Please use this identifier to cite or link to this item: http://repositorio.ufla.br/jspui/handle/1/3377
Title: Análise de valores extremos para dados de poluição atmosférica na cidade de São Paulo
Other Titles: Extreme values analysis applied to atmospheric pollution data of São Paulo city
Authors: Sáfadi, Thelma
Beijo, Luiz Alberto
Muniz, Joel Augusto
Keywords: Poluição atmosférica
Valores extremos
Distribuição generalizada de valores extremos
Valor ao Risco (VaR)
Testes de aderência
Air pollution
Extremes values
Generalized extreme value distribution
Significance test
Issue Date: 1-Sep-2014
Publisher: UNIVERSIDADE FEDERAL DE LAVRAS
Citation: MARTINS JUNIOR, H. Análise de valores extremos para dados de poluição atmosférica na cidade de são paulo. 2010. 88 p. Dissertação (Mestrado em Estatística e Experimentação Agropecuária)-Universidade Federal de Lavras, Lavras, 2010.
Abstract: High levels of air pollution have steadily worsened the lives of people in big cities. Therefore it is necessary a rigorous control of these variables. This work tries to model the extreme events of a series of air pollutants in Sao Paulo. For this is the methodology of extreme values applied to stationary time series and independent. The distribution parameters are estimated by Maximum Likelihood Method for the solution of equations likelihood is given by iterative methods of solution. The suitability of the model is tested by the Kolmogorov-Smirnov test. Once you set a template, this, as well as estimates of its parameters are used to calculate the VaR, Value at Risk, which is a risk measure commonly used in the financial market. This application can tell whether the use of VaR is useful in monitoring these atmospheric variables.
URI: http://repositorio.ufla.br/jspui/handle/1/3377
Appears in Collections:Estatística e Experimentação Agropecuária - Mestrado (Dissertações)



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