DOI: 10.11606/t.104.2017.tde-27032017-161141
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GARMA models, a new perspective using Bayesian methods and transformations

Abstract: Agradeço, primeiramente a Deus e Nossa Senhora. Agradeço também: A meus pais e demais familiares. A Paula, pelo amor, amizade e total apoio. A todos os amigos que sempre estiveram presentes, contribuindo com discussões, críticas e sugestões. Ao professor Marinho Gomes de Andrade Filho, pela orientação segura, e pelo incentivo durante todo o curso de pós-graduação. Ao professor Jacek Leśkow, pela orientação durante meu doutorado sanduíche. E a todos que contribuíram direta ou indiretamente na obtenção deste tít… Show more

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“…In the GARMA models, the forecasts h steps ahead (in other words, 𝑦 ̂𝑡+ℎ ) are obtained through recursive forecasting by the linear predictor of each model (ANDRADE, 2016), in which non-observed values are replaced by their respective onestep ahead forecasts.…”
Section: Malaria Datamentioning
confidence: 99%
“…In the GARMA models, the forecasts h steps ahead (in other words, 𝑦 ̂𝑡+ℎ ) are obtained through recursive forecasting by the linear predictor of each model (ANDRADE, 2016), in which non-observed values are replaced by their respective onestep ahead forecasts.…”
Section: Malaria Datamentioning
confidence: 99%