EST5527 - Modelos de Séries Temporais (2024)

Prepare a seminar based on one of the papers in the list. Presentations 21/10.

Davi: Hierarchical dynamic beta model.
Cleiton: Bayesian outlier detection in non-gaussian autoregressive time series.
Edfram: Generalized Poisson autoregressive models for time series of counts.
Lara: State space mixed models for binary responses with scale mixture of normal distributions links.
Andrielle: Binary state space mixed models with flexible link functions: a case study on deep brain stimulation on attention reaction time.
Guilherme: Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series
Mateus: Time-varying extreme pattern with dynamic models