<html> <head> <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> <title>Statistique informatique (compstat)</title> <script>          <!--          ci="";          function ion(n,v,o) {if (ci!='') ioff(); eval('document.'+n+'.src="'+v+'"'); ci=n; co=o; }          function ioff() {if (ci=='') return; eval('document.'+ci+'.src="'+co+'"'); ci=""; }          // -->          </script> </head> <body bgcolor="#ffffff" text="#444455" link="#336699" vlink="#336699" alink="#336699"> <table cellspacing="0" cellpadding="0" border="0" width="100%"> <tr> <td align="center" valign="top"> <table cellspacing="0" cellpadding="0" border="0" width="655"> <tr> <td><img src="../../../design/space12.gif"></td> </tr> <tr> <td align="center" valign="top"> <table cellspacing="0" cellpadding="0" border="0" width="655"> <tr> <td align="left" valign="top" colspan="2"><img src="../../../design/b_ulb1.jpg" border="0" usemap="#ulb"><br> <map name="ulb"> <area shape="rect" coords="0,68,202,100" href="../../../universite.html"> <area shape="rect" coords="203,68,380,100" href="../../../enseignements.html"> <area shape="rect" coords="381,68,511,100" href="../../../recherche.html"> <area shape="rect" coords="512,68,655,100" href="../../../informations.html"> <area shape="rect" coords="0,0,655,100" href="../../../homepage.html"> </map> </td> </tr> <tr> <td align="left" valign="top"><img src="../../../design/space12.gif"><br> <font face="Arial,Helvetica" size="1"><a style="text-decoration:none" href="../../../homepage.html" onmouseover="ion('accueil','../../../design/menu1a.gif','../../../design/menu1.gif')" onmouseout="ioff()"><img src="../../../design/menu1.gif" border="0" name="accueil">page d'accueil</a>&nbsp;&nbsp;      <a style="text-decoration:none" href="../facultes/index.html" onmouseover="ion('toc','../../../design/menu1a.gif','../../../design/menu1.gif')" onmouseout="ioff()"><img src="../../../design/menu1.gif" border="0" name="toc">sommaire</a>&nbsp;&nbsp;      <a style="text-decoration:none" href="../facultes/isro.html" onmouseover="ion('fac','../../../design/menu1a.gif','../../../design/menu1.gif')" onmouseout="ioff()"><img src="../../../design/menu1.gif" border="0" name="fac">institut</a>&nbsp;&nbsp;</font></td><td align="right" valign="top"><img src="../../../design/space12.gif"><br> <font face="Arial,Helvetica" size="1"><a style="text-decoration:none" href="../../../outils/recherche/recherche.html" onmouseover="ion('srch','../../../design/menu1a.gif','../../../design/menu1.gif')" onmouseout="ioff()"><img src="../../../design/menu1.gif" border="0" name="srch">recherche</a>&nbsp;&nbsp;         </font></td> </tr> </table> </td> </tr> <tr> <td align="center" valign="top"> <table border="0" cellspacing="0" cellpadding="0" width="655"> <tr> <td width="165"><img src="../../../design/space165.gif"></td><td width="30"><img src="../../../design/space30.gif"></td><td width="265"><img src="../../../design/space265.gif"></td><td width="30"><img src="../../../design/space30.gif"></td><td width="165"><img src="../../../design/space165.gif"></td> </tr> <tr> <td colspan="5"><img src="../../../design/space12.gif"></td> </tr> <tr> <td valign="top" colspan="5"> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="4" color="#336699"><b>Statistique informatique (compstat)</b> <br> </font><font face="Arial, Helvetica, sans-serif" size="2" color="#666666">Institut de Statistique et de Recherche op&eacute;rationnelle (unit&eacute; ULB154)<br> </font> </div> <img src="../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top" colspan="5"> <div align="justify"> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <div align="justify">Analyse statistique de s&eacute;ries chronologiques et traitement du signal. M&eacute;thodes d'estimation: algorithmes de calcul de la fonction de vraisemblance et de la matrice d'information de Fisher, m&eacute;thodes en ligne. Mod&egrave;les &agrave; coefficients d&eacute;pendant du temps, mod&egrave;les non lin&eacute;aires, mod&egrave;les d'intervention. Analyse spectrale &eacute;volutive. M&eacute;thodes de pr&eacute;vision par lissage exponentiel et g&eacute;n&eacute;ralisations. D&eacute;veloppement d'un syst&egrave;me expert de pr&eacute;vision &eacute;conomique: logiciel TSE (Time Series Expert). Statistique informatique et d&eacute;veloppements d'algorithmes. Etablissement d'un cadre pour l'investigation empirique de l'&eacute;volution de distributions transversales en fonction du temps: macro-&eacute;conomie empirique et dynamique de grands mod&egrave;les pour donn&eacute;es transversales.</div> <br> </font><img src="../../../design/space1.gif" height="18"><br> </div> </td> </tr> <tr> <td valign="top"><img src="../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>coordonn&eacute;es<br> </b></font> </div> <img src="../../../design/space1.gif" height="16"><br> </td><td><img src="../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <table border="0" cellspacing="0" cellpadding="0" background=""> <tr> <td colspan="2"><img src="../../../design/coord3.gif"><font face="Arial,Helvetica" color="#666666" size="2"><b>Statistique informatique</b></font></td> </tr> <tr> <td valign="top"><img src="../../../design/item1.gif"></td><td><font face="Arial,Helvetica" color="#666666" size="2">tel&nbsp;+32-2-650.58.90, fax&nbsp;+32-2-650.58.99, <a style="text-decoration:none" href="mailto:gmelard@ulb.ac.be">gmelard@ulb.ac.be</a></font></td> </tr> <tr> <td valign="top"><img src="../../../design/item1.gif"></td><td><font face="Arial,Helvetica" color="#666666" size="2"><a style="text-decoration:none" href="../../../docs/campus/plaplan.html">Campus de la Plaine</a>, Plaine B&acirc;t NO, niveau 9, local 2.O.9.117</font></td> </tr> <tr> <td valign="top"><img src="../../../design/item1.gif"></td><td><font face="Arial,Helvetica" color="#666666" size="2">CP210, boulevard du Triomphe, 1050 Bruxelles</font></td> </tr> </table> <br> </font><img src="../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>responsable<br> </b></font> </div> <img src="../../../design/space1.gif" height="16"><br> </td><td><img src="../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"><a style="text-decoration:none" href="../chercheurs/3/CH553.html">Prof.&nbsp;Guy&nbsp;MELARD</a> <br> </font><img src="../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>composition<br> </b></font> </div> <img src="../../../design/space1.gif" height="16"><br> </td><td><img src="../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"><a style="text-decoration:none" href="../chercheurs/0/CH7090.html">Abdelghafour&nbsp;AYADI</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../chercheurs/0/CH4320.html">Andr&eacute;&nbsp;KLEIN</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../chercheurs/8/CH7758.html">Soumia&nbsp;LOTFI</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../chercheurs/9/CH7759.html">Hassane&nbsp;NJIMI</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../chercheurs/7/CH7757.html">Abdelhamid&nbsp;OUAKASSE</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../chercheurs/8/CH6068.html">Toufik&nbsp;ZAHAF</a> <br> </font><img src="../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>projets<br> </b></font> </div> <img src="../../../design/space1.gif" height="16"><br> </td><td><img src="../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <div align="justify"> <a style="text-decoration:none" href="../projets/3/PR2843.html">Analyse statistique de s&eacute;ries chronologiques et traitement du signal. M&eacute;thodes d'estimation: algorithmes de calcul de la fonction de vraisemblance et de la matrice d'information de Fisher, m&eacute;thodes en ligne.</a> <br> <br> <a style="text-decoration:none" href="../projets/4/PR2844.html">Mod&egrave;les de s&eacute;ries chronologiques &agrave; coefficients d&eacute;pendant du temps, mod&egrave;les non lin&eacute;aires, mod&egrave;les d'intervention. Analyse spectrale &eacute;volutive.</a> <br> <br> <a style="text-decoration:none" href="../projets/5/PR2845.html">M&eacute;thodes de pr&eacute;vision par lissage exponentiel et g&eacute;n&eacute;ralisations. D&eacute;veloppement d'un syst&egrave;me expert de pr&eacute;vision &eacute;conomique: logiciel TSE (Time Series Expert).</a> <br> <br> <a style="text-decoration:none" href="../projets/6/PR2846.html">Framework for empirical analysis of evolution of cross-section distributions in function of time: empirical macroeconomics and dynamics of large models for cross-sectional data.</a> <br> <br> <a style="text-decoration:none" href="../projets/7/PR2847.html">D&eacute;veloppement d'un cours en auto-apprentissage pour l'analyse des s&eacute;ries temporelles</a> <br> </div> <br> </font><img src="../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>publications principales<br> </b></font> </div> <img src="../../../design/space1.gif" height="16"><br> </td><td><img src="../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <div align="justify">KLEIN, Andr&eacute;, MELARD, Guy, and ZAHAF, Toufik / Computation of the exact information matrix of Gaussian dynamic regression time series models / Annals of Statistics, 26, 1636-1650<br> <br>AZRAK, Rajae, MELARD, Guy / The exact quasi-likelihood of time dependent ARMA models / Journal of Statistical Planning and Inference, 68, 31-45<br> <br>KLEIN, Andr&eacute;, and MELARD, Guy / Computation of the Fisher information matrix for time series models / Journal of Computational and Applied Mathematics, 64, 57-68.<br> <br>BROZE, Laurence et MELARD, Guy / Lissage exponentiel g&eacute;n&eacute;ralis&eacute; / Cahiers du Centre d'Etudes de Recherche Op&eacute;rationnelle 36, 27-42<br> <br>MELARD, Guy and KLEIN, Andr&eacute; / On a fast algorithm for the exact information matrix of a Gaussian ARMA time series / IEEE Transactions on Signal Processing, 42, No. 8, 2201-2203<br> <br>KLEIN, Andr&eacute; and MELARD, Guy / The information matrix of multiple input single output time series models / Journal of Computational and Applied Mathematics, 51, 349-356<br> <br>MELARD, Guy et PASTEELS, Jean-Michel / Manuel d'utilistateur Time Series Expert (TSE version 2.3) / Universit&eacute; Libre de Bruxelles, Facult&eacute; des Sciences sociales, politiques et &eacute;conomiques, Soco-informatique, and Institut de Statistique, d&eacute;cembre 1997<br> <br>MELARD, Guy et PASTEELS, Jean-Michel / User's Manual of Time Series Expert (TSE version 2.3) / Universit&eacute; Libre de Bruxelles, Institut de Statistique, July 1998.<br> <br>KLEIN, Andr&eacute;, MELARD, Guy, and ZAHAF, Toufik / Construction of the exact Fisher information matrix of time series models by means of matrix differential rules / Linear Algebra and its Applications, 321, 209-232<br> <br>MELARD, Guy and PASTEELS, Jean-Michel / Automatic ARIMA modeling including interventions, using time series expert software / International Journal of Forecasting 16, 497-508.<br> </div> <br> </font><img src="../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>theses<br> </b></font> </div> <img src="../../../design/space1.gif" height="16"><br> </td><td><img src="../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <div align="justify">AZRAK, Rajae (1996), "Contribution &agrave; l'estimation de mod&egrave;les non stationnaires", Dir. Prof. Guy M&eacute;lard, Facult&eacute; des Sciences, ULB, Bruxelles.<br> <br>HARTI, Mostafa (1996), "Algorithmes pour l'estimation par pseudo-maximum de vraisemblance exacte pour des mod&egrave;les VARMA sous forme classique et sous forme structur&eacute;e", Dir. Prof. Guy M&eacute;lard, Institut de Statistique, ULB, Bruxelles.<br> <br>SABITI, Kiseta Jacques (1997), "Time Series Models with Exogenous Variables: Problem of Parameters Estimation", Doctorat en Statistique Appliqu&eacute;e, Dir. Prof. G. M&eacute;lard, Institut de Statistique et de Recherche Op&eacute;rationnelle, ULB, Bruxelles.<br> <br>PASTEELS, Jean-Michel (1997) "L'expertise dans la pr&eacute;vision &agrave; court terme de variables &eacute;conomiques: contributions m&eacute;thodologiques et empiriques", Doctorat en Sciences Economiques, Dir. Prof. Guy M&eacute;lard et Prof. Paul Kestens, Facult&eacute; des Sciences sociales, politiques et &eacute;conomiques, ULB, Bruxelles.<br> <br>RUELAS, Jos&eacute; Gabriel (1997), "Syst&egrave;mes intelligents d'aide &agrave; la d&eacute;cision et application en gestion de portefeuilles", Doctorat en Sciences Sociale, orientation Informatique et Sciences Humaines, Dir. Prof. Guy M&eacute;lard et Prof. Jacques Janssen, Facult&eacute; des Sciences sociales, politiques et &eacute;conomiques, ULB, Nivelles.<br> <br>ZAHAF, Toufik (1998), "Contributions &agrave; l'estimation des param&egrave;tres de mod&egrave;les de s&eacute;ries chronologiques", Doctorat en Statistique Appliqu&eacute;e, Dir. Prof. G. M&eacute;lard, Institut de Statistique et de Recherche Op&eacute;rationnelle, ULB, Bruxelles.<br> </div> <br> </font><img src="../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>collaborations principales<br> </b></font> </div> <img src="../../../design/space1.gif" height="16"><br> </td><td><img src="../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <div align="justify">Prof. Laurence BROZE, Universit&eacute; de Lille III, GREMARS, Lille, France<br> <br>Tuan Dinh PHAM, Universit&eacute; Joseph Fourier, Grenoble, France<br> <br>Prof. Roch ROY, Universit&eacute; de Montr&eacute;al, D&eacute;pt de math&eacute;matique et statistique, Montr&eacute;al, Canada<br> </div> <br> </font><img src="../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>savoir-faire/&eacute;quipements<br> </b></font> </div> <img src="../../../design/space1.gif" height="16"><br> </td><td><img src="../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <div align="justify">Analyse spectrale &eacute;volutive.<br> <img height="8" src="../../../design/space1.gif"><br>Analyse statistique de s&eacute;ries chronologiques et traitement du signal<br> <img height="8" src="../../../design/space1.gif"><br>D&eacute;veloppement d'un syst&egrave;me expert de pr&eacute;vision &eacute;conomique: logiciel TSE (Time Series Expert)<br> <img height="8" src="../../../design/space1.gif"><br>Etablissement d'un cadre pour l'investigation empirique de l'&eacute;volution de distributions transversales en fonction du temps: macro-&eacute;conomie empirique et dynamique de grands mod&egrave;les pour donn&eacute;es transversales.<br> <img height="8" src="../../../design/space1.gif"><br>Mod&egrave;les &agrave; coefficients d&eacute;pendant du temps, mod&egrave;les non lin&eacute;aires, mod&egrave;les d'intervention.<br> <img height="8" src="../../../design/space1.gif"><br>M&eacute;thodes d'estimation: algorithmes de calcul de la fonction de vraisemblance et de la matrice d'information de Fisher, m&eacute;thodes en ligne<br> <img height="8" src="../../../design/space1.gif"><br>M&eacute;thodes de pr&eacute;vision par lissage exponentiel et g&eacute;n&eacute;ralisations.<br> <img height="8" src="../../../design/space1.gif"><br>Statistique informatique et d&eacute;veloppements d'algorithmes.<br> </div> <br> </font><img src="../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>disciplines et mots cl&eacute;s d&eacute;clar&eacute;s<br> </b></font> </div> <img src="../../../design/space1.gif" height="16"><br> </td><td><img src="../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"><a style="text-decoration:none" href="../disciplines/2/DI1142.html">ALGEBRE LINEAIRE ET MATRICIELLE</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../disciplines/2/DI4332.html">ECONOMETRIE</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../disciplines/3/DI1113.html">GEOMETRIES DIFFERENTIELLE ET INFINITESIMALE</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../disciplines/1/DI1131.html">PROCESSUS STOCHASTIQUES</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../disciplines/6/DI1166.html">PROGRAMMATION DU CALCUL NUMERIQUE</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../disciplines/5/DI4335.html">PROSPECTIVE ECONOMIQUE</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../disciplines/3/DI4333.html">STATISTIQUE ECONOMIQUE</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../disciplines/0/DI1130.html">STATISTIQUE MATHEMATIQUE</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../disciplines/1/DI1181.html">SYSTEMES EXPERTS</a> <br> <br> <a style="text-decoration:none" href="../motscles/5/MO7645.html">ajustement saisonnier</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/1/MO7641.html">analyse spectrale &eacute;volutive</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/4/MO7644.html">cours</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/8/MO7638.html">estimation en ligne</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/9/MO7639.html">estimation r&eacute;currente</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/5/MO7635.html">estimation statistique</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/2/MO7642.html">lissage exponentiel</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/4/MO5294.html">logiciel</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/7/MO7637.html">matrice d'information de Fisher</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/6/MO7636.html">maximum de vraisemblance exact</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/8/MO3648.html">mod&egrave;le &agrave; facteurs</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/4/MO7634.html">mod&egrave;le ARIMA</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/0/MO7640.html">mod&egrave;les &agrave; coefficients d&eacute;pendant du temps</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/6/MO4376.html">pr&eacute;vision</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/3/MO7633.html">s&eacute;rie temporelle</a> <img src="../../../design/sep1.gif"> <a style="text-decoration:none" href="../motscles/3/MO7643.html">Time Series Expert</a> <br> </font><img src="../../../design/space1.gif" height="18"><br> </td> </tr> </table> </td> </tr> <tr> <td><img src="../../../design/space12.gif"></td> </tr> <tr> <td align="right" valign="top"><img src="../../../design/space12.gif"><br> <a href="../../../contacts.html"><img src="../../../design/footer.gif" border="0"></a></td> </tr> </table> </td> </tr> </table> </body> </html> 
