Inference from stochastic processes

Marco Minozzo
Associate Professor
Research interests
Topic People Description
MSC 62M10 - Time series, auto-correlation, regression, etc. Marco Minozzo
Modelling and analysis (data science) of univariate and multivariate time series, equally or unequally spaced, including the use of models with latent factors and for skewed data; machine learning methods for the analysis of large collections of time series.
MSC 62M20 - Prediction; filtering Marco Minozzo
Forecasting and filtering techniques of the signal such as, for instance, the Kalman filter; prediction, smoothing and filtering techniques based on Monte Carlo simulation, such as particle filtering and sequential Monte Carlo.