Supervision

Post Docs

• Supervisor of the Post Doc Zeinab Jannoo at the Statistical Learning Laboratory (SaLLy), Federal University of Bahia, Brazil (12 months; 11/2023-10/2024; Topic: Models for Longitudinal Count Data; jointly with Naushad Mamode Khan)

• Supervisor of the Post Doc Yuvraj Sunecher at the Statistical Learning Laboratory (SaLLy), Federal University of Bahia, Brazil (12 months; 10/2023-09/2024; Topic: The Family of Bivariate Integer-Valued Autoregressive Model; Jointly with Naushad Mamode Khan)

• Co-Supervisor of the Post Doc Mauricio Lordêlo at the Nova University of Lisbon, Lisbon, Portugal (7 months; 08/2023-02/2024; Topic: Robust modeling of underground water in Portugal mainland; jointly with Vanda Lourenço)

• Olawale Awe at Federal University of Bahia, Salvador, Brazil (2020; 12 months)

• Rahim Mahmoudvand (“Jovem Talento”) at Federal University of Bahia, Salvador, Brazil (2014-2018; 48 months)

• Miguel Fonseca at Nova University of Lisbon, Portugal, jointly with Professor Vanda Lourenço (2014-2015; 12 months)

PhD Students

• Bongani Nzuza at North-West University, South Africa, jointly with Professors M.B. Seitshiro and W. Sulandari

• Carlo Solci at Federal University of Espirito Santo, ES, Brazil, jointly with Professor Valdério Raisen (“Local bootstrap for incomplete stationary time series in the presence of Atypical observations: Applications to problems in the air quality area”; on September 23, 2022)

• Javier Lopez at Universidad de Valparaíso, Chile, jointly with Professor Rodrigo Salas (“Time series forecasting using a hybrid method based an singular spectrum analysis and artificial neural networks with application to air quality”; on July 7, 2022)

• Tatiana Assis at ESALQ, University of São Paulo, Brazil, jointly with Professor Carlos Tadeu Dias (“Generalizations of the AMMI and GGE models to understand the interaction between genotypes and environments and between QTL and environments”; defense on June 30, 2020)

MSc Students

• Carlos André Silva at Federal University of Bahia, Brazil, 2023-2025

• Diego Santos Souza at Federal University of Bahia, Brazil, 2020-2023

• Kim Leone Silva at Federal University of Bahia, Brazil, 2023-2025 (12/2024;  "Analysis and prediction of particulate matter in Minas Gerais using statistical models, neural networks and hybrid approaches")

• Rommel Djeudjo Tchinda at the African Institute for Mathematical Sciences, Cameroon, 2023-2024 (06/2024; “Point and interval forecasting for interval time series with recurrent neural networks;” jury thesis grade: “Distinction”)

• Jackson Ndoto Munyao at the African Institute for Mathematical Sciences, Cameroon, 2023-2024 (06/2024; “A comparative Analysis of Statistical Methods and Recurrent Neutral Networks for Hierarchical Time Series forecasting: Application to S&P 500 market value;” jury thesis grade: “Very good pass”)

• Armand Dsonwa Diffo at the African Institute for Mathematical Sciences, Cameroon, 2023-2024 (06/2024; “Robust hybrid models for time series forecasting;” jury thesis grade: “Distinction”)

• Tecla Mutave Kyalo at the African Institute for Mathematical Sciences, Cameroon, 2023-2024 (06/2024; “Recurrent Neural Networks for Particulate Matter (PM10) Forecasting;” jury thesis grade: “Distinction”)

• MSc student Michael Kevin Ntako Koungn at the African Institute for Mathematical Sciences, Cameroon, 2023-2024 (02/2024; “A road map for the development of an information system for crime spot rate analysis and forecasting in the city of Douala, Cameroon;” Enterprise thesis; jury thesis grade: “Very good pass”)

• Nayguel Costa at Federal University of Bahia, Brazil, 2020-2023 (06/2023; “Aprendizado ativo profundo para classificação de fácies sísmicas”)

• Steve Takouan Tchounga at the African Institute for Mathematical Sciences, Cameroon (06/2023; “Hybrid methods for multivariate time series forecasting;” jury thesis grade: “Distinction”)

• Loic Sitchedio Kouokam at the African Institute for Mathematical Sciences, Cameroon (06/2023; “Hybrid methods for time series forecasting”)

• Josue Nguinabe at African Institute for Mathematical Sciences, Cameroon (06/2022; “Bootstrap Prediction Intervals for Time Series Forecasting using Long Short Term Memory”)

• Ariane Meli Chrisko at African Institute for Mathematical Sciences, Cameroon (06/2022; “Hierarchical Time Series Forecasting: Application to the Number of Brazilian Wildfires”; with distinction)

• Kady Sako at African Institute for Mathematical Sciences, Cameroon (07/2021; “Neural Networks For Stock Market Forecasting”)

• Felipe Barletta at State University of Maringa, Brazil, jointly with Professor Isolde Previdelli (03/2018; “Joint model para dados longitudinais e multi-estado: Uma aplicação para câncer de próstata”)

• Cristiane Souza at Federal University of Bahia, Brazil (07/2016; “Métodos de Redução de Dimensionalidade no Contexto do Modelo AMMI”)

• Tatiana Assis at ESALQ, University of São Paulo, Brazil, jointly with Professor Carlos Tadeu Dias (2014-2015; “Comparação dos modelos AMMI e AMMI ponderado na análise da interação genótipo x ambiente e interação QTL x ambiente”)

• Andreia Forte at Nova University of Lisbon, Portugal, jointly with Professor Vanda Lourenço (2014)

• Jorge Xavier at Universidade Aberta, Portugal, jointly with Professor Teresa Oliveira (2013-2016; "Análise e previsão de séries temporais com modelos ARIMA e Análise Espetral Singular")

Specialization Students

• César Raúl Castro Galarza1 at the Universidad Peruana Unión, Lima, Peru (September 2023 - March 2024; “Bayesian spatio-temporal modeling of the dynamics of COVID-19 deaths in Peru”)

• Omar Nolberto Díaz Sánchez at the Universidad Peruana Unión, Lima, Peru (September 2023 - March 2024; “Bayesian spatio-temporal modeling of the dynamics of COVID-19 deaths in Peru”)

• Alison Samantha Hernández Zevallos at the Universidad Peruana Unión, Lima, Peru (September 2023 - March 2024; “Modelamiento de datos sobre el comportamiento del consumidor y hábitos de compra on-line en Brasil”)

• Rosario Violeta Grijalva Salazar at the Universidad Peruana Unión, Lima, Peru (September 2023 - March 2024; “Modelamiento de datos sobre el comportamiento del consumidor y hábitos de compra on-line en Brasil”)

• Edgard R. De La Cruz Vásquez at the Universidad Peruana Unión, Lima, Peru (September 2023 - March 2024; “Transformaciones en la Educación Secundaria en América Latina: Tendencias, Desafíos y Perspectivas”)

• Fidel R. Flor Angulo at the Universidad Peruana Unión, Lima, Peru (September 2023 - March 2024; “Transformaciones en la Educación Secundaria en América Latina: Tendencias, Desafíos y Perspectivas”)

• Paulo Vazquez at the Federal University of Bahia, Brazil (12/2022; “Sistema fotovoltaico como fonte de energia alternativa para o nordeste brasileiro”)

• Lucas Pereira at the Federal University of Bahia, Brazil(11/2020; “Desenvolvimento de um classificador de relatos dos assistidos na defensoria pública do estado da Bahia”)

BSc Students (final undergrad thesis TCC)

• Naufal Muhammmad at Islamic University of Indonesia, Yogyakarta, Indonesia (November 2024 - December 2025)

• Ana Caroline Pinheiro at Federal University of Bahia, Brazil (TCC; final undergraduate thesis; December 2023 - February 2025; “Reconciliação univariada e multivariada de séries temporais hierárquicas”; Final grade: 10.0 in 10.0)

• Carlos Senra at Federal University of Bahia, Brazil (TCC; final undergraduate thesis; December 2023 - February 2025; “Feature selection using the Temporal Fusion Transformer”; Final grade: 10.0 in 10.0)

• Ingo Dube Souza at Federal University of Bahia, Brazil (TCC; final undergraduate thesis; July 2023 - February 2025; “Modelo híbrido utilizando GARCH-MIDAS e LSTM para prever a volatilidade de carteiras de investimento”; Final grade: 8.5 in 10.0)

• Aullus Galassi at Federal University of Bahia, Brazil (July 2023 - July 2024)

• Rafael Araújo at Federal University of Bahia, Brazil (July 2022 - July 2023)

• Gabriel Penha at Federal University of Bahia, Brazil (July 2022 - September 2023; “Dados sintéticos: Uma alternative para melhorar o desempenho de modelos de classificação”)

• João Vitor Rocha da Silva at Federal University of Bahia, Brazil (July 2022 - July 2023; “Previsão pontual e intervalar para séries temporais hierárquicas: aplicação a dados esportivos”)

• Marcelo Fonseca at Federal University of Bahia, Brazil (July 2022 - July 2023; “Modelos AMMI híbridos robustos e ponderados para a análise da interação entre genótipo e ambiente e entre QTL e ambiente”)

• Kim Leone Silva at Federal University of Bahia, Brazil (January 2022 - December 2022; “Aplicação de Técnicas de Machine Learning para Classificação de Fake News”)

• Victor Barreto at Federal University of Bahia, Brazil (2020, TCC; final undergraduate thesis; “Detecção de pontos de cruzamento em análise de flutuação: Uma aplicação para sinais de EEG de pacientes com epilepsia”)

• Pétala Tuy at Federal University of Bahia, Brazil (05/2016; 12 months; final graduate thesis; “Análise espectral singular: Comparação com métodos clássicos e com uma proposta aleatorizada para lidar com séries temporais longas”)

BSc Students (Scientific initiation PIBIC)

• Emerson Amaral Alves at Federal University of Bahia, Brazil (October 2024 - September 2025)

• Vinicius da Costa Soares at Federal University of Bahia, Brazil (October 2024 - September 2025)

• Maria Andreina Oliveira Moreira at Federal University of Bahia, Brazil (October 2024 - September 2025)

• Filipe Oliveira Silva at Federal University of Bahia, Brazil (October 2024 - September 2025)

• Gustavo Lubarino Lima at Federal University of Bahia, Brazil (October 2023 - September 2025)

• Raphaela Castilho Santos Meira at Federal University of Bahia, Brazil (August 2023 - July 2024)

• Maria Andreina Oliveira Moreira at Federal University of Bahia, Brazil (August 2023 - July 2024)

• Ana Caroline Pinheiro at Federal University of Bahia, Brazil (August 2023 - July 2024)

• Beatriz Calhau Lopes at Federal University of Bahia, Brazil (August 2023 - July 2024)

• Ana Caroline Pinheiro at Federal University of Bahia, Brazil (March 2023 - July 2023)

• Beatriz Calhau Lopes at Federal University of Bahia, Brazil (August 2022 - July 2023)

• Marcelo Fonseca at Federal University of Bahia, Brazil (August 2022 - July 2023)

• João Vitor Rocha da Silva at Federal University of Bahia, Brazil (August 2022 - July 2023)

• Marcelo Fonseca at Federal University of Bahia, Brazil (January 2022 - July 2022)

• Kim Leone Silva at Federal University of Bahia, Brazil (January 2021 - September 2022)

• João Vitor Rocha da Silva at Federal University of Bahia, Brazil (August 2021 - July 2022)

• Amanda Laiza at Federal University of Bahia, Brazil (January 2021 - September 2022)

• Marla Lorrani Santos de Souza at Federal University of Bahia, Brazil (August 2021 - December 2021)

• Kim Leone Silva at Federal University of Bahia, Brazil (January 2021 - September 2021)

• Camila Braz Soares at Federal University of Bahia, Brazil (10/2020-09/2021)

• João Vitor Rocha da Silva at Federal University of Bahia, Brazil (09/2020-08/2021)

• Marla Lorrani Santos de Souza at Federal University of Bahia, Brazil (09/2020-08/2021)

• Victor Barreto Mesquita at Federal University of Bahia, Brazil (09/2020-08/2021)

• João Vitor Rocha da Silva at Federal University of Bahia, Brazil (01/2020-07/2020)

• Isac de Oliveira at Federal University of Bahia, Brazil (08/2019-07/2020)

• Renan Bispo at Federal University of Bahia, Brazil (08/2019-07/2020)

• Patrick Messala at Federal University of Bahia, Brazil (08/2019-12/2019)

• Alan Militão Atta Magalhães at Federal University of Bahia, Brazil (08/2015-07/2016)

• Daisy Santana at Federal University of Bahia, Brazil (03/2015-07/2016)

• Julie Anne Astro Pereira at Federal University of Bahia, Brazil (08/2014-07/2015)

BSc Students (Other supervision)

• Jonatha Pimentel at Federal University of Bahia (09/2020-12/2020; Monitoria)

• Matheus Borges at Federal University of Bahia (09/2020-12/2020; Monitoria)

• Arthur Henrique Farias Castro at Federal University of Bahia, Brazil (08/2015-07/2016; PERMANECER)

• Elisabete Batista Sampaio at Federal University of Bahia, Brazil (08/2015-07/2016; PERMANECER)