Now showing items 1-10 of 133
Hedging no modelo com processo de Poisson composto
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2015-12-07)
The investor, that negotiate assets, is subject to economic risks of any negotiation because there is no certainty regarding the appreciation or depreciation of an asset. Here comes the futures market, where contracts can ...
O processo de Poisson estendido e aplicações
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2007-06-14)
Abstract
In this dissertation we will study how extended Poisson process can be applied to
construct discrete probabilistic models. An Extended Poisson Process is a continuous
time stochastic process with the state space ...
Abordagens não-locais para filtragem de ruído Poisson
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Ciência da Computação - PPGCC, 2014-05-23)
A common problem to applications such as positron emission tomography, low-exposure X-ray imaging, fluorescence microscopy, optical and infrared astronomy, and others, is the degradation of the original signal by Poisson ...
Algoritmos para a redução de ruído Poisson e estimativa de parâmetros utilizando distâncias estocásticas
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Ciência da Computação - PPGCCCâmpus São Carlos, 2018-06-14)
Noise is present in all applications of digital imaging. Due to its stochastic nature, it is impossible to determine exact procedures to completely remove noise from the image. Thus, the target signal may be affected during ...
Filtragem de sinograma tomográfico afetado por ruído Poisson utilizando wavelets anisotrópicas
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Ciência da Computação - PPGCCCâmpus São Carlos, 2017-02-07)
The diagnostic imaging by computed tomography has become popular in recent decades. As the image acquisition method is effected by exposing the human body to X-ray dose (ionizing radiation), the frequent realization of ...
Modelos alternativos em filas M/G/1
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Estatística - PPGEsCâmpus São Carlos, 2015-11-26)
The main aim of this work is to develop alternative queuing models to M/ G/l, in which arrivals follow a Poisson process, the total number of customers on the system and the total number of service channels are unknown. ...
Statistical inference for non-homogeneous Poisson process with competing risks: a repairable systems approach under power-law process
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2019-08-30)
In this thesis, the main objective is to study certain aspects of modeling failure time data of repairable systems under a competing risks framework. We consider two different models and propose more efficient Bayesian ...
Modelagem de dados de sobrevivência com eventos recorrentes via fragilidade discreta
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Estatística - PPGEsCâmpus São Carlos, 2015-09-02)
In this thesis it is proposed alternative methodologies and extensions on
models for recurrent event data. Speci cally, we propose a model in which
the distribution of the gap time is easily derived from the marginal ...