Search results for " statistics"

Methods for territorial intelligence

2006

Quantitative methods which are used by social sciences for thirty years can provide tools to help territorial actors better managing their territories. This short paper outlines an inventory of the kinds of methods that are usable within this framework.

Local methods for complex spatio-temporal point processes

2022

Joint second-order parameter estimation for spatio-temporal log-Gaussian Cox processes

2018

We propose a new fitting method to estimate the set of second-order parameters for the class of homogeneous spatio-temporal log-Gaussian Cox point processes. With simulations, we show that the proposed minimum contrast procedure, based on the spatio-temporal pair correlation function, provides reliable estimates and we compare the results with the current available methods. Moreover, the proposed method can be used in the case of both separable and non-separable parametric specifications of the correlation function of the underlying Gaussian Random Field. We describe earthquake sequences comparing several Cox model specifications.

Weighted local second-order statistics for complex spatio-temporal point processes

2019

Spatial, temporal, and spatio-temporal point processes, and in particular Poisson processes, are stochastic processes that are largely used to describe and model the distribution of a wealth of real phenomena. When a model is fitted to a set of random points, observed in a given multidimensional space, diagnostic measures are necessary to assess the goodness-of-fit and to evaluate the ability of that model to describe the random point pattern behaviour. The main problem when dealing with residual analysis for point processes is to find a correct definition of residuals. Diagnostics of goodness-of-fit in the theory of point processes are often considered through the transformation of data in…

Statistical Information and Local Tourism

2013

A photometric study of Be stars located in the seismology fields of COROT

2007

Context: In preparation for the COROT mission, an exhaustive photometric study of Be stars located in the seismology fields of the COROT mission has been performed. The very precise and long-time-spanned photometric observations gathered by the COROT satellite will give important clues of the origin of the Be phenomenon. Aims: The aim of this work is to find short-period variable Be stars located in the seismology fields of COROT and to study and characterise their pulsational properties. Methods: Light curves obtained at the Observatorio de Sierra Nevada together with data from Hipparcos and ASAS-3 of a total of 84 Be stars have been analysed in order to search for short-term variations. W…

Les outils d'intelligence territoriale pour les acteurs de terrain à Seraing: entre appropriation des méthodes et acquisition de compétences

2005

Asbl Optim@ leads an experience of participative observation in Seraing since 1998. The complexity of the problems met by the population and the professional division into sectors justified this participative approach. This one concerns the economic, social and human global nature of the territory. It leans on a wide partnership of local actors: professionals, inhabitants and decision-makers. It uses at this end the method of territorial intelligence CATALYSE created by the research team ThéMA-MTI and developed with numerous members of the REIT. The results obtained in terms of interdisciplinary dialogue between inhabitants, professionals and decision-makers; allow identifying axes about th…

Modelling Systemic Cojumps with Hawkes Factor Models

2013

Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.

Stochastic Response on Non-Linear Systems under Parametric Non-Gaussian Agencies

1992

The probabilistic response characterization of non-linear systems subjected to non-normal delta correlated parametric excitation is obtained. In order to do this an extension of both Ito’s differential rule and the Fokker-Planck equation is presented, enabling one to account for the effect of the non-normal input. The validity of the approach reported here is confirmed by results obtained by means of a Monte Carlo simulation.

Stochastic linearization for the response of MDOF systems subjected to external and parametric Gaussian excitations

1991

The stochastic linearization approach is examined for the most general case of non zero-mean response of non-linear MDOF systems subjected to parametric and external Gaussian white excitations. It is shown that, for these systems too, stochastic linearization and Gaussian closure are two equivalent approaches if the former is applied to the coefficients of the Ito differential rule. Moreover, an extension of the Atalik-Utku approach to non zero-mean response systems allows to obtain simple formulations for the linearized drift coefficients. Some applications show the good accuracy of the method.