[en] MODELING OF PERIODIC SERIES VIA PAR(P) STRUCTURES UTILIZING WAVELET SHRINKAGE

[en] MODELING OF PERIODIC SERIES VIA PAR(P) STRUCTURES UTILIZING WAVELET SHRINKAGE

[pt] Esta tese apresenta uma modelagem para séries temporais que possuem uma estrutura de autocorrelação que depende não somente do intervalo de tempo entre as observações, mas também do período observado. Esta modelagem consiste na combinação entre as metodologias de encolhimento wavelets e modelos...

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Bibliographic Details
Main Author:	RAFAEL MORAIS DE SOUZA
Other Authors:	REINALDO CASTRO SOUZA
Language:	pt
Published:	MAXWELL 2014
Subjects:	[pt] SERIES TEMPORAIS [en] TIME SERIES [pt] ENCOLHIMENTO WAVELET [pt] MODELO PERIODICO
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22880@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22880@2 http://doi.org/10.17771/PUCRio.acad.22880

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