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Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2017-04-07)
Conventional reliability analysis techniques are focused on the occurrence of failures over
time. However, in certain situations where the occurrence of failures is tiny or almost null, the
estimation of the quantities ...
Coloring Non-Gaussian Sequences
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2008)
Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution
(BRAZILIAN STATISTICAL ASSOCIATION, 2021)
The class of generalized hyperbolic (GH) distributions is generated by a mean-variance mixture of a multivariate Gaussian with a generalized inverse Gaussian (GIG) distribution. This rich family of GH distributions includes ...
Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps
(IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 2010)
Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal ...
Orthogonality of quasi-orthogonal polynomials
(2018-01-01)
A result of Pólya states that every sequence of quadrature formulas Q n (f) with n nodes and positive Cotes numbers converges to the integral I(f) of a continuous function f provided Q n (f) = I(f) for a space of algebraic ...
Construção de superfícies de volatilidade a partir da calibração do Modelo GARCH-SVNIG
(2021-06-03)
A precificação de opções é um constante desafio enfrentado pelo mercado financeiro, devido à dificuldade de modelar adequadamente a dinâmica dos preços dos ativos financeiros. Atualmente, os participantes do mercado utilizam ...
Variable order smoothness priors for ill-posed inverse problems
(Amer Mathematical Soc, 2014-11)
In this article we discuss ill-posed inverse problems, with an emphasis on hierarchical variable order regularization. Traditionally, smoothness penalties in Tikhonov regularization assume a fixed degree of regularity of ...
From pattern to process: estimating expansion rates of a forest tree species in a protected palm savanna
(Springer, 2014-04)
We assessed the possible influences of dominant tree density (Butia yatay palm trees) and fire on the expansion of a riparian tree population (Myrcianthes cisplatensis) over El Palmar National Park, a protected savanna in ...
Abordagens robustas para problemas inversos baseados nas estatísticas generalizadas de Rényi, Tsallis e de Kaniadakis
(Universidade Federal do Rio Grande do NorteBrasilUFRNPROGRAMA DE PÓS-GRADUAÇÃO EM FÍSICA, 2022-03-18)
In general, inverse problems can be faced as a task of optimizing a functional that
promotes the fit between the experimental data and the data calculated from a physical
model. Commonly, the objective function known as ...