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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 ...
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 ...
Algoritmo ejeção-absorção metropolizado para segmentação de imagens
(Universidade Federal de São Carlos, 2014-12-19)
We proposed a new split-merge MCMC algorithm for image segmentation. We describe how an image can be subdivided into multiple disjoint regions, with each region having an associated latent indicator variable. The latent ...
Novos modelos de sobrevivência com fração de cura baseados no processo da carcinogênese
(Universidade Federal de São Carlos, 2012-05-03)
In this dissertation we propose new models for survival with cure fraction to describe the biological mechanism of the event of interest (cancer) in studies of carcinogenesis in the presence of competing causes latent ...