983 resultados para análise de acurácia


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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Pós-graduação em Ciência da Computação - IBILCE

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Considering the relevance of researches concerning credit risk, model diversity and the existent indicators, this thesis aimed at verifying if the Fleuriet Model contributes in discriminating Brazilian open capital companies in the analysis of credit concession. We specifically intended to i) identify the economic-financial indicators used in credit risk models; ii) identify which economic-financial indicators best discriminate companies in the analysis of credit concession; iii) assess which techniques used (discriminant analysis, logistic regression and neural networks) present the best accuracy to predict company bankruptcy. To do this, the theoretical background approached the concepts of financial analysis, which introduced themes relative to the company evaluation process; considerations on credit, risk and analysis; Fleuriet Model and its indicators, and, finally, presented the techniques for credit analysis based on discriminant analysis, logistic regression and artificial neural networks. Methodologically, the research was defined as quantitative, regarding its nature, and explanatory, regarding its type. It was developed using data derived from bibliographic and document analysis. The financial demonstrations were collected by means of the Economática ® and the BM$FBOVESPA website. The sample was comprised of 121 companies, being those 70 solvents and 51 insolvents from various sectors. In the analyses, we used 22 indicators of the Traditional Model and 13 of the Fleuriet Model, totalizing 35 indicators. The economic-financial indicators which were a part of, at least, one of the three final models were: X1 (Working Capital over Assets), X3 (NCG over Assets), X4 (NCG over Net Revenue), X8 (Type of Financial Structure), X9 (Net Thermometer), X16 (Net Equity divided by the total demandable), X17 (Asset Turnover), X20 (Net Equity Profitability), X25 (Net Margin), X28 (Debt Composition) and X31 (Net Equity over Asset). The final models presented setting values of: 90.9% (discriminant analysis); 90.9% (logistic regression) and 97.8% (neural networks). The modeling in neural networks presented higher accuracy, which was confirmed by the ROC curve. In conclusion, the indicators of the Fleuriet Model presented relevant results for the research of credit risk, especially if modeled by neural networks.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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A etiquetagem morfossintática é uma tarefa básica requerida por muitas aplicações de processamento de linguagem natural, tais como análise gramatical e tradução automática, e por aplicações de processamento de fala, por exemplo, síntese de fala. Essa tarefa consiste em etiquetar palavras em uma sentença com as suas categorias gramaticais. Apesar dessas aplicações requererem etiquetadores que demandem maior precisão, os etiquetadores do estado da arte ainda alcançam acurácia de 96 a 97%. Nesta tese, são investigados recursos de corpus e de software para o desenvolvimento de um etiquetador com acurácia superior à do estado da arte para o português brasileiro. Centrada em uma solução híbrida que combina etiquetagem probabilística com etiquetagem baseada em regras, a proposta de tese se concentra em um estudo exploratório sobre o método de etiquetagem, o tamanho, a qualidade, o conjunto de etiquetas e o gênero dos corpora de treinamento e teste, além de avaliar a desambiguização de palavras novas ou desconhecidas presentes nos textos a serem etiquetados. Quatro corpora foram usados nos experimentos: CETENFolha, Bosque CF 7.4, Mac-Morpho e Selva Científica. O modelo de etiquetagem proposto partiu do uso do método de aprendizado baseado em transformação(TBL) ao qual foram adicionadas três estratégias, combinadas em uma arquitetura que integra as saídas (textos etiquetados) de duas ferramentas de uso livre, o TreeTagger e o -TBL, com os módulos adicionados ao modelo. No modelo de etiquetador treinado com o corpus Mac-Morpho, de gênero jornalístico, foram obtidas taxas de acurácia de 98,05% na etiquetagem de textos do Mac-Morpho e 98,27% em textos do Bosque CF 7.4, ambos de gênero jornalístico. Avaliou-se também o desempenho do modelo de etiquetador híbrido proposto na etiquetagem de textos do corpus Selva Científica, de gênero científico. Foram identificadas necessidades de ajustes no etiquetador e nos corpora e, como resultado, foram alcançadas taxas de acurácia de 98,07% no Selva Científica, 98,06% no conjunto de teste do Mac-Morpho e 98,30% em textos do Bosque CF 7.4. Esses resultados são significativos, pois as taxas de acurácia alcançadas são superiores às do estado da arte, validando o modelo proposto em busca de um etiquetador morfossintático mais confiável.

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Pós-graduação em Agronomia (Produção Vegetal) - FCAV

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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In the past few years several GPS (Global Position System) positioning techniques have been develope and/or improved with the goal of obtaining high accuracy and productivity in real time. The reference station network concept besides to enabling quality and reliability in positioning for scientific and civil GPS community, allows studies concerning tropospheric refraction modeling in the network region. Moreover, among the network corrections transmission methods available to users, there is the VRS (Virtual Reference Station) concept. In this method, the data of a virtual station are generated near the rover receiver (user). This provides a short baseline and the user has the possibility of using a single frequency receiver to accomplish the relative positioning. In this paper, the methodology applied to generate VRS data, using different tropospheric models is described. Thus, comparative tests were conducted in the four seasons with the NWP/INPE (Numerical Weather Prediction/National Institute for Space Research) and Hopfield tropospheric models. In order to analyse the VRS data quality, it was used the Precise Point Positioning (PPP) method, where satisfactory results were found. Mean differences between PNT/INPE and Hopfield models of 9.75% and 24.2% for the hydrostatic and wet days, respectively were obtained.

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Data from reference stations are widely used in GNSS (Global Navigation Satellite System) positioning, and can be used in relative positioning or network-based positioning concept. Positioning accuracy will be directly influenced by errors in signals collected in these stations. In this paper, it is aimed at evaluating these data quality using temporal series of multipath index MP1 and MP2. A statistical study of temporal series with 7 years of daily observations related to 7 stations from RBMC (Rede Brasileira de Monitoramento Contínuo) was accomplished. In order to investigate trends and seasonality a linear regression model, correlograms, and Fourier periodograms were used. We also used a harmonic adjust to identify peaks on temporal series. At last, the possible causes of seasonality found in some stations were discussed. It was also possible to identify peaks in MP values of March and October months (mainly in stations located near geomagnetic equator).

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Currently, the need of reliable coordinates has been one of the main objectives of the scientific and practice community. Thus, the robustness analysis of a geodetic network, aims, at analyzing if the network is robust or not, based on the maximum undetectable errors. The network will be robust if the influence of these errors is small, otherwise it is weak, or not robust. This analysis is performed with the merger of two techniques, one which deals with the statistical analysis of reliability and the other one with the geometric strength analysis. The reliability analysis will provide the maximum error that cannot be detected by tests, after the adjustment. After finding these errors, the geometric strength analysis will determine the potential strain that the network will have, based on these errors. It is emphasized that the robustness analysis doesn't depend of the datum, reflecting only the geometry of the network and the accuracy of the observations (VANÌCEK et al., 2001). Therefore, this work aims at contributing to the scientific research on geodetic networks, checking the same, based on their geometry and observations.