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Contribuições sobre o envelope simulado na análise de diagnóstico em modelos de regressão
(Universidade Federal de São Carlos, 2019-04-30)
The simulated envelope is a diagnostic analysis method used to evaluate the hypothesis about the probability distribution assumed for the response variable in a regression model. In this work, we describe some procedures ...
Processo de Bernoulli correlacionado
(Universidade Federal de São Carlos, 2019-06-28)
The independent Bernoulli process, which is a sequence of independent Bernoulli random variables, is already widely known in the statistical literature. This masters thesis works with a generalization of this process: the ...
Neural networks as an optimization tool for regression
(Universidade Federal de São Carlos, 2019-09-02)
Neural networks are a tool to solve prediction problems that have gained much prominence recently. In general, neural networks are used as a predictive method, that is, their are used to estimate a regression function. ...
A distribuição normal-valor extremo generalizado para a modelagem de dados limitados no intervalo unitário (0, 1)
(Universidade Federal de São Carlos, 2019-06-28)
In this research a new statistical model is introduced to model data restricted in the continuous interval (0,1). The proposed model is constructed under a transformation of variables, in which the transformed variable is ...
Modelo poisson zero-modificado com efeito aleatório para dados longitudinais
(Universidade Federal de São Carlos, 2019-12-09)
In this work we present the Zero-Modified Poisson model with Normal random effect, and the Zero-Modified Poisson model with Generalized Log-Gamma random effect, which are extensions of the Zero-Modified Poisson model. Since ...
Modelos série de potência zero-modificado para séries temporais com dados de contagem
(Universidade Federal de São Carlos, 2019-05-10)
The goal of this work is to propose the Zero-Modified models with Power Series distribution (ZMPS) for time series with counting data. The ZMPS model have a huge portfolio of count data distributions wherein, with an ...
Modelos de regressão para resposta binária na presença de dados desbalanceados
(Universidade Federal de São Carlos, 2019-02-22)
In binary regression, imbalanced data result from the presence of values equal to zero (or one) in a proportion that is significantly greater than the corresponding real values of one (or zero). In this work, we evaluate ...
Essays on bivariate option pricing via copula and heteroscedasticity models: a classical and bayesian approach
(Universidade Federal de São Carlos, 2019-02-15)
This dissertation is composed of two main and independents essays, but complementary. In the first one, we discuss the option price under a bayesian perspective. This essay aims to price and analyze the fair price behavior ...
Um procedimento para seleção de variáveis em modelos lineares generalizados duplos
(Universidade Federal de São Carlos, 2019-04-01)
The double generalized linear models (DGLM), unlike the generalized linear model (GLM), allow the fit of the dispersion parameter of the response variable as a function of predictor variables, improving the way of modeling ...
Regularização social em sistemas de recomendação com filtragem colaborativa
(Universidade Federal de São Carlos, 2019-05-14)
Models based on matrix factorization are among the most successful implementations of Recommender Systems. In this project, we study the possibilities of incorporating the information
from social networks to improve the ...