Dissertations / Theses on the topic 'Hansen method'
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Zimmermann, Fabiano Penna. "Testando a superioridade preditiva do passeio aleatório em modelos de taxa de câmbio real efetiva." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/15579.
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O estudo busca identificar quais variáveis são as mais relevantes para previsão da taxa de câmbio real efetiva e analisar a robustez dessas previsões. Foram realizados testes de cointegração de Johansen em 13 variáveis macroeconômicas. O banco de dados utilizado são séries trimestrais e os testes foram realizados sobre as séries combinadas dois a dois, três a três e quatro a quatro. Utilizando esse método, encontramos modelos que cointegravam entre si, para os países analisados. A partir desses modelos, foram feitas previsões fora da amostra a partir das últimas 60 observações. A qualidade das previsões foi avaliada por meio dos testes de Erro Quadrático Médio (EQM) e Modelo do Conjunto de Confiança de Hansen (MCS) utilizando um modelo de passeio aleatório do câmbio real como benchmark. Todos os testes mostram que, à medida que se aumenta o horizonte de projeção, o passeio aleatório perde poder preditivo e a maioria dos modelos são mais informativos sobre o futuro da taxa de câmbio real efetivo.
This paper seeks to identify which variables are the most relevant for predicting the real effective exchange rate and analyze the robustness of these forecasts. Johansen Cointegration tests were performed on 13 macroeconomic variables. The database quarterly series are used and tests were carried out on the combined sets two by two, three by three and four by four. Using this method, we find models that cointegrated each other, for the countries analyzed. From these models, predictions were made out of the sample from the last 60 observations. The quality of the forecasts was assessed by the mean square error tests (RMSE) and Model Hansen Confidence Set (MCS) used a random walk model the real exchange rate as a benchmark. All tests show that, as we expand the forecast horizon, the random walk lose predictive power and most models are more informative about the future of the real effective exchange rate in the long term.
Saba, Nicole de Mendonça. "Avaliando o desempenho preditivo de modelos de taxa de câmbio real efetiva: análise do caso brasileiro." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/14091.
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Este trabalho procura identificar quais variáveis são as mais relevantes para previsão da taxa de câmbio real do Brasil e analisar a robustez dessas previsões. Para isso foram realizados testes de cointegração de Johansen em 13 variáveis macroeconômicas. O banco de dados utilizado são séries trimestrais e compreende o período de 1970 a 2014 e os testes foram realizados sobre as séries combinadas dois a dois, três a três e quatro a quatro. Por meio desse método, encontramos nove grupos que cointegram entre si. Utilizando esses grupos, são feitas previsões fora da amostra com a partir das últimas 60 observações. A qualidade das previsões foi avaliada por meio dos testes de Erro Quadrático Médio, teste de Diebold-Mariano e, além disso, foi utilizado um modelo de passeio aleatório do câmbio real como benchmark para o procedimento de Hansen. Todos os testes mostram que, à medida que se aumenta o horizonte de projeção, o passeio aleatório perde poder preditivo e a maioria dos modelos são mais informativos sobre o futuro da o câmbio real efetivo. O horizonte é de três a quatro anos à frente. No caso do teste de Hansen, o passeio aleatório é completamente eliminado do grupo final de modelos, mostrando que é possível fazer previsões superiores ao passeio aleatório.
This paper seeks to identify which variables are most relevant to forecast Brazil's real exchange rate and also analyze the robustness of the results. To that end, we conducted Johansen cointegration tests on 13 different variables. The database covers the period of 1970 to 2014 with quarterly frequency. The series were combined in subsets of two, three and four variables. After conducting the Johansen cointegration test, we found that nine different groups that are cointegrated. We then proceed to estimate out-of-sample forecasts of the real exchange rate for each of these nine groups. Once we have these forecasts, we evaluate their quality by calculating their mean squared errors and conduct the Diebold-Mariano Test. We also use a random walk model of the exchange rate as benchmark for Hansen's model confidence set. All of the tests show that, as we expand the forecast horizon, the random walk series' predictive power is far worse than the other forecasts. In the case of Hansen's model confidence set, the random walk series is eliminated from the final confidence set of models. The time horizon is three to four years, which gives us evidence of forecast accuracy gains superior to the random walk model for the exchange rate in the long term.
Lee, Jiho. "Impact of process parameter modification on poly(3-hexylthiophene) film morphology and charge transport." Thesis, Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/50409.
Full textHansen, Sven [Verfasser]. "Weiterentwicklung einer Methode zur Bestimmung von Atmungsraten in geschüttelten Bioreaktoren / Sven Hansen." Aachen : Hochschulbibliothek der Rheinisch-Westfälischen Technischen Hochschule Aachen, 2013. http://d-nb.info/1035621673/34.
Full textHansen, Katja Verfasser], and Klaus-Robert [Akademischer Betreuer] [Müller. "Novel machine learning methods for computational chemistry / Katja Hansen. Betreuer: Klaus-Robert Müller." Berlin : Universitätsbibliothek der Technischen Universität Berlin, 2012. http://d-nb.info/1025538846/34.
Full textSantos, Pedro. "Approximation Methods for Convolution Operators on the Real Line." Doctoral thesis, Universitätsbibliothek Chemnitz, 2005. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200500362.
Full textAmsih, Sama. "Metod att mäta vakansgraden inom handeln - En fältstudie." Thesis, KTH, Fastigheter och byggande, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-170747.
Full textHansen, Andreas [Verfasser]. "Development of Efficient and Accurate Approximations to Single Reference Correlation Methods using Pair Natural Orbitals / Andreas Hansen." Bonn : Universitäts- und Landesbibliothek Bonn, 2012. http://d-nb.info/1044082259/34.
Full textBalasubramaniam, Vellakkinar. "FINITE ELEMENT ANALYSIS OF LEFT-HANDED WAVEGUIDES." Master's thesis, University of Central Florida, 2004. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/3107.
Full textM.S.E.E.
Department of Electrical and Computer Engineering
Engineering and Computer Science
Electrical Engineering
Hatscher, Benjamin [Verfasser], and Christian [Gutachter] Hansen. "Touchless, direct input methods for human-computer interaction to support image-guided interventions / Benjamin Hatscher ; Gutachter: Christian Hansen." Magdeburg : Universitätsbibliothek Otto-von-Guericke-Universität, 2020. http://d-nb.info/1222670720/34.
Full textDantas, Luciano Dionisio [Verfasser]. "On Modifications to the Traffic-Responsive Urban Control Method / Luciano Dionisio Dantas." Aachen : Shaker, 2014. http://d-nb.info/1066197164/34.
Full textChen, Xiaohong. "Theoretical and numerical studies of left-handed materials transmission properties, beam propagation and localization /." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B43278474.
Full textKastelli, Tiina. "Att leda eleven vid handen : en studie om grundskollärares uppfattningar om handledning som metod och handledarrollen." Thesis, Mälardalen University, School of Education, Culture and Communication, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9673.
Full textSyftet med studien var att undersöka hur lärare på en grundskola som undervisar i teoretiska ämnen uppfattar sin roll som handledare för eleverna i verksamheten, men även hur lärarna arbetar med handledning av elever. Studien genomfördes med en kvalitativ ansats och den datainsamlingsmetod som användes var den halvstrukturerade intervjun och totalt intervjuades åtta lärare. De resultat som framkom i studien var att lärarnas definition av handledning bestod av två aspekter, dels den sociala delen och dels den pedagogiska. Lärarnas definition visade att de båda aspekterna är lika betydelsefulla och har lika stor plats i definitionen av handledning. Lärarnas upplevelser av handledning handlade om den didaktiska och pedagogiskt praktiska situationen och sociala aspekter. Samtalets utrymme i handledning ansågs bestå av motsättningar, när det gällde lärarnas ambition och den praktiska verkligheten. Lärarnas definition av handledarrollen handlade om att rollen ansågs bestå av många olika egenskaper. Lärarna upplevde att handledarrollen bestod av både sociala och pedagogiska kompetenser hos läraren. Dessutom var upplevelsen förbunden med en didaktisk aspekt som uttryckte svårigheterna i den didaktiska situationen. De slutsatser som studien kom fram till är att lärarna definierar handledning som en tvådimensionell metod. Lärarnas upplevelser av handledning uttryckte en bred uppfattning av begreppet, där samtalet hade sin nödvändiga, men svårplacerade ställning. Lärarna definierade handledarrollen som komplex och uttryckte en osäkerhet i omfattningen av den. Lärarnas upplevelser av sin handledarroll var att uppdraget sågs som komplicerat och näst intill ogenomförbart i grundskolan.
Bengtsson, Emma. "”Egentligen hade jag väl önskat att någon bara kom och tog mig i handen och sa ”det här är skitjobbigt, vi hjälper dig” - En intervjustudie om psykologers föreställningar om patientsuicid." Thesis, Linnéuniversitetet, Institutionen för psykologi (PSY), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-95700.
Full textPsychologists are one of the professions that are at a higher risk of losing a patient to suicide. Despite this, there is a lack of Swedish studies focusing on psychologists and their encounter with suicidal patients. Therefore, the present study aimed to increase knowledge and understanding for the notions that psychologists have regarding patient suicide and their opinions about how it is being talked about. Seven semi-structured interviews were conducted with psychologists who themselves had not lost a patient to suicide. The interviews were analysed through a thematic analysis which resulted in four themes: Between sense and sensibility, Two sides of the same coin, Alone is not strong and The individual behind the statistics. The findings showed that psychologists and the organizations (universities and workplaces) they were or had been a part of, were handling and talking about suicidality in different ways. The approach these different actors had to patient suicide was based on either sense, sensibility, or both. Working with suicidal patients is characterized by unpredictability thus highlighting that colleagues make up an important source of support. Furthermore, results showed that both individual psychologists and the society at large have a desire to humanize the suicidal patient. Finally, psychologists' encounter with suicidality seems to be an under-prioritized area, which is prominent in both research, education and in workplaces.
Chen, Xiaohong, and 陳曉宏. "Theoretical and numerical studies of left-handed materials: transmission properties, beam propagationand localization." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B43278474.
Full textSchmidt, Florian [Verfasser], Marius [Akademischer Betreuer] Grundmann, Marius [Gutachter] Grundmann, Wenckstern Holger [Akademischer Betreuer] von, and Wolfgang [Gutachter] Hansen. "Raumladungszonenspektroskopische Methoden zur Charakterisierung von weitbandlückigen Halbleitern / Florian Schmidt ; Gutachter: Marius Grundmann, Wolfgang Hansen ; Marius Grundmann, Holger von Wenckstern." Leipzig : Universitätsbibliothek Leipzig, 2015. http://d-nb.info/1239422555/34.
Full textDantas, Luciano Dionisio [Verfasser], and Bernhard [Akademischer Betreuer] Friedrich. "On Modifications to the Traffic-Responsive Urban Control Method / Luciano Dionisio Dantas ; Betreuer: Bernhard Friedrich." Braunschweig : Technische Universität Braunschweig, 2014. http://d-nb.info/1175820792/34.
Full textVadjed, Samiei Mohammad H. "Interaction of a radio-handset and a human head at 1900 MHz using the FDTD method." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape4/PQDD_0027/NQ52264.pdf.
Full textLu, Ling. "Characterisation and application of left-handed meta-materials using the dispersive finite-difference time-domain method." Thesis, Queen Mary, University of London, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.436108.
Full textSchäfer, Matthias Simon [Verfasser]. "Passenger Railway Crew Scheduling : Models, Methods, and Applications / Matthias Simon Schäfer." Aachen : Shaker, 2011. http://d-nb.info/1098041690/34.
Full textManz, Hansjörg [Verfasser]. "Methode zur Sicherheitsnachweisführung einer bordautonomen satellitenbasierten Ortungseinheit für den Schienenverkehr / Hansjörg Manz." Aachen : Shaker, 2016. http://d-nb.info/1120864291/34.
Full textSwider, Derk Jan. "Handel an Regelenergie- und Spotmärkten Methoden zur Entscheidungsunterstützung für Netz- und Kraftwerksbetreiber /." Wiesbaden : Dt. Univ.-Verl, 2006. http://dx.doi.org/10.1007/978-3-8350-9215-0.
Full textHendriks, Björn Alexander [Verfasser], and Sandor P. [Akademischer Betreuer] Fekete. "Improving Traffic Flow by Local Methods / Björn Alexander Hendriks ; Betreuer: Sandor P. Fekete." Braunschweig : Technische Universität Braunschweig, 2013. http://d-nb.info/1175822582/34.
Full textWille, Jan H. [Verfasser]. "Eine Methode zur Schaffung von Produktinnovationen in der Technischen Logistik / Jan H Wille." Aachen : Shaker, 2007. http://d-nb.info/1166516776/34.
Full textRecktenwald, Andreas [Verfasser], and Ralph [Akademischer Betreuer] Friedmann. "Advanced methods for estimating the probability of informed trading / Andreas Recktenwald ; Betreuer: Ralph Friedmann." Saarbrücken : Saarländische Universitäts- und Landesbibliothek, 2019. http://d-nb.info/1212853377/34.
Full textFleckenstein, Marco [Verfasser], Gerd [Akademischer Betreuer] Balzer, Jutta [Akademischer Betreuer] Hanson, and Albert [Akademischer Betreuer] Moser. "Risikoorientierte Instandhaltung auf der Basis der Value-at-Risk Methode im Übertragungsnetz / Marco Fleckenstein. Betreuer: Gerd Balzer ; Jutta Hanson ; Albert Moser." Darmstadt : Universitäts- und Landesbibliothek Darmstadt, 2015. http://d-nb.info/1112044418/34.
Full textFleckenstein, Marco Elmar [Verfasser], Gerd [Akademischer Betreuer] Balzer, Jutta [Akademischer Betreuer] Hanson, and Albert [Akademischer Betreuer] Moser. "Risikoorientierte Instandhaltung auf der Basis der Value-at-Risk Methode im Übertragungsnetz / Marco Fleckenstein. Betreuer: Gerd Balzer ; Jutta Hanson ; Albert Moser." Darmstadt : Universitäts- und Landesbibliothek Darmstadt, 2015. http://nbn-resolving.de/urn:nbn:de:tuda-tuprints-50327.
Full textMüller-Botsch, Christine. ""Den richtigen Mann an die richtige Stelle" : Biographien und politisches Handeln von unteren NSDAP-Funktionären /." Frankfurt am Main : Campus Verlag, 2009. http://opac.nebis.ch/cgi-bin/showAbstract.pl?u20=9783593388939.
Full textNadsady, Kenneth Allan. "A two-stage method for system identification from time series." Ohio : Ohio University, 1998. http://www.ohiolink.edu/etd/view.cgi?ohiou1176406389.
Full textNguyen, Thi Binh [Verfasser], Manfred [Akademischer Betreuer] Boltze, and Hanno [Akademischer Betreuer] Friedrich. "A Multi-Stage Impact Assessment Method for Freight Transport Management Measures – The Example of Vietnamese Rice Production and Logistics / Binh Nguyen Thi ; Manfred Boltze, Hanno Friedrich." Darmstadt : Universitäts- und Landesbibliothek Darmstadt, 2017. http://d-nb.info/1137324023/34.
Full textFrey, Markus [Verfasser], Rainer [Akademischer Betreuer] Kolisch, and Christian [Akademischer Betreuer] Artigues. "Models and Methods for Optimizing Baggage Handling at Airports / Markus Frey. Betreuer: Rainer Kolisch. Gutachter: Rainer Kolisch ; Christian Artigues." München : Universitätsbibliothek der TU München, 2014. http://d-nb.info/1080299483/34.
Full textPohl, Maximilian [Verfasser], Rainer [Akademischer Betreuer] Kolisch, Rainer [Gutachter] Kolisch, and Christian [Gutachter] Artigues. "Runway Scheduling During Winter Operations – Models, Methods, and Applications / Maximilian Pohl ; Gutachter: Rainer Kolisch, Christian Artigues ; Betreuer: Rainer Kolisch." München : Universitätsbibliothek der TU München, 2020. http://d-nb.info/1232406074/34.
Full textLackhove, Christoph [Verfasser], and Karsten [Akademischer Betreuer] Lemmer. "Methode zur Optimierung der Migration von ETCS / Christoph Lackhove ; Betreuer: Karsten Lemmer." Braunschweig : Technische Universität Braunschweig, 2013. http://d-nb.info/117582111X/34.
Full textBraun, Anika [Verfasser], Rafig [Akademischer Betreuer] Azzam, Erwin [Akademischer Betreuer] Klumpp, and Christoph [Akademischer Betreuer] Neukum. "Method development for the characterization of transport processes of engineered nanoparticles in saturated soils with focus on silver nanoparticles / Anika Braun ; Rafig Azzam, Erwin Klumpp, Christoph Neukum." Aachen : Universitätsbibliothek der RWTH Aachen, 2015. http://d-nb.info/112926162X/34.
Full textGüsken, Sarah Ranjana [Verfasser], Frank T. [Akademischer Betreuer] Piller, and Sabina [Akademischer Betreuer] Jeschke. "A multi-method study of consumer behavior : towards a better understanding of the consumer's persperctive on online grocery shopping / Sarah Ranjana Güsken ; Frank Thomas Piller, Sabina Jeschke." Aachen : Universitätsbibliothek der RWTH Aachen, 2020. http://d-nb.info/1227992122/34.
Full textVoll, Robert [Verfasser]. "Methoden der mathematischen Optimierung zur Planung taktischer Wagenrouten im Einzelwagenverkehr / Robert Voll." München : Verlag Dr. Hut, 2014. http://d-nb.info/1058284878/34.
Full textSuthold, Roman [Verfasser]. "Eine Methode zur zielorientierten Maßnahmenidentifikation bei der Aufstellung von Bedarfsplänen im Verkehrssektor / Roman Suthold." Aachen : Shaker, 2008. http://d-nb.info/1164342746/34.
Full textTegtmeyer, Dag [Verfasser]. "Entwicklung einer Methodik zur kennliniengestützten Planung von Transportketten in der Schüttgutlogistik / Dag Tegtmeyer." Aachen : Shaker, 2012. http://d-nb.info/1067736689/34.
Full textKiermaier, Ferdinand [Verfasser], Rainer [Akademischer Betreuer] [Gutachter] Kolisch, and Jonathan F. [Gutachter] Bard. "Models and Methods for Optimizing Baggage and Ground Handling at Airports / Ferdinand Kiermaier ; Gutachter: Rainer Kolisch, Jonathan F. Bard ; Betreuer: Rainer Kolisch." München : Universitätsbibliothek der TU München, 2015. http://d-nb.info/1136422560/34.
Full textSchulz, Arne Hendrik Verfasser], Andreas [Akademischer Betreuer] [Breiter, and Ulrike [Akademischer Betreuer] Lucke. "Usability in digitalen Kooperationsnetzwerken. Nutzertests und Logfile-Analyse als kombinierte Methode / Arne Hendrik Schulz. Betreuer: Andreas Breiter. Gutachter: Andreas Breiter ; Ulrike Lucke." Bremen : Staats- und Universitätsbibliothek Bremen, 2016. http://d-nb.info/1084866242/34.
Full textHinrichsen, Sven [Verfasser]. "Arbeitsrationalisierung mittels Methoden des Industrial Engineering in Dienstleistungsbetrieben / Sven Hinrichsen." Aachen : Shaker, 2007. http://d-nb.info/1164338994/34.
Full textAlbinski, Szymon [Verfasser], Stefan [Akademischer Betreuer] Minner, Stefan [Gutachter] Minner, and Teodor Gabriel [Gutachter] Crainic. "Analytics for Shared Mobility and Transportation Systems : Advances in Methods and Insights / Szymon Albinski ; Gutachter: Stefan Minner, Teodor Gabriel Crainic ; Betreuer: Stefan Minner." München : Universitätsbibliothek der TU München, 2020. http://d-nb.info/1203300026/34.
Full textSteiger, Markus [Verfasser], and Kurt E. [Akademischer Betreuer] Klein. "Multiagentensysteme als integrative Methode zur Simulation von räumlichem Konsumentenverhalten: Untersuchung individuenbasierter Simulationsszenarien zur strategischen Standortplanung im Einzelhandel / Markus Steiger. Betreuer: Kurt E. Klein." Regensburg : Universitätsbibliothek Regensburg, 2016. http://d-nb.info/1096751569/34.
Full textLindenthal, Sonja [Verfasser]. "Anwendung hyperheuristischer Methoden auf das Tourenplanungsproblem mit Zeitfensterrestriktionen innerhalb eines deterministisch-heuristischen Frameworks / Sonja Lindenthal." Hagen : Fernuniversität Hagen, 2013. http://d-nb.info/1037120981/34.
Full textOtterstätter, Thomas [Verfasser], and Markus [Akademischer Betreuer] Friedrich. "Methoden zur Erfassung von Verkehrsströmen und Fahrzeiten mit stationären fahrzeugwiedererkennenden Detektoren / Thomas Otterstätter. Betreuer: Markus Friedrich." Stuttgart : Universitätsbibliothek der Universität Stuttgart, 2014. http://d-nb.info/1046833642/34.
Full textMangor, Kristian. "An application of the Helpman (1998) model to the Oresund-region." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-16064.
Full textKlemmer, Jeanette [Verfasser]. "Entwicklung einer Methodik zur funktionalen Gliederung von Netzen des Güterverkehrs und zur Bewertung der Angebotsqualität / Jeanette Klemmer." Aachen : Shaker, 2016. http://d-nb.info/1118258932/34.
Full textMetzner, Nora [Verfasser], Johannes [Akademischer Betreuer] Reichmuth, and Eike [Akademischer Betreuer] Stumpf. "Untersuchung der Resilienz von Flughafenterminalsystemen auf Basis analytischer und simulationsbasierter Methoden / Nora Metzner ; Johannes Reichmuth, Eike Stumpf." Aachen : Universitätsbibliothek der RWTH Aachen, 2020. http://d-nb.info/1216638489/34.
Full textBruckmann, Dirk [Verfasser]. "Entwicklung einer Methode zur Abschätzung des containerisierbaren Aufkommens im Einzelwagenverkehr und Optimierung der Produktionsstruktur / vorgelegt von Dirk Bruckmann. [Universität Duisburg-Essen, Campus Essen, FG Verkehrswesen und Verkehrsbau]." Essen : Univ. Duisburg-Essen, Campus Essen, FG Verkehrswesen und Verkehrsbau, 2006. http://d-nb.info/999983202/34.
Full textBomsdorf, Felix [Verfasser]. "Entscheidungsunterstützung für die Drehplanung bei Film- und Fernsehproduktionen : Modell - Methoden - System / Felix Bomsdorf." Aachen : Shaker, 2009. http://d-nb.info/1161311556/34.
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