[Forum SIS] Seminar

[Massimo Aria]

Dear All,


We are glad to announce the following talk
*Wednesday, May 8, 2013, 10.00,*  Room 22 (Aula ISTAT)
Dept. of Economics and Statistics
University of Naples Federico II, via Cinthia, Naples.

by*Gianluca Frasso*, Institut des Sciences Humaines et Sociales, Univ. de Liège, Belgiume.

Title:
"*/Splines, differential equations and optimal smoothing/*"

Abstract:

In many scientific areas it is of primary interest to describe the 
dynamics of a system evolving over time and/or space. In the simple 
one-dimensional case the state of the system at any time can be 
represented by a function which' values track the evolution of a given 
phenomenon.

One way to approximate this function is taking measurements at different 
values of the independent variable(s) and fit the observed data in order 
to estimate a formula for it. This is the point of view exploited in 
statistical data analysis. Overparametric regression (smoothing) 
techniques are usually applied in this kind of studies.

Such a model would tell us how the system evolves but is not able to 
clarify why the system behaves as has been observed. Therefore we can 
formulate mathematical models summarizing the understanding we seek. 
Often these models are dynamic equations that relate the state function 
to one or more of its derivatives w.r.t. the independent variable(s). 
Such equations are called differential equations; they are the most 
common analytic tools in physics and engineering.

We present a flexible way to combine the statistical and the dynamic 
modelling points of view. To reach this goal we combine in a convenient 
way the flexible data description provided by a semi-parametric 
regression analysis and the physical interpretability of dynamics 
summarized by differential equations. **

Joint work with prof. P.Eilers

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Dr. Massimo Aria
Assistant Professor in Statistics for Social Sciences
PhD in Computational Statistics
Laboratory and Research Group STAD Statistics, Technology, Data Analysis
Department of Economics and Statistics
University of Naples Federico II
Monte S. Angelo, via Cinthia I-80126 Napoli, Italy
Room 38, Building 3
ph.  +39 081675187
fax  +39 081675009
mob. +39 392 1966384
email aria at unina.it
http://wpage.unina.it/aria
http://www.stad.unina.it
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