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Getafe, Spain
1-2 July 2013

Programme

Monday, July 1:

8:30 – 9:30: Inscription.

9:30 – 11:00 (Keynote speaker): Siem J. Koopman (VU University Amsterdam): Dynamic Factor State Space Models and their extensions to nonlinear and non-Gaussian features.

11:00 – 11:30: Coffee break.

11:30 – 12:15: Roland Fried (Dortmund University): Outliers and interventions in time series of counts.

12:15 – 13:00: Gael Martin (Monash University): Approximate Bayesian Computation in State Space Models.

13:00 – 14:30: Lunch.

14:30 – 15:15: Pilar Poncela (Universidad Autónoma de Madrid): Dimensionality in dynamic factor models: A curse or a blessing?

15:15 – 16:00: Pilar Muñoz (Universitat Politècnica de Catalunya): How to implement efficiently complex hierarchical Bayesian models for massive space-time data.

16:00 – 17:30: Cocktail

Tuesday, July 2:

9:30 – 10:15: Antoni Espasa (Universidad Carlos III de Madrid): The disaggregation map approach to identify non-pervasive common features in a large set of disaggregates.

10:15 – 11:00: Manuel G. Scotto (Universidade de Aveiro): Autoregressive models for bivariate times series of binomial counts.

11:00 – 11:30: Coffee break.

11:30 – 12:15: Antonio García-Ferrer (Universidad Autónoma de Madrid): An online procedure to monitor leading and coincident indicators.

12:15 – 13:00: Helena Veiga (Universidad Carlos III de Madrid): Nesting Asymmetric Stochastic Volatility models.

13:00 – 14:30: Lunch.

14:30 – 15:15: Patricia de Zea (Universidade de Lisboa): Approximate Bayesian Computation (ABC) for Bilinear Processes.

15:15 – 16:00: Brendan McCabe (Liverpool University): A Real Time Monitoring System for Abnormal Events with an Application to Influenza Surveillance.

16:00 – 17:00: TSMC group meeting.