An Optimal Bayesian method for point analysis in discrete time

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are modeled by Gaussian probability density functions with different means, variances and correlation lengths. We put a prior law on the change point instances (Poisson process) as well as on these different parameters(conjugate priors) and give the expression of the posterior probality distributions of these change points. The computations are done by using an appropriate Markov Chain Monte Carlo (MCMC) technique. The problem as we stated can also be considered as an unsupervised classification and/or segmentation of the time serie. This analogy gives us the possibility to propose alternative modeling and computation of change points, which are more appropriate for multivariate signals, for example in image processing.

Once upon a time: protagonismo coletivo transdimensional

O presente texto estuda a novela Once Upon a Time, série americana de drama–fantasia que aborda o gênero contos de fadas, exibida pela ABC desde 2011. A série apresenta elementos e personagens de contos de fadas ocidentais populares e outras estórias literárias, combinados com a realidade contemporânea dentro de uma nova narrativa O trabalho tem por objetivo descrever os esquemas e modelos narrativos utilizados no seriado.Palavras-chave: Teoria narrativa. Narrativas seriadas. seriados de TV.

Evolution of accesses to information on breast cancer and screening on the Brazilian National Cancer Institute website: an exploratory study

Delays in diagnosis due to low Breast Cancer awareness are widespread in Brazil maybe owing to ineffective strategies to raise attention on early diagnosis. As a proxy of collective interest in BC screanning (BCS) we studied the monthly accesses to BC and BCS webpages in INCA's website along 48 months. A log analyzer built a time serie (2006-2009) of BC and BCS monthly means, which oscilations were studied by analysis of variance (ANOVA). We found significant increasing accesses to BC and transient “attention peaks”. Enlargement in BC/BCS differences along all period were caused by increasing accesses to BC and decreasing/minor/stable oscillations to SBC pages. These results are consistent with previous reports on increasing interest to BC contrasting with indifference on BCS. In the context of an exploratory study, we discussed some aspects: weakness of a “prevention culture”; lack of confidence in health system and screening programs; “celebrity effect” in the context of media framing; collective perception of risks heightened by perception of social vulnerability. Findings suggest that culture-tailored communication strategies would be necessary to inform Brazilian people about BCS. Future research is needed to study social perceptions and constructions on BC topics.

Dinámica no lineal estocástica del mercado cambiario mexicano

Keywords: BDS test, bootstrapping, exchange rate, GARCH, time series, volatilityAbstract: This paper presents an analysis of the exchange rate volatility in the Mexican market during the flotation regime adopted since December 1994. The time series under study are the bid and ask interbank daily exchange rates from 1995 to 2010. As a starting point we begin analyzing the temporary structure of the variance, and later we look for a time serie model that best fits the data. In order to detect the non-linear dynamic of the time series, we use the BDS test. The results show evidence in favor of the caractertización of the exchange change pesos/dollar fluctuations with non-linear stochastic models, particularly the GARCH model. In order to validate the model we propose to use the bootstrapping technique together with the BDS test.Palabras clave: GARCH, muestreo autodocimante, prueba BDS, series temporales, tipo de cambio, volatilidadResumen: En este trabajo se presenta un análisis de la volatilidad del mercado cambiario en México durante el periodo de flotación adoptado a partir de diciembre de 1994. Las series temporales de estudio son el tipo de cambio interbancario de 1995 a 2010 en su cotización diaria a la compra y a la venta. Como punto de partida se analiza la estructura temporal de la varianza de los datos y posteriormente se busca un modelo de series temporales que se ajuste mejor a las observaciones. Para detectar el carácter no lineal de la serie se utiliza la metodología BDS. Los resultados muestran evidencia a favor de la caractertización de la variación del tipo de cambio pesos/dólar con la utilización de modelos estocásticos no lineales, en particular, el modelo GARCH. Para validar el modelo se propone utilizar la técnica de bootstrapping sobre los residuos en conjunto con la técnica BDS.

Análise das relações entre o δ18O do testemunho de gelo do Nevado Illimani (Bolívia) com a precipitação da região tropical da América do Sul (1929-1998) (Analysis of relations between δ18O the ice core of Nevado Illimani (Bolivia) with the ...)

O trabalho explora as relações espaço-temporal entre a série da razão isotópica do oxigênio dezoito (δ18O) do testemunho de gelo do Nevado Illimani (Bolívia) e a série da precipitação na região tropical da América do Sul, entre o período de 1929-1998. Com intuito, de melhorar a representatividade estatística da reconstrução da precipitação pretérita nessa região, usando o δ18O. Foram utilizados dados do δ18O dos primeiros 50 m deste testemunho e 37 séries da precipitação observadas no Brasil e na Bolívia. Adicionalmente, as médias mensais da precipitação foram calculadas e subtraídas das amostras, gerando as anomalias. A análise de dependência abrange as seguintes etapas: elaboração dos diagramas de dispersão, identificação das equações matemáticas de regressão, mensuração do erro e mensuração do índice de correlação. Ao comparar o δ18O com a precipitação identificou-se que os maiores índices de correlação são de aproximadamente |0,2|, o que impossibilita a reconstrução paleoclimática da precipitação pretérita a partir de uma regressão linear. Entretanto, as relações entre as variáveis evidenciam que os registros de máximo (mínimo) fracionamento isotópico estão relacionados à seca (chuvas acima da média) na Amazônia e Centro-Oeste brasileiro e que os registros do δ18O mínimo (máximo) ocorrem simultaneamente secas (chuvas acima da média) nordeste brasileiro, Minas Gerais, Roraima e Amazonas. A B S T R A C T This paper examines the space-temporal relations between a time serie oxygen stable isotopes ratio (δ18O), obtained from an ice core in Nevado Illimani (Bolivia), and the precipitation serie in South America Tropical, the period 1929-1998. For the purpose of upgrade the statistical representativity of the reconstruction of the preterit precipitation in a tropical region, using the δ18O. We used δ18O data from the upper 50 m of this core and 37 precipitation series was collected in Brazil and Bolivia. Additionally, the time series of precipitations were calculated by subtracting of the mean monthly of original series, resulting in anomalies. The dependency analysis has four stages: elaboration of scatter diagrams, identification of mathematical regression equations, error measurement and measurement of the correlation coefficient. By comparing the δ18O with precipitation was identified that the correlation indices larger are about | 0.2 |, so it is impossible makes the paleoclimatic reconstruction from a linear regression used the δ18O. However, relations between the variables show that the δ18O maximum (minimum) are related to dry (rain above the mean) in Amazon and Central Brazil and rain above the mean (dry) in northeast Brazil, Minas Gerais, Amazonas and Roraima. Keywords: glacier tropical, paleoclimatic reconstruction, hydrologic cycle.

Impacts of Monetary Policy and Information Shock on Stock Market: Case Study in Vietnam

<p>Evaluation of the impact of monetary policy on Vietnam stock market plays an important role for economists as well as stock investors. Stock price index not only gets impacts from the macroeconomic factors such as oil price, gold prices…but also be very sensitive to the changes in monetary policy. For each different markets, stock index are also different from each other. Hence, this artical is conducted to evaluate the impacts of monetary policy on Vietnam Stock Index (VNIDEX) in the period of the time from 2006 to 2015. The author uses GJR - GARCH model and ARDL research with time-serie data by statistical methods and quantitative analysis to evaluate the above impact related to lag and shocks in the market. The result shows that the monetary policy including interests, exchange rate and required reserve ratio has a negative impact on stock price in long term. Besides, both bad or good market shock cause changes of stock price at stable level.</p>