Arima Models
Mostrando 13-24 de 39 artigos, teses e dissertações.
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13. Um estudo empírico dos ciclos político-econômicos no Brasil
The political business cycle theory suggests that economic fluctuations can be explained by the electoral calendar. Knowing that economic performance has great influence in the electorate vote decision, the incumbent may try to manipulate the economy policy in order to maximize the chances of victory of the government candidate. Empirical studies that aimed
Publicado em: 2010
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14. EFICIÊNCIA DOS GRÁFICOS DE CONTROLE NA DETECÇÃO DE OUTLIERS EM PROCESSOS AUTORREGRESSIVOS E DE MÉDIAS MÓVEIS / EFFICIENCY OF CONTROL CHARTS TO DETECT OUTLIERS IN AUTOREGRESSIVE AND MOVING AVERAGE PROCESS
This research approaches the prediction models application along with the usage of residual control charts to evaluate productive processes with characteristics of autocorrelation in its samples. The overall objective was to determine the Individual Measurement Control Charts (IMCC) and the Exponentially Weighted Moving Average (EWMA) efficiency when applied
Publicado em: 2010
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15. Previsão da arrecadação de receitas federais: aplicações de modelos de séries temporais para o estado de São Paulo / Federal revenue collection forecast: application of time series models at the state of Sao Paulo
O objetivo principal do presente trabalho é oferecer métodos alternativos de previsão da arrecadação tributária federal, baseados em metodologias de séries temporais, inclusive com a utilização de variáveis explicativas, que reflitam a influência do cenário macroeconômico na arrecadação tributária, com o intuito de melhorar a acurácia da pre
Publicado em: 2009
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16. MODELOS DE PREVISÃO APLICADOS AO CONTROLE DE QUALIDADE COM DADOS AUTOCORRELACIONADOS / FORECAST MODEL APPLIED TO QUALITY CONTROL WITH AUTOCORRELATIONAL DATA
This research has a topic forecast models applied to industrial productive processes with the objective of verifying the stability of the process through control charts applied to the residues originated from linear and non-linear model. In the presence of autocorrelation data, it was necessary to look for a mathematical model which are produce independent a
Publicado em: 2009
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17. Forecasts for the ICMS in CearÃ: Comparison of the performance of the methodology of SEFAZ-EC with the ARIMA model / PrevisÃes para o ICMS no CearÃ: ComparaÃÃo do desempenho da metodologia da SEFAZ-CE com o modelo ARIMA
This research aims to offer managers of the State of Cearà a choice of tool to perform estimates of the monthly tax collection Movement of Goods and Services (ICMS), exemplifying the procedures carried out for the period September 2007 to January 2008, through an econometric model consistent with a good predictive power. For this, use is known as univariate
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 09/12/2008
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18. Models of forecast of the collection tax of the state of São Paulo: ICMS, IPVA, ITCMD and TAXES / Modelos de previsão da arrecadação tributária do estado de São Paulo: ICMS, IPVA, ITCMD e TAXAS
A dissertação, por meio de técnicas econométricas, desenvolve modelos do tipo ARIMA (Modelo Auto-regressivo integrado e de média móvel), segundo a metodologia Box &Jenkins, para previsão da arrecadação tributária do Estado de São Paulo, dividida pelos tributos ICMS, IPVA, ITCMD/ITBI e TAXAS. Para cada tributo foram desenvolvidas regressões, consi
Publicado em: 2008
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19. O impacto de medidas protecionistas no setor de aÃos longos ca-50 / The impact of protectionistic measures in the long steel sector ca-50
This research work introduces a new detailed data-set of high frequency observations on prices, sold quantities and inventories by a brazilian long steel wholesaler, from nov, 1997 to dec, 2005. From empirical analysis, we tried to verify whether the implementation of protectionist measures, through imposition of technical standards to steel imports, brought
Publicado em: 2008
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20. Modelo de trafico Wimax basado en series de tiempo para pronosticar valores futuros de trafico
The objective of this research is to demonstrate that the time series are an excellent tool for modeling of data traffic on networks Wimax. To achieve this goal we used the Box-Jenkins method, which is described in this article. The traffic modeling Wimax through correlated models such as time series allow you to adjust much of the dynamic behavior of the da
JISTEM - Journal of Information Systems and Technology Management. Publicado em: 2008
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21. Um estudo sobre modelos de previsão de preços no mercado de grão de soja
This work has the objective to analyze the market of soy in grain and to approach the econometrical methodology of time series to this market. The work makes a study on the agro-industrial complex of the soy in the period between 2001 and 2007. To try to identify the future behavior of the prices in the national market of soy in grain, the econometrical mode
Publicado em: 2007
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22. MODELOS DE PREVISÃO PARA CHEQUES COMPENSADOS NO BRASIL / PREDICTION MODEL FOR PAY IN CHECK BRAZIL
The main objective of this dissertation was to develop a forecast model for the amount of compensated cheques in Brazil, aiming at its use as tool of bank politics for the maintenance of its efficient regulation, as anticipation of scenes of ways o payments and for strategical planning in financial institutions. Considering the cheque to be the basic instrum
Publicado em: 2007
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23. Analise de componentes ciclicas em series temporais uni e multivariadas via filtros HP modificados e outros metodos / Cycle components analysis for uni and multivariate time throug modified Hodrick-Prescott filters and other methods
The analysis of cycles in time series is considered in this investigation through four methodologies, of which three were more recently developed in literature. The first method, proposed in Kaiser and Maravall (2001), is based on a modification of the unidimensional Hodrick-Prescot filter (HP) through ARIMA models approach. The second method, developed in M
Publicado em: 2007
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24. Um estudo sobre modelos de previsÃo de preÃos no mercado de grÃo de soja
Este trabalho tem o objetivo de analisar o mercado de soja em grÃo e aproximar a metodologia economÃtrica de sÃries temporais a este mercado. O trabalho faz um estudo sobre o complexo agroindustrial da soja no perÃodo entre 2001 e 2007. Para tentar identificar o comportamento futuro dos preÃos no mercado nacional de soja em grÃo, utilizam-se os modelos
Publicado em: 2007