of charcoal possess some technical and economical characteristics that may differentiate their prices. This study analyzed the historical series of charcoal prices of both planted and native forest, in the period from January 1999 to December 2004. For analyzing the time series, models of time series were used, in order to find models able of supplying better forecasts and able of verifying if there are tendency differences and seasonality among the studied series. The choice of the most appropriate model for explaining the time series of charcoal was based on the graphical analyses, stochastic tests and criteria of evaluation of the order of the model. Among the adjusted models for charcoal prices of plantation forest, SARIMA (3,1,1)(3,1,0)12 provided better adjustment, while for the native forest pr...
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Background Human leptospirosis is responsible for great losses and deaths, especially in developing countries, which can be mitigated by knowing the correct health indicators and climate influence on the disease. Methods Leptospirosis... more
Background Human leptospirosis is responsible for great losses and deaths, especially in developing countries, which can be mitigated by knowing the correct health indicators and climate influence on the disease. Methods Leptospirosis cases and deaths, population and precipitation were recovered from different databases (2007–2019). Annual incidence, mortality and case fatality rates (CFRs) of human leptospirosis and average precipitation were calculated for Brazil and its regions. Time series analysis using an moving average with external variable (ARMAX) model was used to analyse the monthly contribution and precipitation influence over leptospirosis cases for each Brazilian region and for the whole country. A forecast model to predict cases for 2020 was created for Brazil. Results Human leptospirosis exhibited heterogeneous distribution among Brazilian regions, with most cases occurring during the rainy season and precipitation influenced the disease occurrence in all regions but...
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ABSTRACT Although subjective, the use of X-ray images of seeds is an important tool for analysing seed lot quality. Here, we applied independent component analysis (ICA) for automatic processing of radiographic images of 600 sunflower... more
ABSTRACT Although subjective, the use of X-ray images of seeds is an important tool for analysing seed lot quality. Here, we applied independent component analysis (ICA) for automatic processing of radiographic images of 600 sunflower seeds. The X-rayed seeds were also subjected to a germination test. The ICA technique was implemented with the FastICA algorithm, which decomposed X-ray images to independent basis images. Based on features extracted by ICA, we used discriminant analysis (DA) to classify seed quality. The classification achieved an overall accuracy of 82%. The results showed that ICA and DA were effective in X-ray analysis to associate seed morphology and seedling performance.
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Research Interests: Physics and Humanities
Dentre os peixes que vem sofrendo o efeito da pesca seletiva, destaca-se o pintado Pseudoplatystoma corruscans que e um dos principais alvos nas capturas de peixes de agua doce da America do Sul. A captura, peso total de peixes ... more
Dentre os peixes que vem sofrendo o efeito da pesca seletiva, destaca-se o pintado Pseudoplatystoma corruscans que e um dos principais alvos nas capturas de peixes de agua doce da America do Sul. A captura, peso total de peixes capturados, e uma informacao quantitativa relevante para os pescadores. Neste trabalho, procura-se analisar o efeito das mudancas ocorridas na legislacao da pesca na bacia do rio Paraguai (Mato Grosso) sobre o parâmetro da captura, para isto, simulou-se a dinâmica populacional da especie pintado. A evolucao temporal da captura, obtida via simulacao computacional, apresenta a componente tendencia devido a mudanca de nivel e inclinacao e a intervencao afetou a serie de maneira abrupta e permanente.Palavras-chave: Pintado, captura, intervencao.
Research Interests: Humanities and Biology
Neste estudo, foi usada uma abordagem nao-parametrica para determinar tendencias no nivel do mar. Investigou-se comportamentos de tendencia na serie de Cananeia e Ilha Fiscal usando o teste Mann-Kendall. Como resultado, a serie de... more
Neste estudo, foi usada uma abordagem nao-parametrica para determinar tendencias no nivel do mar. Investigou-se comportamentos de tendencia na serie de Cananeia e Ilha Fiscal usando o teste Mann-Kendall. Como resultado, a serie de Cananeia apresentou tendencia crescente e a de Ilha Fiscal, apresentou decrescimento na tendencia.Palavras-chave: Tendencia, Series Temporais, Nivel do mar e Mann-Kendall.
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When a material is illuminated with a laser beam, it is possible to verify a phenomenon known as dynamic speckle or biospeckle. It exhibits an interference image that contains lots of information about the process being analyzed, and one... more
When a material is illuminated with a laser beam, it is possible to verify a phenomenon known as dynamic speckle or biospeckle. It exhibits an interference image that contains lots of information about the process being analyzed, and one of its most important applications is determining the activity quantity from the materials under study. The numerical analysis of the dynamic speckle images can be carried out by means of a co-occurrence matrix (COM) that assembles the intensity distributions of a speckle pattern with regard to time. An operational method that is widely used on the biospeckle COMs is the inertia moment (IM). Some studies demonstrate that IM is more sensitive on analyzing processes that involve high activities or high frequencies if considering the spectral analysis of the phenomena. However, when this variation is not so intense, this method is less efficient. For low variations on the activity or low frequencies, qualitative methods such as wavelet based entropy and cross-spectrum analysis have presented better results; however, processes that are in the intermediate range of activity are not well covered for any of these techniques mentioned earlier. The contribution of this research is to present an alternative approach, based on the absolute value of the differences (AVD) when handling the biospeckle COM. By using AVD on the seed-drying process, was found that it is efficient on verifying the behavior of the intermediate frequencies. Accumulated sum test (Coates and Diggle) showed that AVD and IM are generated from the same stochastic process. Thus, AVD is useful as an alternative method in some cases or even as a complementary tool for analyzing the dynamic speckle, mainly when the information of the activity is not present on high frequencies.
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Biospeckle or dynamic speckle can be used as a method for analysing activity, biologic or not, from materials illuminated with laser beam. The Spatial Temporal Speckle (STS) contains data of time information of dynamic speckle and it is... more
Biospeckle or dynamic speckle can be used as a method for analysing activity, biologic or not, from materials illuminated with laser beam. The Spatial Temporal Speckle (STS) contains data of time information of dynamic speckle and it is used as input for many ...
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Advances in computer hardware and the associated computer-intensive algorithms made feasible by these advances [like Markov chain Monte Carlo (MCMC) data analysis techniques] have made possible the application of hierarchical full... more
Advances in computer hardware and the associated computer-intensive algorithms made feasible by these advances [like Markov chain Monte Carlo (MCMC) data analysis techniques] have made possible the application of hierarchical full Bayesian methods in analyzing pharmacokinetic and pharmacodynamic (PK-PD) data sets that are multivariate in nature. Pharmacokinetic data analysis in particular has been one area that has seized upon this
Research Interests: Engineering, Pharmacology, Computer Science, Algorithms, Data Analysis, and 15 morePharmacokinetics, Population Dynamics, Medicine, Parameter estimation, Humans, Markov chains, Markov Chain Monte Carlo, Animals, Domain Specificity, Reproducibility of Results, Markov chain, Bayes Theorem, Bayesian Probability, Monte Carlo Method, and Medical and Health Sciences
Modernization is present in all fields of knowledge. The wavelet transform and the Hurst exponent are tools that have fundamental importance in many of these advances. In the present study, the wavelet decomposition technique was combined... more
Modernization is present in all fields of knowledge. The wavelet transform and the Hurst exponent are tools that have fundamental importance in many of these advances. In the present study, the wavelet decomposition technique was combined with the Hurst exponent calculation to analyze X-ray images of seeds and thus classify them as full, slightly damaged or damaged. To calculate the Hurst exponent the mean and median were used as measurements of position. A support vector machine was used to validate the proposed method. For the full, damaged and slightly damaged seed groups, the average accuracy of the method, using the mean as measure position, was 74.5%, and using the median was 57.05%. For the full and damaged seed groups, the average accuracy using the mean was 99.76%, and using the median was 80.93%. For the slightly damaged and damaged seed groups, the average accuracy, using the mean as measure of position, was 99.26%, and the median was 76.22%. When analyzing seeds with sli...
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According to studies carried out, approximately 10 million people developed tuberculosis in 2018. Of this total, 1.5 million people died from the disease. To study the behavior of the genome sequences of Mycobacterium tuberculosis (MTB),... more
According to studies carried out, approximately 10 million people developed tuberculosis in 2018. Of this total, 1.5 million people died from the disease. To study the behavior of the genome sequences of Mycobacterium tuberculosis (MTB), the bacterium responsible for the development of tuberculosis (TB), an analysis was performed using k-mers (DNA word frequency). The k values ranged from 1 to 10, because the analysis was performed on the full length of the sequences, where each sequence is composed of approximately 4 million base pairs, k values above 10, the analysis is interrupted, as consequence of the program's capacity. The aim of this work was to verify the formation of the phylogenetic tree in each k-mer analyzed. The results showed the formation of distinct groups in some k-mers analyzed, taking into account the threshold line. However, in all groups, the multidrug-resistant (MDR) and extensively drug-resistant (XDR) strains remained together and separated from the othe...
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We propose the use of independent component analysis to find similarities of genomes. Considering different numbers of independent components, the complete linkage method was used to identify groups based on the estimated coefficients of the... more
We propose the use of independent component analysis to find similarities of genomes. Considering different numbers of independent components, the complete linkage method was used to identify groups based on the estimated coefficients of the mixing matrix. The sequences analyzed correspond to the strains of the Mycobacterium tuberculosis genome, ten sequences were analyzed, obtained from the National Center for Biotechnology Information (NCBI, 2017). The GC-content of each sequence was evaluated using a sliding window of 10,000 bases. The clustering analysis using the independent components of the analyzed sequences was essential to verify the dissimilarity of the sequences.
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ABSTRACT: When modeling growth curves, it should be considered that longitudinal data may show residual autocorrelation, and, if this characteristic is not considered, the results and inferences may be compromised. The Bayesian approach,... more
ABSTRACT: When modeling growth curves, it should be considered that longitudinal data may show residual autocorrelation, and, if this characteristic is not considered, the results and inferences may be compromised. The Bayesian approach, which considers priori information about studied phenomenon has been shown to be efficient in estimating parameters. However, as it is generally not possible to obtain marginal distributions analytically, it is necessary to use some method, such as the weighted resampling method, to generate samples of these distributions and thus obtain an approximation. Among the advantages of this method, stand out the generation of independent samples and the fact that it is not necessary to evaluate convergence. In this context, the objective of this work research was: to present the Bayesian nonlinear modeling of the coffee tree height growth, irrigated and non-irrigated (NI), considering the residual autocorrelation and the nonlinear Logistic, Brody, von Bert...
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Article history: Received 22 May 2015 Accepted 12 July 2015 Available online 18 July 2015
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Evaluating the power and the size of multivariate Levene's test using Monte Carlo simulation and bootstrap. This work aimed to evaluate the I-type error rate and the power of Levene's multivariate test using different location... more
Evaluating the power and the size of multivariate Levene's test using Monte Carlo simulation and bootstrap. This work aimed to evaluate the I-type error rate and the power of Levene's multivariate test using different location parameters to compare k covariance matrices. Monte Carlo's simulation and bootstrap were used for this purpose. Configurations were considered with different degrees of correlations, heterogeneity of covariance matrices, sample sizes and number of variants. Results showed that Levene's multivariate test centered on the mean is more powerfull in small sample size and with low degree of heterogeneity among covariance matrices; the bootstrap approach controlled the I-type error when median was used as scale parameter.
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We propose and evaluate a novel approach for forecasting gene expression over non-observed times in longitudinal trials under a Bayesian viewpoint. One of the aims is to cluster genes that share similar expression patterns over time and... more
We propose and evaluate a novel approach for forecasting gene expression over non-observed times in longitudinal trials under a Bayesian viewpoint. One of the aims is to cluster genes that share similar expression patterns over time and then use this similarity to predict relative expression at time points of interest. Expression values of 106 genes expressed during the cell cycle of Saccharomyces cerevisiae were used and genes were partitioned into five distinct clusters of sizes 33, 32, 21, 16, and 4. After removing the last observed time point, the agreements of signals (upregulated or downregulated) considering the predicted expression level were 72.7, 81.3, 76.2, 68.8, and 50.0%, respectively, for each cluster. The percentage of credibility intervals that contained the true values of gene expression for a future time was ~90%. The methodology performed well, providing a valid forecast of gene expression values by fitting an autoregressive panel data model. This approach is easi...
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How correlated are the volatilities of stock markets indices all over the world? Is it possible to cluster the volatility indices? To examine the behavior of the volatilities of the main world stock market indices, we analyzed the daily... more
How correlated are the volatilities of stock markets indices all over the world? Is it possible to cluster the volatility indices? To examine the behavior of the volatilities of the main world stock market indices, we analyzed the daily data for SP500 (US), Shanghai Comp Index (China), FTSE100 (UK), CAC40 (France), DAX (Germany), SP/TSX (Canada), Bovespa (Brazil), Merval (Argentina), Nikkei 225 (Japan) during the period from January 4th, 2008 to April 11th, 2011. There are several possible methods to cluster the volatilities, we consider two of them. The First method consider the comparison of estimates of the parameters w in a APARCH model, which consider the baseline level of the volatility. The second method estimate the volatilities also using APARCH models and uses correlation coefficients to clusters these indices. It was possible to conclude that the crisis reached all considered stock indices in 2008. All the analyzed countries recuperated all the losses in April 2011, except China and Japan. Regarding the volatility it was possible to identify cluster of indices. A first group was composed by UK, France, Germany and US. Brazil and Canada present a similar pattern and they are in the same cluster of Argentina.