Abstract
Preferential sampling in time occurs when there is stochastic dependence between the process being modeled and the times of the observations. Examples occur in fisheries if the data are observed when the resource is available, in sensoring when sensors keep only some records in order to save memory and in clinical studies, when a worse clinical condition leads to more frequent observations of the patient. In all such situations the observation times are informative on the underlying process. To make inference in time series observed under Preferential Sampling we propose, in this work, a numerical method based on a Laplace approach to optimize the likelihood and to approximate the underlying process we adopt a technique based on stochastic partial differential equation. Numerical studies with simulated and real data sets are performed to illustrate the benefits of the proposed approach. © 2019 SEIO

Abstract
Assessing the dynamical complexity of biological time series represents an important topic with potential applications ranging from the characterization of physiological states and pathological conditions to the calculation of diagnostic parameters. In particular, cardiovascular time series exhibit a variability produced by different physiological control mechanisms coupled with each other, which take into account several variables and operate across multiple time scales that result in the coexistence of short term dynamics and long-range correlations. The most widely employed technique to evaluate the dynamical complexity of a time series at different time scales, the so-called multiscale entropy (MSE), has been proven to be unsuitable in the presence of short multivariate time series to be analyzed at long time scales. This work aims at overcoming these issues via the introduction of a new method for the assessment of the multiscale complexity of multivariate time series. The method first exploits vector autoregressive fractionally integrated (VARFI) models to yield a linear parametric representation of vector stochastic processes characterized by short- and long-range correlations. Then, it provides an analytical formulation, within the theory of state-space models, of how the VARFI parameters change when the processes are observed across multiple time scales, which is finally exploited to derive MSE measures relevant to the overall multivariate process or to one constituent scalar process. The proposed approach is applied on cardiovascular and respiratory time series to assess the complexity of the heart period, systolic arterial pressure and respiration variability measured in a group of healthy subjects during conditions of postural and mental stress. Our results document that the proposed methodology can detect physiologically meaningful multiscale patterns of complexity documented previously, but can also capture significant variations in complexity which cannot be observed using standard methods that do not take into account long-range correlations.

Abstract
A new first-order integer-valued moving average, INMA(1), model based on the negative binomial thinning operation defined by Ristic et al. [21] is proposed and characterized. It is shown that this model has negative binomial (NB) marginal distribution when the innovations follow an NB distribution and therefore it can be used in situations where the data present overdispersion. Additionally, this model is extended to the bivariate context. The Generalized Method of Moments (GMM) is used to estimate the unknown parameters of the proposed models and the results of a simulation study that intends to investigate the performance of the method show that, in general, the estimates are consistent and symmetric. Finally, the proposed model is fitted to a real dataset and the quality of the adjustment is evaluated. © 2019, Springer Nature Switzerland AG.

Abstract
This work investigates outlier detection and modelling in non-Gaussian autoregressive time series models with margins in the class of a convolution closed parametric family. This framework allows for a wide variety of models for count and positive data types. The article investigates additive outliers which do not enter the dynamics of the process but whose presence may adversely influence statistical inference based on the data. The Bayesian approach proposed here allows one to estimate, at each time point, the probability of an outlier occurrence and its corresponding size thus identifying the observations that require further investigation. The methodology is illustrated using simulated and observed data sets.

Abstract
Information storage, reflecting the capability of a dynamical system to keep predictable information during its evolution over time, is a key element of intrinsic distributed computation, useful for the description of the dynamical complexity of several physical and biological processes. Here we introduce a parametric approach which allows one to compute information storage across multiple timescales in stochastic processes displaying both short-term dynamics and long-range correlations (LRC). Our analysis is performed in the popular framework of multiscale entropy, whereby a time series is first "coarse grained" at the chosen timescale through low-pass filtering and downsampling, and then its complexity is evaluated in terms of conditional entropy. Within this framework, our approach makes use of linear fractionally integrated autoregressive (ARFI) models to derive analytical expressions for the information storage computed at multiple timescales. Specifically, we exploit state space models to provide the representation of lowpass filtered and downsampled ARFI processes, from which information storage is computed at any given timescale relating the process variance to the prediction error variance. This enhances the practical usability of multiscale information storage, as it enables a computationally reliable quantification of a complexity measure which incorporates the effects of LRC together with that of short-term dynamics. The proposed measure is first assessed in simulated ARFI processes reproducing different types of autoregressive dynamics and different degrees of LRC, studying both the theoretical values and the finite sample performance. We find that LRC alter substantially the complexity of ARFI processes even at short timescales, and that reliable estimation of complexity can be achieved at longer timescales only when LRC are properly modeled. Then, we assess multiscale information storage in physiological time series measured in humans during resting state and postural stress, revealing unprecedented responses to stress of the complexity of heart period and systolic arterial pressure variability, which are related to the different role played by LRC in the two conditions.

Abstract