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Abordagem clássica e bayesiana para os modelos de séries temporais da família GARMA com aplicações para dados contínuos
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2011-03-24)
In this work, the aim was to analyze in the classic and bayesian context, the GARMA model with three different continuous distributions: Gaussian, Inverse Gaussian and Gamma. We analyzed the performance and the goodness ...
Abordagem estatística em modelos para séries temporais de contagem
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2013-05-06)
In this work, it was estudied the models INGARCH , GLARMA and GARMA to model count time series data with Poisson and Negative Binomial discrete conditional distributions. The main goal was analyze in classic and bayesian ...
GARMA models, a new perspective using Bayesian methods and transformations
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2016-12-16)
Generalized autoregressive moving average (GARMA) models are
a class of models that was developed for extending the univariate
Gaussian ARMA time series model to a flexible observation-driven
model for non-Gaussian time ...
Bootstrap methods for generalized autoregressive moving average models
(Universidade Federal de Minas GeraisUFMG, 2018-06-11)
This final paper aims to find a suitable Bootstrap Method for the Generalized Autoregressive Moving Average Model. The focus is on the Moving Block Bootstrap (MBB) resampling scheme with its performance being evaluated ...
Complemento de Excel para ajuste paramétrico de series de tiempo
(Universidad EIAAdministrativa, Financiera, Sistemas y ComputaciónEnvigado (Antioquia, Colombia). Universidad EIA, 2012Ingeniería Administrativa, 2012)
This thesis is based on Fisher’s scoring algorithm to fit GARMA parametric series using an Excel® 2010 Add-in. Initially, a theoretical framwork is presented regarding time series and the paremetric models used in this ...
Travel Safe
(Universidad Peruana de Ciencias Aplicadas (UPC)PE, 2019-11-27)
En la actualidad, existe un alto índice de robos de maletas al momento de realizar un viaje, puesto que según la SITA (Societé Internacionale de Telécommunications Aéronautiques) se pierden cerca de 25 millones de maletas ...
Travel Safe
(Universidad Peruana de Ciencias Aplicadas (UPC)PE, 2020)
On the eigenstructure of generalized fractional processes
(ELSEVIER SCIENCE BV, 2003)
This work establishes bounds for the eigenvalues of the covariance matrix from a general class of stationary processes. These results are applied to the statistical analysis of the large sample behavior of estimates and ...
Um estudo comparativo para modelos de séries temporais de contagem
(Universidade Federal de Minas GeraisUFMG, 2015-02-27)
In this work, two methods for time series of counts are evaluated, the Autoregressive Moving Average Generalized Model (GARMA) and the Autoregressive Moving Average Model Generalized Linear Model (GLARMA). The main objective ...