Non Stationarity
Mostrando 1-12 de 13 artigos, teses e dissertações.
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1. Blood donor candidates and blood donations performed between 2005 and 2019 in Minas Gerais, Brazil: A time series analysis.
ABSTRACT Introduction: Time series studies related to blood donor candidates and blood donations are rare in Brazil. Population aging suggests a better understanding of the context related to blood donor candidates and blood donations performed. Objective: The monthly series of candidates eligible to donate blood and actual donations between 2005 and 2019
Hematology, Transfusion and Cell Therapy. Publicado em: 2022
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2. Dynamic anisotropy and non-linear geostatistics supporting short term modelling of structurally complex gold mineralization
Abstract Non-linear geostatistical methods are known to deal appropriately with the geological and geometrical complexity of gold deposits. This article reports the results related to an investigation to improve the gold content estimate based on restricted ore modeling to honor the structural aspects that control the mineralization. The grade domains are de
REM, Int. Eng. J.. Publicado em: 2021-06
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3. Corwin-Schultz Bid-ask Spread Estimator in the Brazilian Stock Market
This paper tests the validity of the Corwin-Schultz bid-ask spread estimator in the Brazilian stock market. The Corwin-Schultz estimator arises as an easy way to compute asymmetric information throughout daily high and low stock prices for estimating overnight and non-negative adjusted spreads. The sample consisted of Ibovespa firms from 1986 to 2014 and was
BAR, Braz. Adm. Rev.. Publicado em: 2016-03
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4. Impacto da implantaçao de perímetros irrigados na qualidade das águas superficiais da porção mineira do médio São Francisco
The irrigation projects Jaíba Gorutuba and Laguna Grande located in the mining portion of the Middle San Francisco, occupying an irrigable area of approximately 31,493 ha. As irrigated agriculture has the potential to contaminate water resources due to deforestation, the application of fertilizers and pesticides, the objective of this research was to invest
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 29/03/2012
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5. On S.N. Bernstein's derivation of Mendel's Law and 'rediscovery' of the Hardy-Weinberg distribution
Around 1923 the soon-to-be famous Soviet mathematician and probabilist Sergei N. Bernstein started to construct an axiomatic foundation of a theory of heredity. He began from the premise of stationarity (constancy of type proportions) from the first generation of offspring. This led him to derive the Mendelian coefficients of heredity. It appears that he had
Genetics and Molecular Biology. Publicado em: 10/05/2012
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6. NÃO-ESTACIONARIEDADE DE SÉRIES TEMPORAIS TURBULENTAS E A GRANDE VARIABILIDADE DOS FLUXOS NAS BAIXAS FREQUÊNCIAS / TIME SERIES NON-STATIONARITY AND THE LARGE LOW FREQUENCY TURBULENT FLUX VARIABILITY
A complexidade de escoamentos turbulentos causa dificuldade para a descrição de fenômenos complexos, como o transporte de grandezas vetoriais e escalares na baixa atmosfera, fazendo com que a análise de dados experimentais, principalmente séries temporais, seja amplamente utilizada. O método mais utilizado pela comunidade micrometeorológica para quant
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 11/08/2011
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7. Análise da estacionariedade e gaussianidade da atividade elétrica neural, do ruído biológico e do ruído de instrumentação
This work analyzes signals of spontaneous neuronal electrical activity, measured by devices known as Multi-Electrode Arrays (MEA), which are the substrate of neuronal cultures of rat hippocampus. The database under investigation consists of five signals: (i) instrumentation noise, (ii) biological noise, (iii) inactive culture and (iv) two active culture expe
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 11/07/2011
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8. / Taylor Principle And Inflation Stability In Emerging Market Countriesw
The goal of this paper is to evaluate the validity of the Taylor principle for inflation control in 12 developing countries that use inflation targeting regimes: Brazil, Chile, Colombia, Hungary, Israel, Mexico, Peru, Philippines, Poland, South Africa, Thailand and Turkey. The test is based on a state-space model to determine when each country has followed t
Publicado em: 26/08/2009
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9. Influência das taxas de juros internacionais sobre volume de operações de crédito externo no Brasil : aplicação do método de regressão não-paramétrica com estimadores de núcleo
The influence of interest on the amount of credit is an important topic in economic. In fact, it has attracted interest of several authors who have made use of parametric statistical models (Topel, 1988; Vivacqua, 2007, among others). This dissertation presented to the analysis of the influence of international interest rates on the volume of foreign credit
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 05/02/2009
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10. Commercial release and breaks structural: empirical evidences for Latin America / LiberaÃÃo comercial e quebra estrutural: evidÃncias empÃricas para a AmÃrica Latina
The main purpose of this thesis is to verify statistical and analytically the economic openness impacts regarding their openness degree in comply with the economic politics results. In light of the substantial movement towards trade liberalization during 80â decade, statistical analysis aimed to identify structural breaks at international trade series (Expo
Publicado em: 2007
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11. Eficiência do mercado implícito de câmbio a termo no Brasil. / Efficiency of the implied forward exchange market in Brazil.
In this dissertation, the forward exchange market efficiency hypothesis is tested for the recent floating regime in Brazil. We use daily frequency data, with implied forward rates based on the swap market. The statistical approach is a semiparametric procedure which is statistically robust to data distributions with heavy tails and allows for non-stationarit
Publicado em: 2003
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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