Section: Partnerships and Cooperations

International Initiatives

International Initiatives

• SaSMoTiDep

• Title: Statistical and Stochastic modeling for time-dependent data

• International Partners (Institution - Laboratory - Researcher):

  • Universidad de Valparaiso (Chile) - Centro de Investigación y Modelamiento de Fenómenos Aleatorios Valparaíso (CIMFAV) - Cristian Meza Becerra

  • Universidad Nacional de Colombia (Colombia) - Department of Statistics - Viswanathan Arunachalam

• Duration: 01/01/2018 - 31/12/2019

• Start year: 2018

• See also: https://sasmotidep.uv.cl

• In many applications, multiple measurements are made on one or several experimental units over a period of time. Such data could be called time-dependent data. From a statistical point of view, if we consider only one experimental unit, we can use a time series analysis. In the other hand, if we consider experimental designs (or observational studies) for several experimental units (or subjects) where each subject is measured at several points in time, we can use the term longitudinal data. In this project, we propose to study several statistical and stochastic models for repeated measures using parametric and non-parametric approaches. In particular, we will study the inference in complex mixed effects models, we will propose novel segmentation models for multiple series, non-parametric methods in dependent models and stochastic models. We will apply these methods to real data from several fields as biometrics, reliability, population dynamics and finance.