Métodos Bayesianos para Modelos Ocultos de Markov en series de tiempo con conteo
| dc.contributor.advisor | Alonso Malaver, Carlos Eduardo | spa |
| dc.contributor.author | Díaz Bonilla, Rafael Eduardo | spa |
| dc.contributor.researchgroup | Procesos Estocásticos | spa |
| dc.date.accessioned | 2020-03-05T18:38:25Z | spa |
| dc.date.available | 2020-03-05T18:38:25Z | spa |
| dc.date.issued | 2019-12-09 | spa |
| dc.description.abstract | This research is dedicated to two special types of Hidden Markov Models (HMM), the first-one dedicated to Poisson Processes (PHMM) and the second-one dedicated to Zero-Inflated Poisson Processes (ZIP-HMM). The two proposed models are Bayesian models for which a package is developed Bayeshmmcts. The estimation process is done using MCMC, Hamiltonian Monte Carlo, NUTS and a new methodology called "the bridge sampler" which is used to solve the unresolved problem of selecting the best model from the Bayesian approach. Finally, we present two applications, the premier we use PHMM for the number of homicides in Colombia-Southamerica and the ZIP-HMM to model the monthly number of Large wildfires (GIF) in Colombia in the period from January 2002 to December 2016. | spa |
| dc.description.abstract | Esta investigación se dedica a dos tipos especiales de Modelos Ocultos de Markov (HMM), el primero dedicado a Procesos de Poisson (PHMM) y el segundo dedicado a Procesos de Poisson Cero-Inflados (ZIP-HMM), el enfoque se hace desde la perspectiva Bayesiana, desde la cual se construye un paquete Bayeshmmcts con el fin de ajustar los modelos planteados mediante Métodos de Montecarlo MCMC, Monte Carlo Hamiltoniano y NUTS; unido a lo anterior se utiliza "el muestreador por puente" para resolver el problema no resuelto de la selección del mejor modelo desde el enfoque bayesiano. Finalmente se presentan dos aplicaciones con datos reales de los modelos desarrollados, en los que se sugiere el uso del PHMM para la serie del número de homicidios en Colombia para los años 1960 a 2018, y el ZIP-HMM para modelar la serie mensual número de Grandes Incendios Forestales (GIF) en Colombia en el período enero del 2002 a diciembre del 2016. | spa |
| dc.description.additional | Magister en Estadística. Línea de Investigación: Estadística Bayesiana y Procesos Estocásticos | spa |
| dc.description.degreelevel | Maestría | spa |
| dc.format.extent | 120 | spa |
| dc.format.mimetype | application/pdf | spa |
| dc.identifier.citation | Díaz, R. E. (2019), Métodos bayesianos para modelos ocultos de Markov en series de tiempo con conteo, Tesis maestría, Universidad Nacional de Colombia, sede Bogotá | spa |
| dc.identifier.uri | https://repositorio.unal.edu.co/handle/unal/75888 | |
| dc.language.iso | spa | spa |
| dc.publisher.branch | Universidad Nacional de Colombia - Sede Bogotá | spa |
| dc.publisher.department | Departamento de Estadística | spa |
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| dc.rights | Derechos reservados - Universidad Nacional de Colombia | spa |
| dc.rights.accessrights | info:eu-repo/semantics/openAccess | spa |
| dc.rights.license | Atribución-NoComercial 4.0 Internacional | spa |
| dc.rights.spa | Acceso abierto | spa |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc/4.0/ | spa |
| dc.subject.ddc | 510 - Matemáticas | spa |
| dc.subject.proposal | Modelos ocultos de Markov | spa |
| dc.subject.proposal | Hidden Markov models | eng |
| dc.subject.proposal | PHMM | spa |
| dc.subject.proposal | PHMM | eng |
| dc.subject.proposal | ZIP HMM | eng |
| dc.subject.proposal | ZIP HMM | spa |
| dc.subject.proposal | Bayesian methods | eng |
| dc.subject.proposal | métodos Bayesianos | spa |
| dc.subject.proposal | Hamiltonian Monte Carlo | eng |
| dc.subject.proposal | Monte Carlo Hamiltoniano | spa |
| dc.subject.proposal | Muestreador por Puente | spa |
| dc.subject.proposal | Bridge Sampling | eng |
| dc.title | Métodos Bayesianos para Modelos Ocultos de Markov en series de tiempo con conteo | spa |
| dc.title.alternative | Bayesian Methods for Hidden Markov Models in Time Series with Counting | spa |
| dc.type | Trabajo de grado - Maestría | spa |
| dc.type.coar | http://purl.org/coar/resource_type/c_bdcc | spa |
| dc.type.coarversion | http://purl.org/coar/version/c_dc82b40f9837b551 | spa |
| dc.type.content | Text | spa |
| dc.type.driver | info:eu-repo/semantics/masterThesis | spa |
| dc.type.version | info:eu-repo/semantics/updatedVersion | spa |
| oaire.accessrights | http://purl.org/coar/access_right/c_abf2 | spa |