Papers by Valdério Reisen
Robust local bootstrap for weakly stationary time series in the presence of additive outliers
Stochastic Environmental Research and Risk Assessment, Apr 14, 2023
Generalized Additive Model for Count Time Series: An Application to Quantify the Impact of Air Pollutants on Human Health
Figshare, 2022
O modelo aditivo generalizado e a técnica de Bootstrap: uma associação entre o número de atendimentos hospitalares por causas respiratórias e a qualidade do ar
O uso e interpretação da análise de componentes principais, em séries temporais, com enfoque no gerenciamento da qualidade do ar
Zenodo (CERN European Organization for Nuclear Research), Feb 4, 2015
Although there had been a many studies that shows the impact of air pollution on physical health,... more Although there had been a many studies that shows the impact of air pollution on physical health, comparatively less was known of human behavioral responses and annoyance impacts. Annoyance caused by air pollution is a public health problem because it can be an ambient stressor causing stress and disease and can affect quality of life. The objective of this work is to evaluate the annoyance caused by air pollution in two different industrialized urban areas, Dunkirk (France) and Vitoria (Brazil). The populations of these cities often report feeling annoyed by dust. Surveys were conducted, and the collected data were analyzed using statistical analyses. The results show that sociodemographic variables, importance of air quality, perceived industrial risk, perceived air pollution and occurrence of health problems play important roles in the perceived annoyance. These results show the existence of a common problem in geographically distant areas and allow stakeholders to develop prevention strategies.
Time series models and principal component analysis techniques to estimate the impact of particulate matter on health and quality of life
HAL (Le Centre pour la Communication Scientifique Directe), May 28, 2019
International audienc
Análise de componentes principais e a modelagem linear generalizada : uma associação entre o número de atendimentos hospitalares por causas respiratórias e a qualidade do ar, na Região da Grande Vitória, ES
Ciência e Natura, Jan 18, 2002
The dispersion of effluent plume near buildings is a topic of concern to architects, regulatory a... more The dispersion of effluent plume near buildings is a topic of concern to architects, regulatory agencies and air pollution meteorologists. This work, to investigate examine the influence of atmospheric stability and averaging time on the peak-to-mean and the concentration fluctuation intensity on the surface of an isolated building. The "instantaneous" concentration data was obtained from field experiments carried out by Santos (2000). A rapid response photo-ionisation detector was used to obtain high frequency data (50Hz). The time series of concentration on the windward wall showed episodes of zero concentration, which is probably related to the larger turbulent eddies than the plume width reaching the obstacle. The thermal stratification has influenced the concentration fluctuation intensity on the leeward wall
Avaliação do uso de diferentes modelos receptores com dados de PM2,5 : balanço químico de massa (BQM) e fatoração de matriz positiva (FMP)
Modelagem INAR(p) para previsão de índices de qualidade do ar
Arquivos de Asma, Alergia e Imunologia, 2022
Air pollution can affect human beings at all stages of life, from conception to old age. Since th... more Air pollution can affect human beings at all stages of life, from conception to old age. Since the first reports on the effects of pollution on health occurred in 1930 (Meuse Valley, Belgium) and in 1952 (London, England), many studies have been carried out in an attempt to elucidate the real impact of air pollution on human health. 25-27 Air pollution and respiratory health-Serpa FS et al.
Parameters influencing population annoyance pertaining to air pollution
Journal of Environmental Management, Dec 1, 2022
Research Square (Research Square), Sep 16, 2022
The aim of this paper is to propose a generalization of the local bootstrap for periodogram stati... more The aim of this paper is to propose a generalization of the local bootstrap for periodogram statistics to the case when weakly stationary time series are contaminated by additive outliers. In order to achieve robustness, we suggest to replace the classical version of the periodogram with the M-periodogram in the local bootstrap procedure. The robust bootstrap periodogram is implemented in the Whittle estimator to obtain confidence intervals for the parameters of a time series model. A finite sample
A robust alternative to the sample autocovariance and autocorrelation functions
HAL (Le Centre pour la Communication Scientifique Directe), May 28, 2019
International audienc
Long-memory models under outliers : an application to air pollution levels
HAL (Le Centre pour la Communication Scientifique Directe), 2017
Estimation of parameters in ARFIMA processes
It is known that, in the presence of short memory components, the estimation of the fractional pa... more It is known that, in the presence of short memory components, the estimation of the fractional parameter d in an Autoregressive Fractionally Integrated Moving Average, ARFIMA(p, d, q), process leads to some difficulties (Smith et al. (1997)). In this paper, we continue the efforts made by Smith et al. (1997) by conducting a simulation study to evaluate the convergence properties of the iterative estimation procedure suggested by Hosking (1981 ). In this conteJ...'t we consider some semiparametric approaches and a parametric method proposed by Whittle (1953). We also investigate the method proposed by Robinson (1995a) and a modification using the smoothed periodogram function
A robust estimation and testing of the cointegration order based on the frequency domain
HAL (Le Centre pour la Communication Scientifique Directe), Dec 14, 2019
International audienc
A robust method for estimating the number of factors in an approximate factor model
HAL (Le Centre pour la Communication Scientifique Directe), Sep 25, 2019
International audienc
Precificação de opções financeiras : um estudo sobre os modelos de Black Scholes e Garch
Influência da poluição atmosférica por SO2, MP10, MP2,5 e sua composição elementar na incidência de doença respiratória aguda em crianças
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Papers by Valdério Reisen