Charla: Casuality with functional time series

En el marco del coloquio de investigación del Instituto de Estadística, el Jefe de Investigación, Dr. Juan Zamora O., ha organizado la charla “Causality with functional time series”, a cargo del Dr. Matthieu Saumard, investigador del ISEN Yncréa Ouest de Francia. La estadía de investigación que está realizando el profesor en nuestro país y, en especial, en el Instituto de Estadística, fue posible gracias al Proyecto Fondecyt regular 1201898 “On the modelling of economic and financial time series in nonstandard situations” cuyo investigador principal es el Dr. Hamdi Raïssi, profesor del IES. La charla, que se llevará a cabo el martes 18 de abril, a las 12.20 horas, está dirigida a toda la comunidad universitaria.

El Dr. Saumard entrega un resumen de la charla, que se llevará a efecto en idioma Inglés:  “We investigate the causality in the sense of Granger for functional time series. The concept of causality for functional time series is defined, and a statistical procedure of testing the hypothesis of non-causality is proposed. The procedure is based on projections on dynamic functional principal components and the use of a multivariate Granger test. A comparative study with existing procedures shows the good results of our test. An illustration on a real dataset is provided to attest the performance of the proposed procedure”.

Dr. Saumard, after obtaining an “agrégation” of mathematics and a thesis in Applied Mathematics specialized in mathematical statistics, dealing with goodness-of-fit tests for functional data, became Associate Professor at PUCV for three years. Then did a postdoctoral fellowship at Cnam (Paris) on massive data associated with a mental calculation video game. He´s a researcher at ISEN Yncréa Ouest, a French engineering school. and he is now specializing in emotion recognition in speech with tools mixing deep learning and functional data.

La charla se realizará de manera híbrida; presencialmente en la sala de reuniones del Instituto de Estadística, 7mo piso del edificio Gimpert y transmitida vía Youtube a través de este enlace.

Lunes, 17 de Abril 2023.