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Modelo Weibull modificado de longa duração
(Universidade Federal de São Carlos, 2011-12-07)
When a group of patients is monitored until a pre-established date for observation of the
recurrence time of an event, it is possible that, at the end of the monitoring period, a parcel of such
group has not yet suffered ...
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 ...
Modelos dinâmicos de resposta binária para dados em painel
(Universidade Federal de São Carlos, 2008-06-06)
A summary of the state of the art relative to regression models for binary response variable and panel data is presented in this work. Those models may include efects from several sources: specific variables of interest, ...
Modelagem de fraude em cartão de crédito
(Universidade Federal de São Carlos, 2008-09-02)
The transactions volume increase brought the fraud increase, which result in a annual loss of billions of reais to all .nancial institutions in the world. Therefore, it.s very important the development of detection methods ...
Modelos mistos semiparamétricos parcialmente não lineares
(Universidade Federal de São Carlos, 2014-03-28)
Correlated data sets with nonlinear structure are common in many areas such as biostatistics, pharmacokinetics and longitudinal studies. Nonlinear mixed-effects models are useful tools to analyse those type of problems. ...
Modelagem estatística para análise de dados imobiliários completos e com censura à esquerda
(Universidade Federal de São Carlos, 2014-04-01)
The real estate market has a key role in the country and counties economy attracting several studies and researches that explains and interpret the numerous transactions performed, and especially to find appropriate ways ...
Análise da qualidade do ar : um estudo de séries temporais para dados de contagem
(Universidade Federal de São Carlos, 2013-04-30)
The aim of this study was to investigate the monthly amount of unfavourable days to pollutant dispersion in the atmosphere on the metropolitan region of S ão Paulo (RMSP). It was considered two data sets derived from the ...
Abordagem estatística em modelos para séries temporais de contagem
(Universidade Federal de São Carlos, 2013-05-06)
In this work, it was estudied the models INGARCH , GLARMA and GARMA to model count time series data with Poisson and Negative Binomial discrete conditional distributions. The main goal was analyze in classic and bayesian ...
Capacidade preditiva de Modelos Credit Scoring em inferência dos rejeitados
(Universidade Federal de São Carlos, 2014-03-28)
Granting credit to an applicant is a decision made in a context of uncertainty. At the moment the lender decides to grant a loan or credit sale there is always the possibility of loss, and, if it is associated with a ...
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 ...