Browsing Teses e dissertações by Document Type "Tese"
Now showing items 1-20 of 63
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Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 07/04/2017)Conventional reliability analysis techniques are focused on the occurrence of failures over time. However, in certain situations where the occurrence of failures is tiny or almost null, the estimation of the quantities ... -
GARMA models, a new perspective using Bayesian methods and transformations
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 16/12/2016)Generalized autoregressive moving average (GARMA) models are a class of models that was developed for extending the univariate Gaussian ARMA time series model to a flexible observation-driven model for non-Gaussian time ... -
Controle de sistemas não-Markovianos.
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 13/09/2017)In this thesis, we present a concrete methodology to calculate the epsilon-optimal controls for non-Markovian stochastic systems. A pathwise analysis and the use of the discretization structure proposed by Leão and Ohash ... -
Bayesian and classical inference for the generalized gamma distribution and related models
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 22/02/2018)The generalized gamma (GG) distribution is an important model that has proven to be very flexible in practice for modeling data from several areas. This model has important sub-models, such as the Weibull, gamma, lognormal, ... -
Modelos COM-Poisson correlacionados
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 23/04/2019)In this thesis two discrete distributions are proposed: Correlated COM-Poisson (CPC) and Generalized partially correlated COM-Poisson (CPGPC). We have also proposed regression models for the Generalized partially correlated ... -
Mapas da transmutação : modelagem, propriedades estruturais, estimação e aplicações
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 05/12/2016)Initially, we use the quadratic transmutation maps to compose a new probability model: the transmuted log-logistic distribution. Transmutation maps are a convenient way of constructing new distributions, in particular ... -
Modelos de difusão de inovação em grafos
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 12/04/2019)Areas such as politics, economics and marketing are heavily influential in terms of information diffusion. For this reason, several branches of science have studied such phenomena in order to simulate and understand them ... -
Modelos de sobrevivência bivariados induzidos por fragilidade
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 18/07/2022)Frailty models have been developed to quantify both heterogeneity as well as association in multivariate time-to-event data. The frailty distributions used in many studies include the gamma, inverse Gaussian (IG) or stable ... -
Modelos não lineares assimétricos com efeitos mistos
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 02/08/2019)This work aims to develop asymmetric nonlinear regression models with mixed-effects, which provide alternatives to the use of normal distribution and other symmetric distributions, in order to avoid the sensitivity in the ... -
Efficient bayesian methods for mixture models with genetic applications
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 14/12/2016)We propose Bayesian methods for selecting and estimating di erent types of mixture models which are widely used in Genetics and Molecular Biology. We speci cally propose data-driven selection and estimation methods for a ... -
Contribuições em modelos de regressão com erro de medida multiplicativo
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 04/02/2016)In regression models in which a covariate is measured with error, it is common to use structures that correlate the observed covariate with the true non-observed covariate. Such structures are usually additive or ... -
Métodos de Monte Carlo Hamiltoniano aplicados em modelos GARCH
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 26/04/2019)One of the most important informations in financial market is variability of an asset. Several models have been proposed in literature with a view of to evaluate this phenomenon. Among them we have the GARCH models. This ... -
Modelo geométrico de ordem k correlacionado
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 29/08/2019)In this work we propose the correlated geometric distribution of order k, k≥1, with parameters π and ρ; π ∈(0,1), max{−1,−1−π π } ≤ρ < 1, as an extension of the generalized geometric distribution proposed by Philippou e ... -
Modelos de mistura para avaliação de produtos e serviços
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 16/12/2019)The product (or services) evaluation is a necessity in many steps of the development and release of such producs (services). The product evolution and the market share definition are two steps that evolves some kind of ... -
Análise teórica e computacional de processos estocásticos inspirados em sistemas biológicos.
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 06/01/2020)The aim of this work is to present two methodologies based on the theoretical and computational analysis of continuous time stochastic processes inspired by biological systems, whose dynamics are influenced by the stochastic ... -
Métodos de estimação em modelos de efeitos mistos não lineares de caudas pesadas
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 05/12/2019)Parameter estimation in nonlinear mixed-effects models is often challenging. In this thesis, a comparison of estimation methods for these models is proposed under a frequentist approach. In the first study, a comparison ... -
Modeling based on a reparameterized Birnbaum-Saunders distribution for analysis of survival data
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 09/01/2017)In this thesis we propose models based on a reparameterized Birnbaum-Saunder (BS) distribution introduced by Santos-Neto et al. (2012) and Santos-Neto et al. (2014), to analyze survival data. Initially we introduce the ... -
Modelos bayesianos zero-modificados para séries temporais de contagem
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 30/04/2020)This work presents two Bayesian zero-modified (ZM) models for count time series: zero-modified Poisson ARMA and zero-modified COM-Poisson ARMA. The latter allows a greater flexibility since it has an aditional parameter ... -
Classe de modelos de fragilidade com efeito do acúmulo de reparos em múltiplos sistemas reparáveis
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 13/12/2019)In repairable systems, a fundamental aspect to be considered is predict the reliability of the systems being studied. However, the standard methods used to analyze reparable system data ignore the cumulative effect of ... -
Modelo de regressão chances de sobrevivência proporcionais para dados discretos com presença de censura
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 25/04/2023)Survival models, in their majority, consider continuous survival times. However, in several studies these times are discrete, and in some occasions, it is not advisable to use a continuous model to analyze discrete data. ...