Master Dissertation: Partial Least Squares for non-stationary time series
Supervisors: Dra. Graciela Gonzalez Farias (CIMAT), and Dr. Israel Martinez Hernandez (Lancaster University)
Description: This thesis presents a detailed study of the Partial Least Squares (PLS) method (Wold, 1966). An innovative generalization of the PLS algorithm is proposed for the case where both the response variable and the explanatory variable are functional, thus extending the methodology of Muriel et al., 2012 to Functional Time Series.
Publications
2023 Gonzalez Farias, G, Vasquez Martinez, R, Marquez Urbina, J U& Ramos Quiroga, R. A Gompertz Mixture Approach for Modeling the Evolution of the COVID-19 Dynamics. Revista de Matemática: Teoría y Aplicaciones. doi:10.15517/rmta.v30i1.50927.
2022 Vasquez Martinez, R, Villarreal Haro, K, Sanchez Leon, C A, Ortiz Arana, E I, Cardenas Treviño, J A& Martin, Gonzalez, E M. Conditional Passing Times for Cramer-Lundberg Risk Model. Jovenes en la Ciencia 16. Link
TALKS
“Gompertz Mixture with covariables for modeling COVID-19 pandemic” at CIMPA‘s Seminar. November 2023.