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de interesse
Detalhes

Detalhes

  • Nome

    Maria Eduarda Silva
  • Cluster

    Informática
  • Cargo

    Investigador Coordenador
  • Desde

    01 janeiro 2022
Publicações

2022

Empirical Evidence of Associations and Similarities between the National Equity Markets Indexes and Crude Oil Prices in the International Market

Autores
Salles, AAd; Silva, ME; Teles, P;

Publicação
Open Journal of Business and Management

Abstract

2022

Multiscale partial information decomposition of dynamic processes with short and long-range correlations: theory and application to cardiovascular control

Autores
Pinto, H; Pernice, R; Silva, ME; Javorka, M; Faes, L; Rocha, AP;

Publicação
PHYSIOLOGICAL MEASUREMENT

Abstract
Abstract Objective: In this work, an analytical framework for the multiscale analysis of multivariate Gaussian processes is presented, whereby the computation of Partial Information Decomposition measures is achieved accounting for the simultaneous presence of short-term dynamics and long-range correlations. Approach: We consider physiological time series mapping the activity of the cardiac, vascular and respiratory systems in the field of Network Physiology. In this context, the multiscale representation of transfer entropy within the network of interactions among Systolic arterial pressure (S), respiration (R) and heart period (H), as well as the decomposition into unique, redundant and synergistic contributions, is obtained using a Vector AutoRegressive Fractionally Integrated (VARFI) framework for Gaussian processes. This novel approach allows to quantify the directed information flow accounting for the simultaneous presence of short-term dynamics and long-range correlations among the analyzed processes. Additionally, it provides analytical expressions for the computation of the information measures, by exploiting the theory of state space models. The approach is first illustrated in simulated VARFI processes and then applied to H, S and R time series measured in healthy subjects monitored at rest and during mental and postural stress. Main Results: We demonstrate the ability of the VARFI modeling approach to account for the coexistence of short-term and long-range correlations in the study of multivariate processes. Physiologically, we show that postural stress induces larger redundant and synergistic effects from S and R to H at short time scales, while mental stress induces larger information transfer from S to H at longer time scales, thus evidencing the different nature of the two stressors. Significance: The proposed methodology allows to extract useful information about the dependence of the information transfer on the balance between short-term and long-range correlations in coupled dynamical systems, which cannot be observed using standard methods that do not consider long-range correlations.

2022

Novel Features for Time Series Analysis: A Complex Networks Approach

Autores
Silva, VF; Silva, ME; Ribeiro, P; Silva, F;

Publicação
DATA MINING AND KNOWLEDGE DISCOVERY

Abstract

2022

Censored Multivariate Linear Regression Model

Autores
Sousa, R; Pereira, I; Silva, ME;

Publicação
RECENT DEVELOPMENTS IN STATISTICS AND DATA SCIENCE, SPE2021

Abstract

2022

On-line atracurium dose prediction: a nonparametric approach.

Autores
Rocha, C; Mendonça, T; Silva, ME;

Publicação
IEEE Conference on Control Technology and Applications, CCTA 2022, Trieste, Italy, August 23-25, 2022

Abstract