Arima Models
Mostrando 25-36 de 39 artigos, teses e dissertações.
-
25. A UTILIZAÇÃO DOS GRÁFICOS DE CONTROLE: UMA APLICAÇÃO NA ÁREA DA SAÚDE
Statistical methods and control charts are important resources to detect changes in various kinds of processes. It has been noticed along the years that these charts have been theoretically refined and, before the analogy and the simplicity of some statistical methods of quality control, it has been happening a great widespread and encouragement to apply the
Publicado em: 2006
-
26. Identification of anaerobic threshold using heart rate response during dynamic exercise
The objective of the present study was to characterize the heart rate (HR) patterns of healthy males using the autoregressive integrated moving average (ARIMA) model over a power range assumed to correspond to the anaerobic threshold (AT) during discontinuous dynamic exercise tests (DDET). Nine young (22.3 ± 1.57 years) and 9 middle-aged (MA) volunteers (43
Brazilian Journal of Medical and Biological Research. Publicado em: 2005-05
-
27. PrevisÃo de demanda, preÃo e anÃlise de poder de mercado no setor de energia elÃtrica
This thesis intends to develop studies applied to the Brazilian electrical sector - SEB. Initially, there was done a general review of the sector, concerning his main agents and institutions. In a first study, there were obtained forecasting for the demand of electrical energy in the Northeast Brazilian region, over the 2004-2010 period. These forecasting we
Publicado em: 2005
-
28. A method of analysis of models of forecast in linear and nonlinear unidimensional chronological successions / Um método de análise e previsão de sucessões cronológicas unidimensionais lineares e não-lineares
The main objective of this work was it of exploring the possibility to use a methodology capable to decompose a temporary series through ondaletas, jointly with the econometrics models and of neural network already existent of forecast and to compare the quality of forecasts obtained for chronological successions no lineal simulated. The proposal was reached
Publicado em: 2004
-
29. cellular networks; Mobile networks / Controle de admissÃo de chamas e reserva de recursos em redes mÃveis celulares
Handoff in wireless/mobile networks is the mechanism that transfers an ongoing call from the current cell as the mobile station moves through the coverage area of the system. User applications may experience performance degradation due to handoffs from user mobility. If the target cell does not have sufficient available bandwidth, the call will be dropped. F
Publicado em: 2004
-
30. Univariados models of secular series for forecasts of short term of the national collection of the FGTS / Modelos univariados de sÃries temporais para previsÃes de curto prazo da arrecadaÃÃo nacional do FGTS
Formular modelos estatÃsticos voltados à realizaÃÃo de previsÃes no curto prazo (atà 12 passos à frente) sobre a arrecadaÃÃo do FGTS, com vistas a contribuir com a precisÃo das estimativas contidas em seu orÃamento anual à o objetivo da presente pesquisa. Os recursos do FGTS constituem um funding significativo para o governo federal financiar obr
Publicado em: 2004
-
31. Analysis of models of secular series for the monthly forecast of the income tax / AnÃlise de modelos de sÃries temporais para a previsÃo mensal do imposto de renda
The main objective of this work was to generate predictions, at a monthly frequency, from 1990 to 2001, of income tax revenue. The methodology used was the one of forecast combining. Specifically, exponential smoothing, an ARIMA and VAR with error correction models were pooled to obtain final prediction. Ex-post forecast errors were used to test the performa
Publicado em: 2003
-
32. MODELOS LINEARES E NÃO LINEARES NA MODELAGEM DO PREÇO SPOT DE ENERGIA ELÉTRICA DO BRASIL / USING LINEAR AND NON-LINEAR APPROACHES TO MODEL THE BRAZILIAN ELECTRICITY SPOT PRICE SERIES
In this dissertation, modeling strategies are presented involving linear and non-linear time series models to model the spot price of Brazil`s electrical energy market. It has been used, among the linear models, the modeling approach of Box, Jenkins and Reinsel (1994) i.e., ARIMA(p,d,q) models, and dynamic regression. Among the non-linear ones, the chosen mo
Publicado em: 2003
-
33. Analysis of the pattern of heart rate response by the time series and semiparametric methods and of its variability in the determination of the anaerobic threshold. / Análises do padrão de resposta da freqüência cardíaca pelos métodos de séries temporais e semiparamétrico e de sua variabilidade na determinação do limiar de anaerobiose
The objectives of the present study were to assess the heart rate (HR) response and its variability under resting conditions and during dynamic physical exercise, to determine the anaerobic threshold from the analysis of the HR responses during physical exercise using the autoregressive-integrated-moving average (ARIMA) and semi-parametric (SMP) mathematical
Publicado em: 2003
-
34. MODELOS DE INTERVENÇÃO PARA PREVISÃO MENSAL DE CONSUMO DE ENERGIA ELÉTRICA CONSIDERANDO CENÁRIOS PARA O RACIONAMENTO / INTERVENTION MODELS TO FORECAST MONTHLY DEMAND OF ELETRIC ENERGY, CONSIDERING THE RATIONING SCENERY
Nesta dissertação é desenvolvida uma metodologia para previsão de demanda mensal de energia elétrica considerando cenários de racionamento. A metodologia usada consiste em, a partir das taxas de crescimento da série temporal, identificar e eliminar os efeitos do racionamento de energia elétrica através da aplicação de Modelos Lineares Dinâmicos.
Publicado em: 2002
-
35. BOOTSTRAP IMPLEMENTATION IN THE PARAMETERS ESTIMATION OF ARFIMA MODELS AND MONTECARLO SIMULATIONS / IMPLEMENTAÇÃO DE BOOTSTRAP NA ESTIMAÇÃO DO PARÂMETRO D EM MODELOS ARFIMA E SIMULAÇÃO MONTECARLO
This thesis treats features, properties, utility and performance of the use of bootstrap, a resample techique, in the estimation of a parameter related to long memory in times. Among other things, we estimate the standard deviation of the parameter estimator and define a null hypothesis test for the parameter. With bootstrap, we can get large sample properti
Publicado em: 1997
-
36. ANALYSIS OF THE CYCLICAL AND SEASONAL COMPONENTS IN STRUCTURAL MODELS / ANÁLISE DAS COMPONENTES CÍCLICA E SAZONAL EM MODELOS ESTRUTURAIS
The thesis has two main objectives. The first one is to investigate the effects of the application of the Hodrick- Prescott filter (HP) in detecting macro-economic cycles in the brazilian GDP series, from 1900 to 1992, We compare the results from the HP method to those of Cribari and the structural approach of Harvey. We conclude that the HP series may gener
Publicado em: 1995