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Pedro Alberto Morettin

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Pedro Alberto Morettin
Born1942 Edit this on Wikidata
Catanduva Edit this on Wikidata
EducationDoctor Edit this on Wikidata
Alma mater
Academic career
Institutions
Doctoral advisorDavid R. Brillinger
Doctoral studentsClélia Maria de Castro Toloi, Marli M. Neves, Francisco Alberto Pino, Chang Chiann, Thelma Safadi, Eliana Zandonade, Bernardo M. Lagos, Julio Hokama, José Carlos Simon de Miranda, Maria Silvia de Assis Moura, Airlane Pereira Alencar, João Ricardo Sato, Juan Carlos Ruilova, Rogério de Faria Porto, Marcelo Magalhães Taddeo, Gladys Elena Salcedo, Adriana Bruscato, José Euclides de Melo Ferraz, Sumaia Abdel Latif, Jhames Matos Sampaio, Amanda dos Santos Gomes, Michel H. Montoril, Luz Marina Gómez Gomez, Ivan Robert Enriquez, Francyelle Lima Silva, Kim Samejima

Pedro Alberto Morettin (29 June 1942) is a Brazilian statistician, Emeritus professor at the Institute of Mathematics and Statistics, University of São Paulo and holds a PhD from the University of California, Berkeley. He also was involved with the Inter American Statistical Institute and the International Statistical Institute.

He is mostly recognized from his works in time series and wavelets analysis.

Education

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Morettin studied at the Instituto de Educação de Catanduva, where he had a math teacher who inspired him to persuade this career in this field. Later, Morettin enrolled in the University of São Paulo's mathematics program. In 1963, received both bachelor's and licentiate degree. After briefly working as a teacher, Morettin movet to the United States and begun to expand his knowledge of statistics.[1]

He earned a master's degree in statistics in 1971 and his PhD in 1972, both from the University of California, Berkeley.[2] There, he studied and became friend with David Brillinger, a friendship that lasted for 40 years. Morettin describes Brillinger's influence in his career as a researcher in the area of time series.[3]

Career

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At the Institute of Mathematics and Statistics, University of São Paulo (IME-USP)

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Although his initial degree was in pure mathematics, Morettin expanded his knowledge in statistics and began to teach in this field at the Institute of Mathematics and Statistics.[1]

Morettin became the institute's dean in 1990. During his term, he modernized the Department of Statistics, introducing research areas in time series and wavelts and consolidate international partnerships. His warrant lasted until 1994, when Carlos Alberto de Bragança Pereira assumed.[4][1]

Until 2012, he was Full Professor at the IME-USP. Later, in 2023, he received the Emeritus title,[5] which is granted to retired teachers who stood out by their research and teaching activities and have distinguished themselves through contributions to the university.[1] Morettin has built a carrer at IME-USP that spanned for almost six decades.[6]

Currently, Morettin is IME-USP's Senior Professor and a associated editor of the Journal of Forecasting and São Paulo Journal of Mathematical Sciences.[2][5]

Scientific associations

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Morettin served as president of the Associação Brasileira de Estatística from 1994 to 1996[7] and as president of the Inter American Statistical Institute.[8]

He is a National Council for Scientific and Technological Development Emeritus researcher and was a associated professor at the Centro de Estudos Quantitativos em Economia e Finanças.[9]

Morettin held the position of the International Statistical Institute's vice-President and is still listed as a member.[10]

Legacy

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Morettin worked extensively with time series,[11] wavelets[12] and statistics applications,[13] with enphasis in its applications in finances, health and physics.

For his contribuitions in his area, Pedro Alberto Morettin became the first Brazilian to received the Mahalobis Award, granted by the Ministry of Statistics and Programme Implementation. The award is conceived since 2003 to a statistic originated in a developing country who promoted a research area.[14]

In addition, Morettin has supervised 46 students in master's and doctoral's degree and has authored books that are widely used in basic courses and advanced ones.[14]

Awards and recognition

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Morettin receiving the Mahalanobis Internacional Award.
  • 2006: ABE Awards, from the Associação Brasileira de Estatística.[15]
  • 2009: Mahalanobis International Award, from the India Government.[16]
  • 2012: honored with a Workshop at Campinas.[17]
  • 2021: Conselho Federal de Estatística's Emeritus Statistic, from the Conselho Regional de Estatística 3ª Região (CONRE-3).[18]
  • 2023: Instituto de Matemática e Estatística da Universidade de São Paulo's Emeritus Professor, from IME-USP.[1]
  • 2024: Conselho Nacional de Desenvolvimento Científico e Tecnológico's Emeritus researcher, from the CNPq.[1]
  • 2024: the book Time Series and Wavelet Analysis: Festschrift in Honor of Pedro A. Morettin, that honors him, was published.[6]

Works

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Livros

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  • 1997: Ondaletas e seus usos na Estatística.[19][20]
  • 2014: Ondas e Ondaletas: da análise de Fourier à análise de ondaletas de séries temporais.[12]
  • 2017: Econometria financeira.[21]
  • 2017: Estatística Básica.[22]
  • 2018: Análise de Series Temporais, Volume 1: Modelos Lineares Univariados.[23]
  • 2020: Análise de séries temporais, vol. 2: Modelos multivariados e não lineares.[24]
  • 2022: Estatística e ciência de dados.[25][26]

Artigos

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  • 1974: Walsh-function analysis of a certain class of time series.[11]
  • 1984: The Levinson Algorithm and Its Applications in Time Series Analysis.[13]
  • 1991: Walsh-Fourier Analysis and Its Statistical Applications: Comment.[27]
  • 1997: Residual variance estimation in moving average models.[28]
  • 1998: A wavelet analysis for time series.[29]
  • 2003: Wavelets in state space models.[30]
  • 2007: Time-varying modeling of gene expression regulatory networks using the wavelet dynamic vector autoregressive method. [31]
  • 2007: Wavelet based time-varying vector autoregressive modelling.[32]
  • 2008: Wavelet regression with correlated errors on a piecewise Hölder class.[33]
  • 2009: Frequency domain connectivity identification: An application of partial directed coherence in fMRI.[34]
  • 2010: Time-varying autoregressive conditional duration model.[35]
  • 2012: Comparing non-stationary and irregularly spaced time series.[36]


References

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  1. ^ a b c d e f "Professor Pedro Morettin é outorgado com o título de Professor Emérito do IME-USP". IME-USP (in Brazilian Portuguese). 2024-11-04. Retrieved 2025-07-10.
  2. ^ a b "Galeria de Diretores: Pedro Alberto Morettin". IME-USP (in Brazilian Portuguese). 2023-09-01. Retrieved 2025-07-10.
  3. ^ Guttorp, Peter; Brillinger, David (2012), Guttorp, Peter; Brillinger, David (eds.), "Commentary by Pedro A. Morettin", Selected Works of David Brillinger, New York, NY: Springer, pp. 145–148, doi:10.1007/978-1-4614-1344-8_9, ISBN 978-1-4614-1344-8, retrieved 2025-07-11
  4. ^ "Galeria de Diretores". IME-USP (in Brazilian Portuguese). 2020-07-24. Retrieved 2025-07-10.
  5. ^ a b "Título de Pesquisador Emérito & Mençaõ Especial de Agradecimentos - Agraciados 2024 - CNPq" (PDF). 2024. Retrieved 10 July 2025.
  6. ^ a b Chiann, Chang; de Souza Pinheiro, Aluisio; Castro Toloi, Clélia Maria, eds. (2024). "Time Series and Wavelet Analysis". SpringerLink. doi:10.1007/978-3-031-66398-7. ISBN 978-3-031-66397-0.
  7. ^ "Diretoria – ABE" (in Brazilian Portuguese). Retrieved 2025-07-10.
  8. ^ Soares, Camila (2024-09-30). "CONRE-3 participa de homenagem ao Prof. Morettin, da USP – CONRE-3 | Conselho Regional de Estatística 3ª Região" (in Brazilian Portuguese). Retrieved 2025-07-11.
  9. ^ "Home | Ceqef". ceqef.fgv.br. Retrieved 2025-07-10.
  10. ^ "Our Members | ISI". isi-web.org. Retrieved 2025-07-11.
  11. ^ a b Morettin, P. A. (1974-04-01). "Walsh-function analysis of a certain class of time series". Stochastic Processes and Their Applications. 2 (2): 183–193. doi:10.1016/0304-4149(74)90026-X. ISSN 0304-4149. Retrieved 2025-04-24.
  12. ^ a b Morettin, Pedro Alberto (1999). Ondas e Ondaletas Vol. 23 (in Brazilian Portuguese). EdUSP. ISBN 978-85-314-0509-9. Retrieved 2025-04-22.
  13. ^ a b Morettin, Pedro A. (1984). "The Levinson Algorithm and Its Applications in Time Series Analysis". International Statistical Review / Revue Internationale de Statistique. 52 (1): 83–92. doi:10.2307/1403247. JSTOR 1403247. Retrieved 2025-04-24.
  14. ^ a b FAPESP. "Destaque em estatística". AGÊNCIA FAPESP (in Brazilian Portuguese). Retrieved 2025-07-10.
  15. ^ "Prêmio ABE – ABE" (in Brazilian Portuguese). Retrieved 2025-07-10.
  16. ^ "Mahalanobis International Award | ISI". isi-web.org. Retrieved 2025-07-10.
  17. ^ "Boletim da ABE" (PDF). Associação Brasileira de Estatística. 28 (82). 2012.
  18. ^ "Estatístico Emérito – CONRE-3 | Conselho Regional de Estatística 3ª Região" (in Brazilian Portuguese). Retrieved 2025-07-10.
  19. ^ "ABE - Associação Brasileira de Estatística". www.ime.usp.br. Retrieved 2025-04-22.
  20. ^ Morettin, P.A. (1997). Ondaletas e Seus Usos Na Estatistica. Sao Paulo: Associacao Brasileira de Estatistica. p. 90.
  21. ^ Morettin, Pedro A. (2017-09-13). Econometria financeira: um curso em séries temporais financeiras (in Brazilian Portuguese). Editora Blucher. ISBN 978-85-212-1585-1. Retrieved 2025-04-22.
  22. ^ Morettin, Pedro A.; Bussab, Wilton O. (2017-10-06). ESTATÍSTICA BÁSICA (in Brazilian Portuguese). Editora Saraiva. ISBN 978-85-02-20717-2. Retrieved 2025-04-22.
  23. ^ Morettin, Pedro A.; Toloi, Clélia M. C. (2018-10-18). Análise de séries temporais: modelos lineares univariados (in Brazilian Portuguese). Editora Blucher. ISBN 978-85-212-1352-9. Retrieved 2025-04-22.
  24. ^ Morettin, Pedro A.; Toloi, Clélia M. C. Análise de Séries Temporais – Volume 2: Modelos multivariados e não lineares (in Brazilian Portuguese). Editora Blucher. ISBN 978-65-5506-006-5. Retrieved 2025-04-22.
  25. ^ "Estatística e ciência de dados: publicação de docentes do IME-USP – Biblioteca Carlos Benjamin de Lyra" (in Brazilian Portuguese). 2023-08-23. Retrieved 2025-04-22.
  26. ^ Morettin, Pedro Alberto; SINGER, Júlio da Motta. Estatística e ciência de dados. Rio de Janeiro, LTC, 2022. 454 p. Consultado em 22 abril 2025
  27. ^ Morettin, Pedro A. (1991). "Walsh-Fourier Analysis and Its Statistical Applications: Comment". Journal of the American Statistical Association. 86 (414): 482–483. doi:10.2307/2290598. ISSN 0162-1459. JSTOR 2290598. Retrieved 2025-04-24.
  28. ^ Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M.C. (1997). "Residual variance estimation in moving average models". Communications in Statistics - Theory and Methods. 26 (8): 1905–1923. doi:10.1080/03610929708832021. ISSN 0361-0926. Retrieved 2025-04-24.
  29. ^ Chiann, Chang; Morettin, Pedro A. (1998). "A wavelet analysis for time series". Journal of Nonparametric Statistics. 10 (1): 1–46. doi:10.1080/10485259808832752. ISSN 1048-5252. Retrieved 2025-04-24.
  30. ^ Zandonade, Eliana; Morettin, Pedro A. (2003). "Wavelets in state space models". Applied Stochastic Models in Business and Industry. 19 (3): 199–219. doi:10.1002/asmb.496. ISSN 1526-4025. Retrieved 2025-04-24.
  31. ^ Fujita, A.; Sato, J.R.; Garay-Malpartida, H.M.; Morettin, P.A.; Sogayar, M.C.; Ferreira, C.E. (2007-07-01). "Time-varying modeling of gene expression regulatory networks using the wavelet dynamic vector autoregressive method". Bioinformatics. 23 (13): 1623–1630. doi:10.1093/bioinformatics/btm151. ISSN 1367-4803. PMID 17463021. Retrieved 2025-04-24.
  32. ^ Sato, João R.; Morettin, Pedro A.; Arantes, Paula R.; Amaro, Edson (2007-08-15). "Wavelet based time-varying vector autoregressive modelling". Computational Statistics & Data Analysis. 51 (12): 5847–5866. doi:10.1016/j.csda.2006.10.027. ISSN 0167-9473. Retrieved 2025-04-24.
  33. ^ Porto, Rogério F.; Morettin, Pedro A.; Aubin, Elisete C. Q. (2008-11-01). "Wavelet regression with correlated errors on a piecewise Hölder class". Statistics & Probability Letters. 78 (16): 2739–2743. doi:10.1016/j.spl.2008.03.015. ISSN 0167-7152. Retrieved 2025-04-24.
  34. ^ Sato, João R.; Takahashi, Daniel Y.; Arcuri, Silvia M.; Sameshima, Koichi; Morettin, Pedro A.; Baccalá, Luiz A. (2009). "Frequency domain connectivity identification: An application of partial directed coherence in fMRI". Human Brain Mapping. 30 (2): 452–461. doi:10.1002/hbm.20513. ISSN 1065-9471. PMC 6871135. PMID 18064582.
  35. ^ Bortoluzzo, Adriana B.; Morettin, Pedro A.; and Toloi, Clelia M.C. (2010-05-01). "Time-varying autoregressive conditional duration model". Journal of Applied Statistics. 37 (5): 847–864. Bibcode:2010JApSt..37..847B. doi:10.1080/02664760902914458. ISSN 0266-4763. Retrieved 2025-04-24.
  36. ^ Salcedo, Gladys E.; Porto, Rogério F.; Morettin, Pedro A. (2012-12-01). "Comparing non-stationary and irregularly spaced time series". Computational Statistics & Data Analysis. 56 (12): 3921–3934. doi:10.1016/j.csda.2012.05.022. ISSN 0167-9473. Retrieved 2025-04-24.
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