Ar Model Auto Regressive Model
Mostrando 1-5 de 5 artigos, teses e dissertações.
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1. Modelos de séries temporais com coeficientes variando no tempo
In this work they are presented extensions of Auto Regressive and Auto Regressive Conditional Heteroscedasticity models with coefficients varying in time. These coefficients have been used as models for non stationary real time series, specially for financial series. The objective of this work is to present the models and the techniques involved in estimatin
Publicado em: 2009
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2. 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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3. 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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4. 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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5. 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