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Registro Completo |
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Biblioteca(s): |
Embrapa Unidades Centrais. |
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Data corrente: |
09/06/1997 |
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Data da última atualização: |
12/12/2007 |
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Autoria: |
VIEIRA, L. F. |
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Título: |
Forecasting with multivariate time series models; an application to the sea scallop fishery. |
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Ano de publicação: |
1987 |
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Fonte/Imprenta: |
1987. |
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Páginas: |
348p. |
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Idioma: |
Inglês |
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Notas: |
Tese (Doutorado) - University of Rhode Island, Rhode Island. |
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Conteúdo: |
The objective of this research is to develop time series forecasting models for economic variables characterizing the U.S. Atlantic sea scallop fishery, namely, ex-vessel prices, effort and landings. The behavior of these variables, especially landings, is highly dependent on the stock behavior of the fisheries. This component of the system, however, has shown wide variations over time, without any apparent recurrent pattern. In this situation, univariate models may lead to imprecise forecasts and/or display non-stable behavior. A vector model, incorporating the feedback relationships between the variables of the system, usually leads to more stable representations and more accurate forecasts. Identification of these vector stochastic time series models, inthe sense of choosing and adequate representation within a family or between families of admissible representations, is a complex problem for which definitive solutions are not yet available. In this research, the identification problem is approached by methods suggested by Pandit (1973) and Akaike (1974, 1976), as alternatives to the better known Box-Jenkins approach or its extensions to the vector process problem. These methods, unlike box-Jenkins rely on objective criteria to choose between alternative models. Pandit's approach is based on results stating that stationary stochastic process can be arbitrarily closely approximated by ARMAV (n, n-1) models. Akaike's approach is based on the interpretation of the maximum likelihood as an... MenosThe objective of this research is to develop time series forecasting models for economic variables characterizing the U.S. Atlantic sea scallop fishery, namely, ex-vessel prices, effort and landings. The behavior of these variables, especially landings, is highly dependent on the stock behavior of the fisheries. This component of the system, however, has shown wide variations over time, without any apparent recurrent pattern. In this situation, univariate models may lead to imprecise forecasts and/or display non-stable behavior. A vector model, incorporating the feedback relationships between the variables of the system, usually leads to more stable representations and more accurate forecasts. Identification of these vector stochastic time series models, inthe sense of choosing and adequate representation within a family or between families of admissible representations, is a complex problem for which definitive solutions are not yet available. In this research, the identification problem is approached by methods suggested by Pandit (1973) and Akaike (1974, 1976), as alternatives to the better known Box-Jenkins approach or its extensions to the vector process problem. These methods, unlike box-Jenkins rely on objective criteria to choose between alternative models. Pandit's approach is based on results stating that stationary stochastic process can be arbitrarily closely approximated by ARMAV (n, n-1) models. Akaike's approach is based on the interpretation of the maximum li... Mostrar Tudo |
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Palavras-Chave: |
Economy; Fishing; Model; Modelo; Previsão. |
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Thesagro: |
Economia; Pesca. |
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Categoria do assunto: |
-- |
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Marc: |
LEADER 02090nam a2200217 a 4500
001 1090787
005 2007-12-12
008 1987 bl uuuu m 00u1 u #d
100 1 $aVIEIRA, L. F.
245 $aForecasting with multivariate time series models; an application to the sea scallop fishery.
260 $a1987.$c1987
300 $a348p.
500 $aTese (Doutorado) - University of Rhode Island, Rhode Island.
520 $aThe objective of this research is to develop time series forecasting models for economic variables characterizing the U.S. Atlantic sea scallop fishery, namely, ex-vessel prices, effort and landings. The behavior of these variables, especially landings, is highly dependent on the stock behavior of the fisheries. This component of the system, however, has shown wide variations over time, without any apparent recurrent pattern. In this situation, univariate models may lead to imprecise forecasts and/or display non-stable behavior. A vector model, incorporating the feedback relationships between the variables of the system, usually leads to more stable representations and more accurate forecasts. Identification of these vector stochastic time series models, inthe sense of choosing and adequate representation within a family or between families of admissible representations, is a complex problem for which definitive solutions are not yet available. In this research, the identification problem is approached by methods suggested by Pandit (1973) and Akaike (1974, 1976), as alternatives to the better known Box-Jenkins approach or its extensions to the vector process problem. These methods, unlike box-Jenkins rely on objective criteria to choose between alternative models. Pandit's approach is based on results stating that stationary stochastic process can be arbitrarily closely approximated by ARMAV (n, n-1) models. Akaike's approach is based on the interpretation of the maximum likelihood as an...
650 $aEconomia
650 $aPesca
653 $aEconomy
653 $aFishing
653 $aModel
653 $aModelo
653 $aPrevisão
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Registro original: |
Embrapa Unidades Centrais (AI-SEDE) |
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| Registros recuperados : 25 | |
| 5. |  | VIEIRA, L. F. Tecnologia agroalimentaria. In: PROCISUR, Montevideo (Uruguai). El cambio global y el desarrollo tecnologico agropecuario y agroindustrial del cono sur. implicancias para los INIAS y el PROCISUR. Montevideo, 1997. p.77-87.| Biblioteca(s): Embrapa Agroindústria de Alimentos. |
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| 9. | | VIEIRA, L. F.; SKORUPA, L. A.; SILVA, O. A; WALTER, B. M. T.; MARTINS, M. V. Contribuicao ao estudo das especies medicinais do cerrado: levantamento preliminar. In: SIMPOSIO DE PLANTAS MEDICINAIS DO BRASIL, 13., 1994, Fortaleza, CE. Resumo de temas livres. [S.1.: s.n.], 1994. n.209.| Biblioteca(s): Embrapa Recursos Genéticos e Biotecnologia. |
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| 10. | | VIEIRA, L. F. C.; MELOTTO, A. M.; FAVERO, S.; LAURA, V. A. Efeito de diferentes temperaturas na sobrevivência e no crescimento de mudas de guanandi (Calophyllum brasiliense Cambess.). In: JORNADA CIENTÍFICA DA EMBRAPA GADO DE CORTE,5., 2009, Campo Grande, MS. [Anais da ...]. Campo Grande, MS: Embrapa Gado de Corte, 2009. 1 p.| Tipo: Resumo em Anais de Congresso |
| Biblioteca(s): Embrapa Gado de Corte. |
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| 11. | | BOTELHO, C. M.; VIEIRA, L. F. A.; LAVIOLA, B. G.; FONTES, M. M. P. Toxicidade do óleo de pinhão-manso (Jatropha curcas) em células meristemáticas de Lactuca sativa. In: ENCONTRO LATINO AMERICANO DE INICIAÇÃO CIENTÍFICA, 16.; ENCONTRO LATINO AMERICANO DE PÓS GRADUAÇÃO, 11., 2011, São José dos Campos, SP. As contribuições da ciência para a sustentabilidade do planeta. São José dos Campos: UNIVAP, 2011.| Tipo: Artigo em Anais de Congresso |
| Biblioteca(s): Embrapa Agroenergia. |
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| 12. | | BOTELHO, C. M.; VIEIRA, L. F. A.; LAVIOLA, B. G.; LAVIOLA, T. B. R.; PRAÇA, M. M. Avaliação da Toxidez do óleo de pinhão manso em bioensaios vegetais. In: CONGRESSO BRASILEIRO DE PESQUISA EM PINHÃO-MANSO, 2., 2011, Brasília, DF. Pinhão-manso: focando em soluções sustentáveis para produção de biocombustíveis: anais. Brasília, DF: Embrapa Agroenergia: ABPPM, 2011. 1 CD-ROM. (Embrapa Agroenergia. Documentos, 005). Não paginado.| Tipo: Artigo em Anais de Congresso |
| Biblioteca(s): Embrapa Agroenergia. |
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| 13. | | FRANCA, F. H.; MACHADO, M. A.; VIEIRA, L. F.; MORAIS, A. M.; ASTÚA, J. F.; LOPES, D. B.; DRUCK, S. National and international networking to develop solutions for HLB in South America. In: INTERNATIONAL RESEARCH CONFERENCE ON HUANGLONGBING, 2008, Orlando, Florida. Proceedings of the meeting... Orlando: Florida Citrus Mutual, 2008. p. 316.| Tipo: Resumo em Anais de Congresso |
| Biblioteca(s): Embrapa Mandioca e Fruticultura. |
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| 15. | | REIS, G. B. dos; MESQUITA, A. T.; TORRES, G. A.; ANDRADE-VIEIRA, L. F.; PEREIRA, A. V.; DAVIDE, L. C. Genomic homeology between Pennisetum purpureum and Pennisetum glaucum (Poaceae). Comparative Cytogenetics, v. 8, n. 3, p. 199-209, 2014.| Tipo: Artigo em Periódico Indexado | Circulação/Nível: B - 1 |
| Biblioteca(s): Embrapa Gado de Leite. |
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| 16. | | COSTA SANTOS, F. M.; REIS, G. B.; ANDRADE VIEIRA, L. F.; DAVIDE, L. C.; PEREIRA, A. V. Distribuição dos genomas de capim-elefante e milheto (Pennisetum sp. Schum., Poaceae) em híbrido interespecifico. In: CONGRESSO BRASILEIRO DE GENÉTICA, 56., 2010, Guarujá. Resumos... Ribeirão Preto: Sociedade Brasileira de Genética, 2010.| Tipo: Resumo em Anais de Congresso |
| Biblioteca(s): Embrapa Gado de Leite. |
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| 17. | | BOTELHO, C. M.; VIEIRA, L. F. A.; PRAÇA, T. M.; LAVIOLA, B. G.; PALMIERI, M. J.; FONTES, M. M. P. Efeito do óleo de pinhão manso (Jartropha curcas L.) no crescimento radicular de Lactuca sativa. In: SIMPÓSIO BRASILEIRO DE AGROPECUÁRIA SUSTENTÁVEL, 3., 2011, Viçosa, MG. O uso de tecnologias limpas e agroenergia: resumos expandidos. Viçosa, MG: Os Editores, 2011. p. 139-142.| Tipo: Artigo em Anais de Congresso |
| Biblioteca(s): Embrapa Agroenergia. |
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| 18. | | BOTELHO, C. M.; FONTES, M. M. P; PALMIERI, M. J.; LAVIOLA, B. G.; VIEIRA, L. F. A. Efeito do óleo de pinhão manso (Jatropha curcas) na germinação e crescimento radicular de Lactuca sativa. In: ENCONTRO LATINO AMERICANO DE INICIAÇÃO CIENTÍFICA, 16.; ENCONTRO LATINO AMERICANO DE PÓS GRADUAÇÃO, 11., 2011, São José dos Campos, SP. As contribuições da ciência para a sustentabilidade do planeta. São José dos Campos: UNIVAP, 2011.| Tipo: Artigo em Anais de Congresso |
| Biblioteca(s): Embrapa Agroenergia. |
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| Registros recuperados : 25 | |
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| Nenhum registro encontrado para a expressão de busca informada. |
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