Threshold Autoregressive Model
Mostrando 1-9 de 9 artigos, teses e dissertações.
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1. Convergence clubs in income in America: an approach through non-linear dynamic panel with variable threshold / Clubes de convergÃncia de renda na AmÃrica: uma abordagem atravÃs de painel dinÃmico nÃo-linear com variÃvel limiar
The main objectives of this work are to test empirically the hypothesis of income convergence process among American countries, to classify this convergence process as either absolute or conditional and to determine if this process happens in either a linear or non-linear manner. Estimations were made through both TAR (threshold autoregressive) panel and lin
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 07/05/2009
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2. Effects of transaction costs on the spatial integration of the internal market for frozen whole chicken / Efeitos de custos de transação sobre a integração espacial de mercados regionais de carne de frango no Brasil
Non-negligible transaction costs restrict the transmission of price shock between markets spatially separated, reducing the possibilities that the markets may become economically integrated. The aim of this work was to analyze the effects of transaction costs on the spatial integration of the internal market for frozen whole chicken, from January 1998 to Jun
Publicado em: 2008
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3. Damage detection in a benchmark structure using AR-ARX models and statistical pattern recognition
Structural health monitoring (SHM) is related to the ability of monitoring the state and deciding the level of damage or deterioration within aerospace, civil and mechanical systems. In this sense, this paper deals with the application of a two-step auto-regressive and auto-regressive with exogenous inputs (AR-ARX) model for linear prediction of damage diagn
Journal of the Brazilian Society of Mechanical Sciences and Engineering. Publicado em: 2007-06
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4. PREÇOS DE ATIVOS E DETERMINAÇÃO DA POLÍTICA MONETÁRIA BRASILEIRA: UMA ANÁLISE EMPÍRICA / ASSET PRICES AND THE BRAZILIAN MONETARY POLICY IMPLEMENTATION: AN EMPIRICAL ANALYSIS
Durante as últimas duas décadas, as economias do mundo têm sido caracterizadas por maior estabilidade na inflação e no produto. No entanto, aumentos na instabilidade financeira vêm preocupando os bancos centrais. Sendo assim, este trabalho tem como objetivo analisar empiricamente possíveis relações entre a política monetária brasileira e variaçõ
Publicado em: 2007
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5. Comparação entre diferentes metodologias para detecção do limiar de anaerobiose durante exercício físico em cicloergômetro de homens saudáveis e com infarto do miocárdio.
The objectives of this study were: to determine AT of healthy (HI) and coronary disease (CD) men by ventilatory visual method (gold standard) and by means of Hinkley statistical method applied to heart rate (HR), carbon dioxide output ( CO2) and surface electromyography (sEMG) root mean square (RMS) data, and to compare both methods in each studied group; to
Publicado em: 2006
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6. Identification of anaerobic threshold using heart rate response during dynamic exercise
The objective of the present study was to characterize the heart rate (HR) patterns of healthy males using the autoregressive integrated moving average (ARIMA) model over a power range assumed to correspond to the anaerobic threshold (AT) during discontinuous dynamic exercise tests (DDET). Nine young (22.3 ± 1.57 years) and 9 middle-aged (MA) volunteers (43
Brazilian Journal of Medical and Biological Research. Publicado em: 2005-05
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7. DUALIDADE DA POLÍTICA MONETÁRIA SOB CÂMBIO CONTROLADO: O PRIMEIRO QUADRIÊNIO DO PLANO REAL / DUALITY OF THE MONETARY POLICY UNDER FIXED EXCHANGE RATE: THE FIRST QUADRENNIUM OF THE REAL PLAN
No início de 1995, dando continuidade ao processo de combate inflacionário, o regime cambial brasileiro passou a ser um Crawling Peg. Assim, a política monetária deveria ser fixada de forma passiva, e caberia a política fiscal o controle da demanda doméstica e, por conseguinte, a manutenção da estabilidade do nível de preços. Entretanto, Salgado, G
Publicado em: 2005
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8. Analysis of the pattern of heart rate response by the time series and semiparametric methods and of its variability in the determination of the anaerobic threshold. / Análises do padrão de resposta da freqüência cardíaca pelos métodos de séries temporais e semiparamétrico e de sua variabilidade na determinação do limiar de anaerobiose
The objectives of the present study were to assess the heart rate (HR) response and its variability under resting conditions and during dynamic physical exercise, to determine the anaerobic threshold from the analysis of the HR responses during physical exercise using the autoregressive-integrated-moving average (ARIMA) and semi-parametric (SMP) mathematical
Publicado em: 2003
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9. TS-TARX: TREE STRUCTURED - THRESHOLD AUTOREGRESSION WITH EXTERNAL VARIABLES / TS-TARX: UM MODELO DE REGRESSÃO COM LIMIARES BASEADO EM ÁRVORE DE DECISÃO
This research work proposes a new piecewise linear model to extract knowledge rules from databases. The model is an heuristic based on analysis of regression trees, introduced by Friedman (1979) and discussed in detail by Breiman (1984). The motivation of this research is to come up with a new approach combining both statistical modeling techniques and an ef
Publicado em: 2001