Banca de DEFESA: ALEXANDRE HENRIQUE QUADROS GRAMOSA

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
DISCENTE : ALEXANDRE HENRIQUE QUADROS GRAMOSA
DATA : 05/05/2017
HORA: 09:30
LOCAL: Auditório do CCET
TÍTULO:

GENERALIZED EXTREME VALUE DISTRIBUTION ZERO INFLATED


PALAVRAS-CHAVES:

Extreme Events, Inflated Zeros, Bayesian Approach


PÁGINAS: 107
GRANDE ÁREA: Ciências Exatas e da Terra
ÁREA: Probabilidade e Estatística
SUBÁREA: Estatística
RESUMO:
Extreme events are usually responsible for producing big gains or big losses to society. For some
decades now there has been a specific distribution, known as Generalized Extreme Values
Distribution (GEV), designed to predict and prevent such events. However, in many situations
with extreme data, there are excessive zeros in the database, making it difficult to analyze and
decrease the estimation accuracy. Influenced Zero Distribution (ZID) is recommended to model
such data that has inflated zeros. It is the objective of this work to create a new distribution to
model data of extreme and inflated values of zeros. Therefore, a mixture of the GEV and ZID
distributions was made, as well as a Bayesian approach, in order to obtain a better fit in
applications with data of inflated maximums of zeros. The daily precipitation of rainfall in the
city of Natal in the state of Rio Grande do Norte and in the cities of Paulistana, Picos, São João
do Piauí and Teresina in the state of Piauí were chosen for analysis. It was also used the standard
GEV distribution to model the same data collected for comparison purposes, and thus, through
measurements and estimates made by the two distributions, to verify the quality of the
adjustment found by the new distribution of inflated extreme values of zeros. Therefore, it was
verified that both the model and the algorithm were well developed, the model being able to
estimate the maximum data, even an excessive amount of zeros, and the standard GEV could
not find the equilibrium distribution when the data given Many zeros. In addition, when the data
of extreme values do not have inflated zeros, the new model converges to the standard GEV,
identifying the absence of zeros.

MEMBROS DA BANCA:
Presidente - 308.629.298-90 - FERNANDO FERRAZ DO NASCIMENTO - UFPI
Externo à Instituição - HEDIBERT FREITAS LOPES - INSPER
Interno - 1023112 - MARCELO BOURGUIGNON PEREIRA
Notícia cadastrada em: 03/04/2017 13:43
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