Acoustic room simulation Sound pressure level in vehicles Flow through Micro-Perforated Plates Acoustic scattering by a double waveguide

Conferences, congresses and workshops

  • 61st ISI World Statistics Congress (ISI2017)
    Marrakech,Marruecos. July 16-21, 2017
    • J.A. Vilar Fernández
      Robust fuzzy clustering models for time series based on quantile autocovariances
  • 10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2017)
    Londres. 16-18 December 2017
    • José A. Vilar, Borja Lafuente Rego
      Soft clustering of time series: New methods considering fuzzy, mixture models and probabilistic-D approaches
  • 9th International Conference of the ERCIM WG on Computational and Methodological Statistics and 10th International Conference on Computational and Financial Econometrics (CFE-CMStatistics 2016)
    Sevilla. 9-11 December, 2016
    • P. Montero-Manso and J.A. Vilar
      A new multivariate two-sample test based on distributions of interpoint distances
  • 22nd International Conference on Computational Statistics (COMPSTAT 2016)
    Oviedo. 23-26 August 2016
    • José A. Vilar Fernández y Borja Raúl Lafuente Rego
      Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series
  • XXXVI Congreso Nacional de Estadística e Investigación Operativa (SEIO 2016)
    Toledo. 5-7 September 2016
    • Borja Raúl Lafuente Rego, José A. Vilar Fernández y Pierpaolo D’Urso
      Cluster fuzzy robusto de series temporales considerando un método de truncamiento
  • Second International Workshop on Advanced Analytics and Learning on Temporal Data, co-located with The European Conference on Machine Learning and Principles and Practice of Knowledge Discovery (AALTD 2016 - ECML PKDD 2016)
    Riva del Garda, Italia. September 19–23, 2016
    • Pablo Montero Manso y José A. Vilar Fernández
      A time series two-sample test based on comparing distributions of pairwise distances
  • First International Workshop on Advanced Analytics and Learning on Temporal Data (AALTD 2015)
    Oporto, Portugal. September 11, 2015
    • Borja Lafuente Rego y José A. Vilar Fernández
      Fuzzy clustering of series using quantile autocovariances
  • XXXV Congreso Nacional de Estadística e Investigación Operativa y IX Jornadas de Estadística Pública (SEIO 2015)
    Pamplona, Navarra, España. 26 - 29 May, 2015
    • José A. Vilar Fernández y Manuel García Magariños
      Cluster de secuencias de datos categóricos basado en una nueva medida de disimilaridad
    • Borja Lafuente Rego y José A. Vilar Fernández
      Clasificación supervisada de series basada en autocovarianzas cuantil
  • XV Conferencia Española de Biometría y V Encuentro Iberoamericano de Biometría
    Bilbao. 22-25 September 2015
    • A. Bodé, M. Graciela Estévez, M. Varela, J.A. Vilar
      Functional analysis of abundances of phytoplankton species in shelf waters of the Galician upwelling (NW Spain)
  • 21st International conference on computational statistics (COMPSTAT’14)
    Ginebra, Suiza. 19 - 22 August 2014
    • B. R. Lafuente Rego, J. A. Vilar Fernández
      Time series clustering based on quantile autocovariances
  • 7th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2014)
    Pisa, Italia. 6 - 8 December, 2014
    • Manuel García Magariños; Jose Antonio Vilar Fernández
      A new dissimilarity-based approach to cluster categorical time series
    • Borja Lafuente-Rego, José A. Vilar
      Fuzzy clustering of time series based on quantile autocovariances
  • 33st Annual Conference of the International Sociaty for Clinical Biostatistics (ISCB 2012)
    Bergen, Noruega. 13 - 23 August 2012
    • J.A. Vilar-Fernández., J.M. Vilar-Fernández
      Time series clustering based on nonparametric multidimensional forecast densities: An application to clustering of mortality rates
  • XXXII Congreso Nacional de Estadística e Investigación Operativa (SEIO 2010)
    A Coruña. 14 to 17 September 2010
    • R. Cao, J. A. Vilar Fernández, J. M. Vilar Fernández
      Estimación de la función generalizada de la varianza en encuestas por muestreo a gran escala
    • A. K. López Pallas, R. Cao, J. A. Vilar Fernández, J. M. Vilar Fernández
      Estimación de error relativo en el muestreo para encuestas estratificadas
  • 31st Annual Conference of the International Society for Clinical Biostatistics (ISCB 2010)
    Montpellier (Francia). 29th August to 2nd September 2010
    • J.A Vilar, S. Pértega Díaz, J.M Vilar
      Forecasting age-specific breast cancer mortality: A new nonparametric functional approach
  • 19th International Conference on Computational Statistics (COMPSTAT)
    París (Francia). 22-27 th August, 2010
    • G. Estévez Pérez, J.A Vilar
      Functional ANOVA Starting from Discrete Data: An Application to Air Quality Data
  • XXXI Congreso Nacional de Estadística e Investigación Operativa y V Jornadas de Estadística Pública
    Murcia (España). 10 to 13 February 2009
    • J. A. Vilar, J. M. Vilar
      Comparación No Paramétrica de Curvas de Regresión con Errores Dependientes : Un Test Bootstrap
  • 11th International Federation of Classification Societes (IFCS'09)
    Dresden, Germany. 13 to 18 March 2009
    • J. A. Vilar Fernández, S. Pértega Díaz
      A comparative study of several parametric and semiparametric approaches for time series classification
  • International Seminar on Nonparametric Inference (ISNI08)
    Vigo. November 2008
    • J. A. Vilar, A. Alonso, J. M. Vilar
      Time series clustering based on nonparametric forecast
  • 2nd International Workshop on Computational and Financial Econometrics (CFE'08)
    Neuchatel (Suiza). June 19-21, 2008
    • J. A. Vilar, A. M. Alonso, J. M. Vilar
      Nonlinear time series clustering based on nonparametric forecast densities
  • International Conference on Computational Statistics (COMPSTAT'2008)
    Porto (Portugal). 24 to 29 August 2008
    • J. A. Vilar, A. M. Alonso, J. M. Vilar
      Nonlinear time series clustering based on nonparametric forecast densities
  • 17th Symposium of COMPSTAT 2006
    Roma (Italia). August 28th to September 1st 2006
    • J. A. Vilar, J.M. Vilar, W. González
      Bootstrap tests for nonparametric comparison of regression curves with dependent errors
  • XVIII Reunion de la ASEPELT
    León . June 2004
    • J. M. Vilar, J. A. Vilar, S. Pértega
      Clasificación no parámetrica de series de tiempo. Aplicación a las cotizaciones del sector bancario español
  • Symposium of the International Association of Computational Statistics (COMPSTAT2002)
    Berlín (Alemania). 2002
    • J. A. Vilar, M. Francisco-Fernández, J. M. Vilar
      On the uniform strong conssitency on local polynomial regression under dependence conditions
  • International Conference on Current Advances and Trends in Nonparametric Statistics
    Creta (Grecia). 2002
    • J. A. Vilar, S. Pértega
      Discriminant and Cluster Analysis for Gaussian Stationary Processes: Local Linear Fitting Approach
  • V Congreso Galego de Estatística e Investigación de Operacións
    Ferrol. 2001
    • S. Pértega, J. A. Vilar
      Técnicas de discriminación de series de tiempo
  • XXV Congreso Nacional de Estadística e Investigación Operativa
    Vigo. 2000
    • J. M. Vilar, J. A. Vilar
      Mise exacto del estimador kernel de la densidad con muestras irregularmente espaciadas
  • Symposium of the International Association of Computational Statistics (COMPSTAT98)
    Bristol (Reino Unido). 1998
    • J. M. Vilar, J. A. Vilar
      Bootstrapping two-stage minimum distance estimators in linear regression models
    • J. M. Vilar, J. A. Vilar
      Density estimation from unequally spaced data: a simulation study
  • XXIII Congreso Nacional de Estadística e Investigación Operativa
    Valencia. 1997
    • M. Francisco Fernández, J. A. Vilar, J. M. Vilar
      Consistencia fuerte de estimadores polinómicos locales recursivos de la función de regresión
    • J. A. Vilar, J. M. Vilar
      Regresión polinómica local recursiva para procesos alpha-mixing : un estudio de simulación
  • XV Congreso de Ecuaciones Diferenciales y Aplicaciones / V Congreso de Matemática Aplicada (XV CEDYA / V CMA)
    Vigo. September 23-26, 1997
    • J.A. Vilar Fernández, S. Pértega Díaz
      A Comparative Study of Several Parametric and Semiparametric approaches for Time Series Classificationme

Departamento de Matemáticas
Facultad de Informática
Campus de Elviña, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 1226