Uso da análise multivariada para caracterização de comunidades infestantes em cana-soca

Pós-graduação em Agronomia (Produção Vegetal) - FCAV

Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais utilizando a distribuição t multivariada

The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.

Risco de crédito: uma abordagem utilizando análise discriminante, regressão logística e redes neurais artificiais

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.

Potencial da espectroscopia no infravermelho próximo para distinção de carvão de madeira de Eucalyptus e nativa

The objective of this study was to evaluate the potential of near infrared spectroscopy (NIRS) associated with multivariate statistics to distinguish coal produced from wood of planted and native forests. Timber forest species from the C errado (Cedrela sp., Aspidosperma sp., Jacaranda sp. and unknown species) and Eucalyptus clones from forestry companies (Vallourec and Cenibra) were carbonized in the final temperatures of 300, 500 and 700°C. In each heat treatment were carbonized 15 specimens of each vegetal material totaling 270 samples (3 treatments x 15 reps x 6 materials) produced in 18 carbonization (3 treatments x 6 materials). The acquisition of the spectra of coals in the near infrared using a spectrometer was performed. Principal Component Analysis (PCA) and Partial Least Squares Regression (PLS-R) were carried out in the spectra. NIR Spectroscopy associated with PCA was not able to differentiate charcoals produced from native and planted woods when utilizing all carbonized samples at different temperatures in the same analysis; The PCA of all charcoals was able to distinguish the samples depending on temperature in which they were carbonized. However, the separation of native and planted charcoal was possible when the samples were analyzed separately by final temperature. The prediction of native or planted classes by PLS-R presented better performance for samples carbonized at 300°C followed by those at 500°C, 700°C and for all together.

Regressão Simplex aplicada a delineamentos de mistura e utilização do Algoritmo Boosting

In the composition of this work are present two parts. The first part contains the theory used. The second part contains the two articles. The first article examines two models of the class of generalized linear models for analyzing a mixture experiment, which studied the effect of different diets consist of fat, carbohydrate, and fiber on tumor expression in mammary glands of female rats, given by the ratio mice that had tumor expression in a particular diet. Mixture experiments are characterized by having the effect of collinearity and smaller sample size. In this sense, assuming normality for the answer to be maximized or minimized may be inadequate. Given this fact, the main characteristics of logistic regression and simplex models are addressed. The models were compared by the criteria of selection of models AIC, BIC and ICOMP, simulated envelope charts for residuals of adjusted models, odds ratios graphics and their respective confidence intervals for each mixture component. It was concluded that first article that the simplex regression model showed better quality of fit and narrowest confidence intervals for odds ratio. The second article presents the model Boosted Simplex Regression, the boosting version of the simplex regression model, as an alternative to increase the precision of confidence intervals for the odds ratio for each mixture component. For this, we used the Monte Carlo method for the construction of confidence intervals. Moreover, it is presented in an innovative way the envelope simulated chart for residuals of the adjusted model via boosting algorithm. It was concluded that the Boosted Simplex Regression model was adjusted successfully and confidence intervals for the odds ratio were accurate and lightly more precise than the its maximum likelihood version.

Efeito de tratamentos com progesterona e/ou estradiol na incidência de regressão prematura do corpo lúteo após a primeira ovulação em vacas nelore pós-parto

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Prevalência e fatores associados ao uso de álcool entre idosos do município de Sâo Paulo/SP, Estudo SABE

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Uso do álcool em estudantes do município de Botucatu-SP: prevalência e fatores de risco

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Sofrimento mental do estudante da Faculdade de Medicina de Botucatu-UNESP: uma análise de dois estudos transversais seriados

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Prevalência de sintomas ansiosos e depressivos em pacientes acompanhados em Ambulatório de Cuidados Paliatiovos do Hospital das Clínicas da Faculdade de Medicina de Botucatu

Pós-graduação em Saúde Coletiva - FMB

Comorbidade em fobia social no transtorno obsessivo-compulsivo: prevalência e fatores associados

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Qualidade de vida e fatores associados em pacientes submetidos a transplante renal

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Prevalência e fatores associados a comportamentos sugestivos de transtornos alimentares entre estudantes de medicina, enfermagem e nutrição

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Alterações estruturais e funcionais cardíacas em gestantes com hipertensão arterial sistêmica

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Avaliação dos fatores ambientais em baias com cobertura de polietileno sobre o desempenho da rã-touro (Rana catesbeiana)

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)