Forecasting Time Series Analysis
Mostrando 1-12 de 46 artigos, teses e dissertações.
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1. APPLYING SINGULAR SPECTRUM ANALYSIS AND ARIMA-GARCH FOR FORECASTING EUR/USD EXCHANGE RATE
RESUMO Objetivo: O objetivo deste artigo foi modelar a série de minuto das taxas de câmbio do par EUR/USD por meio dos métodos singular spectrum analysis (SSA) e ARIMA-GARCH, e avaliar qual gera previsões melhores para um horizonte de cinco minutos. Originalidade/valor: Apesar de o SSA se mostrar uma técnica bem-sucedida em outros ramos da ciência, s
RAM, Rev. Adm. Mackenzie. Publicado em: 12/08/2019
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2. The use of intervention analysis of the mortality rates from breast cancer in assessing the Brazilian screening programme
Abstract Introduction There is a need to develop methods to evaluate public health interventions. Therefore, this work proposed an intervention analysis on time series of breast cancer mortality rates to assess the effects of an action of the Brazilian Screening Programme. Methods The analysed series was the monthly female breast cancer mortality rates f
Res. Biomed. Eng.. Publicado em: 08/11/2018
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3. ANALYSIS OF THE PHENOLOGY DYNAMICS OF BRAZILIAN CAATINGA SPECIES WITH NDVI TIME SERIES
ABSTRACT In Brazil there are six well-defined biomes and the Caatinga represents 9.92% of the total area. This biome is exclusively Brazilian and very rich in biodiversity. Because it has low resistance to human interference is necessary to know the important factors in monitoring the biome. Vegetation coverage and climate are two of these factors, as they i
CERNE. Publicado em: 2018-03
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4. Time-series forecasting of pollutant concentration levels using particle swarm optimization and artificial neural networks
This study evaluates the application of an intelligent hybrid system for time-series forecasting of atmospheric pollutant concentration levels. The proposed method consists of an artificial neural network combined with a particle swarm optimization algorithm. The method not only searches relevant time lags for the correct characterization of the time series,
Quím. Nova. Publicado em: 2013
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5. Estimação e previsão da estrutura a termo das taxas de juros usando técnicas de inteligência computacional / Term structure of interest rate modeling and forecasting using computational intelligence techniques
This work proposes the term structure of interest rates modeling and forecasting using computational intelligence techniques, based on data from the US and Brazilian fixed income markets. The yield curve modeling includes the use of some evolutionary computation methods like Genetic Algorithms, Differential Evolution and Evolution Strategies in comparison wi
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 25/06/2012
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6. A Methodology to forecast air transportation demand with alternative econometric models
This thesis presents a methodology using a portfolio of time-series models, from conventional ARMA to a regime-changing framework. The objective is to develop an air transportation demand modeling to inspect potential structural breaks in the Brazilian market, due to solve underlying issues of new demand creation. Out-of-sample forecasting is used to generat
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 30/05/2012
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7. Previsão do consumo de energia elétrica por setores através do modelo SARMAX / Forecasting electric energy consumption by sectors with SARMAX model
A previsão do consumo de energia elétrica do Brasil é muito importante para os órgãos reguladores do setor. Uma série de metodologias têm sido utilizadas para a projeção desse consumo. Destacam-se os modelos de regressão com dados em painel, modelos de cointegração e defasagem distribuída, modelos estruturais de séries temporais e modelos de Bo
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 25/11/2011
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8. AplicaÃÃo do MÃtodo das Isozonas na ObtenÃÃo das EquaÃÃes IDF de Chuvas Intensas dos MunicÃpios de Juazeiro do Norte, Barbalha e Crato - CE / Isozones Method applied in the obtention of the heavy rainfall IDF equations of the Juazeiro do Norte, Barbalha and Crato (CE) municipalities.
The increase in use of urban and rural land demands knowledge on statistically treated data on intensity, duration and frequency of heavy rainfall, allowing better forecasting of peak flow rates - used in the design of drainage networks. The damage caused by flooding of urban and rural areas are only avoided by well dimensioned drainage works, resulting in c
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 18/11/2011
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9. ESTRATÉGIAS PARA PREVISÃO DE SÉRIES TEMPORAIS COM CLUSTERIZAÇÃO DE DADOS, ANÁLISE INDEPENDENTE E SELEÇÃO AUTOMÁTICA DE PREVISORES / STRATEGIES FOR FORECASTING TIME SERIES WITH clustering DATA ANALYSIS AND INDEPENDENT SELECTION AUTOMATIC predictors
Este trabalho busca apresentar um método para previsão de séries temporais que se utiliza da estratégia de dividir para conquistar na busca da minimização do erro na previsão. O algoritmo proposto realiza a seleção de exemplos através da clusterização dos dados via rede de Kohonen, com estratégias para aumentar a densidade dos dados. Para cada c
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 05/09/2011
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10. Previsão de séries temporais no varejo brasileiro: uma investigação comparativa da aplicação de redes neurais recorrentes de Elman / Forecasting time series in the Brazilian retail: a comparative investigation of the application of elman recurrent neural networks.
Neste trabalho foi explorada a aplicação de redes neurais recorrentes simples, também conhecidas como Redes de Elman, na previsão de três séries temporais mensais do varejo de bens e serviços no Brasil. As variáveis destas séries estão relacionadas com a demanda de produtos farmacêuticos, adubos, e tráfego aéreo. As previsões com Redes de Elman
Publicado em: 2011
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11. Relationship between the spectral response of sugar cane, based on AVHRR/NOAA satellite images, and the climate condition, in the state of São Paulo (Brazil), from 2001 to 2008.
The objective of this work was analyze the correlation between time series of an agroclimatic index (WRSI) and the spectral response (NDVI) of sugar cane based on images of AVHRR/NOAA satellites, in producing regions of the state of Sao Paulo (Brazil), from 2001 to 2008. The use of time series of AVHRR/NOAA images having subsequent growing seasons improved t
INTERNATIONAL WORKSHOP ON THE ANALYSIS OF MULTI-TEMPORAL REMOTE SENSING IMAGES. Publicado em: 2011
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12. Identification of sugar cane fields in the state of sao paulo using a time series of AVHRR/NOAA satellite images.
Brazil is the first world producer of sugar cane. Despite the economic and social importance of agribusiness to Brazil, it is still difficult to estimate the harvest of the its main agricultural crops with the precision and anticipation needed, justifying the study and development of new methods based on the use of remote sensing data, for example. Even cons
INTERNATIONAL WORKSHOP ON THE ANALYSIS OF MULTI-TEMPORAL REMOTE SENSING IMAGES. Publicado em: 2011