Roberta Paroli
Catholic University of the Sacred Heart
33 Papers
71 Citations
Roberta Paroli is an academic researcher from Catholic University of the Sacred Heart. The author has contributed to research in topics: Hidden Markov model & Markov chain. The author has an hindex of 6, co-authored 31 publications.
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Papers
Poisson Hidden Markov models for time series of overdispersed insurance counts
Roberta Paroli,Giovanna Luisa Maria Redaelli,Luigi Spezia +2 more
- 01 Jan 2000
TL;DR: It is shown how the maximum likelihood estimators of the parameters of PHMMs may be suitably obtained using the EM algorithm and applyPHMMs t,o model the daily frequencies of injuries in the work place in Lombardia (Italy).
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A new approach to simulating stream isotope dynamics using Markov switching autoregressive models
TL;DR: In this paper, the authors applied Markov switching autoregressive models (MSARMs) as a proof-of-concept to analyze the temporal dynamics and statistical characteristics of the time series of two conservative water isotopes, deuterium ( δ 2 H ) and oxygen-18 (δ 18 O ), in daily stream water samples over two years in a small catchment in eastern Scotland.
12
Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises
Luigi Spezia,Roberta Paroli +1 more
TL;DR: A one-layer feed-forward neural network for the Bayesian analysis of nonlinear time series and unknown parameters of the model include the missing values which can occur within the observed series, so it is also possible to compute point and interval multi-step-ahead predictions.
8
An evolutionary Monte Carlo method for the analysis of turbidity high-frequency time series through Markov switching autoregressive models
TL;DR: A turbidity time series, recorded every 15 min in a first‐order Scottish stream for more than a year, along with two covariates (stage height and rainfall), is considered and a comparison with different nonlinear time series models is proposed.
7