[vc_row][vc_column width=”1\/2″][vc_custom_heading heading_semantic=”p” text_size=”h5″ text_height=”fontheight-843833″ text_font=”font-213936″]Kriativ-tech
\nVolume 1, Issue 1, March 2018, Pages: xxx
\nReceived: Nov. 28, 2017;<\/p>\n
Accepted: Dec. 8, 2017;<\/p>\n
Published: Feb. 24, 2018[\/vc_custom_heading][vc_custom_heading heading_semantic=”h3″ text_size=”h3″]Authors[\/vc_custom_heading][vc_custom_heading heading_semantic=”p” text_size=”h5″]<\/p>\n
V\u00edtor Manuel Nobre Joaquim<\/strong>,\u00a0ISTEC \u2013 Departamento de Estudos e Investiga\u00e7\u00e3o em Tecnologias de Informa\u00e7\u00e3o e Sociedade,\u00a0<\/em>Professor Adjunto do ISTEC.<\/em><\/p>\n<\/div>\n [\/vc_custom_heading][\/vc_column][vc_column width=”1\/2″][vc_custom_heading]Media[\/vc_custom_heading][vc_button button_color=”accent” border_animation=”btn-ripple-out” border_width=”0″ link=”url:http%3A%2F%2Fwww.kriativ-tech.com%2Fwp-content%2Fuploads%2F2018%2F02%2FVITOR-JOAQUIM.pdf||target:%20_blank|”]PDF[\/vc_button][vc_custom_heading heading_semantic=”h4″ text_size=”h4″]To cite this article[\/vc_custom_heading][vc_custom_heading heading_semantic=”p” text_size=”h6″]V\u00edtor Manuel Nobre Joaquim,\u00a0Aplica\u00e7\u00e3o de um Modelo Matem\u00e1tico de Natureza Estoc\u00e1stica<\/span><\/p>\n DOI:<\/strong>\u00a010.31112\/kriativ-tech-2018-01-12[\/vc_custom_heading][\/vc_column][\/vc_row][vc_row row_height_percent=”0″ overlay_alpha=”50″ gutter_size=”1″ column_width_percent=”100″ shift_y=”0″ z_index=”0″][vc_column column_width_percent=”100″ override_padding=”yes” column_padding=”1″ overlay_alpha=”50″ gutter_size=”0″ medium_width=”0″ mobile_width=”0″ shift_x=”0″ shift_y=”0″ shift_y_down=”0″ z_index=”0″ width=”1\/1″][vc_custom_heading heading_semantic=”h3″ text_size=”h3″]Abstract[\/vc_custom_heading][vc_custom_heading heading_semantic=”p” text_size=”h5″ text_height=”fontheight-843833″ text_font=”font-213936″]The objective of the present work is to apply a dynamic mathematical model, of stochastic nature, in the simulation of the adhesion rate to the national public irrigation system.\u00a0This model, by incorporating an adjustment process with error correction mechanism, allows the identification and simulation of the adhesion rate over time, from the short to the long term, through the mathematical lag operator.\u00a0The adjustment of the model was made using the method initially developed by the German mathematician Gauss (1775-1855).[\/vc_custom_heading][vc_empty_space empty_h=”2″][vc_custom_heading heading_semantic=”h3″ text_size=”h3″]Keywords[\/vc_custom_heading][vc_custom_heading heading_semantic=”p” text_size=”h5″]<\/p>\n Natureza Estoc\u00e1stica, Regadio p\u00fablico; Modelo Estat\u00edstico; Modelo de Gauss<\/p>\n<\/div>\n<\/div>\n<\/div>\n [\/vc_custom_heading][\/vc_column][\/vc_row][vc_row][vc_column column_width_percent=”100″ overlay_alpha=”50″ gutter_size=”0″ medium_width=”0″ mobile_width=”0″ shift_x=”0″ shift_y=”0″ shift_y_down=”0″ z_index=”0″ width=”1\/1″][vc_custom_heading heading_semantic=”h3″ text_size=”h3″]References[\/vc_custom_heading][vc_custom_heading heading_semantic=”p” text_size=”h5″ text_height=”fontheight-843833″ text_font=”font-213936″]<\/p>\n Bellman, R. E. (1957), \u201cDynamic programming\u201d, Princeton University Press.<\/p>\n Michalski, R. S., and Tecuci, G. (1994). \u201cMachine learning: A multistrategy approach\u201d, Palo Alto: Morgan Kaufmann.<\/p>\n Pesaran, M. H. and Y. Shin, (1996), \u201cCointegration and the Speed of Convergence to Equilibrium\u201d, Journal of Econometrics, 71, pp. 117-43.<\/p>\n Pesaran, M. H. and L. J. Slater (1980), \u201cDynamic Regression: Theory and Algorithms\u201d, Ellis Horwood, Chichester.<\/p>\n Nelson, D.B. and C.Q. Cao (1992), \u201cInequality Constraints in the Univariate GARCH Model\u201d, Journal of Business and Economic Statistics, 10, pp. 229-35.<\/p>\n Ogaki, M. (1992), \u201cEngle\u2019s Law and Cointegration\u201d, Journal of Political Economy, 100, pp. 1027-46.<\/p>\n Pagan, A.R. and G.W. Schwert (1990), \u201cAlternative Models for Conditional Stock Volability\u201d, Journal of Econometrics, 45, pp. 267-90.<\/p>\n Perron, P. and J.Y. Campbell (1993), \u201cA Note of Johansen\u2019s Cointegration Procedure when Trends are Present\u201d, Empirical Economics, 18, pp. 777-89.<\/p>\n Pesaran, B. and G. Wright (1995), \u201cThe Use\u00a0 of Spreads in Forecasting Medium Term U.K. Interest Rates\u201d, mimeo, University of East London.<\/p>\n Pesaran, M.H. (1972), Small Sample Estimation of Dynamic Economic Models\u201d, (unpublished PhD Thesis), Cambridge University.<\/p>\n<\/div>\n<\/div>\n [\/vc_custom_heading][\/vc_column][\/vc_row]<\/p>\n","protected":false},"excerpt":{"rendered":" Author: Vitor Joaquim
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