Structural Time Series Model
Mostrando 13-22 de 22 artigos, teses e dissertações.
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13. LOCAL SCALE MODEL: AN MULTIPLICATIVE ALTERNATIVE SPECIFICATION TO VOLATILITY ESTIMATION AND FORECASTING FOR FINANCIAL RETIVEN SERIES / MODELO DE ESCALA LOCAL: UMA ALTERNATIVA DE ESPECIFICAÇÃO MULTIPLICATIVA PARA ESTIMAÇÃO E PREVISÃO DE VOLATILIDADE DE SÉRIES FINANCEIRAS
Este trabalho apresenta um modelo de volatilidade estocástica com especificação multiplicativa, chamado modelo de escala local. O modelo trabalha com a precisão (recíproca da variância) de uma série temporal. A precisão é tratada como componente não observável, caracterizando o modelo como estrutural, e é suposta evoluir segundo um filtro Gama, c
Publicado em: 1998
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14. STATE SPACE MODELS: MULTIVARIATE FORMULATION APPLIED TO LOAD FORECASTING / MODELOS EM ESPAÇO DE ESTADO: FORMULAÇÃO MULTIVARIADA APLICADA À PREVISÃO DE CARGA ELÉTRICA
The analysis of time series is, nowadays one of the most important tools in the decision making process, due mainly to the globalization of the world. As an illustration of that we can mention the recent contract signed between NEC/PUC-Rio and CEPEL/Eletrobrás, where time series techniques are to be used in the planning process of the brazilian sector. The
Publicado em: 1996
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15. ANALYSIS OF THE CYCLICAL AND SEASONAL COMPONENTS IN STRUCTURAL MODELS / ANÁLISE DAS COMPONENTES CÍCLICA E SAZONAL EM MODELOS ESTRUTURAIS
The thesis has two main objectives. The first one is to investigate the effects of the application of the Hodrick- Prescott filter (HP) in detecting macro-economic cycles in the brazilian GDP series, from 1900 to 1992, We compare the results from the HP method to those of Cribari and the structural approach of Harvey. We conclude that the HP series may gener
Publicado em: 1995
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16. EXTENSÃO DA COMPONENTE CÍCLICA DO MODELO ESTRUTURAL / EXTENDING THE CYCLICAL COMPONENT IN THE STRUCTURAL MODEL FORMULATION
The Structural Models, recently suggested by Harvey, uses the classic idea of modelling a time series y its non observed components. The cyclical component of the series, which is defined by a smoothed sine, is a special one that may be used for explaining a repetitive behaviour along the series. The motivation for using this component lies in the finite val
Publicado em: 1987
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17. Learning to Time: A Perspective
In the last decades, researchers have proposed a large number of theoretical models of timing. These models make different assumptions concerning how animals learn to time events and how such learning is represented in memory. However, few studies have examined these different assumptions either empirically or conceptually. For knowledge to accumulate, varia
Society for the Experimental Analysis of Behavior.
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18. Activation Induces Structural Changes in the Liganded Angiotensin II Type 1 Receptor*
The octapeptide hormone angiotensin II (AngII) binds to and activates the human angiotensin II type 1 receptor (hAT1) of the G protein-coupled receptor class A family. Several activation mechanisms have been proposed for this family, but they have not yet been experimentally validated. We previously used the methionine proximity assay to show that 11 residue
American Society for Biochemistry and Molecular Biology.
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19. Structural study of DNA duplexes containing the (6–4) photoproduct by fluorescence resonance energy transfer
Fluorescence resonance energy transfer (FRET) experiments have been performed to elucidate the structural features of oligonucleotide duplexes containing the pyrimidine(6–4)pyrimidone photoproduct, which is one of the major DNA lesions formed at dipyrimidine sites by UV light. Synthetic 32mer duplexes with and without the (6–4) photoproduct were prepared
Oxford University Press.
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20. Philanthropy and hospital financing.
OBJECTIVE. This study explores the relationships among donations to not-for-profit hospitals, the returns provided by these hospitals, and fund-raising efforts. It tests a model of hospital behavior and addresses an earlier debate regarding the supply price of donations. DATA SOURCES. The main data source is the California Office of Statewide Health Planning
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21. Ventricular outflow tract reconstructions with cryopreserved cardiac valve homografts. A single surgeon's 10-year experience.
OBJECTIVE: From January 1, 1985 through December 31, 1994, one surgeon implanted cryopreserved valved homografts into 149 patients--65 since December 1988. This latter series (II) was accomplished in a single hospital, facilitating patient follow-up with biannual echocardiograms. Analysis of these 65 patients is the primary focus of this report; the indicati
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22. Elimination of defective alpha-factor pheromone receptors.
This report compares trafficking routes of a plasma membrane protein that was misfolded either during its synthesis or after it had reached the cell surface. A temperature-sensitive mutant form of the yeast alpha-factor pheromone receptor (ste2-3) was found to provide a model substrate for quality control of plasma membrane proteins. We show for the first ti