Previsão de vendas para uma indústria de equipamentos pesados: seleção de técnicas e análise

The continuous advance of the Brazilian economy and increased competition in the heavy equipment market, increasingly point to the need for accurate sales forecasting processes, which allow an optimized strategic planning and therefore better overall results. In this manner, we found that the sales forecasting process deserves to be studied and understood, since it has a key role in corporate strategic planning. Accurate forecasting methods enable direction of companies to circumvent the management difficulties and the variations of finished goods inventory, which make companies more competitive. By analyzing the stages of the sales forecasting it was possible to observe that this process is methodical, bureaucratic and demands a lot of training for their managers and professionals. In this paper we applied the modeling method and the selecting process which has been done for Armstrong to select the most appropriate technique for two products of a heavy equipment industry and it has been through this method that the triple exponential smoothing technique has been chosen for both products. The results obtained by prediction with the triple exponential smoothing technique were better than forecasts prepared by the industry experts

Escape and transport for an open bouncer: Stretched exponential decays

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Bayesian estimation of generalized exponential distribution under noninformative priors

The generalized exponential distribution, proposed by Gupta and Kundu (1999), is a good alternative to standard lifetime distributions as exponential, Weibull or gamma. Several authors have considered the problem of Bayesian estimation of the parameters of generalized exponential distribution, assuming independent gamma priors and other informative priors. In this paper, we consider a Bayesian analysis of the generalized exponential distribution by assuming the conventional non-informative prior distributions, as Jeffreys and reference prior, to estimate the parameters. These priors are compared with independent gamma priors for both parameters. The comparison is carried out by examining the frequentist coverage probabilities of Bayesian credible intervals. We shown that maximal data information prior implies in an improper posterior distribution for the parameters of a generalized exponential distribution. It is also shown that the choice of a parameter of interest is very important for the reference prior. The different choices lead to different reference priors in this case. Numerical inference is illustrated for the parameters by considering data set of different sizes and using MCMC (Markov Chain Monte Carlo) methods.

Stochastic exponential stability of singular linear systems with Markov jump parameters

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

A bayesian analysis for the parameters of the exponential-logarithmic distribution

The exponential-logarithmic is a new lifetime distribution with decreasing failure rate and interesting applications in the biological and engineering sciences. Thus, a Bayesian analysis of the parameters would be desirable. Bayesian estimation requires the selection of prior distributions for all parameters of the model. In this case, researchers usually seek to choose a prior that has little information on the parameters, allowing the data to be very informative relative to the prior information. Assuming some noninformative prior distributions, we present a Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods. Jeffreys prior is derived for the parameters of exponential-logarithmic distribution and compared with other common priors such as beta, gamma, and uniform distributions. In this article, we show through a simulation study that the maximum likelihood estimate may not exist except under restrictive conditions. In addition, the posterior density is sometimes bimodal when an improper prior density is used. © 2013 Copyright Taylor and Francis Group, LLC.

Incerteza espacial da emissão de 'CO IND.2' do solo em dois sistemas de manejo da palhada da cana-de-açúcar

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)