Autoregressive Model Ar
Mostrando 1-12 de 13 artigos, teses e dissertações.
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1. Early detection of metabolic and energy disorders by thermal time series stochastic complexity analysis
Maintenance of thermal homeostasis in rats fed a high-fat diet (HFD) is associated with changes in their thermal balance. The thermodynamic relationship between heat dissipation and energy storage is altered by the ingestion of high-energy diet content. Observation of thermal registers of core temperature behavior, in humans and rodents, permits identificati
Braz J Med Biol Res. Publicado em: 17/01/2014
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2. Utilização de medidas de previsibilidade em sinais de voz para discriminação de patologias de laringe / Application of predictability measures to voice signals for larynx pathology differentiation
This thesis presents initial studies of the application of predictability measures to voice signal analysis. Its aim is to develop methods that are capable of differentiating healthy and pathological signals, also amongst pathologies. In order to do that, we perform an attempt to measure the uncertainty and predictability variations of the signals from the a
Publicado em: 2009
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3. Accounting earnings properties and determinants of earnings response coefficient in Brazil / Propriedades do lucro contábil e determinantes do coeficiente de resposta ao lucro no Brasil
A fundamental issue at the interface of economics, finance, and accounting involves the relation between a firms reported earnings and its stock returns. The lack of research in this field using Brazilian data and the limitations of previous research in terms of time-series data (small length available) motivates the present research. In addition, the practi
Publicado em: 2009
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4. Bayesian approach of AR(1) panel data model: application in microarray time series data / Abordagem Bayesiana do modelo AR(1) para dados em painel: uma aplicação em dados temporais de microarray
We considered a Bayesian analysis of first order autoregressive, AR(1), panel data model, using exact likelihood function, comparative analysis of prior distributions and predictive distributions of future observations. The methodology efficiency was evaluated by a simulation study using three prior, which were related to different Generalized Beta distribut
Publicado em: 2008
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5. Damage detection in a benchmark structure using AR-ARX models and statistical pattern recognition
Structural health monitoring (SHM) is related to the ability of monitoring the state and deciding the level of damage or deterioration within aerospace, civil and mechanical systems. In this sense, this paper deals with the application of a two-step auto-regressive and auto-regressive with exogenous inputs (AR-ARX) model for linear prediction of damage diagn
Journal of the Brazilian Society of Mechanical Sciences and Engineering. Publicado em: 2007-06
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6. EMPIRICAL ANALYSIS OF THE QUANTILE AUTOREGRESSION MODELS / ANÁLISE EMPÍRICA DOS MODELOS DE AUTO-REGRESSÃO QUANTÍLICA
Autoregressive models (AR(p)) for time series assume that the series dynamics has a linear dependence on past observations up to a lag p, plus an independent and identically distributed (i.i.d.) random error. Quantile autoregressive models (QAR(p)) generalize the AR(p) by allowing different autoregressive coefficients for different quantiles of the condition
Publicado em: 2007
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7. Curvas de crescimento difÃsicas de fÃmeas Hereford com erros auto-regressivos e heterogeneidade de variÃncias / Difasic growth curves of Hereford females with auto-regressive errors and heterogenety of variances.
In the present study, the models of non-linear Difasic Logistic and Difasic Gompertz were adjusted, both weighed by the inverse of the variance with three different errors structures: independent errors (IE), first-class auto-regressive (AR (1)) and second-class auto-regressive (AR (2)) to weight-age data of 55 females of the Hereford race, raised in the Bag
Publicado em: 2007
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8. ClassificaÃÃo automÃtica de cardiopatias baseada em eletrocardiograma
This work is dedicated to study of the recognition and classification of cardiac disease, diagnosised through the electrocardiogram â ECG. This examination is normally used in heart medical center, emergency, intensive therapy, and with complement diagnosis in heart disease as: acute myocardium infarction, bundle block branches, hypertrophy and others. The
Publicado em: 2006
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9. A STATISTICAL INVESTIGATION ON TIME SERIES MODELS FOR COUNT DATA: GARMA MODEL AND THE STATE SPACE POISSON GAMMA MODEL / UMA INVESTIGAÇÃO ESTATÍSTICA DE MODELOS PARA SÉRIES TEMPORAIS DE DADOS DE CONTAGEM: MODELO GARMA E MODELO POISSON GAMA EM ESPACO DE ESTADO
O presente trabalho tem como objetivo principal investigar por meio de simulação Monte Carlo algumas propriedades estatísticas dos modelos GARMA (Generalized Autoregressive Moving Average) para séries temporais de dados de contagem. Os modelos GARMA são uma extensão dos Modelos Lineares Generalizados de McCullagh e Nelder para situações de dados depe
Publicado em: 2006
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10. Detection of epileptic crises starting from signs of electroencephalogram / Detecção de crises epilépticas a partir de sinais eletroencefalográficos
A identificação de fenômenos epileptogênicos por meio de registros eletroencefalográficos (EEG) não invasivos se constitui numa área de pesquisa que apresenta grandes desafios devido a presença de diversos distúrbios (artefatos) que dificultam a análise destes registros. Tal tarefa é de extrema importância uma vez que o diagnóstico e o tratament
Publicado em: 2006
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11. DetecÃÃo de crises epilÃpticas a partir de sinais eletroencefalogrÃficos / Detection of epileptic crises starting from signs of electroencephalogram
A identificaÃÃo de fenÃmenos epileptogÃnicos por meio de registros eletroencefalogrÃficos (EEG) nÃo invasivos se constitui numa Ãrea de pesquisa que apresenta grandes desafios devido Âa presenÃa de diversos distÃrbios (artefatos) que dificultam a anÃlise destes registros. Tal tarefa à de extrema importÃncia uma vez que o diagnÃstico e o tratame
Publicado em: 2006
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12. MODELOS HÍBRIDOS AUTOREGRESSIVO-NEURAIS PARA SÉRIES TEMPORAIS / AUTOREGRESSIVE-NEURAL HYBRID MODELS FOR TIME SERIES
In this thesis we develop a piece-wise linear model named ARN model. Our model has a hybrid structure which combines autoregressive models and neural networks. We compare our model to the fixed-coefficient AR model and to the prediction static neural network. Our results show that ARN is able to find the non-linear structure of simulated data and in most cas
Publicado em: 1997