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Modelagem via redes neurais de dados de sobrevivência de longa duração com dispersão não observada
(Universidade Federal de São Carlos, 2023-12-08)
Traditional models in survival analysis assume that every subject will eventually experience the event of interest in the study, such as death or disease recurrence, so the survival function is said to be proper. Cure rate ...
Uma abordagem estatística para a análise dos resultados das eleições presidenciais
(Universidade Federal de São Carlos, 2024-01-15)
Multiparty data has characteristics that make it compositional data such as a constant sum of components and a limited space known as simplex. Thus, the purpose of the work is to develop a methodology to analyze multi-party ...
Método bagging para aprimoramento de previsões de séries temporais
(Universidade Federal de São Carlos, 2021-10-22)
Different methodologies are proposed and explored aiming to reduce time series forecasting
error. A promising approach consists in combining different forecasts from different models
in order to get a better accuracy, ...
A robust lasso regression for linear mixed-effects models with diagnostic analysis
(Universidade Federal de São Carlos, 2021-10-22)
Variable selection has been a topic of great interest for statisticians and researchers alike. The choice of the best subset of predictors may be carried out with the objective of improving prediction or for easier ...
Observações atípicas em alta dimensão
(Universidade Federal de São Carlos, 2022-09-15)
Outliers and heteroskedastic noise are two common situations in Statistics. Nowadays the amount
of generated data is very high and for this reason it is possible to find high dimensional data
(the dimension d is just as ...
Bayesian inference for term structure models
(Universidade Federal de São Carlos, 2022-06-09)
We explore recent advances in Bayesian methods in order to estimate the Vasicek, CIR and
dynamic Nelson-Siegel (DNS) models for term structure of interest rates. The models are
specified as state space time series. The ...
Testes de superioridade para modelos de chances proporcionais com e sem fração de cura
(Universidade Federal de São Carlos, 2017-10-24)
Studies that prove the superiority of a drug in relation to others already existing in the market are of great interest in clinical practice. Based on them the Brazilian National Agency of Sanitary Surveillance (ANVISA) ...
Modelo de mistura de regressão: uma abordagem bayesiana
(Universidade Federal de São Carlos, 2020-04-14)
In the current dissertation, we study the mixture regression models and present two Bayesian
methodologies for their estimation. The first one considers the number of components is known
and we propose the use of two ...
Inferência bayesiana em modelos de volatilidade estocástica usando métodos de Monte Carlo Hamiltoniano
(Universidade Federal de São Carlos, 2018-08-10)
This paper presents a study using Bayesian approach in stochastic volatility models for modeling
financial time series, using Hamiltonian Monte Carlo methods (HMC). We propose the use
of other distributions for the errors ...
Metanálise para modelos de regressão
(Universidade Federal de São Carlos, 2016-10-28)