Structural Time Series Model
Mostrando 1-12 de 22 artigos, teses e dissertações.
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1. Fire response of a 3D multi-storey building with buckling restrained braces
Abstract This paper investigates the performance of a three-dimensional multi-storey structure with Buckling Restrained Brace system (BRBs) under fire condition, using a sequentially coupled nonlinear thermal stress analysis. Efficiency of using BRBs in enhancing the strength and stiffness of a structural frame is compared with that of Ordinary Concentricall
Lat. Am. j. solids struct.. Publicado em: 2015-11
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2. On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century
Lucas(1987) has shown a surprising result in business-cycle research: the welfare cost of business cycles are very small. Our paper has several original contributions. First, in computing welfare costs, we propose a novel setup that separates the effects of uncertainty stemming from business-cycle uctuations and economic-growth variation. Second, we extend
Escola de Pós-Graduação em Economia da FGV. Publicado em: 17/10/2012
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3. 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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4. On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century
Lucas (1987) has shown a surprising result in business-cycle research: the welfare cost of business cycles are very small. Our paper has several original contributions. First, in computing welfare costs, we propose a novel setup that separates the effects of uncertainty stemming from business-cycle fluctuations and economic-growth variation. Second, we exten
Escola de Pós-Graduação em Economia da FGV. Publicado em: 28/02/2012
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5. ESTIMATION OF PETROLEUM FUTURE CONTRACTS USING THE KALMAN FILTER METHOD / ESTIMATIVA DE PREÇOS DE CONTRATOS FUTUROS SOBRE PETRÓLEO UTILIZANDO O MÉTODO DO FILTRO DE KALMAN
The Future Market is becoming increasingly important in the global scenario of Corporate Finance. The main interest in this segment of finance is the need of being protected against the volatility of financial markets. Accordingly, one of the most traded commodity is oil. Because of difficulty in determine the value of future contracts on oil barrel, many mo
Publicado em: 2009
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6. On the synthesis and magnetocaloric effect of Fe2P, Mn2Sb and MnAs based compounds / Da sintese e do efeito magnetocalorico de compostos derivados do Fe2P, Mn2Sb e MnAs
On this PhD thesis some results on the magnetic, magnetocaloric and structural properties of some series of compounds suitable for applications on magnetocaloric effect-based refrigeration are presented. The FeMnP1-xAsx series preparation methods are studied in order to optimize their magnetocaloric properties as well as to shorten its preparation time. A ne
Publicado em: 2008
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7. Dinâmica econômica das flutuações na produção de cana-de-açúcar / Economic dynamics from fluctuations in the Brazilian sugar cane production
Since the mid 70s, the Brazilian sugar and ethanol markets have passed through noteworthy changes, leading the country back to the position of number one sugar cane producer in the world. The objective of this thesis is to evaluate the whole of shocks in supply (measured by area and yield unexpected variations), in demand (measured by domestic income and exp
Publicado em: 2008
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8. Assets Pricing in the Brazilian Stock market: CAPM and variants application. / PrecificaÃÃo de ativos com risco no mercado acionÃrio brasileiro: aplicaÃÃo do modelo CAPM e variantes.
The assets pricing models assist in the correct evaluation of the investments, as well as, to comprehend the relationship between the assets expected return and its risk. The Capital Asset Pricing Model (CAPM) and the Downside Capital Asset Pricing Model (D-CAPM), in their conditional and static versions, were tested in this study with time and cross-section
Publicado em: 2007
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9. Methodology of structural analysis and post-processing from offshore system simulations. / Metodologia de análise estrutural e pós-processamento a partir de simulações do comportamento de sistemas oceânicos.
This work presents a methodology developed to treat the hydrodynamic analysis of an offshore system conjointly with its structural analysis; the same methodology also allows for combined post-processing of data. Programming routines were created so as to enable the use of the time series of the forces present at the risers and mooring lines as input data for
Publicado em: 2007
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10. Determinantes da competitividade das exportações brasileiras agregadas e setoriais: uma análise VAR (2000-2006).
The objective of this dissertation is to examine some of main determinants of the Brazilian exporting sectors? competitiveness that have been pointed out by the theoretical and empirical literature. There are many determinants considered by the international trade theories; many of those theories suggest that there is a link between productivity and exports,
Publicado em: 2006
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11. STATE SPACE MODEL FOR TIME SERIES WITH BIVARIATE POISSON DISTRIBUTION: AN APPLICATION OF DURBIN-KOOPMAN METODOLOGY / MODELO EM ESPAÇO DE ESTADO PARA SÉRIES TEMPORAIS COM DISTRIBUIÇÃO POISSON BIVARIADA: UMA APLICAÇÃO DA METODOLOGIA DURBIN-KOOPMAN
In this thesis we consider a state space model for bivariate observations of count data. The approach used to solve the non analytical integrals that appears as the solution of the resulting non-Gaussian filter is a natural extension of the methodology advocated by Durbin and Koopman (DK). In our approach the aproximated Gaussian Model (AGM), has a diagonal
Publicado em: 2004
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12. AN ALTERNATIVE METHODOLOGY FOR THE SEISMIC STRUCTURAL ANALYSIS OF THERMO-NUCLEAR POWER PLANTS / ALTERNATIVA NA ANÁLISE DE ESTRUTURAS DE USINAS TERMONUCLEARES PARA CARGAS SÍSMICAS / ALTERNATIVA EN EL ANÁLISIS DE EXTRUCTURAS DE TERMONUCLEARES PARA CARGAS SÍSMICAS
The seismic analysis of nuclear power plant structures and components is considered to evaluate the convenience to update the brazilian design routine through the use of frequency domain techniques provided by codes such as SASSI. For this purpose one uses a FEM model of a reactor building which has been already analyzed by current techniques in time domain,
Publicado em: 1999