Centre of Statistics and Its Applications CEAUL REPORT 1/01/2019-31/12/2019 Summary of the Tasks Carried out During the Period C

Centre of Statistics and Its Applications CEAUL REPORT 1/01/2019-31/12/2019 Summary of the Tasks Carried out During the Period C

Centre of Statistics and its Applications CEAUL REPORT 1/01/2019-31/12/2019 Summary of the tasks carried out during the period covered by the report Project objectives: CEAUL general main objectives are to: (a) develop fundamental research on diverse domains of Statistics, aiming to extend the frontiers of statistical knowledge providing statistical tools for experimental sciences, while collaborating with researchers from other domains and scientific areas; (b) participate in national and international projects of interdisciplinary nature; (c) contribute actively to the wider Society by providing support to Industry, Commerce, Services and Business in the form of consultancy or specialized courses; (d) develop advanced training activities through the involvement in Ph.D. programs of Higher Education Institutions and the organization of advanced courses in emerging areas of Statistics. Additionally, for 2019 CEAUL planned to: • host seminars and courses given by international researchers • support financially one international meeting and one national meeting • foster link with industry via institutional partnerships • support activities intended to attract young researchers • support participation in conferences and courses • keep an updated library and computational facilities. Brief description of the developed activities as well as any deviations during the implementation of the project: The research developed by the integrated CEAUL members resulted in several international and national publications and communications. Although it is recognized that some members still showed limited activity during this period, the number of published international and national papers as well as international and national communications exceeded the expected number for 2019. Regarding the number of books, although CEAUL expected to publish 2 books during 2019, only 1 international book was published. Extreme Value Theory fundamental research and 1 Environmental Statistics were strengthened during 2019, new advances were achieved in the area of machine learning, and the collaboration with researchers of other domains and scientific areas has been reinforced, namely in forensic dentistry, fuel related enterprises, and environment. In fact, new approaches were devised for the estimation of relevant parameters of rare events, like the extremal index, the tail dependence coefficient and the value-at-risk, via calibration procedures, jackknife methodology and robust corrected-bias methodologies. The study of limits to human life span through extreme value theory (EVT), of trends in EV indices, of statistical choice of extremal models and of rates of convergence and penultimate approximations for extremes was also revisited. The use of generalized means, like Lehmer’s mean, for the estimation of rare events’ parameters, was intensified. A relevant associated study under non-regular frameworks was also initiated. New relevant models, like the generalized Birnbaum-Saunders and the extended generalized Pareto models, were introduced and studied. On the basis of interdisciplinary work, EVT was also regarded as a tool to study biodiversity patterns, precipitation, rainfall data, species accumulation curves, systolic blood pressure, water consumption and wind speed. L-moments for automatic threshold selection in extreme value analysis were developed and applied to wave heights from the Gulf of Mexico. Also, a LASSO- type model that takes into account both the bulk and the tail of heavy-tailed data was introduced and discussed. Essentially, under a link between extremes and chaotic modeling, the use of generalized Verhulst models was intensified. In the field of statistical quality control (SQC) a CUSUM median chart and a mixed CUMSUM-EWMA chart, new alternatives in the monitoring of manufacturing processes, were considered. In a link between EVT and SQC, new and more reliable bounds for the reliability of large and complex systems were obtained. Regarding the contribution in the field of Environmental Statistics, a statistical model to estimate the probability that the total burned area during summer will exceed a given threshold was devised. The statistical model uses meteorological information that rates the accumulation of thermal and vegetation stress. The availability of outlooks of wildfire potential with an anticipation of up to 1 month before the starting of the fire season, such as the one proposed, may serve to provide clear directions for the fire community when planning prevention and combating fire events. Extreme winds and storms are the main cause of severe damage in electricity distribution grid. A group of researchers worked on several spatio-temporal models to tackle the problem of calibrating computer simulators of wind speeds, with the objective of constructing risk maps that indicate likely places of costly disruptions due to extreme wind speeds. These risk maps can be used as a decision support tool in deciding if costly corrective actions should be taken to improve the structures. Statistical models of vegetation fires have been described in a chapter of a book published by Chapman and Hall. A recent field explored by CEAUL members regards Machine Learning techniques, namely Artificially Neural Networks, with already published research during 2019. These international publications contributed to the improvement of the flexibility and interpretability of Generalized Additive Neural Networks, having now the potential of being used more often and in a wider range of research areas, namely in Biomedical research. Continued development of collaborations with the University of St Andrews have included work within the broad field of ecological statistics, with applications in passive acoustic density estimation, estimating animal abundance via distance sampling and population dynamics. 2 Applications in a great variety of fields, such as medicine, public health, biometry, agricultural, environment, ecology, have led to explore diverse modelling approaches. Some of the examples are, Bayesian Comparison of Diagnostic Tests with Largely Non-Informative Missing Data, Discriminating between some lifetime distributions in geometric counting processes, A review of Cox’s model extensions for multiple events, Modelling the Spread of Germination of Four Mediterranean Crops at Different Temperatures, The Impact of Indoor Air Quality on Respiratory Health of Older People, Modeling Large Values of Systolic Blood Pressure In The Portuguese Population. During 2019, CEAUL members participated in several projects exceeding the expected number for 2019. In what concerns consultancy, because only a small number of CEAUL members were available to accept doing consultancy work due to an overload of teaching time, in 2019 the consultancy activity decreased substantially. Still, during 2019, several integrated/collaborator members of CEAUL were strongly linked with several entities such as IPMA (Instituto Português do Mar e da Atmosfera), Worten, HMR, fuel industry, and Health Institutions. Regarding CEAUL’s contribution to the Society, from the specialized courses lectured by CEAUL members, several aimed at specific areas such as health, environment, teaching at the high school level, and forensics. Also, of note, was the establishment of a partnership between CEAUL and the National Reading Plan, with seven very interesting lectures from the Society point of view having been organized during 2019: "Sete Encontros de Literatura e Ciência — Traço de União: Estatística". These lectures aimed to explore the link between Society and several Scientific areas such as Statistics, Mathematics, Informatics, and Physics among others. In 2019, several advanced and specialized courses were lectured by CEAUL members, some of them directly organized by this research unit. Regarding Ph.D. related advanced training, the lack of interest within students from Portugal to follow a Ph.D. program in Statistics remains, since prospects of finding a job after a Ph.D., particularly in academic career, are feeble. Accordingly, 2 Ph.D. theses have been defended during 2019. CEAUL members were also involved in the organization of several scientific events (e. g. seminars and organizing committees) and were principal investigators of some of the projects where CEAUL participated. They were also involved in the evaluation of international projects. Support activities intended to attract young researchers during 2019 was a CEAUL concern. Accordingly, CEAUL obtained 4 registrations for the National Congress of Statistics to offer to undergraduate students in Applied Statistics. Moreover, CEAUL, through the protocol with the Academy of Sciences of Lisbon (ACL), has been developing several studies within the scope of Forensic Analysis, namely with the bone and teeth collection related to the Lisbon Earthquake of 1755. Thus, since March 2019, CEAUL integrated in its research group several undergraduate and master's degree students, in order to follow from the beginning the research activities that combined the students' pedagogical component with that of research, namely in the area of statistics and in the forensic area. This activity took place in the ACL laboratory, accompanied by CEAUL researchers. Since then, presentations on scientific events and publication of articles have resulted from this initiative. Other activities were also planned during 2019 to be implemented in 2020. 3 In what concerns keeping an updated library, there is clearly a violation to the 2019 report as the

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