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Now showing items 21-30 of 30
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 ...
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 ...
Modelos de regressão binomial correlacionada
(Universidade Federal de São Carlos, 2012-05-18)
In this thesis, a class of correlated binomial regression models is proposed. The model is based on the generalized binomial distribution proposed by Luceño (1995) and Luceño & Ceballos (1995). The regression structure is ...
Dependência entre perdas em risco operacional
(Universidade Federal de São Carlos, 2014-02-12)
In this work, we present and discuss the operational risk in the financial institutions, Basel Accord II, the structure of dependence between cumulative operational losses, a tool for modeling this dependence (theory of ...
Redes probabilísticas de K-dependência para problemas de classificação binária
(Universidade Federal de São Carlos, 2012-02-28)
Classification consists in the discovery of rules of prediction to assist with planning and decision-making, being a continuously indispensable tool and a highly discussed subject in literature. As a special case in ...
Algumas extensões da distribuição Birnbaum-Saunders: uma abordagem bayesiana
(Universidade Federal de São Carlos, 2012-01-09)
The Birnbaum-Saunders Distribution is based on an physical damage that produces the cumulative fatigue materials, This fatigue was identified as an important cause of failure in engineering structures. Recently, this model ...