SMBD2018: INTERNATIONAL CONFERENCE ON STATISTICAL METHODS FOR BIG DATA

This page contains an index consisting of author-provided keywords.

A
AR models	Optimal retropolation of Mexico´s three Grand Economic Activities
Asymptotic Analysis	High Dimension Low Sample Size Asymptotics
Automatic model identification	Some notes on TRAMO-SEATS and its saga
B
Bayesian information criterion	A Structural-Factor Approach to Modeling High-Dimensional Time Series
bias correction	Nonparametric mean estimation for big-but-biased data
big data	A clustering procedure for studying big data financial time series High Dimension Low Sample Size Asymptotics Nonparametric mean estimation for big-but-biased data
binary selection model	Estimability of endogenous selection models
bootstrap	Boostraping state space models in experimental modal analysis of a footbridge
Brownian bridge	Inferring the optimal stopping boundary for a Brownian bridge.
Business Cycle	Macroeconomic Value in Stress
Business-cycle estimation	Some notes on TRAMO-SEATS and its saga
C
C5.0	Identification of main variables to predict the homicides in Mexico
Canonical correlation	A Structural-Factor Approach to Modeling High-Dimensional Time Series
Classification	Coherence-based Time Series Clustering for Brain Connectivity Visualization
cluster analysis	A (Very) Partial Review of Cluster Analisys
Cluster coherence	Coherence-based Time Series Clustering for Brain Connectivity Visualization
common features	Top-down and bottom-up disaggregation approaches for econometric analysis of macro variables.
compound Bayesian Ds-optimality	Supersaturated split-plot experiments and industrial applications
Constrained Classification
conversion	Optimal retropolation of Mexico´s three Grand Economic Activities
coordinate exchange	Supersaturated split-plot experiments and industrial applications
cross-validation	A variable selection approach in high dimensional problems
cyclical IRF	Score-Driven Multivariate Dynamic Location Models
D
Day-ahead price forecast	Gaussian Bayesian Networks and Gaussian Mixture Models applications of day-ahead forecast for the Spanish electricity market supply curves.
Decision trees
Directional data	On optimal tests for rotational symmetry against new classes of hyperspherical distributions
disaggregation map	Top-down and bottom-up disaggregation approaches for econometric analysis of macro variables.
Dynamic conditional score models	Score-Driven Multivariate Dynamic Location Models
Dynamic Factor Model	Macroeconomic Value in Stress
Dynamic Factor Models	Identifying Global and Local Shocks in International Financial Markets: a General Dynamic Factor Model Approach Evaluating early warning and coincident indicators of business cycles using trends. Do forecast combinations help?
E
Electricity price	Gaussian Bayesian Networks and Gaussian Mixture Models applications of day-ahead forecast for the Spanish electricity market supply curves.
Electroencephalograms	Coherence-based Time Series Clustering for Brain Connectivity Visualization
empirical Bayes	Supersaturated split-plot experiments and industrial applications
Envelope test	Long Memory Test for Nonlinear Time Series
Explanatory variables	Enhancing interpretability in Factor Analysis by means of Mathematical Optimization
F
Factor Analysis	Enhancing interpretability in Factor Analysis by means of Mathematical Optimization
factor copula	Variational Inference for high dimensional structured factor copulas
Factor model	A Structural-Factor Approach to Modeling High-Dimensional Time Series
Factor outliers
Factor uncertainty	Macroeconomic Value in Stress
financial time series	A clustering procedure for studying big data financial time series
financial volatility seasonal components	A clustering procedure for studying big data financial time series
Forecast combinations	Evaluating early warning and coincident indicators of business cycles using trends. Do forecast combinations help?
Free boundary problem	Inferring the optimal stopping boundary for a Brownian bridge.
functional bandwidth
Functional Data
G
Gaussian Bayesian Networks	Gaussian Bayesian Networks and Gaussian Mixture Models applications of day-ahead forecast for the Spanish electricity market supply curves.
Gaussian Mixture Models	Gaussian Bayesian Networks and Gaussian Mixture Models applications of day-ahead forecast for the Spanish electricity market supply curves.
H
Heterogeneous data analysis
High Dimensions	High Dimension Low Sample Size Asymptotics
high-dimension	A variable selection approach in high dimensional problems
High-dimensional time series
homicides mortality rate	Identification of main variables to predict the homicides in Mexico
I
Identifiability	Recent Advances in Sparse Bayesian Factor Analysis
Idiosyncratic outliers
Importance of variables	Variable relevance matrix in algorithmic models
indirect forecast	Top-down and bottom-up disaggregation approaches for econometric analysis of macro variables.
Influence matrix	Variable relevance matrix in algorithmic models
information matrix	Estimability of endogenous selection models
K
K-means	A (Very) Partial Review of Cluster Analisys
kernel method	Nonparametric mean estimation for big-but-biased data
L
Lasso
life expectancy	Identification of main variables to predict the homicides in Mexico
linear clustering	A (Very) Partial Review of Cluster Analisys
Local asymptotic normality	On optimal tests for rotational symmetry against new classes of hyperspherical distributions
Long memory	Long Memory Test for Nonlinear Time Series
M
mapReduce	A stochastic simulation experiment for outlier mixture component detection in one and two-layer Self Organizing Maps (SOM).
MCMC	Recent Advances in Sparse Bayesian Factor Analysis
mean estimation	Nonparametric mean estimation for big-but-biased data
Mexico	Identification of main variables to predict the homicides in Mexico
Misclassification costs
Mixed Integer Nonlinear Programming	Enhancing interpretability in Factor Analysis by means of Mathematical Optimization
Mixed Integer Quadratic Programming
modal analysis	Boostraping state space models in experimental modal analysis of a footbridge
mode climbing	A (Very) Partial Review of Cluster Analisys
model selection	Variational Inference for high dimensional structured factor copulas
mortality	Identification of main variables to predict the homicides in Mexico
Multivariate time series	Coherence-based Time Series Clustering for Brain Connectivity Visualization
Mutual information	Long Memory Test for Nonlinear Time Series
N
Net measures	Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Non-linear Continuous Optimization
Nonlinear time series	Long Memory Test for Nonlinear Time Series
nonlinear VMA models	Score-Driven Multivariate Dynamic Location Models
nonparametric inference	Nonparametric mean estimation for big-but-biased data
Nonparametric methods	Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
O
Optimal stopping	Inferring the optimal stopping boundary for a Brownian bridge.
optimization	A variable selection approach in high dimensional problems
Outlier detection	Variable relevance matrix in algorithmic models
outliers	A stochastic simulation experiment for outlier mixture component detection in one and two-layer Self Organizing Maps (SOM).
P
Panels with block structure	Identifying Global and Local Shocks in International Financial Markets: a General Dynamic Factor Model Approach
parallelization	A stochastic simulation experiment for outlier mixture component detection in one and two-layer Self Organizing Maps (SOM).
parameter tuning
Performance constraints
periodogram filtering	A clustering procedure for studying big data financial time series
Persistence	Long Memory Test for Nonlinear Time Series
PM2.5	A Structural-Factor Approach to Modeling High-Dimensional Time Series
Predictability	Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Prediction problem	Variable relevance matrix in algorithmic models
Predictive regressions	Macroeconomic Value in Stress
Principal Components	Macroeconomic Value in Stress
Probabilistic outputs
probit	Estimability of endogenous selection models
Professional forecasters	Evaluating early warning and coincident indicators of business cycles using trends. Do forecast combinations help?
Q
Quantile regressions	Macroeconomic Value in Stress
R
Random forests	Variable relevance matrix in algorithmic models
Realized variance	Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
regARIMA model	Short-term forecasting hourly electricity load in Spain
regression	A variable selection approach in high dimensional problems
Regression-ARIMA models	Some notes on TRAMO-SEATS and its saga
regularization	A variable selection approach in high dimensional problems
restricted backcasting	Optimal retropolation of Mexico´s three Grand Economic Activities
robust Mahalanobis distance	Robust regression using a robust Mahalanobis distance based on Shrinkage estimators
robust regression	Robust regression using a robust Mahalanobis distance based on Shrinkage estimators
Rotational symmetry	On optimal tests for rotational symmetry against new classes of hyperspherical distributions
S
Scalar component model	A Structural-Factor Approach to Modeling High-Dimensional Time Series
Seasonal adjustment	Some notes on TRAMO-SEATS and its saga
Seasonality	A Structural-Factor Approach to Modeling High-Dimensional Time Series
Self Organizing Maps	A stochastic simulation experiment for outlier mixture component detection in one and two-layer Self Organizing Maps (SOM).
Semiparametric statistics	On optimal tests for rotational symmetry against new classes of hyperspherical distributions
Sensitivity/Specificity trade-off
Short-term electric load forecast	Short-term forecasting hourly electricity load in Spain
Shrinkage estimator	Robust regression using a robust Mahalanobis distance based on Shrinkage estimators
simulations	A stochastic simulation experiment for outlier mixture component detection in one and two-layer Self Organizing Maps (SOM).
snipped periodogram	A clustering procedure for studying big data financial time series
sparse-group lasso	A variable selection approach in high dimensional problems
Spectral analysis	Coherence-based Time Series Clustering for Brain Connectivity Visualization
spectral clustering	A clustering procedure for studying big data financial time series
spike-and-Slab priors	Recent Advances in Sparse Bayesian Factor Analysis
split-plot design	Supersaturated split-plot experiments and industrial applications
state space models	Boostraping state space models in experimental modal analysis of a footbridge
Student t errors	Score-Driven Multivariate Dynamic Location Models
supersaturated design	Supersaturated split-plot experiments and industrial applications
Support Vector Machines
SVM
SVR
T
temporal and contemporaneous disaggregation	Optimal retropolation of Mexico´s three Grand Economic Activities
time instants selection
Time series	Boostraping state space models in experimental modal analysis of a footbridge Short-term forecasting hourly electricity load in Spain
Time series analysis	Some notes on TRAMO-SEATS and its saga
time series clustering	A clustering procedure for studying big data financial time series
tobit	Estimability of endogenous selection models
TRAMO and SEATS programs	Some notes on TRAMO-SEATS and its saga
Trends	Evaluating early warning and coincident indicators of business cycles using trends. Do forecast combinations help? Top-down and bottom-up disaggregation approaches for econometric analysis of macro variables.
V
VAR models	Optimal retropolation of Mexico´s three Grand Economic Activities
Variance risk premium	Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
variational inference	Variational Inference for high dimensional structured factor copulas
VIX	Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Volatility Shocks	Identifying Global and Local Shocks in International Financial Markets: a General Dynamic Factor Model Approach
Volterra integral equation	Inferring the optimal stopping boundary for a Brownian bridge.

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