Acessos desde 01/11/2007:
Trabalhos Aprovados
Atenção: As comunicações foram provisoriamente aceitas para apresentação no 18o SINAPE. Apenas os trabalhos em que pelo menos um dos autores tiver, até 16/06, pago o boleto de inscrição do congresso terão a aceitação definitiva, os demais não poderão ser apresentados no evento. Verifique se o seu trabalho satisfaz esse requisito.
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| Formato | Título | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Pôster | Testing the Taylor Model Predictability for Exchange Rates in Latin America Séries Temporais
Exchange rates forecasting performance is tested for a model which incorporates endogenous monetary policy through a Taylor rule reaction function. Other usual monetary and equilibrium empirical exchange rate models are also evaluated for comparison purposes. Predictability is tested by comparing the models to a benchmark random-walk specification. We contribute to the recent literature in many ways. First, we include models of forward looking endogenous monetary policy to the exchange rate forecasting exercise, the Taylor Model. Second, our data set across countries is uniform in terms of economies adopting both inflation targeting and flexible exchange rate. Third, our study sheds light on exchange rate determinants for emerging economies: Brazil, Chile, Colombia, Peru and Mexico. Where, although the increasing economic importance of this group of countries, studies are in a relative short supply. Our results show strong predictability evidence for the Taylor Model and indicate that assuming endogenous monetary policy and present value of expected fundamentals models is a rewarding strategy to model exchange rate determination. | ||||||||
| Pôster | The Beta Generalized Exponential Distribution Inferência Estatística
We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the moment generating function and the rth moment thus generalizing some results in the literature. Expressions for the density, moment generating function and rth moment of the order statistics also are obtained. We discuss estimation of the parameters by maximum likelihood and provide the information matrix. We observe in two applications to real data sets that this model is quite flexible and can be used quite effectively in analyzing positive data in place of the beta exponential and generalized exponential distributions | ||||||||
| Pôster | The Generalized Exponential Geometric (GEG) Inferência Estatística
In this paper we introduce the Generalized Exponential Geometric (GEG) distribution that includes the exponential geometric distribution (Adamidis and Loukas, 1998) as a special case. We provide a comprehensive mathematical treatment of this distribution. We derive expressions for the moment generating function and for the $r$th moment of the GEG distribution. We also discuss estimation of the parameters by maximum likelihood and obtain the information matrix. | ||||||||
| Oral | The spatial structure of CAR and SAR models Inferência Estatística
The conditional autoregressive model (CAR) and the simultaneous autoregressive model (SAR) are widely used to model the spatial correlation of lattice data. Several authors have pointed out impractical or counterintuitive consequences produced by these models for the covariance matrix. This paper clarifies many of these puzzling results. We show that the neighborhood graph structure, synthesized in eigenvalues and eigenvectors structure of a matrix associated with the adjacency matrix, determines most of the apparently anomalous behavior. We illustrate our conclusions with regular and irregular lattices including lines, grids and lattices based on real maps. | ||||||||
| Oral | The Stationarity of Consumption–Income Ratios: Evidence from South American Countries Econometria, Atuária e Finanças
This paper is aimed to analyze the order of integration of the consumption–income ratio of 10 South American countries. To fulfill this purpose, the individual ADF test, its panel versions [Maddala and Wu (1999) and Choi (2001)] and the Minimum LM unit root test with structural break(s) [Lee and Strazicich (1999, 2003)] were employed. While the former tests found evidence more favorable to an integrated process, after controlling for structural breaks only Uruguay seems to be integrated. Thus, in general, the consumption-income ratio was diagnosed as a stationary process, as suggested by the relative income hypothesis, the habit persistence model, the permanent income hypothesis and the life cycle hypothesis. | ||||||||
| Pôster | TIPOLOGIA SÓCIO-ESPACIAL PARA O MUNICÍPIO DE UMUARAMA Iniciação Científica e Concurso de Iniciação Científica
O Observatório das metrópoles – Núcleo Regional de Maringá vem desenvolvendo a construção de tipologia para região metropolitana de Maringá. Esta tipologia permite uma visão abrangente das desigualdades sociais, possibilitando um esquema compreensivo para as análises de várias dimensões da problemática urbana. Este trabalho tem como objetivo desenvolver a tipologia sócio-espacial para o município de Umuarama, que viabilizará uma pesquisa na área de saúde, onde pretende identificar fatores associados à anorexia entre adolescentes de 10 a 19 anos. Os Microdados do Censo de 2000 foram utilizados para a construção das categorias sócio-ocupacionais, bem como a tabela de contingências. Espera-se organizar o município de Umuarama em agrupamentos consistentes de área. A metodologia estatística aplicada foi a análise de correspondência binária conjuntamente com classificação hierárquica ascendente que permitiram caracterizar o espaço geográfico de Umuarama em cinco grupos homogêneos. O primeiro com uma participação sobrelevada dos níveis superiores de ocupação. O segundo com a participação dos níveis médios de ocupação. O terceiro com a participação predominante do setor agrícola. O quarto com a participação dos níveis médio inferiores de ocupação. O quinto e último grupo com a participação dos níveis médio superiores de ocupação. Palavras-chave: análise de correspondência binária, classificação hierárquica ascendente, categorias sócio-ocupacionais e tipologia sócio-espacial. | ||||||||
| Oral | Training Evaluation Based on Virtual Reality Using Fuzzy Bayes Rule Estatística em Ciências Médicas e Saúde
Recently, due to technological advances and crescent computational power of commodity computers, several kinds of training have been carried out in Virtual Reality (VR) environments. Realistic VR systems have been developed to immerge user in a computerized world, in which is possible to simulate situations using three-dimensional visualization models, haptic devices, etc. Particularly, it is important to know the quality of the training executed by user to qualify him as apt to execute a specific task. Online evaluators of training must have some technological restrictions, as low computational complexity to do not compromise the computational performance of VR simulation. It must also have high accuracy to do not compromise the training evaluation, once the real activities can include risks to the own user or others. This paper presents a new approach for evaluation tools, using Fuzzy Bayes Rule for modeling and classification of a simulation into pre-defined training classes. This method allows to use continuous variables without lose of information. An evaluation system using this method was implemented and was performed a comparison with Classical Bayes Rule by use of Kappa coefficient. The proposed method presented significant better results, but the Classical Bayes Rule had better computational performance in terms of CPU time. | ||||||||
| Oral | Transição para a vida adulta: Perfil dos jovens brasileiros, segundo a condição na unidade domiciliar, utilizando Análise de Correspondência. Estatística em Ciências Sociais Aplicadas (Administração, Economia, Sociologia, Psicologia, etc.)
O trabalho investiga as etapas para o processo de transição para a vida adulta entre os jovens, com idade entre 15 e 24 anos, do Brasil no ano de 2005. Serão observadas as etapas da transição para vida adulta pelas quais os jovens brasileiros, entre 15 e 24 anos, de ambos os sexos, já passaram ou ainda irão passar: sair de casa, sair da escola, obter um trabalho, tornar-se financeiramente independente dos pais, ter capacidade de sustentar uma família, casar e ter filhos. O foco privilegiado neste estudo é entender o perfil das mulheres e dos homens, jovens, de 15 a 24 anos de idade, na condição de filhas(os), isto é, aqueles que já realizaram a transição para a vida adulta ou aqueles que não realizaram, não filhas(os), na unidade domiciliar. A motivação que deu origem ao estudo, baseou-se na tentativa de apresentar as características sócio-demográficas dos jovens, na faixa etária entre 15 e 24 anos, bem como compará-las entre os sexos feminino e masculino, tendo como pano de fundo a transição para a vida adulta. | ||||||||
| Oral | U-tests for variance components in one-way random effects models Modelos de Regressão
We consider a test for the hypothesis that the within-treatment variance component in a one-way random effects model is null. This test is based on a decomposition of a $U$-statistic. Its asymptotic null distribution is derived under the mild regularity condition that the second moment of the random effect and the fourth moment of the within-treatment errors are finite. Under the additional assumption that the fourth moment of the random effect is finite, we also derive the distribution of the proposed $U$-test statistic under a sequence of local alternative hypotheses. We report the results of a simulation study conducted to compare the performance of the $U$-test with that of the usual $F$-test. The main conclusions of the simulation study are that (i) under normality or under moderate degrees of imbalance in the design, the $F$-test behaves well when compared to the $U$-test, and (ii) when the distribution of the random effects and within-treatment errors are nonnormal, the $U$-test is preferable even when the number of treatments is small. | ||||||||
| Pôster | Um Algoritmo ILS Aplicado ao Problema das K-Medianas Capacitado Estatística Computacional
We describe a new algorithm for a classical clustering problem known as k-Medians Problem. This problem is similar to the k-Means Problem, whose solutions are commonly used for stratification in sample surveys. However, the centroids (based on means) of the k-Means Problem are replaced by medoids (based on medians) in the k-Medians Problem, aiming to obtain more robust and homogeneous clusters. Given n objects with p (quantitative or qualitative) attributes and fixed the number k of desired clusters, we must select k objects, called representatives or medians, in such a way to minimize the sum of distances from each remaining (n-k) objects to their respective nearest median. Constraining the number of objects per cluster to be less or equal to a upper bound gives to the Capacitated k-Medians Problem. As the exact (optimal) algorithms known for this capacitated problem tend to be very time expensive, some heuristic algorithms, with varying capacities to produce good sub-optimal solutions more quickly, have been proposed to approach it. In this paper, we propose an algorithm based on a metaheuristic (a general purpose heuristic) called Iterated Local Search (ILS) for the Capacitated k-Medians Problem. Computational results using real data from IBGE demographic and agricultural censuses are provided, showing the reasonable performance of the algorithm in terms of time consumption and quality of the solutions. | ||||||||
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