165 resultados para Modelos Lineares em Séries Temporais
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In this work, some aspects of the erythrocyte cycle of the malaria parasite was incorporated into a cellular automata model to simulated the major factors leading to disruption of the erythrocyte cycle and consequent appearance of gametocytes, which infected the mosquitoes. Furthermore, the time seies of parasitaemia of infected patients was analyzed and compared to simulated data. The results suggested that differences in the temporal patterns of the asexual parasitaemia are associated with different effectiveness of the immune system in controlling the infection
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O presente trabalho apresenta em sua essência conceitos relacionados as práticas de Governança Corporativa no mundo e, principalmente, no Brasil. Tais práticas são leis que ajudam na Bolsa de Valores, trazendo mais transparência e confiança para os agentes e está desenvolvido no segundo capítulo. Tais práticas, então, afetarão diretamente as expectativas dos agentes a investirem seus capitais de forma mais segura. Para tanto, é necessário ter uma ideia geral de como são afetadas tais expectativas e é onde está desenvolvido o primeiro capítulo. Para concluir, é feita uma análise empírica, baseada em séries temporais, de econometria para auxiliar se o que a teoria nos diz é comprovada na prática e são usadas como base os Bancos Nossa Caixa e Banco Bradesco
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Pós-graduação em Agronomia (Irrigação e Drenagem) - FCA
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The objective of this study was to test the validity of the real exchange rate in the long run. For that five tests were performed based on equation, which relates to real exchange rate, international trade, domestic income. The main difference is that the tests when we are working with quarterly data, the parameters are significantly different from zero – i.e., the variables real exchange rate, international trade, domestic income and net exports on long term relationship – and, moreover, the signs are as expected. This implies that it is possible to increase exports with currency devaluation. Thus, based on data and tests that work we conclude that the exchange rate is an important instrument of trade policy, given that devaluations are valid even in the long term.
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Pós-graduação em Enfermagem - FMB
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This is an ecological, analytical and retrospective study comprising the 645 municipalities in the State of Sao Paulo, the scope of which was to determine the relationship between socioeconomic, demographic variables and the model of care in relation to infant mortality rates in the period from 1998 to 2008. The ratio of average annual change for each indicator per stratum coverage was calculated. Infant mortality was analyzed according to the model for repeated measures over time, adjusted for the following correction variables: the city's population, proportion of Family Health Programs (PSFs) deployed, proportion of Growth Acceleration Programs (PACs) deployed, per capita GDP and SPSRI (Sao Paulo social responsibility index). The analysis was performed by generalized linear models, considering the gamma distribution. Multiple comparisons were performed with the likelihood ratio with chi-square approximate distribution, considering a significance level of 5%. There was a decrease in infant mortality over the years (p < 0.05), with no significant difference from 2004 to 2008 (p > 0.05). The proportion of PSFs deployed (p < 0.0001) and per capita GDP (p < 0.0001) were significant in the model. The decline of infant mortality in this period was influenced by the growth of per capita GDP and PSFs.
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Pós-graduação em Agronomia - FEIS
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The objective of this paper is to verify and analyze the existence in Brazil of stylized facts observed in financial time series: volatility clustering, probability distributions with fat tails, the presence of long run memory in absolute return time series, absence of linear return autocorrelation, gain/loss asymmetry, aggregative gaussianity, slow absolute return autocorrelation decay, trading volume/volatility correlation and leverage effect. We analyzed intraday prices for 10 stocks traded at the BM&FBovespa, responsible for 52.1% of the Ibovespa portfolio on Sept. 01, 2009. The data analysis confirms the stylized facts, whose behavior is consistent with what is observed in international markets.
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Time series tendencies are an important tool for different sectors such as the scientific community, industries and environmental protection agencies who can evaluate the variability of a specific parameter in time, what is very important piece of information for establishing corrective and preventive actions. This work presents a time series model of main physical, chemical and biological parameters of the Water Quality Index (WQI) determined for different selected points of a hydrographical basin form May/2006 to Aug/2010. The statistical model Arima enabled a better understanding of the physical, chemical and biological processes that most clearly influences WQI. The Arima model allowed the assessment of the trend of several parameters used in the calculation of the WQI, showing that dissolved oxygen, turbidity, total nitrogen, and fecal E. coli were highly correlated and are the parameters that caused the index changes over time.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Saúde Coletiva - FMB
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Ciências Ambientais - Sorocaba
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)