
First order Kendall maximal autoregressive processes and their applications
The main idea of this project is construction of distributions and stochastic processes additive in the sense of generalized convolution and application them to modeling environmental conditions. We consider Kendall random walks, for which we solve the problems of the renewal theory, factorization problems and prove limit theorems. The project includes a preliminary study for more advanced problems. This can be used in modeling the dependence between environmental conditions and the number of traffic accidents or medical events (e.g. heart attacks, strokes) or the impact of these conditions on the allergy or asthma. This is the first step to build a short-term forecasts for hospitals, ambulance, police. Hence we assign the project to the KIS 2. Diagnosis and therapy lifestyle diseases and personalized medicine. The results will be published in good international scientistic journals from the JCR list and presented during international conferences.
Title: First order Kendall maximal autoregressive processes and their applications
Project manager: dr Barbara Jasiulis-Gołdyn
Institution: University of Wrocław, Mathematical Institute
Programme: REINTEGRATION Foundation for Polish Science
Budget: 739 824 PLN
Time scale: 1.10.2016 -31.12.2019
Domestic research partner: prof. dr hab. Jolanta Misiewicz (Warsaw University of Technology)
Foreign research partner: prof. Edward Omey (KU Leuven, Belgium)
Industry partner: Far Data Sp. z o.o. Spółka Komandytowa