Return Distributions
Mostrando 1-12 de 22 artigos, teses e dissertações.
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1. Bayesian modeling of the maximum streamflows from the Furnas reservoir
ABSTRACT The objective of this work was to predict the maximum flow of the Furnas reservoir in the dry and wet periods. The generalized distribution of extreme values (GEV) was used with parameter estimation via Bayesian inference. Data on average daily streamflows corresponding to the years 1965 to 2017 were obtained from Hidroweb, by the National Agency fo
Engenharia Sanitaria e Ambiental. Publicado em: 2022
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2. Project and Analysis of Quasi-Periodic PBG for Microstrip Antenna
Abstract In this work the influence of quasi-periodic distributions of air holes with 6, 12 and 6-fold modified symmetries, applied to the substrate of a rectangular microstrip patch antenna are analyzed. To validate the study, parameters such as S11 parameter, bandwidth, total gain, radiation pattern and electric field were investigated through computationa
J. Microw. Optoelectron. Electromagn. Appl.. Publicado em: 2020-06
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3. Heavy rainfall maps in Brazil to 5 year return period
Resumo Este estudo tem como objetivo criar mapas temáticos de chuvas intensas para o Brasil para durações de 5, 30, 60 e 120 minutos e período de retorno de 5 anos (T). As relações intensidade-duração-frequência (IDF) utilizadas foram compiladas a partir de estudos encontrados na literatura (798 locais) e estimadas para 4411 estações pluviométric
Rev. Ambient. Água. Publicado em: 10/10/2019
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4. Modeling of probability in obtaining intensity-duration-frequency relationships of rainfall occurrence for Pelotas, RS, Brazil
RESUMO Com base em séries históricas, para cada localidade, equações podem caracterizar a relação entre a intensidade, duração e frequência de ocorrência de precipitação pluvial. Objetivou-se apresentar duas equações para a localidade de Pelotas, RS, no período de 1982-2015, uma denominada convencional e outra híbrida, dependendo do modelo pr
Rev. bras. eng. agríc. ambient.. Publicado em: 10/07/2019
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5. Investigation of Dosimetry in Four Human Head Models for Planar Monopole Antenna with a Coupling Feed for LTE/WWAN/WLAN Internal Mobile Phone
Abstract The objective of the present study is to evaluate the Specific Absorption Rate (SAR) within the human head model exposed to the radiation of planar monopole antenna with T-shaped coupling feed and an inductive shorting strip. The presented design has a compact structure, a planar configuration and occupying a small size of 36×20mm2. Two wide bands
J. Microw. Optoelectron. Electromagn. Appl.. Publicado em: 2017-04
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6. INCLUDING RISK IN ECONOMIC FEASIBILITY ANALYSIS:A STOCHASTIC SIMULATION MODEL FOR BLUEBERRY INVESTMENT DECISIONS IN CHILE
ABSTRACT The traditional method of net present value (NPV) to analyze the economic profitability of an investment (based on a deterministic approach) does not adequately represent the implicit risk associated with different but correlated input variables. Using a stochastic simulation approach for evaluating the profitability of blueberry (Vaccinium corymbo
Rev. Bras. Frutic.. Publicado em: 2015-12
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7. New design chart for basic wind speeds in Brazil
The design charts for basic wind speeds currently in use in Brazil [1] were created in 1977, based on wind speed records from 1950 to 1974. The database covered up to 25 years of wind records obtained in 49 weather stations, totaling 919 stationyears of data. Since 1974, additional 37 years of wind records became available, but have not been incorporated in
Lat. Am. j. solids struct.. Publicado em: 2013-07
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8. O uso de cópulas para gestão de riscos
The large number of publications in finance using currently copulas can be explained by the ability of this technique to deal with statistical evidence of non-normality of the return series of financial assets. The non-normality is evidenced by the "volatility smile" in the series of stock options near expiration, the existence of "heavy tails" in portfolios
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2012
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9. Os primeiros estágios de vida da savelha (Brevoortia pectinata) no estuário da Lagoa dos Patos / Early life stages of Argentine menhaden (Brevoortia pectinata) in the Patos Lagoon estuary
Patterns associated to environmental conditions and to the spatial and temporal distributions of the early stages of Argentine menhaden, B. pectinata, and of its development in the Patos Lagoon estuary were investigated using historical records. Two other complementary experiments were performed: one to evaluate the measurement techniques (traditional and im
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 11/08/2011
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10. Risk and Return in Brazilian Citrus Investment / Risco e retorno de investimento em citros no Brasil
The brazilian citrus industry has seen as a reasonably profitable business in the long term, but characterized by worrying level of risk. This study below aimed to evaluate the profitability and risk of this business, suggesting that the best to manage them is the provision of resources. Net Present Value - NPV was the method used to confront risk and return
Publicado em: 2010
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11. DISTRIBUTIONS OF RETURNS, VOLATILITIES AND CORRELATIONS IN THE BRAZILIAN STOCK MARKET / DISTRIBUIÇÕES DE RETORNOS, VOLATILIDADES E CORRELAÇÕES NO MERCADO ACIONÁRIO BRASILEIRO
The normality assumption is commonly used in the risk management area to describe the distributions of returns standardized by volatilities. However, using five of the most actively traded stocks in Bovespa, this paper shows that this assumption is not compatible with volatilities estimated by EWMA or GARCH models. In sharp contrast, when we use the informat
Publicado em: 2004
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12. Estudo das características de relâmpagos nuvem-solo negativos através da análise comparativa de observações por múltiplas técnicas. / Study of negative cloud-to-ground lightning features from comparative analysis of observations by multiple techniques.
For the first time in Brazil, an electric field antenna for lightning radiation, with 1.25 µs resolution was developed. From thunderstorms over Sao José dos Campos, between February and March of 2003, information of lightning synchronized to GPS time, were simultaneously obtained by this antenna, by a 1ms resolution high-speed camera and by the Brazilian L
Publicado em: 2004