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Uma avaliação de métodos de previsão aplicados à grandes quantidades de séries temporais univariadas
(Universidade Federal de São Carlos, 2012-12-06)
Time series forecasting is probably one of the most primordial interests on economics and econometrics, and the literature on this subject is extremely vast. Due to technological growth in recent decades, large amounts of ...
Combinação de classificadores para inferência dos rejeitados
(Universidade Federal de São Carlos, 2012-03-16)
In credit scoring problems, the interest is to associate to an element who request some kind of credit, a probability of default. However, traditional models uses samples biased because the data obtained from the tenderers ...
Modelo de mistura paramétrico com fragilidade na presença de covariáveis
(Universidade Federal de São Carlos, 2013-04-23)
Some studies involving survival data are characterized by showing a significant proportion of censored data, that is, individuals who will never experience the event of interest, even if accompanied by a long period of ...
Modelos de sobrevivência com base nas distribuições geométrica e exponencial
(Universidade Federal de São Carlos, 2013-02-01)
In this dissertation we propose four models to model lifetime data. The fist family of distribution is called Exponentiated Complementary Exponential Geometric distribution (ECEG) and it is obtained by exponentiation of ...
Modelo de regressão de valor extremo para dados agrupados
(Universidade Federal de São Carlos, 2013-03-11)
One of the distributions used to model extremal events is the type I extremevalue distribution (Gumbel distribution). The usual extreme-value regression model requires independent observations. In this work, using generalized ...
Verificação da performance de modelos APARCH assimétricos aplicados a dados financeiros
(Universidade Federal de São Carlos, 2013-04-01)
The volatility of financial assets changes over time, indicating the specification of regime change in volatility models. Furthermore, the presence of asymmetry in the returns of the financial market has been recognized ...
Análise estatística do modelo de Nelson e Siegel
(Universidade Federal de São Carlos, 2013-03-21)
The present paper studies the yield curve, an important tool for financial decisions, due to its fundamental role in the implementation and evaluation of monetary policies by the central banks. It also shows market ...
Extensões dos modelos de sobrevivência referente a distribuição Weibull
(Universidade Federal de São Carlos, 2014-03-07)
In this dissertation, two models of probability distributions for the lifetimes until the occurrence of the event produced by a specific cause for elements in a population are reviewed. The first revised model is called ...
Distribuição de Poisson bivariada aplicada à previsão de resultados esportivos
(Universidade Federal de São Carlos, 2014-04-23)
The modelling of paired counts data is a topic that has been frequently discussed in several threads of research. In particular, we can cite bivariate counts, such as the analysis of sports scores. As a result, in this ...
Modelos de resposta ao item com função de ligação t-assimétrica
(Universidade Federal de São Carlos, 2007-04-20)
The Item Response Theory (IRT) is a set of mathematical models representing the probability of an individual to take a correct response of an item and its ability. The purpose of our research is to show the models formulated ...