849 resultados para Neural networks model
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Pós-graduação em Agronomia (Energia na Agricultura) - FCA
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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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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The increased demand for using the Industrial, Scientific and Medical (ISM) unlicensed frequency spectrum has caused interference problems and lack of resource availability for wireless networks. Cognitive radio (CR) have emerged as an alternative to reduce interference and intelligently use the spectrum. Several protocols were proposed aiming to mitigate these problems, but most have not been implemented in real devices. This work presents an architecture for Intelligent Sensing for Cognitive Radios (ISCRa), and a spectrum decision model (SDM) based on Artificial Neural Networks (ANN), which uses as input a database with local spectrum behavior and a database with primary users information. For comparison, a spectrum decision model based on AHP, which employs advanced techniques in its spectrum decision method was implemented. Another spectrum decision model that considers only a physical parameter for channel classification was also implemented. Spectrum decision models evaluated, as well as ISCRa's architecture were developed in GNU-Radio framework and implemented on real nodes. Evaluation of SDMs considered metrics of: delivery rate, latency (Round Trip Time - RTT) and handoff. Experiments on real nodes showed that ISCRa architecture with ANN based SDM increased packet delivery rate and presented fewer frequency variation (handoff) while maintaining latency. Considering higher bandwidth as application's Quality of Service requirement, ANN-SDM obtained the best results when compared to other SDM for cognitive radio networks (CRN).
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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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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Engenharia Elétrica - FEIS
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Pós-graduação em Agronomia (Energia na Agricultura) - FCA
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Pós-graduação em Engenharia Elétrica - FEIS
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Aborda a classificação automática de faltas do tipo curto-circuito em linhas de transmissão. A maioria dos sistemas de transmissão possuem três fases (A, B e C). Por exemplo, um curto-circuito entre as fases A e B pode ser identicado como uma falta\AB". Considerando a possibilidade de um curto-circuito com a fase terra (T), a tarefa ao longo desse trabalho de classificar uma série temporal em uma das 11 faltas possíveis: AT, BT, CT, AB, AC, BC, ABC, ABT, ACT, BCT, ABCT. Estas faltas são responsáveis pela maioria dos distúrbios no sistema elétrico. Cada curto-circuito é representado por uma seqüência (série temporal) e ambos os tipos de classificação, on-line (para cada curto segmento extraído do sinal) e off-line (leva em consideração toda a seqüência), são investigados. Para evitar a atual falta de dados rotulados, o simulador Alternative Transient Program (ATP) é usado para criar uma base de dados rotulada e disponibilizada em domínio público. Alguns trabalhos na literatura não fazem distinção entre as faltas ABC e ABCT. Assim, resultados distinguindo esse dois tipos de faltas adotando técnicas de pré-processamento, diferentes front ends (por exemplo wavelets) e algoritmos de aprendizado (árvores de decisão e redes neurais) são apresentados. O custo computacional estimado durante o estágio de teste de alguns classificadores é investigado e a escolha dos parâmetros dos classificadores é feita a partir de uma seleção automática de modelo. Os resultados obtidos indicam que as árvores de decisão e as redes neurais apresentam melhores resultados quando comparados aos outros classificadores.
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Pós-graduação em Geociências e Meio Ambiente - IGCE
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Pós-graduação em Geologia Regional - IGCE
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)