Now showing items 1-10 of 2019
Enriquecendo a previsão de séries temporais usando informação textual
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Ciência da Computação - PPGCCCâmpus São Carlos, 2021-02-25)
The ability to extract knowledge and forecast stock trends is crucial to mitigate investors' risks and uncertainties in the market. The stock trend is affected by non-linearity, complexity, noise, and especially the ...
Método bagging para aprimoramento de previsões de séries temporais
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2021-10-22)
Different methodologies are proposed and explored aiming to reduce time series forecasting
error. A promising approach consists in combining different forecasts from different models
in order to get a better accuracy, ...
Modelos de séries temporais com coeficientes variando no tempo
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2009-02-26)
In this work they are presented extensions of Auto Regressive and Auto Regressive Conditional Heteroscedasticity models with coefficients varying in time. These coefficients have
been used as models for non stationary real ...
Uso de redes complexas na caracterização e previsão de convulsões
(Universidade Estadual Paulista (Unesp), 2017-11-07)
Studies that relate time series to the theory of complex networks have gained great prominence and importance in recent times, showing that it is possible to map a time series in a complex network without large loss of ...
Uma avaliação de métodos de previsão aplicados à grandes quantidades de séries temporais univariadas
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2012-12-06)
Time series forecasting is probably one of the most primordial interests on economics and econometrics, and the literature on this subject is extremely vast. Due to technological growth in recent decades, large amounts of ...