Curriculum Vitæ et Studiorum

Transcription

1 Curriculum Vitæ et Studiorum ORIETTA NICOLIS Office Address: Viale Marconi, 5, Dalmine (BG) Citizenship: Italian Summary Orietta Nicolis earned a B.S. in Economics, summa cum laude, in 1995 from the University of Verona, Italy. She continued her academic career teaching and conducting research activities at several universities. Orietta received a M.S. in Economics in 1997 from the Consortium for Research and Continuing Education in Economics, Torino Italy. She also earned a Ph.D. in Statistics Applied to Economics and Social Sciences in 1999 from the University of Padova, Italy. Since 2005, she has served as an Assistant Professor of Statistics at the University of Bergamo, Italy, Department of Information Technology and Mathematical Methods. In addition to her teaching responsibilities at the university, she also supervises several scientific research projects. Dr. Nicolis s research interests include the study of spatial and space-time models, spatial point processes, wavelet theory, fractional and anisotropic random fields. She has developed biostatistic application models for the interpretation of medical imaging technology, statistical models for meteorological events, tools for monitoring air quality, and also engineering applications in geomechanics and fluid dynamics. Studies Ph.D in Statistics Applied to Economic and Social Sciences, University of Padova, 1999 Dissertation: Long memory time series for the analysis of financial market. Supervisors: Prof. Aride Mazzali and Prof. Mario Faliva. Master in Economics (11 luglio 1997). CORIPE Piemonte, Torino. Dissertation: Avoidable causes of mortality in Veneto ULSS ( ): a case of outcame evaluation. Supervisor: Prof. G. Clerico. Laurea in Economics, 110/110 University of Verona, Dissertation: Modelling and forecasting of economical phenomena by nonlinear techniques: a new approach combining neural network and analysis of the singular spectra. Supervisor: Prof. G.Tondini. Awards Research grant in Statistics Statistical monitoring of environmental data, University of Bergamo (September August 2004). 1

2 Research grant in Statistics Refinement and application of some statistical techniques for Evaluation and verification of self-test, University of Verona (September August 2002). Post-doctoral grant in Statistics, University of Brescia (September August 2001). Teaching - From 2000 to 2011: Laboratory of Statistics, University of Bergamo. - From 2006 to 2008: courses of Statistics, at University of Bergamo. - From 2008 to 2011: courses of Statistics Applied to Construction, University of Bergamo. - A.Y. 2007/2008, 2009/2010: courses of Statistics for the Master programme in Technology and processes for textiles, University of Bergamo. - From 2005 to 2010: courses of Statistics for for graduate students, Master programme in Advanced Training in Management of Industrial Facilities and Maintenance, University of Bergamo and Politecnico of Milano. - From 2004 to 2006: e-learning activity for the tutoring online of statistics, University of Bergamo. - From 2002 to 2006: seminars on Statistical Methods for financial predictions and technology management, for the Ph.D programme in Economics and Management of Industrial Technology, University of Bergamo. Publications Peer Refereed Publications 1. Nicolis, O., Ramirez, P. and Vidakovic, B. (2011). 2-D Wavelet-Based Spectra with Applications. Accepted on Computational Statistics and Data Analysis 55, 1, doi: /j.csda Chen, H., Nicolis, O., and Vidakovic, B. (2010). Multiscale forecasting method using AR- MAX models. Current Development in Theory and Applications of Wavelets, 4, 3, Nicolis, O., and Vidakovic, B. (2009) Some properties of the autoregressive wavelet coefficients. Current Development in Theory and Applications of Wavelets. Volume 3, No Sahu, S. K., Nicolis, O. (2008) An evaluation of European air pollution regulations for particulate matter monitored from a heterogeneous network. Environmetrics. DOI: /env

3 5. Fassò A., Cameletti M. & Nicolis O. (2007) Air quality monitoring using heterogeneous networks. Environmetrics, 18: Mateu, J., Porcu, E. and Nicolis, O. (2006) A note on decoupling of local and global behaviour for the Dagum random field. Probabilistic Engineering Mechanics, 22, Nicolis O., Tondini G. (2006) Logit models for analysing and forecasting the performance of industrial enterprises in the Treviso area. Managerial Finance, ISSN: , Volume: 32 Issue: 8 Page: Fassò A., Nicolis O. (2004) Modelling dynamics and uncertainty in assessment of quality standards for fine particulate matters, Statistica & Applicazioni, Vol.4, n.2, Girardello P., Nicolis, O., Tondini G. (2003) Comparing conditional variance models: Theory and Empirical Evidence. Multinational Finance Journal, vol. 7, no. 3 & 4, pp Nicolis, O. (1999) Identificazione di cicli e stagionalità in serie storiche economiche mediante trasformate wavelets, Statistica Applicata, Vol Nicolis, O., Lisi, L., Sandri, M. (1995) Combining Singular-Spectrum Analysis and neural networks for time series forecasting, Neural Processing Letters, Volume 2, Number 4, July Pubblications: as autor/cohautor of books or chapters 12. Derado, G., Lee, K., Nicolis, O., Bowman, F. D., Newell,M. Ruggeri F. and Vidakovic, B. (2008) Wavelet-based 3-D Multifractal Spectrum with Applications in Breast MRI Images. To appear in Bioinformatics Research and Applications (Mandoiu, Sunderraman and Zelikovsky, eds.), Lecture Notes in Computer Science, Springer. 13. Nicolis O., (2002) Wavelets e reti neurali: analisi e previsione dell ozono. In Statistical Monitoring for Enviromental Engineering: Models and Applications to Bergamo county, Edited by R. Colombi and A. Fassò, Bergamo University Press, Edizioni Sestante. 14. Nicolis O., Fassò A. (2002) Air quality in Bergamo area: a statistical descriptive analysis of the last decade. In Statistical Monitoring for Enviromental Engineering: Models and Applications to Bergamo county, Edited by R. Colombi and A. Fassò, Bergamo University Press, Edizioni Sestante. 15. Nicolis, O. - Tondini, G. (2000) Modellizzazione e previsione delle serie storiche con tecniche non lineari, un nuovo approccio combinando reti neurali ed analisi dello spettro singolare, Libreria Universitaria Editrice, Verona. Publications in Proceedings of conferences 3

4 16. Calvo, E., Lozano, A., Nicolis, O., Marengo, M. (2010). Wavelet analysis of an unsteady air-blasted liquid sheet, 23rd Annual Conference on Liquid Atomization and Spray Systems, Brno, Czech Republic, 6-8 September 2010, ISBN Nicolis O., J. Mateu and D Ercole R. (2010). Testing for anisotropy in spatial point processes. Proceedings of the Fifth International Workshop on Spatio-Temporal Modelling (METMA5). Gonzalez-Manteiga et al. (Eds.), Publisher Unidixital. ISBN: Deposito Legal: C Nicolis O. and Nychka D. (2009) Reduced rank covariances for the analysis of environmental data. Proceedings of Scientific Meetings of SIS, Statistical Methods for the analysis of large data-sets, University G. d Annunzio - Chieti-Pescara September 23, 2009 September 25, Nicolis O. and Christakos G. (2009). A unified framework of fractal and wavelet random elds. Proceedings of TIES the 20th Annual Conference of The International Environmetrics Society, a Section of the ISI and GRASPA Conference 2009, Bologna, Italy July 5-9, Mateu J. and Nicolis O.(2009). Wavelet-based analysis of the spatial structure of point patterns. Proceedings of TIES the 20th Annual Conference of The International Environmetrics Society, a Section of the ISI and GRASPA Conference 2009, Bologna, Italy July 5-9, Finazzi F., D Ariano C., Fassò A., Mannarini G., Nicolis, O. (2009). Integrating satellite and ground level data for air quality monitoring and dynamical mapping. Proceedings of TIES the 20th Annual Conference of The International Environmetrics Society, a Section of the ISI and GRASPA Conference 2009, Bologna, Italy July 5-9, Nicolis O., Fassò A., Mannarini G. AOT calibration by spatio-temporal model in Northern Italy. Proceedings of International Workshop on Spatio-Temporal Modelling (METMA4), Alghero, Sardegna (Italia), 24, 25 e 26 Settembre Bruzzi D., Fassò A., Nicolis O., Pezzetti G. (2007) Statistical Analysis: a Tool for Understanding Monitoring Data. FMGM 2007, 7th International Symposium on Field Measurements in Geomechanics, Boston September. 24. Nicolis, O., Porcu, E. & Mateu, J. (2006) On long memory dependence for some stochastic models. Proceedings of Spatial Data Methods for Environmental and Ecological Processes. ISBN: Porcu, E., Nicolis, O. & Mateu, J. (2006) Decoupling of local and global behaviour for the Dagum Random Field and related models. Proceedings of the International Workshop on Spatio-Temporal Modelling (METMA3). (Eds.) A. Militino, L. Ugarte, B. González- Ramajo & T. Goicoa, ISBN: Depósito Legal: NA , pagg

5 26. Sujit K. Sahu, Orietta Nicolis (2006) A spatio-temporal model for particulate matter monitored from a heterogeneous network.. Proceedings of the International Workshop on Spatio-Temporal Modelling (METMA3). (Eds.) A. Militino, L. Ugarte, B. González- Ramajo & T. Goicoa, ISBN: Depósito Legal: NA , pagg Ignaccolo R., Bande, S., Nicolis O. (2006) Spatio-temporal modelling for PM10 in Piemonte. Italian Statistical Society, Proceedings of the XLIII Scientific Meeting, Cleup editrice, Padova, Torino, June 2006, pagg Ignaccolo, R., Nicolis, O. and Bande, S. (2006) Spatio-temporal modelling with exogenous variables for PM10 in Piemonte. Proceedings of the International Workshop on Spatio- Temporal Modelling (METMA3). (Eds.) A. Militino, L. Ugarte, B. González-Ramajo & T. Goicoa, ISBN: Depósito Legal: NA , pagg Fassò A., Nicolis O. (2005) Space-time integration of heterogeneous networks in air quality monitoring. Proceeding of the Italian Statistical Society Conference on Statistica e Ambiente, Cleup editrice, Padova, Messina, September 2005, 1, pagg Fassò A., Nicolis O. & M. Cameletti (2005) A dynamical space-time calibration model for the airborne particular matter data. Proceeding of S.Co. Conference, Cleup editrice, Padova, Bressanone, September 2005, pagg Fassò A., Nicolis O., Bruzzi D., Pezzetti G. (2005) Modelling and reducing uncertainty of field monitoring data in geomechanics by computerized statistical methods. Proceedings of the 11th IACMAG Conference, June Fassò A., Nicolis O. & M. Cameletti (2005) A statistical approach to heterogeneous monitoring networks, Atti dei seminari a cura di Luciano Morselli, Ecomondo Conference, Rimini October 2005, Maggioli Editore, pagg Fassò A., Nicolis O. (2004) Modeling Particulate Matter Data in Milan Monitoring Network, XLII Scientific Meeting, Bari, June 9-11, Nicolis, O. (2000) Nonparametric estimation of conditional mean and variance with Local polynomials, Italian Statistical Society, XL Scientific Meeting, Firenze, April Nicolis, O. (1999) Long memory estimation in financial time series by wavelet transform, Eleventh European Young Statistician Meeting, Department of Biometrics and Artificial Intelligence, INRA, Technical Reports and Working Papers 36. Nicolis, O., Garutti, C. and Vidakovic, B. (2008) 2-D Wavelet-Based Spectra with Application in Analysis of Geophysical Images. Quaderni di dipartimento, Department of Management and Information Technology, Working Paper, Series Mathematics and Statistics, n.9/ms

6 37. Fassò A., Cameletti M. & Nicolis O. (2005) A Statistical Approach to Heterogeneous Monitoring Networks. Quaderni di dipartimento, Department of Management and Information Technology, Working Paper, Series Mathematics and Statistics, n.7/ms Ignaccolo R., Nicolis O. (2005) Analisi statistica preliminare della dinamica spazio temporale dei PM 10 in Piemonte. Department of Management and Information Technology, Technical Report n. 8/M S. 39. Fassò A., Nicolis, O., Bruzzi, D., Pezzetti, G. (2004) Statistical modelling and reducing uncertainty of monitoring data in geomechanics. Quaderni di dipartimento, Department of Management and Information Technology, Working Paper, Series Mathematics and Statistics, n.3/ms Favretto, G., Pasini M., Nicolis O. (2002) Un modello connessionista di previsione della prestazione universitaria. In DiPAV, n. 4, pagg , a cura di G. Faretto, Dipartimento di Psicologia e Antropologia Culturale, Università di Verona. 41. Nicolis, O. (2000) Wavelet transforms for long memory parameter estimation, Quaderni del Dipartimento Metodi Quantitativi, Università di Brescia, Agosto Nicolis, O. (1998) Serie storiche a memoria lunga nell analisi dei mercati finanziari, tesi di Dottorato in Statistica Applicata alle Scienze Economiche e Sociali, Dipartimento di Scienze Statistiche, Università degli Studi di Padova. Works in Progress and submitted papers 43. Bagnato, L., Punzo, A. and Nicolis, O. The Autodependogram: A Graphical Device to Detect Serial Dependence. Submitted. 44. Nicolis, O. and Vidakovich B. Wavelets and Scaling. Wiley 45. Nicolis, O. and Mateu, J. Multiresolution Analysis of Spatial Point Processes for Detecting Linear Patterns. Educational publications 46. Nicolis, O. (2000) Statistica per le Imprese Alimentari, Università degli Studi di Verona,Diploma Universitario in Gestione delle Imprese Alimentari, Materiale didattico. Talks and posters in workshops/conferences - A Multiresolution approach for the analysis of environmental spatial data. Rodada de seminrios pr-ibc (XXVth International Biometric Conference (IBC-Floripa-2010), LEG: Laboratrio de Estatstica e Geoinformao, Centro Politcnico - Jardim das Amricas, Curitiba (Paran), Dezembro 3,

7 - Spatial modeling and classification of images using wavelets. using wavelets. Terceiro Simpsio em Estatstica Espacial e Modelagem de Imagens III - SEEMI, Dezembro 14, 15 e 16 de Testing for anisotropy in spatial point processes. Proceedings of the Fifth International Workshop on Spatio-Temporal Modelling (METMA5). Santiago de Compostela (Spain), June 30 - July 2. - Reduced rank covariances for the analysis of environmental data. Scientific Meetings of SIS, Statistical Methods for the analysis of large data-sets, University G. d Annunzio - Chieti-Pescara September 23, 2009 September 25, A unified framework of fractal and wavelet random fields. TIES the 20th Annual Conference of The International Environmetrics Society, a Section of the ISI and GRASPA Conference 2009, Bologna, Italy July 5-9, Wavelet-based analysis of the spatial structure of point patterns. TIES the 20th Annual Conference of The International Environmetrics Society, a Section of the ISI and GRASPA Conference 2009, Bologna, Italy July 5-9, Integrating satellite and ground level data for air quality monitoring and dynamical map- ping (poster). TIES the 20th Annual Conference of The International Environ- metrics Society, a Section of the ISI and GRASPA Conference 2009, Bologna, Italy July 5-9, AOT calibration by spatio-temporal model in Northern Italy (poster). International Workshop on Spatio-Temporal Modelling (METMA4), Alghero, Sardegna (Italia), 24, 25 e 26 Settembre Beyond Fourier analysis: a short introduction to wavelets, seminar at University of Padoa, Dept. of Statistical Sciences, October 17, Estimation of the Hurst parameter isotropic and anisotropic random fields. GRASPA CONFERENCE 2008 Intermediate Meeting of GRASPA-PRIN on Environmental Statistics Siena, 27 and 28 March Modellizzazione spazio-temporale del PM 10 in Piemonte: covarianze spazio-temporali non separabili. Workshop intermedio del progetto di ricerca: Metodi statistici e modelli spazio-temporali per il monitoraggio dell inquinamento atmosferico, Torino, December 18, D Wavelet-Based Spectra for the analysis of anisotropic spatial processes. L interdisciplinarietà nelle problematiche ambientali: analisi dei contributi di tre Progetti PRIN2004, Lecce, Abril, D Wavelet-Based Spectra Analysis for the Classification of Geophysical Images (Poster).Italian Statistical Society: Intermediate Workshop, Venezia, June 6-8, A spatio-temporal model for particulate matter monitored from a heterogeneous network (Poster). ISBA Eighth World Meeting on Bayesian Statistics, Benidorm (Alicante, Spain), June 1st to June 6th, Spatio-temporal Modelling with Exogenous Variables for PM 10 in Piemonte (Poster). Multivariate Methods in Environmetrics, October 26-28, 2006, Chicago, Illinois. 7

8 - On long memory dependence for some stochastic models. Spatial Data Methods for Environmental and Ecological Processes, Foggia, Italy 14 September Spatio-temporal modelling with exogenous variables for PM 10 in Piemonte.International Workshop on Spatio-Temporal Modelling (METMA3), Pamplona, (Spain) September Decoupling of local and global behaviour for the Dagum Random Field and related models.international Workshop on Spatio-Temporal Modelling (METMA3), Pamplona, (Spain) September A spatio-temporal model for particulate matter monitored from a heterogeneous network. International Workshop on Spatio-Temporal Modelling (METMA3), Pamplona, (Spain) September Spatio-temporal modelling with exogenous variables for PM 10 in Piemonte. Italian Statistical Society, XLIII Scientific Meeting, Torino, June Space-time integration of heterogeneous networks in air quality monitoring. Italian Statistical Society Conference on Statistica e Ambiente, Messina, September On long memory dependence for some stochastic models. Spatial Data Methods for Environmental and Ecological Processes, Processes Foggia, Italy 14 September A dynamical space-time calibration model for the airborne particular matter data. S.Co. Conference, Bressanone, September Modelling and reducing uncertainty of field monitoring data in geomechanics by computerized statistical methods. 11th IACMAG Conference in Torino, June th IACMAG Conference in Torino, June Space-time integration of heterogeneous networks in air quality monitoring, GRASPA Conference 2005, Bertinoro, April Modeling Particulate Matter Data in Milan Monitoring Network, XLII Riunione Scientifica, Bari, June 9-11, Analisi preliminare della dinamica spazio-temporale delle polveri fini in nord Italia, Dalmine (BG), Febrary, 5-7, Analisi e previsione dell inquinamento dell aria nella provincia di Bergamo (January 27, 2003), Dipartimento di Scienze Economiche, Verona. - Comparing conditional variance models: Theory and Empirical Evidence (July 2, 2002), Multinational Finance Society, Cyprus. - Using wavelets for decomposing and forecasting air pollution time series (June 19, 2002), The International Environmetrics Society (TIES), Genoa. - Air quality in last decade for Bergamo area: statistical evidence and wavelets (January 14, 2002), Engineering Faculty, University of Bergamo. - Detection of Asymmetry and Estimation of Discrete-Time Stochastic Volatility Models for some Asset Returns (May 26, 2001), Multinational Finance Society, Garda (Italy). 8

9 - Nonparametric estimation of conditional mean and variance with Local polynomials, Italian Statistical Society, XL Scientific Meeting Scientifica, Firenze, April 28, Long memory estimation in financial time series by wavelet transform (24 agosto 1999), Department of Biometrics and Artifiacial Intelligence, INRA, Marley-le-Roy, France. - Modelli lineari e non con tecniche wavelets e reti neurali ( 28 gennaio 1998), International School of Advanced Studies (SISSA), Trieste. Visiting periods and international collaborations - From November to December 2010: Universidade Federal de Minas Gerais, Belo Horizonte, Brazil. - From September to December 2009: SAMSI (Statistical and Applied Mathematical Sciences Institute), Durham, NC. - June, 2009: Department of Geography San Diego State University, San Diego. - June, 2009: Departamento de Matemticas Area de Estadstica e Investigacin Operativa Campus Riu Sec Universitat Jaume I E Castelln, Spain. - February, 2009: Departamento de Matemticas Area de Estadstica e Investigacin Operativa Campus Riu Sec Universitat Jaume I E Castelln, Spain. - January 23 January 31, 2009: Department of Geography San Diego State University, San Diego. - January 12 January, 23, 2009: Department of Biomedical Engineering, GaTech, Atlanta. - November 5 December 19, 2008: NCAR (National Center of Atmospheric Research), Boulder. - September, 26 October 18, 2007, November 26 December 14, 2007, October 2010: Department of Biomedical Engineering, GaTech, Atlanta. - October 30 November 30, 2006: Department of Biomedical Engineering, GaTech, Atlanta. - July, 6-20, 2006: Departamento de Matemticas Area de Estadstica e Investigacin Operativa Campus Riu Sec Universitat Jaume I E Castelln, Spain - December 11, 2005 January 14, 2006: School of Mathematics, University of Southampton, Highfield, SO17 1BJ, UK. June, 2009: Department of Geography San Diego State University, San Diego. - June, 2009: Departamento de Matemticas Area de Estadstica e Investigacin Operativa Campus Riu Sec Universitat Jaume I E Castelln, Spain. Other activities 9

10 Peer reviews for the following journals: Environmetrics, Multinational Finance Journal Managerial Finance, Journal of Statistical Computation and Simulation, Stochastic Environmental Research and Risk Assessment (SERRA), Computational Statistics and Data Analysis, and Hydrology Research. Member of Italian Statistical Society, International Environmetrics Society, and GRASPA(Gruppo di Ricerca per le Applicazioni della Statistica ai Problemi Ambientali ). From 2008 she s supervisor and responsible for the following projects: 1. Analysis of Rainfall Patterns for the Design of Water Drainage Systems for Dakota Company, Verona, IT. 2. Statistical Analysis of Building Insolation Systems for Dovaro Company, Vicenza, IT. Member of national projects: Modeling and statistical analysis of the impact and risk to environmental phenomena with spatial and temporal components ( ); The statistical treatment of the complexity and uncertainty of the environmental studies ( ); Statistics for environmental decisions ( ); Parametric and nonparametric analysis of financial time series ( ); The efficient market hypothesis and market fractal: checks through financial time series ( ). Supervisor of degree thesis. Bergamo, January 20, 2011 Orietta Nicolis 10