GAS MODELS APPLIED TO TIME SERIES OF STREAMFLOW AND WIND
PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO === COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR === Os modelos GAS (generalized autoregressive score) são modelos de séries temporais com parâmetros variantes no tempo, os quais possuem sua evolução ditada pelo vetor score ponderado...
Main Author: | GILSON GONCALVES DE MATOS |
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Other Authors: | CRISTIANO AUGUSTO COELHO FERNANDES |
Language: | Portuguese |
Published: |
PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO
2013
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Online Access: | http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22121@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22121@2 |
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