Benvenuti nell'Anagrafe della Ricerca d'Ateneo
La valutazione delle attività di ricerca che si svolgono nelle università ha assunto un'importanza rilevante sia per l'intero sistema universitario sia all'interno di ogni singolo ateneo. Roma Tre si è quindi dotata di idonei strumenti informativi in grado di supportare al meglio le azioni di monitoraggio e di valutazione delle attività di ricerca svolte nei propri dipartimentied ha realizzato una Anagrafe della Ricerca di Ateneo.
EnglishA new hidden Markov model is proposed for the analysis of cylindrical time series, i.e. bivariate time series of intensities and angles. It allows to segment cylindrical time series according to a finite number of regimes that represent the conditional distributions of the data under specific environmental conditions. The model parsimoniously accommodates for circular-linear correlation, multimodality, skewness and temporal autocorrelation. A computationally efficient Expectation-Maximization algorithm is described to estimate the parameters and a parametric bootstrap routine is provided to compute confidence intervals. These methods are illustrated on cylindrical time series of wave heights and directions.
LAGONA F, PICONE M, & MARUOTTI A (2015). A Hidden Markov model for the analysis of cylindrical time series. ENVIRONMETRICS, 26, 534-544 [10.1002/env.2355].
| Titolo: | A Hidden Markov model for the analysis of cylindrical time series | |
| Autori: | ||
| Data di pubblicazione: | 2015 | |
| Rivista: | ||
| Citazione: | LAGONA F, PICONE M, & MARUOTTI A (2015). A Hidden Markov model for the analysis of cylindrical time series. ENVIRONMETRICS, 26, 534-544 [10.1002/env.2355]. | |
| Abstract: | A new hidden Markov model is proposed for the analysis of cylindrical time series, i.e. bivariate time series of intensities and angles. It allows to segment cylindrical time series according to a finite number of regimes that represent the conditional distributions of the data under specific environmental conditions. The model parsimoniously accommodates for circular-linear correlation, multimodality, skewness and temporal autocorrelation. A computationally efficient Expectation-Maximization algorithm is described to estimate the parameters and a parametric bootstrap routine is provided to compute confidence intervals. These methods are illustrated on cylindrical time series of wave heights and directions. | |
| Handle: | http://hdl.handle.net/11590/119703 | |
| Appare nelle tipologie: | 1.1 Articolo in rivista |
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