Search Results - "Scotto, Manuel G."

Spontaneous baroreceptor reflex sensitivity for risk stratification of heart failure patients: optimal cut-off and age effects by Gouveia, Sónia, Scotto, Manuel G, Pinna, Gian Domenico, Maestri, Roberto, La Rovere, Maria Teresa, Ferreira, Paulo J S G

“…Baroreceptor reflex sensitivity (BRS) is an important prognostic factor because a reduced BRS has been associated with an adverse cardiovascular outcome. The…”
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A multiplicative thinning‐based integer‐valued GARCH model by Aknouche, Abdelhakim, Scotto, Manuel G.

“…In this article, we introduce a multiplicative integer‐valued time series model, which is defined as the product of a unit‐mean integer‐valued independent and…”
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Changes in extreme sea-levels in the Baltic Sea by Ribeiro, Andreia, Barbosa, Susana M., Scotto, Manuel G., Donner, Reik V.

“…In a climate change context, changes in extreme sea-levels rather than changes in the mean are of particular interest from the coastal protection point of…”
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On the extremes of the max-INAR(1) process for time series of counts by Scotto, Manuel G., Gouveia, Sónia

“…In this paper we investigate extremal properties connected with the so-called max-INAR process of order one based on the binomial thinning operator, and…”
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The Structure of Climate Variability Across Scales by Franzke, Christian L. E., Barbosa, Susana, Blender, Richard, Fredriksen, Hege‐Beate, Laepple, Thomas, Lambert, Fabrice, Nilsen, Tine, Rypdal, Kristoffer, Rypdal, Martin, Scotto, Manuel G, Vannitsem, Stéphane, Watkins, Nicholas W., Yang, Lichao, Yuan, Naiming

“…One of the most intriguing facets of the climate system is that it exhibits variability across all temporal and spatial scales; pronounced examples are…”
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Extreme heat events in the Iberia Peninsula from extreme value mixture modeling of ERA5-Land air temperature by Barbosa, Susana, Scotto, Manuel G.

“…Extreme summer temperatures in the Iberia Peninsula are analyzed from ERA5-Land reanalysis data based on an extreme value mixture model combining a Normal…”
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Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models by Monteiro, Magda, Pereira, Isabel, Scotto, Manuel G.

“…The aim of this work is to assess the modeling performance of two bivariate models for time series of counts, within the context of a forest fires analysis in…”
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On the theory of periodic multivariate INAR processes by Santos, Cláudia, Pereira, Isabel, Scotto, Manuel G.

“…In this paper a multivariate integer-valued autoregressive model of order one with periodic time-varying parameters, and driven by a periodic innovations…”
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Bivariate binomial autoregressive models by Scotto, Manuel G., Weiß, Christian H., Silva, Maria Eduarda, Pereira, Isabel

“…This paper introduces new classes of bivariate time series models being useful to fit count data time series with a finite range of counts. Motivation comes…”
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A full ARMA model for counts with bounded support and its application to rainy-days time series by Gouveia, Sónia, Möller, Tobias A., Weiß, Christian H., Scotto, Manuel G.

“…Motivated by a large dataset containing time series of weekly number of rainy days collected over two thousand locations across Europe and Russia for the…”
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Integer-valued autoregressive processes with periodic structure by Monteiro, Magda, Scotto, Manuel G., Pereira, Isabel

“…In this paper the periodic integer-valued autoregressive model of order one with period T, driven by a periodic sequence of independent Poisson-distributed…”
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Integer-Valued Self-Exciting Threshold Autoregressive Processes by Monteiro, Magda, Scotto, Manuel G., Pereira, Isabel

“…In this article, we introduce a class of self-exciting threshold integer-valued autoregressive models driven by independent Poisson-distributed random…”
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Insights on the trend of the Novel Coronavirus 2019 series in some Small Island Developing States: A Thinning-based Modelling Approach by Mamode Khan, Naushad, Bakouch, Hassan S., Soobhug, Ashwinee Devi, Scotto, Manuel G.

“…Undeniably, the Novel Coronavirus 2019, (COVID-19), has disrupted the routine functioning of the global economic and social activities. In particular,…”
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The max-INAR(1) model for count processes by Scotto, Manuel G., Weiß, Christian H., Möller, Tobias A., Gouveia, Sónia

“…This paper proposes a discrete counterpart of the conventional max-autoregressive process of order one. It is based on the so-called binomial thinning operator…”
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Self-exciting threshold binomial autoregressive processes by Möller, Tobias A., Silva, Maria Eduarda, Weiß, Christian H., Scotto, Manuel G., Pereira, Isabel

“…We introduce a new class of integer-valued self-exciting threshold models, which is based on the binomial autoregressive model of order one as introduced by…”
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Wavelets-based clustering of air quality monitoring sites by Gouveia, Sónia, Scotto, Manuel G., Monteiro, Alexandra, Alonso, Andres M.

“…This paper aims at providing a variance/covariance profile of a set of 36 monitoring stations measuring ozone (O 3 ) and nitrogen dioxide (NO 2 ) hourly…”
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Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain by Alonso, Andrés M., de Zea Bermudez, Patricia, Scotto, Manuel G.

“…In this paper, a subsampling-based testing procedure for the comparison of the exceedance distributions of stationary time series is introduced. The proposed…”
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Binary auto-regressive geometric modelling in a DNA context by Gouveia, Sónia, Scotto, Manuel G., Weiß, Christian H., Ferreira, Paulo Jorge S. G.

“…Symbolic or categorical sequences occur in many contexts and can be characterized, for example, by integer-valued intersymbol distances or binary-valued…”
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Air pollution and emergency admissions for cardiorespiratory diseases in Lisbon (Portugal) by Alves, Célia A., Scotto, Manuel G., Freitas, Maria do Carmo

“…Daily records of hospital admissions due to cardiorespiratory diseases and levels of PM10, SO2, CO, NO, NO2, and O3 were collected from 1999-2004 to evaluate…”
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A wavelet-based approach applied to suspended particulate matter time series in Portugal by Cruz, Ana M. J., Alves, Célia, Gouveia, Sónia, Scotto, Manuel G., Freitas, Maria do Carmo, Wolterbeek, Hubert Th

“…This study intends to analyse the particulate matter (PM) levels in Portugal (mainland and islands) throughout a 3-year period. Although a decreasing trend has…”
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