Pour la fin de cours , quelques transparents sur l'identification et l'estimation des modèles SARIMA, quelques compléments sur les tests (racines unités et non-stationnarité, ainsi que saisonnalité), et enfin, quelques pistes pour construire des prédictions (avec une quantification de l'incertitude). Les transparents sont en ligne ici. Maintenant que les transparents sont finis (et en ligne) les prochains billets seront orientés autour de la modélisation et des aspects computationnels.
Tag - slides
Friday, November 30 2012
Estimation et prévision pour des séries temporelles
By arthur charpentier on Friday, November 30 2012, 13:40 - ACT6420-A2012
Tuesday, June 26 2012
Risk Uncertainty and Decision Conference
By arthur charpentier on Tuesday, June 26 2012, 15:37 - talks and seminars
Marc Henry will present our paper Local Utility and Multivariate Risk Aversion (writen with Alfred Galichon, still available online on http://papers.ssrn.com/) at the Risk Uncertainty and Decision Conference in Evanston, IL, at Northwestern University.
I will try to upload the slides soon...
Saturday, January 28 2012
Talk on bivariate count times series to model eathquake dynamics
By arthur charpentier on Saturday, January 28 2012, 21:54 - talks and seminars
Monday afternoon, I will be giving a talk at UQAM on very recent work done with Mathieu Boudreault, on bivariate counting processes, applied to model earthquakes dynamics (see here). The slides can be downloaded on the blog,
Slides geotop
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Additional results will be mentioned in the talk, that were not in the first draft version,
