Estimation Theory
Mostrando 25-36 de 154 artigos, teses e dissertações.
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25. Cost-push channel of monetary policy: estimation and simulation / Cost-push channel of monetary policy: estimation and simulation
Essa dissertação investiga a existência de um canal de custos de política monetária. Para tanto, utiliza métodos econométricos e de simulação. No primeiro caso, três métodos diferentes são utilizados para a estimação com dados brasileiros de quatro especificações, sendo três delas além das estimadas na literatura. Os resultados obtidos indi
Publicado em: 2011
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26. A topological approach to the identification of critical measurements in power-system state estimation
This paper presents a new topological methodology for critical measurements identification in observable networks. A measurement is said to be critical, in an observability sense, if its removal from the measurement set makes the associated system lose observability. The proposed methodology is based on the properties of both, observable measurement subnetwo
Publicado em: 2011
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27. Essays on regulatory risk issues
Most studies around that try to verify the existence of regulatory risk look mainly at developed countries. Looking at regulatory risk in emerging market regulated sectors is no less important to improving and increasing investment in those markets. This thesis comprises three papers comprising regulatory risk issues. In the first Paper I check whether CAPM
Publicado em: 06/07/2010
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28. Funds investing in stocks in Brazil: Performance and size make a difference? / Fundos de investimento em aÃÃes no Brasil: Performance e tamanho fazem diferenÃa?
This article aims to contribute to the mainstream in Asset Pricing Theory, proposing and testing empirically, with pricing exercises and in-sample forecasting, a multifactor linear approach, such that, it is possible to account for the main empirical evidences in a promising Brazilian financial market: stock mutual funds. Following the methodology developed
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 11/06/2010
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29. O efeito disposição e suas motivações comportamentais: um estudo com base na atuação de gestores de fundos de investimento em ações / The disposition effect and its behavioral motivations: a study based on stock fund managers trading activity
The disposition effect, originally proposed by Shefrin and Statman (1985), predicts that investors tend to sell winning stocks too soon and ride losing stocks too long. Despite the wide range of research evidence about this issue, the reasons that lead investors to act this way is still subject to much controversy between rational and behavioral explanations
Publicado em: 2010
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30. Métodos de estimação de derivadas via cálculo operacional e aplicações a problemas de controle. / Derivative estimation methods based on operational calculus and control applications.
Este trabalho versa sobre técnicas de estimação de derivadas de forma não assintótica conforme abordagem algébrica de Michel Fliess, e sua aplicação na determinação quase instantânea do estado interno de um sistema dinâmico, cria-se assim estimadores de estado que não se baseiam no observador de Luenberger. Resumo No desenvolvimento do trabalho
Publicado em: 2010
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31. IDENTIFICATION OF THE BEHAVIOR OF TEMPERATURE MAIN RECTIFIER OF A DIESEL-ELECTRIC LOCOMOTIVE / IDENTIFICAÇÃO DO COMPORTAMENTO DA TEMPERATURA DO RETIFICADOR PRINCIPAL DE UMA LOCOMOTIVA DIESEL-ELÉTRICA
In this dissertation, we explore the application of the Theory of System Identification to develop a mathematical model that represents the behavior of the electrical current rectifier used to power the traction motors of a locomotive diesel-electric, based on mathematical manipulation of its temperature data. It was developed an ARX model and, using the aid
Publicado em: 2010
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32. Combinação de modelos de campos aleatórios markovianos para classificação contextual de imagens multiespectrais / Combining markov random field models for multispectral image contextual classification
This work presents a novel MAP-MRF approach for multispectral image contextual classification by combining higher-order Markov Random Field models. The statistical modeling follows the Bayesian paradigm, with the definition of a multispectral Gaussian Markov Random Field model for the observations and a Potts MRF model to represent the a priori knowledge. In
Publicado em: 2010
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33. MODELAGEM DE SINISTROS IBNR COM CAUDA: CHAINLADDER ESTENDIDO, ANÁLISE DE REGRESSÃO COM HETEROCEDASTICIDADE E MODELAGEM EM ESPAÇO DE ESTADO LINEAR / MODELING IBNR CLAIMS WITH TAIL EFFECT: EXTENDED CHAIN LADDER, HETEROCEDASTIC LINEAR REGRESSION MODELS AND LINEAR STATE SPACE MODELS
This work makes use of three methodologies for modeling IBNR data arranged in the runoff triangle with a tail effect, and evaluates their performances in four empirical examples. The first methodology is the traditional chain ladder, duly extended to calculate a reserve corresponding to the calendar year. The second methodology remains on linear regression m
Publicado em: 2010
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34. Development of an Acquisition System and Data Analysis for Measurements of Electron Transport Parameters in Gases / Desenvolvimento de sistema de aquisição e tratamento de dados para medidas de parâmetros de transporte de elétrons em gases
This thesis describes a pulsed Townsend experiment whose purpose was to obtain experimentally the transport parameters of electron in gases, particularly nitrogen and isobutane, within a range of reduced electric field between 130 Td and 210 Td. The transport parameters obtained were the average speed of center of mass of the electron cloud, the ionization r
Publicado em: 2010
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35. Structural characterization from empirical modeling and GRART model evaluation in the Eucalyptus spp. canopies spectral characterization / Caracterização estrutural a partir de modelos empíricos e avaliação do modelo GRART na caracterização espectral de dosséis de Eucalyptus spp
Empirical modeling and models based on transfer theory have been applied to estimate quantitative information from spectral data and from their relationships with canopy biophysical parameters. Both modeling strategies have been explored here in order to estimate structural and spectral information from extit{Eucalyptus} spp. (eucalipto) canopies. Correlati
Publicado em: 2010
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36. Estimativa dos recursos eolicos no litoral cearense usando a teoria da regressão linear. / Estimation of wind resources in Ceará using the theory of linear regression.
The current study is the estimate of wind resources in coast of Ceará using the theory of the linear regression. Its main objective is to estimate values of average wind speed at altitude from the data observed at the surface. Two areas are investigated: Paracuru and Camocim both located in the State of Ceará. For each region will be adopted the same proce
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 18/12/2009