Skip to content

Toggle service links

You are here

  1. Home
  2. Dr Alvaro Faria

Dr Alvaro Faria

Profile summary

  • Central Academic Staff
  • Lecturer in Statistics
  • Faculty of Science, Technology, Engineering & Mathematics
  • School of Mathematics & Statistics
  • alvaro.faria

Professional biography

Lecturer in statistics at the School of Mathematics and Statistics, STEM, the Open University, UK. Previously, a lecturer in the Department of Management Sciences of University of Lancaster, UK, and a post-doc research fellow in the Department of Statistics at the University of Warwick. PhD in Statistics from the University of Warwick and MsC and BSc in systems engineering at the Catholic University of Rio de Janeiro (PUC-Rio), Brazil. Worked as systems engineer at the National Institue of Technology and as a software engineer at Medidata Informatica in Rio de Janeiro, Brazil.

Research interests

  • Statistical modelling in Engineering. Safety risk assessment. Displacement monitoring and forecasting of tailings and hydroelectric dams.
  • Bayesian time series analysis. Bayesian forecasting models for non-linear autoregressive high-frequency data;
  • Time series processes in space (space-time models);
  • Combining statistical models. Hybrid models. Expert judgement;

Teaching interests

  • Currently charing the M249 Practical modern statistics module.
  • Past chair of the M248 Analysing data module.

Impact and engagement

  • Safety in mining: developed technology currently adoted by mining companies in Latin America that allows monitoring and forecasting geological movement in tailings dams.

External collaborations

  • Dr. Luiz Teixeira (University of Latin America) and Jefferson Royer from IntellTech .

Research groups

NameTypeParent Unit
Bayesian Statistics Research GroupGroupFaculty of Mathematics, Computing and Technology
Multivariate Statistics Research GroupGroupFaculty of Mathematics, Computing and Technology

Publications

Time series forecasting with the WARIMAX-GARCH method (2016-12-05)
Corrêa, J. M.; Neto, A. C.; Teixeira Júnior, L. A.; Franco, E. M. C. and Faria Jr, A. E.
Neurocomputing, 216 (pp. 805-815)

Linear combination of forecasts with numerical adjustment via MINIMAX non-linear programming (2016-01)
Correa, Jairo Marlon; Neto, Anselmo Chaves; Teixeira Junior, Luiz Albino; Carreno, Edgar Manuel and Faria, Álvaro Eduardo
Revista GEPROS - Gestão da Produção, Operações e Sistemas, 11(1) (pp. 79-95)

Dynamic spatial Bayesian models for radioactivity deposition (2011-11)
De, Swarup and Faria, Álvaro
Journal of Time Series Analysis, 32(6) (pp. 607-617)

Multimodality on the geometric combination of Bayesian forecasting models (2008)
Faria, Alvaro and Mubwandarikwa, Emmanuel
International Journal of Statistics and Management Systems, 3(1-2) (pp. 1-25)

The geometric combination of Bayesian forecasting models (2008)
Faria, Alvaro and Mubwandarikwa, Emmanuel
Journal of Forecasting, 27(6) (pp. 519-535)

Bayesian Poisson models for the graphical combination of dependent expert information (2000)
Smith, J. Q. and Faria, Alvaro
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 62(3) (pp. 525-544)

Conditionally externally Bayesian pooling operators in chain graphs (1997)
Faria, Álvaro and Smith, Jim Q.
The Annals of Statistics, 25(4) (pp. 1740-1761)

Probabilistic data assimilation within RODOS (1997)
Smith, Jim Q.; Faria, Á. E.; French, S.; Raniard, D.; Vlesshouwer, D.; Bohunova, J.; Duranova, T.; Stubna, M.; Dutton, L.; Rojas, C. and Sohier, A.
Radiation Protection Dosimetry, 73(1) (pp. 57-59)

A re-evaluation of the quasi-Bayes approach to the linear combination of forecasts (1995-11)
Faria, Á. E. and Souza, R. C..
Journal of Forecasting, 14(6) (pp. 533-542)

Temperature field forecast in concrete dam with the use of Arima Models and the Finite Element Method (2018-09-19)
Hickmann, Tásia; Teixeira Júnior, Luis Albino; Faria, Álvaro; Rodrigues, Samuel B.; Côrrea, Jairo M. and Garcia, Everton L.
In: Andrade, Darly Fernando ed. Métodos Quantitativos – Pesquisa Operacional (pp. 112-123)
ISBN : 978-85-7042-010-7 | Publisher : Editora Poisson | Published : Belo Horizonte

Conditional external Bayesianity in decomposable influence diagrams (1996-05-09)
Faria, Álvaro E. and Smith, Jim Q.
In: Bernardo, J. M.; Berger, J. O.; Dawid, A. P. and Smith, A. F. M. eds. Bayesian Statistics 5: Proceedings of the Fifth Valencia International Meeting, June 5-9, 1994 (pp. 551-560)
ISBN : 9780198523567 | Publisher : Clarendon Press | Published : Oxford

Dynamic Bayesian smooth transition autoregressive models applied to hourly electricity load in Brazil (2019)
Faria, Álvaro E. and Santos, Alexandre J.
In : ITISE 2018 International Conference on Time Series and Forecasting (19-21 Sep 2018, Granada, Spain)

Dynamic Bayesian smooth transition autoregressive models applied to hourly electricity load in southern Brazil (2018-09)
Faria, Álvaro E. and Santos, Alexandre J.
In : ITISE 2018 - International Conference on Time Series and Forecasting (19-21 Sep 2018, Granada, Spain) (pp. 966-981)

Temperature field forecast in concrete dam with the use of ARIMA models and the finite element method (2016-11)
Hickman, Tásia; Teixeira Jr., Luiz Albino; Faria, Alvaro; Rodrigues, Samuel Bellido; Côrrea, Jairo Marlon; Garcia, Everton Luís and Aracayo, Luis Antonio Sucapuca
In : Anais do XLVIII - Simpósio Brasileiro de Pesquisa Operacional (27-30 Sep 2016, Vitoria, Brazil)

COMBINAÇÃO LINEAR WAVELET SARIMA-RNA COM ESTÁGIOS MULTIPLOS NA PREVISÃO DE SÉRIES TEMPORAIS (2016-08)
Teixeira Júnior, Luiz Albino; Faria Júnior, Álvaro Eduardo; Pereira, Ricardo Vela de Britto; Souza, Reinaldo Castro and Franco, Edgar Manuel Carreño
In : XVIII Simpósio de Pesquisa Operacional & Logística da Marinha (05-06 Aug 2016, Rio de Janeiro, Brazil) (pp. 295-307)

Influence of feed rate and threaded length in thread forming and tapping operations (2013-07)
Pereira, Igor C.; Faria, Alvaro E. and Da Silva, Marcio B.
In : World Congress on Engineering 2013 (3-5 Jul 2013, London)

Exploring the relationship between cumulative change and complexity in an Open Source System (2005-03)
Capiluppi, A.; Faria, A.E. and Ramil, J.F.
In : Proceedings of the Ninth European Conference on Software Maintenance and Re-engineering, CSMR 2005 (21-23 Mar 2005, Manchester, UK)

Exploring the relationship between cumulative change and complexity in an open source system evolution (2005)
Capiluppi, Andrea; Faria, Alvaro and Ramil, J. F.
In : Proceedings of the 9th European Conference on Software Maintenance and Re-engineering (2005)