26 resultados para Estimação da curva de juros com cupom zero
Resumo:
We presented in this work two methods of estimation for accelerated failure time models with random e_ects to process grouped survival data. The _rst method, which is implemented in software SAS, by NLMIXED procedure, uses an adapted Gauss-Hermite quadrature to determine marginalized likelihood. The second method, implemented in the free software R, is based on the method of penalized likelihood to estimate the parameters of the model. In the _rst case we describe the main theoretical aspects and, in the second, we briey presented the approach adopted with a simulation study to investigate the performance of the method. We realized implement the models using actual data on the time of operation of oil wells from the Potiguar Basin (RN / CE).
Resumo:
In Survival Analysis, long duration models allow for the estimation of the healing fraction, which represents a portion of the population immune to the event of interest. Here we address classical and Bayesian estimation based on mixture models and promotion time models, using different distributions (exponential, Weibull and Pareto) to model failure time. The database used to illustrate the implementations is described in Kersey et al. (1987) and it consists of a group of leukemia patients who underwent a certain type of transplant. The specific implementations used were numeric optimization by BFGS as implemented in R (base::optim), Laplace approximation (own implementation) and Gibbs sampling as implemented in Winbugs. We describe the main features of the models used, the estimation methods and the computational aspects. We also discuss how different prior information can affect the Bayesian estimates
Resumo:
The main specie of marine shrimp raised at Brazil and in the world is Litopenaeus vannamei, which had arrived in Brazil in the `80s. However, the entry of infectious myonecrosis virus (IMNV), causing the infectious myonecrosis disease in marine shrimps, brought economic losses to the national shrimp farming, with up to 70% of mortality in the shrimp production. In this way, the objective was to evaluate the survival of shrimps Litopenaeus vannamei infected with IMNV using the non parametric estimator of Kaplan-Meier and a model of frailty for grouped data. It were conducted three tests of viral challenges lasting 20 days each, at different periods of the year, keeping the parameters of pH, temperature, oxygen and ammonia monitored daily. It was evaluated 60 full-sib families of L. vannamei infected by IMNV in each viral challenge. The confirmation of the infection by IMNV was performed using the technique of PCR in real time through Sybr Green dye. Using the Kaplan-Meier estimator it was possible to detect significant differences (p <0.0001) between the survival curves of families and tanks and also in the joint analysis between viral challenges. It were estimated in each challenge, genetic parameters such as genetic value of family, it`s respective rate risk (frailty), and heritability in the logarithmic scale through the frailty model for grouped data. The heritability estimates were respectively 0.59; 0.36; and 0.59 in the viral challenges 1; 2; and 3, and it was also possible to identify families that have lower and higher rates of risk for the disease. These results can be used for selecting families more resistant to the IMNV infection and to include characteristic of disease resistance in L. vannamei into the genetic improvement programs
Resumo:
El estudio presenta el problema de la violencia doméstica contra los niños de hasta cinco años en el contexto de los centros municipales de Educación Infantil (CMEI) en la ciudad de Natal-RN. Constituye un análisis bajo el enfoque teórico y metodológico de carácter cualitativo, en vista de la totalidad, con la asunción de la violencia doméstica contra los niños en su guía sociales, legales, históricos y culturales con el tema. Tiene como objetivo investigar si los profesionales que trabajan en Educación Infantil son capaces de identificar las posibles situaciones de violencia doméstica contra los niños que están bajo su responsabilidad, e incluso si, en los casos de los casos sospechosos o reales de la identidad de saber que las referencias deben ser adoptadas. La ruta entre el conocimiento y el método establecido implica el análisis conceptual de la infancia, la educación infantil y violencia doméstica contra los niños, además de la realización de grupos focales con los participantes de la encuesta con sus registros en un diario de campo. Perciben a sí mismos para el estudio de las contradicciones en la lucha contra la violencia doméstica contra los niños. Incluso con los conocimientos teóricos sobre el tema, los profesionales no pueden dar referencias adecuadas para proteger a los niños y detener la violencia. Nos encontramos con que las condiciones objetivas del trabajo de los profesionales que trabajan en CMEI, asociados con poco conocimiento sobre el tema, no contribuyen a las referencias. Llegamos a la conclusión de que es necesario la participación de la Secretaría Municipal de Educación, sin olvidar que todas las acciones tienen limitaciones como la violencia doméstica contra los niños también se relaciona con problemas estructurales de la sociabilidad capitalista.
Resumo:
The camera motion estimation represents one of the fundamental problems in Computer Vision and it may be solved by several methods. Preemptive RANSAC is one of them, which in spite of its robustness and speed possesses a lack of flexibility related to the requirements of applications and hardware platforms using it. In this work, we propose an improvement to the structure of Preemptive RANSAC in order to overcome such limitations and make it feasible to execute on devices with heterogeneous resources (specially low budget systems) under tighter time and accuracy constraints. We derived a function called BRUMA from Preemptive RANSAC, which is able to generalize several preemption schemes, allowing previously fixed parameters (block size and elimination factor) to be changed according the applications constraints. We also propose the Generalized Preemptive RANSAC method, which allows to determine the maximum number of hipotheses an algorithm may generate. The experiments performed show the superiority of our method in the expected scenarios. Moreover, additional experiments show that the multimethod hypotheses generation achieved more robust results related to the variability in the set of evaluated motion directions
Resumo:
Motion estimation is the main responsible for data reduction in digital video encoding. It is also the most computational damanding step. H.264 is the newest standard for video compression and was planned to double the compression ratio achievied by previous standards. It was developed by the ITU-T Video Coding Experts Group (VCEG) together with the ISO/IEC Moving Picture Experts Group (MPEG) as the product of a partnership effort known as the Joint Video Team (JVT). H.264 presents novelties that improve the motion estimation efficiency, such as the adoption of variable block-size, quarter pixel precision and multiple reference frames. This work defines an architecture for motion estimation in hardware/software, using a full search algorithm, variable block-size and mode decision. This work consider the use of reconfigurable devices, soft-processors and development tools for embedded systems such as Quartus II, SOPC Builder, Nios II and ModelSim
Resumo:
Nowadays several electronics devices support digital videos. Some examples of these devices are cellphones, digital cameras, video cameras and digital televisions. However, raw videos present a huge amount of data, millions of bits, for their representation as the way they were captured. To store them in its primary form it would be necessary a huge amount of disk space and a huge bandwidth to allow the transmission of these data. The video compression becomes essential to make possible information storage and transmission. Motion Estimation is a technique used in the video coder that explores the temporal redundancy present in video sequences to reduce the amount of data necessary to represent the information. This work presents a hardware architecture of a motion estimation module for high resolution videos according to H.264/AVC standard. The H.264/AVC is the most advanced video coder standard, with several new features which allow it to achieve high compression rates. The architecture presented in this work was developed to provide a high data reuse. The data reuse schema adopted reduces the bandwidth required to execute motion estimation. The motion estimation is the task responsible for the largest share of the gains obtained with the H.264/AVC standard so this module is essential for final video coder performance. This work is included in Rede H.264 project which aims to develop Brazilian technology for Brazilian System of Digital Television
Resumo:
The fundamental senses of the human body are: vision, hearing, touch, taste and smell. These senses are the functions that provide our relationship with the environment. The vision serves as a sensory receptor responsible for obtaining information from the outside world that will be sent to the brain. The gaze reflects its attention, intention and interest. Therefore, the estimation of gaze direction, using computer tools, provides a promising alternative to improve the capacity of human-computer interaction, mainly with respect to those people who suffer from motor deficiencies. Thus, the objective of this work is to present a non-intrusive system that basically uses a personal computer and a low cost webcam, combined with the use of digital image processing techniques, Wavelets transforms and pattern recognition, such as artificial neural network models, resulting in a complete system that performs since the image acquisition (including face detection and eye tracking) to the estimation of gaze direction. The obtained results show the feasibility of the proposed system, as well as several feature advantages.
Resumo:
This work has as main objective to find mathematical models based on linear parametric estimation techniques applied to the problem of calculating the grow of gas in oil wells. In particular we focus on achieving grow models applied to the case of wells that produce by plunger-lift technique on oil rigs, in which case, there are high peaks in the grow values that hinder their direct measurement by instruments. For this, we have developed estimators based on recursive least squares and make an analysis of statistical measures such as autocorrelation, cross-correlation, variogram and the cumulative periodogram, which are calculated recursively as data are obtained in real time from the plant in operation; the values obtained for these measures tell us how accurate the used model is and how it can be changed to better fit the measured values. The models have been tested in a pilot plant which emulates the process gas production in oil wells
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In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward algorithms are considered and the probability of a given observed sequence is computed. Next, we use the EM algorithm to estimate the model parameters. In the general case, the kernel estimators are used and to built a sequence of estimators that converge in L1-norm to the density function of the observable process
Resumo:
In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented