Seminarios, Conferencias y Jornadas

Seminarios Curso 2016/2017

Conferencia Profesor Nikolai Leonenko

TITULO: Asymptotic properties of the partition function and applications

Institución: Cardiff University, UK

Lugar: Facultad de Ciencias, Aula G6.

Fecha: 30/05/2017 HORA: 13:00

Summary The so-called partition function is a sample moment statistic based on blocks of data and it is often used in the context of multifractal processes. It will be shown that its behaviour is strongly influenced by the tail of the distribution underlying the data either in i.i.d. and weakly dependent cases. These results will be exploited to develop graphical and estimation methods for the tail index of a distribution. The performance of the tools proposed is analyzed and compared with other methods by means of simulations and examples. Linear fractional stable motion is an example of a self-similar stationary increments stochastic process exhibiting both long-range dependence and heavy- tails. We propose methods that are able to estimate simultaneously the self-similarity parameter and the tail parameter. These methods are based on the asymptotic behavior of the so-called “empirical structure function”, a statistic which resembles a sample moment of the process. We show and use the fact that the rate of growth of the empirical structure function is determined by the Hurst parameter and the tail index. We test the methods on simulated data and apply them to network traffic and solar flares data.

References

[1] Grahovac, D. and Leonenko, N and Taqqu, M. S. (2014) Scaling properties of the structure function of linear fractional stable motion and estimation of its parameters, Journal of Statistical Physics, Published online, DOI 10.1007/s10955-014-1126-4 [2] Grahovac, D., Jia. M., Leonenko, N. and Taufer, E. (2015) Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data, Statistics, 49, N6, 1221-1242. [3] Grahovac, D. and Leonenko, N (2014) Detecting multifractal stochastic processes under heavy-tailed effects, Chaos, Solitons, Fractals, 65, 78-89

Conferencia Profesor Stefan Andreas Sperlich

TITULO: Unhappy with Semiparametrics?

Institución: Université de Gèneve

Lugar: Facultad de Ciencias, Sala de Medios Audio-Visuales

Fecha: 20/04/2017, 12:00

Summary Functional form specification is an important issue in econometrics. While non-parametric techniques can partially solve this problem by relaxing the assumptions on any explicit functional form, it is at the cost of easy inter-pretation and also facing the curse of dimensionality. The semi- parametric techniques are introduced as a way of circumventing these shortcomings. However, the non-parametric part of the model is particularly sensitive to model assumptions in the parametric part. In the recent literature on life-satisfaction these methods have been used without taking sucient care. It will be shown how this can easily, though not necessarily, lead to erroneous conclusions.

Seminarios Curso 2015/2016

Conferencia Profesor Pier Francesco Perri

TITULO: Estimation of complex population functionals in randomized response theory

Institución: Universidad de Calabria

Lugar: Seminario Gauss del Insituto de Matemáticas

Fecha: Martes 23 de febrrero a las 12.30

Seminar on Proximity Data and Multivariate Analytics

  • CONFERENCIA Albert Satorra. Universitat Pompeu Fabra. Barcelona

TITULO: Univariate versus multivariate modelling of panel data, specification issues and goodness of fit testing

Summary Panel data can be arranged into a matrix in two ways, called `long' and `wide' formats (LF and WF). The two formats suggest two alternative model approaches for analyzing panel data: (i) univariate regression with varying intercept; and (ii) multivariate regression with latent variables (a particular case of structural equation model, SEM). The present paper compares the two approaches showing in which circumstances they yield equivalent in some cases, even numerically equal results. We show that the univariate approach gives results equivalent to the multivariate approach when restrictions of time invariance (in the paper, the TI assumption) are imposed on the parameters of the multivariate model. The multivariate perspective we offer makes visible the implicit restrictions implied by the univariate approach and reinterprets a classical in the econometric literature of fixed versus random effects model as identification issues in a structural equation model (SEM) framework. The setting side by side the univariate versus multivariate perspectives to panel data shows the easy way of the multivariate approach to tackle the dynamics into the model. It is shown that the restrictions implicit in the univariate approach can be assessed by chi-square difference testing of two nested multivariate models. In addition, common tests encountered in the econometric analysis of panel data, such as the Hausman test, are shown to have an equivalent representation as chi-square difference tests. Commonalities and differences between the univariate and multivariate approaches are illustrated using an empirical panel data set of firms' profitability as well as a simulated panel data.

CONFERENCIA Daniel Oberski Tiburg University, The Netherlands

TITULO: A measure to evaluate model fit by sensitivity analysis

SummaryLatent variable models involve restrictions on the data that can be formulated in terms of “misspecifications”: restrictions with a model-based meaning. Examples include zero cross-loadings and local dependencies, as well as “measurement invariance” or “differential item functioning”. If incorrect, misspecifications can potentially disturb the main purpose of the latent variable analysis—seriously so in some cases. I propose to evaluate whether a particular analysis at hand is such a case or not. To do this, I define a measure based on the likelihood of the restricted model that approximates the change in the parameters of interest if the misspecification were freed, the EPC-interest. The main idea is to examine the EPC-interest and free those misspecifications that are “important” while ignoring those that are not. I have implemented the EPC-interest in the lavaan software for structural equation modeling and the Latent Gold software for latent class analysis. This approach can resolve several problems and inconsistencies in the current practice of model fit evaluation used in latent variable analysis, something I illustrate using analyses from the “measurement invariance” literature and from item response theory.

CONFERENCIA Antonio D'Ambrosio. Università degli Studi di Napoli Federico II, Italy

TITULO: A recursive partitioning method for the prediction of preference rankings based upon Kemeny distances

SummaryPreference rankings usually depend on the characteristics of both the individuals judging a set of objects and the objects being judged. This topic has been handled in the literature with log-linear representations of the generalized Bradley-Terry model and, recently, with distance-based tree models for rankings. A limitation of these approaches is that they only work with full rankings or with a pre-specified pattern governing the presence of ties, and/or they are based on quite strict distributional assumptions. To overcome these limitations, we propose a new prediction tree method for ranking data that is totally distribution-free. It combines Kemeny's axiomatic approach to define a unique distance between rankings with the CART approach to find a stable prediction tree. Furthermore, our method is not limited by any particular design of the pattern of ties. The method is evaluated in an extensive full-factorial Monte Carlo study with a new simulation design

Lugar: Sala de Conferencias de la Facultad de Ciencias.

Fecha: Lunes 8 de febrero de 10-14.

Conferencia Profesor Domingo Morales

TITULO: The empirical best predictor in the two-fold nested error regression model

Institución: Universidad Miguel Hernandez

Lugar: Seminario 1 del IeMath

Fecha: Viernes 27 de noviembre a las 12:30-14:30

Summary We propose to estimate nonlinear small area population parameters by using the empirical Best predictor based on a two-fold nested error model. The introduced statistical methodology is applicable to poverty indicators and more generally to separable nonlinear parameters paper. We use a parametric bootstrap method to estimate the mean squared error of the empirical best estimators. We also study small sample properties of these estimators by model-based simulation studies. The simulations show reductions in mean squared error relative to direct area-specific estimators and other estimators obtained by “simulated” censuses. We also apply the proposed method to estimate poverty incidences, poverty gaps, and the corresponding mean squared errors in Spanish provinces by gender. For the Spanish data, results show a significant reduction in coefficient of variation of the proposed empirical best estimators over direct estimators.

Conferencia Profesor Juan de Dios Luna del Castillo

TITULO:” El estadístico en Ciencias de la Salud

Institution: Universidad de Granada

Lugar: Aula A-21

Fecha: Viernes 20 de noviembre a las 12:00--14:00

Conferencia Charlas Abiertas del IEMath-GR Prof. José A. Carrillo

TITULO:” Modelos de Comportamiento Colectivo: Perspectivas Matemáticas

Institution: Imperial College London, Reino Unido

Lugar: Sala de conferencias IEMath-GR

Fecha: Viernes 20 de noviembre a las 10:00-13:00

Seminarios Curso 2014/2015

Conferencia Profesor Nikolai N. Leonenko

TITULO:” Fractional Skellam processes

Institution: Cardiff University

Lugar: Instituto de las Matemáticas

Fecha: 3 de junio de 2015

Conferencia Profesor Andriy Olenko

TITULO:” Whittaker-Kotel'nikov-Shannon approximation of sub-Gaussian random processes

Institution: School of Engineering and Mathematical Sciences, Melbourne

Lugar: Instituto de las Matemáticas

Fecha: 3 de junio de 2015

Conferencia Profesor Ahmed Nafidi

TITULO:” Proceso de difusión Gamma con factores exógenos

Institution: Universidad Hassan 1, Berrechid

Lugar: Facultad de Ciencias, Aula A15

Fecha: 12 de marzo de 2015

Conferencia Profesores Manuel Trujillo Carmona y Sara Pasadas del Amo

TITULO:” Métodos de encuesta y estimación electoral.

Institution: UTEA - Unidad Técnica de Estudios Aplicados del Instituto de Estudios Sociales Avanzados

Lugar: Facultad de Ciencias, Salón de Grados

Fecha: 20 de febrero de 2015

Conferencia José Eduardo Molina

TITULO:” Avances en la desagregación territorial de los datos estadísticos en Andalucía.

Institution: IEA

Lugar: Facultad de Ciencias, Sala de Conferencias del departamento de Estadística e IO

Fecha: 19 de febrero de 2015

Conferencia Profesora María Durban

TITULO:” Splines con Penalizaciones: Una herramienta útil para el suavizado de datos multidimensionales

Institution: Universidad Carlos III de Madrid

Lugar: Facultad de Ciencias, Aula A10

Fecha: 16 de enero de 2015

Conferencia Profesor Jose Antonio Díaz García

TITULO:” Introducción a las formas cuadráticas aleatorias

Institution: Universidad Autónoma Agraria Antonio Narro. Saltillo Méjico

Lugar: Facultad de Ciencias, Aula D. Alfono Guiraum

Fecha: Lunes 1 de diciembre de 2014

Seminario Integración de fuentes: Estadísticas longitudinales de supervivencia y longevidad en Andalucía.

Presentación:” D. Antonio Ríos Guadix, Decano de la Facultad de Ciencias. Universidad de Granada y D. Jesús Sánchez Fernández Director del Instituto de Estadística y Cartografía de Andalucía

Conferencia:” El diseño de las estadísticas longitudinales de supervivencia a partir de la integración de fuentes.

Conferenciante: Francisco Viciana Fernández. Instituto de Estadística y Cartografía de Andalucía

Conferencia:” Referencias y perspectivas de la investigación sobre la población: nuevas herramientas para la medición de una sociedad en continua transformación.

Conferenciante: Diego Ramiro Fariñas Jefe del Departamento de Población del Consejo Superior de Investigaciones Científicas. IEGD-CCHS-CSIC

Lugar: Salónn de Grados. Facultad de Ciencias

Fecha: Lunes 18 de noviembre de 2014

Conferencia Profesor C. Preda

TITULO:” I PLS regression for multivariate functional data

Institution: Universidad de Lille, Francia

Lugar: Facultad de Ciencias, Aula M1

Fecha: 24 de junio de 2014

Seminarios Curso 2013/2014

Conferencia Profesor Jose Antonio Díaz García

TITULO:” Distributions of singular random matrices: some extensions of jacobian

Institution: Universidad Autónoma Agraria Antonio Narro. Saltillo Méjico

Lugar: Facultad de Ciencias, Aula D. Alfono Guiraum

Fecha: Jueves 10 de diciembre de 2013

Conferencia Profesor Jorge Mateu Mahiques

TITULO:” Science-Based Spatiotemporal Statistics

Institution: Universitat Jaume I, Castellón

Lugar: Facultad de Ciencias, Sala de Medios Audiovisuales

Fecha: Jueves 28 de noviembre de 2013. 11.00

Conferencia Profesor George Christakos

TITULO:” Science-Based Spatiotemporal Statistics

Institution: San Diego State

Lugar: Facultad de Ciencias, Sala de Medios Audiovisuales

Fecha: Jueves 28 de noviembre de 2013. 10.00

Seminarios Curso 2012/2013

Seminario Profesor N.Leonenko

TITULO:” Correlation structure of fractional Pearson diffusions

Institution: Cardiff University,UK

Lugar: Aula A25 de Facultad de Ciencias.

Fecha: 11 de Abril, 12:30 horas.

Abstract: The stochastic solutions to diffusion equations with polynomial coefficients is called Pearson diffusion. Fractional Pearson diffusion are governed by the corresponding time fractional diffusion equation. They are useful for modelling sub-diffusion phenomena, caused by particle sticking and trapping. By using stochastic solutions and non-Markovian inverse stable time change, we develop an explicit formula for the covariance function of a fractional Pearson diffusion in term of Mittag-Leffler functions. This is joint project with Mark M.Meerschaert and Alla Sikorskii (Michigan State University, USA).

References

1. Leonenko, N.N., Meerschaert, M.M and Sikorskii, A. (2013) Fractional Pearson diffusion, Journal of Mathematical Analysis and Applications, accepted for publication 20/02/2013.

2. Leonenko, N.N., Meerschaert, M.M and Sikorskii, A. (2013) Correlation Structure of Fractional Pearson diffusion, Computers and Mathematics with Applications, Published on line 07/02/2013, doi:10.1016/j.camwa.2013.01.009.

Seminario Profesor N.Leonenko

TITULO:” Sojourn measures for a class of heavy-tailed random fields

Institution: Cardiff University,UK

Lugar: Aula A25 de Facultad de Ciencias.

Fecha: 9 de Abril, 12:30 horas.

Abstract: The class of random fields with (heavy-tailed) Student or Fisher-Snedecor marginal distributions and long range dependence are introduced and studied. Limit theorems for the volume of excursion sets (also known as Minkowski functionals) are proven. The limiting distributions are not Gaussian, and can be defined by using sums of double Wiener-Ito integrals. Some simulation results are also presented.

This is a joint results with Dr.A.Olenko (Le Trobe University, Melbourne, Australia)

References

Leonenko N. and Olenko, A. (2012) Sojourn measures for Student and Fisher-Snedecor random fields, submitted

Seminarios Curso 2011/2012

Curso Profesor G.N Gatica

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Mixed Finite Element Methods for Fluid-Solid Interaction Problems

Institution: Universidad de Concepción, Chile.

Lugar: E.T.S. Ingeniería de Edificación, aula P02.

Fechas: martes 18, jueves 20, martes 25, jueves 27 de septiembre de 2012. 12.00

Conferencia Profesor G.N. Gatica

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Exact discrete transmission conditions for a fluid-solid interaction problem in 3D

Institution: Universidad de Concepción, Chile.

Lugar: E.T.S. Ingeniería de Edificación, aula P02.

Fechas: lunes 24 de septiembre de 2012. 12.00

Conferencia Profesor Denis Bosq

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Bayesian prediction for stochastic processes

Institution: LSTA, Université Pierre et Marie Curie-Paris.

Lugar: Aula A-23. Facultad de Ciencias.

Fechas: 20 de Septiembre 10.00-11.30.

Abstract:: In this presentation, after some recalls concerning general prediction theory, we adopt a Bayesian point of view for predicting real and high dimensional stochastic processes. We give two equivalent definitions of a Bayesian predictor and study some properties: admissibility, prediction sufficiency, unbiasedness, comparison with efficient predictors. In the real case, we apply the results to prediction of Poisson processes. We also consider prediction of the Ornstein-Uhlenbeck process in the continuous and sampled situations. Some simulations illustrate the results. Finally, in high dimension, we deal with infinite dimensional Poisson processes and autoregressive processes in Hilbert spaces.

Conferencia Profesor Denis Bosq

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Constructing functional linear filters

Institution: LSTA, Université Pierre et Marie Curie-Paris.

Lugar: Aula A-25. Facultad de Ciencias.

Fechas: 18 de Septiembre. 10.00-11.30

Abstract:: This talk deals with prediction in large dimensions. The goal is to construct the best linear predictor of Y given X, say (X); where X and Y are random variables with values in two Hilbert spaces . The difficulty comes from the fact that, in general,  is not continuous, since it is not defined everywhere. In a first part, we study general forms of ARMA processes in a Hilbert space, associated with noncontinuous linear operators. In the second, by using measurable linear transformations and linearly closed subspaces we obtain explicit forms of the best linear predictor. Various examples are considered: processes with roots of modulus 1; Kalman-Bucy filter, compound Ornstein-Uhlenbeck process, model with noise, tensorial product of Gaussian random variables, extended exponential smoothing, Bayesian estimation in Hilbert spaces.

Conferencia Prof. G. Christakos

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Developments in Spatio-Temporal Statistics

Institution: San Diego State University, USA.

Localización:” Viernes, 7 de septiembre de 2012. Aula A4. Facultad de Ciencias.

Curso Profesora Enrica Pirozzi (10 horas)

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Stochastic processes and their applications

Institution: Departamento de Matemáticas y Aplicaciones (R. Cacciopoli) de la Universidad Federico II de Nápoles.

Lugar: Aula G-12. Facultad de Ciencias.

Fechas: 10 y 11 de julio

Contenidos: Part 1: Introduction to Markov Chain and applications. Part 2: Birth and death processes and applications in queueing theory. Part 3: Gaussian processes and applications.

- Inscripción (sin coste): Interesados deben contactar con: fdeasis@ugr.es (Francisco de Asís Torres Ruíz, Departamento de Estadística eI.O.)

Conferencia Profesor José Antonio Díaz García

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Optimización de superficies de respuesta multivariantes. Un enfoque desde la optimización multiobjetivo estocástica

Institution: Universidad Autonoma Agraria Antonio Narro, Saltillo, Mexico.

Lugar: Aula A-11. Facultad de Ciencias.

Fechas: 6 de Julio

Abstract:: El problema de la optimización de superficies de respuesta multivariado es planteado como un problema de optimización multiobjetivo estocástica. Diferentes soluciones son presentadas bajo este contexto. Un ejemplo de la literatura es presentado aplicando los diferentes enfoques estudiados. Se finaliza exponiendo algunos problemas relacionados

Curso CONTRASTES DE BONDAD DE AJUSTE PARA MODELOS DE REGRESIÓN (15 horas)

TITULO:” CONTRASTES DE BONDAD DE AJUSTE PARA MODELOS DE REGRESIÓN

Profesor: WENCESLAO GONZÁLEZ MANTEIGA y ROSA MARÍA CRUJEIRAS CASAIS(Universidad de Santiago de Compostela).

Fechas: Del 25 al 29 de Junio.

Lugar: Facultad de Ciencias, Aula A-21 y sala de ordenadores (prácticas en R).

Número de horas: 15

Contenidos: 1. Introducción. 2. Contrastes de bondad de ajuste para modelos de regresión. 3. Contrastes de bondad de ajuste para modelos generalizados. 4. Contrastes de bondad de ajuste para modelos con datos complejos. 5. Contrastes con datos dependientes.

- Dirigido especialmente a alumnos de doctorado y máster.

- Inscripción (sin coste): Interesados deben contactar con alguna de las siguientes direcciones:

jmangulo@ugr.es (José Miguel Angulo Ibáñez, Coordinador del PDME) ramongs@ugr.es (Ramón Gutiérrez Sánchez, Secretario del PDME)

Curso SPATIAL POINT PATTERNS (10 horas)

TITULO:” SPATIAL POINT PATTERNS

Profesor: JORGE MATEU MAHIQUES (Catedrático de la Universitat Jaume I, Castellón).

Fechas: 14 y 15 de junio de 2012.

Lugar: Facultad de Ciencias, Aula A-21 y sala de ordenadores (prácticas en R).

Número de horas: 10

Contenidos: Fundamentos teóricos. Modelos de procesos puntuales espaciales. Tests Monte Carlo y medidas de aleatoriedad espacial completa. Procesos puntuales de Gibbs, simulación e inferencia. Análisis de anisotropía y orientación. Funciones LISA para densidades producto locales. Patrones puntuales espaciales funcionales. Extensiones al espacio-tiempo.

- Dirigido especialmente a alumnos de doctorado y máster.

- Inscripción (sin coste): Interesados deben contactar con alguna de las siguientes direcciones:

jmangulo@ugr.es (José Miguel Angulo Ibáñez, Coordinador del PDME) ramongs@ugr.es (Ramón Gutiérrez Sánchez, Secretario del PDME)

Conferencia Prof. J. P. Nielsen

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” The Do-validation method with applications to survival data

Institution: Cass Business School, City University London, United Kingdom. .

Localización:” Lunes 4 de junio; 12:00. Aula A11. Facultad de Ciencias.

Abstract: Bandwidth selection in kernel density estimation is one of the fundamental model selection problems of mathematical statistics. Recently Mammen, Martínez-Miranda, Nielsen and Sperlich (2011) have proposed a new method called Do-validation. The Do-validation method is much more stable than classical cross-validation with a performance comparable to plug-in in its asymptotic properties but that showed a much better and more stable performance in simulation studies. The reason seems to be that a lot of efficiency is lost through the practical implementation of the plug-in estimator that introduces another different problem: how to estimate the bandwidth of the pilot estimator. In contrast Do-validation is also a very simple procedure that does not need any pilot estimation and that is to implement as simple as classical cross-validation. In this seminar we describe the Do-validation method and show its theoretical and practical properties. We present an application in old-age mortality where the data are available only at discrete time points. We show how Do-validation works for highly realistic and highly discretized real life examples while classical cross-validation breaks down.

Conferencia Prof. Prof. N. Leonenko

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Tauberian and Abelian theorems for Long-Range Dependent Random Fields

Institution: Cardiff University, United Kingdom .

Localización:” Martes 29 de mayo, 12:00. Aula A23. Facultad de Ciencias.

Abstract: We describe a framework for asymptotic behaviour of covariance functions or variances of averaged functionals of random fields at infinity and spectral densities at zero. We survey some Abelian and Tauberian theorems for long-range dependent random fields. The use of the theorems and their limitations are demonstrated through applications to some new and less-known examples of covariance functions of long-range dependent random fields. This is a joint results with Dr.A.Olenko (La Trobe University, Melbourne, Australia).

Conferencia Prof. F. Jay Breidt

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Analytic Inference for Complex Surveys with Informative Selection

Institution: Colorado State University.

Localización:” Miercoles 23 de mayo, 11.00 Biblioteca del Departamento de Estadística e I.O.

Abstract: In analytic inference for a regression relationship using data from a complex survey, informative selection may distort regression relationships and lead to inconsistent estimation. Tests of informative selection are reviewed. A new likelihood ratio test for informative selection is developed, its asymptotic properties are described, and a bootstrap version is derived. Simulation results illustrate the usefulness of the test. If informative selection is found to be present, a standard approach to inference is to expand the covariates to account for design features, but these design covariates may be of no scientific interest. An approach to removing these design covariates using nonparametric regression is explored. The resulting predictor has variance that can be estimated using a combination of standard design-based variance estimation and model-based variance estimation.

III Seminar on Functional Data Analysis

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

El Doctorado en Matemáticas y Estadística y el Master Oficial en Estadística Aplicada colaboran en la organización del III Seminario sobre Análisis de Datos Funcionales que se desarrollará en la Facultad de Ciencias y en la Facultad de Farmacia los días 2 y 3 de Mayo de 2012. [ + información]

Conferencia Prof. Hans George Müller

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Nonlinear methods for the analysis of functional data

Institution: Universidad de California, Davis.

Localización:” Miercoles 2 de mayo, Aula A24

Abstract: For the analysis of samples of observed random functions, linear methods such as functional principal component analysis have proven ver useful. As a consequence, in recent years much research effort has gone into exploring the properties of linear functional approaches. We review some of these developments, especially in the context of demographic applications, and then demonstrate that for many applied problems, suitable nonlinear approaches provide a promising alternative. These approaches are particularly adequate for functional data lying on a nonlinear lowdimensional space. An interesting situation where this happens is the presence of random time variation.

Conferencia Prof. Luciano Telesca

TITULO:” Methodological approaches for the investigation of time dynamics of natural processes

Department: Istituto di Metodologie per l’Analisi Ambientale.

Institution: Consiglio Nazionale delle Ricerche.

Los procesos naturales son caracterizados por rasgos tan complejos que asignan metodologías que se aplican para conseguir la perspicacia en su dinámica interior. En esta conversación algunas técnicas no lineales (la fractal, la multifractal, informativo) serán descritas y aplicadas a varios fenómenos geo-ambientales y señales de observación para su caracterización dinámica.

Seminario Prof. Luis Rico

TITULO:” Aproximación a la investigación en Didáctica de la matemática

Departamento: Departamento de Didáctica de las Matemáticas.

Institución:Universidad de Granada.

Fecha: Viernes 23 de Marzo a las 12:00 horas

El objetivo de este seminario es servir de introducción al joven investigador que se propone iniciar su especialización en Didáctica de la matemática. Esta aproximación se hace desde la filosofía de la ciencia, la sociología de la ciencia y la metodología de la investigación.

Conferencia Profesor Ortega del Rincon

Subvencionado por el Ministerio de Educación, Cultura y Deporte MHE2011-00254

TITULO:” Agenda de investigación en Didáctica del Análisis

Institution: Universidad de Valladolid

Localización:” Miércoles 8 de Febrero, 11.00. Seminario de Didáctica de la Matemática.

Procedimiento de control

El alumno elaborará un breve informe acerca de los contenidos tratados y acciones desarrolladas en cada seminario, conferencia o mini-curso en que haya participado, incluyendo una valoración crítica sobre su potencialidad en la investigación.