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Manufacturing Cells Formation Based on Graph Coloring  [PDF]
José Francisco Ferreira Ribeiro
Journal of Service Science and Management (JSSM) , 2010, DOI: 10.4236/jssm.2010.34056
Abstract: A method for cellular manufacturing design in Group Technology is presented in this paper. The proposed method computes the dissimilarities between parts and organizes the production system in part-families and group-machines. A graph corresponding to the production system is generated and a coloring algorithm is activated in order to obtain a number of cells equal to the desired number of cells. The corresponding program was written in Matlab language and runs on a microcomputer. The results obtained on several examples found in the literature are consistently equivalent to or even better than those hitherto proposed, in terms of inter-cell moves and dimensions of the cells.
Distance Learning and Administrators Training in Basic Education: The Importance, Principles and Meanings in Contemporaneity  [PDF]
Naura Syria Carapeto Ferreira
Open Journal of Social Sciences (JSS) , 2015, DOI: 10.4236/jss.2015.32003
Abstract:

This article addresses three fundamental elements in contemporaneity for Brazilians and worldwide people: The Distance Learning, the Administrators Training and the Basic Education. It is necessary to understand them within the relation that links them and demonstrates responsibility from the principles and meanings committed with citizen human formation of all the Brazilian and worldwide population. Therefore, I will point at re-signifying those elements in this relation, opening ways to purposeful ideas.

Utiliza??o do SF-6D na medi??o das preferências dos portugueses: sistema de valores e normas da popula??o dos 18 aos 64 anos
Ferreira,Lara; Ferreira,Pedro;
Revista Portuguesa de Saúde Pública , 2011,
Abstract: introduction: there has been an increasing interest in the study of the health state valuations across countries. evidence suggests that health state valuations may differ from country to country. in recent years there has been increasing interest in surveys conducted to obtain value sets for the most used preference-based instruments, such as the eq-5d, the hui and the sf-6d. a portuguese value set for the sf-6d was recently published. however this system weight had some inconsistencies in what concerned the weights of the six dimensions of the sf-6d. the correction of these inconsistencies would improve the value set. this study seeks to present the portuguese system weight for the sf-6d without inconsistencies. it also aims at providing portuguese norms for individuals aged 18-64 for the sf-6d. methods: inconsistencies were found in some levels of the dimensions of the sf-6d. these levels were aggregated and parsimonious models were estimated through generalized estimating equations. the data used to obtain the portuguese norms for individuals aged 18-64 came from a random sample of the portuguese population aged 18-64 (n=2,459). the sf-36v2 was applied to this sample and results from the best parsimonious model were used to obtain the portuguese norms for individuals aged 18-64. results: aggregating levels of each dimension whenever inconsistencies occurred enabled to obtain a portuguese system weight for the sf-6d. however there are still some problems of under prediction in some states assigned to poor health. the mean utility value obtained for the portuguese working age population was 0.81 (associated with a standard deviation of 0.12). portuguese norms for the sf-6d for individuals aged 18-64 were computed by gender, age, marital status and educational level. lower levels of utilities were observed in women, the elderly, individuals with low educational level, widowed and individuals living in rural areas. conclusion: this research demonstrates that it is p
Extremes of scale mixtures of multivariate time series
Helena Ferreira,Marta Ferreira
Mathematics , 2013,
Abstract: Factor models have large potencial in the modeling of several natural and human phenomena. In this paper we consider a multivariate time series $\mb{Y}_n$, ${n\geq 1}$, rescaled through random factors $\mb{T}_n$, ${n\geq 1}$, extending some scale mixture models in the literature. We analyze its extremal behavior by deriving the maximum domain of attraction and the multivariate extremal index, which leads to new ways to construct multivariate extreme value distributions. The computation of the multivariate extremal index and the characterization of the tail dependence show the interesting property of these models that however much it is the dependence within and between factors $\mb{T}_n$, ${n\geq 1}$, the extremal index of the model is unit whenever $\mb{Y}_n$, ${n\geq 1}$, presents cross-sectional and sequencial tail independence. We illustrate with examples of thinned multivariate time series and multivariate autoregressive processes with random coefficients. An application of these latter to financial data is presented at the end.
Extremes of multivariate ARMAX processes
Marta Ferreira,Helena Ferreira
Statistics , 2012,
Abstract: We define a new multivariate time series model by generalizing the ARMAX process in a multivariate way. We give conditions on stationarity and analyze local dependence and domains of attraction. As a consequence of the obtained result, we derive a new method of construction of multivariate extreme value copulas. We characterize the extremal dependence by computing the multivariate extremal index and bivariate upper tail dependence coefficients. An estimation procedure for the multivariate extremal index shall be presented. We also address the marginal estimation and propose a new estimator for the ARMAX autoregressive parameter.
Extremal dependence: some contributions
Helena Ferreira,Marta Ferreira
Statistics , 2011,
Abstract: Due to globalization and relaxed market regulation, we have assisted to an increasing of extremal dependence in international markets. As a consequence, several measures of tail dependence have been stated in literature in recent years, based on multivariate extreme-value theory. In this paper we present a tail dependence function and an extremal coefficient of dependence between two random vectors that extend existing ones. We shall see that in weakening the usual required dependence allows to assess the amount of dependence in $d$-variate random vectors based on bidimensional techniques. Very simple estimators will be stated and can be applied to the well-known \emph{stable tail dependence function}. Asymptotic normality and strong consistency will be derived too. An application to financial markets will be presented at the end.
Estimating the extremal index through local dependence
Helena Ferreira,Marta Ferreira
Statistics , 2015,
Abstract: The extremal index is an important parameter in the characterization of extreme values of a stationary sequence. Our new estimation approach for this parameter is based on the extremal behavior under the local dependence condition D$^{(k)}$($u_n$). We compare a process satisfying one of this hierarchy of increasingly weaker local mixing conditions with a process of cycles satisfying the D$^{(2)}$($u_n$) condition. We also analyze local dependence within moving maxima processes and derive a necessary and sufficient condition for D$^{(k)}$($u_n$). In order to evaluate the performance of the proposed estimators, we apply an empirical diagnostic for local dependence conditions, we conduct a simulation study and compare with existing methods. An application to a financial time series is also presented.
Extremal behavior of pMAX processes
Helena Ferreira,Marta Ferreira
Statistics , 2012,
Abstract: The well-known M4 processes of Smith and Weissman are very flexible models for asymptotically dependent multivariate data. Extended M4 of Heffernan \emph{et al.} allows to also account for asymptotic independence. In this paper we introduce a more general multivariate model comprising asymptotic dependence and independence, which has the extended M4 class as a particular case. We study properties of the proposed model. In particular, we compute the multivariate extremal index, tail dependence and extremal coefficients.
Fragility Index of block tailed vectors
Helena Ferreira,Marta Ferreira
Statistics , 2011,
Abstract: Financial crises are a recurrent phenomenon with important effects on the real economy. The financial system is inherently fragile and it is therefore of great importance to be able to measure and characterize its systemic stability. Multivariate extreme value theory provide us such a framework through the \emph{fragility index} (Geluk \cite{gel+}, \emph{et al.}, 2007; Falk and Tichy, \cite{falk+tichy1,falk+tichy2} 2010, 2011). Here we generalize this concept and contribute to the modeling of the stability of a stochastic system divided into blocks. We will find several relations with well-known tail dependence measures in literature, which will provide us immediate estimators. We end with an application to financial data.
Parasitoids of dipterous collected in cattle dung in the Regions Southern and Central of Goiás, Brazil  [PDF]
Carlos Henrique Marchiori, Ligia Miranda Ferreira Borges, Lorena Lopes Ferreira
Advances in Entomology (AE) , 2014, DOI: 10.4236/ae.2014.21004
Abstract: This study had the objective of determining the species of parasitoids of Diptera from May 2003 to June 2004 in the Region Southern and from March 2012 to February 2013 in the Region Central of (Goiania) Goiás, Brazil. The dipterous pupae were obtained by the flotation method. They were individually placed in gelatin capsules until the emergence of the flies and/or their parasitoids. The percentage of parasitism in the Region South was 12.4% and in the Region Central was 6.4%. The species more frequent were: Gnathopleura quadridentata Wharton, 1986 (Hymenoptera: Braconidae) with 25.6% in the Region Southern and Aleochara notula Erichson, 1839 (Coleoptera: Staphylinidae) with 26.1% in the Region Central.
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