Box And Jenkins Methodology
Mostrando 1-12 de 12 artigos, teses e dissertações.
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1. Métodos de previsão : aplicação da metodologia de box e jenkins ao varejo brasileiro – o caso das Lojas Americanas S.A.
Este estudo buscar realizar uma breve análise do desempenho do varejo brasileiro e principalmente uma aplicação da metodologia proposta por Box e Jenkins (1976) ao setor, no período compreendido entre o primeiro trimestre de 1998 e terceiro de 2010. Para isso, foi selecionada, como objeto de aplicação da metodologia, a série de receita líquida operac
Publicado em: 2011
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2. Análise política, econômica e ambiental da nova política energética européia: um enfoque sobre a indústria brasileira de bioetanol.
This paper provides an analysis of the political, environmental and economic implications of the new European energy policy for the Brazilian bioethanol industry. It begins with a description of the new European legal framework as it pertains to the biofuel industry as well the current developments in this sector of the European market. It provides an estima
Publicado em: 2009
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3. O Etanol e a Gasolina sÃo Substitutos Perfeitos? / The Etanol and the Gasoline are Perfect Substitutes?
The relative domestic prices behavior for fuels (relationship among price of ethanol and gasoline) was analyzed accord to panel monthly ones on 27 Brazilian units during the period from July 2001to February 2008. They released by ANP and through Box-Jenkins methodology. It was empirically verified that relative prices seem to follow a first-order autoregress
Publicado em: 2008
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4. 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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5. BEHAVIORAL FINANCE AND BOX AND JENKINS METHODOLOGY: AN APPLICATION ON THE BRAZILIAN MARKET / FINANÇAS COMPORTAMENTAIS E METODOLOGIA BOX E JENKINS: UMA APLICAÇÃO NO MERCADO BRASILEIRO
Esta dissertação aborda um tema bastante recente e ainda controverso, intitulado Finanças Comportamentais. O estudo se inicia com a apresentação de alguns dos conceitos e estudos já realizados nesta área, onde estão inseridas algumas críticas à hipótese de mercado eficiente e à idéia de caminho aleatório. Estas críticas levam a outros três co
Publicado em: 2006
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6. MODELAGEM E PREVISÃO POR MEIO DE METODOLOGIA BOX&JENKINS: UMA FERRAMENTA DE GESTÃO / MODELING AND FORECAST BY MEANS OF BOX &JENKINS METHODOLOGY: A MANAGEMENT TOOL
Independentemente do tamanho da empresa é necessário estabelecer metas, parâmetros e estratégias. É importante ter um guia, um plano que direcione as ações do presente como meio de atingir as metas para o futuro. Além disso, o planejamento da empresa requer organização, controles, ferramentas que auxilie e favoreça a tomada de decisões e redireci
Publicado em: 2006
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7. 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
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8. 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
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9. MODELO PARA PREVISÃO DA TEMPERATURA DE CONDUTORES DE LINHAS AÉREAS DE TRANSMISSÃO / MODEL FOR TRANSMISSION LINE CONDUCTORS TEMPERATURE FORECASTING
Transmission lines have a fundamental role in the electric system performance,connecting power sources to load centers. When the transmission system attains it`s transmission capability limit, the system must be expanded, either constructing new lines, or upgrading existing ones. Among the factors that can limit a transmission line transfer capability is the
Publicado em: 2002
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10. REDES NEURAIS E REGRESSÃO DINÂMICA: UM MODELO HÍBRIDO PARA PREVISÃO DE CURTO PRAZO DA DEMANDA DE GASOLINA AUTOMOTIVA NO BRASIL / NEURAL NETWORK AND DYNAMIC REGRESSION: A HYBRID MODEL TO FORECAST THE SHORT TERM DEMAND OF PETROL IN BRAZIL
In this dissertation a short term model to forecast automotive gasoline demand in Brazil is proposed. From the methodology point of view, data is analyzed and a model using a bottom-up strategy is developed. In other words, a simple model is improved step by step until a proper model that sits well the reality is found. Departuring from a univariate model it
Publicado em: 2000
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11. Analise e previsões de vasões utilizando modelos de series temporais, redes neurais e redes neurais nebulosas
Analysis and forecast of seasonal stream flow series are of utmost importance in the operation planning of water resources systems. One of the greatest difficulties in forecasting of those series is the seasonality nature of stream flow series due to wet and dry periods of the year. For a long time, the use of stochastic models, based on the c1assic Box &Jen
Publicado em: 2000
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12. BOOTSTRAP EM SÉRIES TEMPORAIS / BOOTSTRAP IN TIME SERIES
The bootstrap of B. Efron, what should not be imagined without fast andcheaper computation, can solve several problems free from assumption that the data conform to a bell-shaped curve. This work has the aim to present this computer-intensive technics in the context of Time Series - Box and Jenkins´s Methodology. As we know this methodology own some asympto
Publicado em: 1991