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Poster Communications SP1 Wednesday, September 4th 19:45 Filtragem de Imagens SAR via Processos ARMA Gama Pedro Monteiro de Almeida Junior Abraão David Costa do Nascimento UFPE Neste trabalho, apresentam-se evidências, em termos de qualidade de filtragem de imagens SAR simuladas e reais, de que o uso de processos ARMA Gama para dependência espacial de intensidades pode apresentar melhoras expressivas relativamente a algumas abordagens clássicas. Keywords: Distribuição Gama; Filtragem; GARMA; Imagens SAR 84
Poster Communications SP1 Wednesday, September 4th 19:45 Forecasting Brazilian Industrial Production Index with level and trend changes after crises and SARIMA models Francisco Marcelo Monteiro da Rocha EPPEN/UNIFESP Airlane Pereira Alencar Two models are proposed for the monthly Brazilian industrial production index from 2002 to April 2015. The first model considers transient falls after the crisis in 2008 and another fall from December 2014 to April 2015, monthly fixed effects, different trends before and after 2008 and an autoregressive serial correlation for the errors. Another model without structural changes is the SARIMA model, including only a significant drop after the crisis in 2008. The first model identified a significant rising trend before the crisis of 2008, no significant growth after the crisis, significant declines just after the 2008 crisis and significant drop after December 2014. The SARIMA model do not assume different trends and levels but its forecasts indicates a worse scenario with no recovery in 2016. Keywords: Autoregressive regression; Seasonality; Trend changes 85
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BOOK OF ABSTRACTS
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Contents About the 18th ESTE 4 Time
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Timetable The 18th ESTE will be occ
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Minicourse Wednesday to Friday, Sep
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Plenary Talks CF2 Wednesday, Septem
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Plenary Talks CF4 Thursday, Septemb
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Plenary Talks CF6 Thursday, Septemb
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Plenary Talks CF8 Friday, September
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Thematic Sessions ST1: Data Science
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ST2: Nonlinear Time Series Chair: A
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ST2: Nonlinear Time Series Chair: A
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ST3: High Dimensional Time Series S
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Thematic Sessions ST4: Econometrics
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Thematic Sessions ST4: Econometrics
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Oral Communications CO1 Tuesday, Se
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Oral Communications CO2 Tuesday, Se
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Page 87 and 88: Poster Communications SP2 Thursday,
Page 125 and 126: Useful Information Talks will be he
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