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Authors
# Name
1 Arthur Ronald Garcia(arthur.several@aluno.cefet-rj.br)
2 Jorge Soares(jorge.soares@cefet-rj.br)
3 Laura Assis(laura.assis@cefet-rj.br)
4 Fabio Porto (fporto@lncc.br)
5 Dayse Pastore(dayse.pastore@cefet-rj.br)
6 Eduardo Ogasawara( eogasawara@ieee.org)

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Reference
# Reference
1 B3 - Brasil, Bolsa, Balcão (2026). B3 Data and Information Services.
2 Banco Central do Brasil (2026). Sistema Gerenciador de Séries Temporais.
3 Box, G. E. P. and Cox, D. R. (1964). An Analysis of Transformations. Journal of the Royal Statistical Society: Series B (Methodological), 26:211–243.
4 Box, G. E. P., Jenkins, G. M., Reinsel, G. C., and Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control. John Wiley & Sons, USA, 5th edition.
5 Fryzlewicz, P., Sapatinas, T., and Rao, S. S. (2006). A Haar-Fisz technique for locally stationary volatility estimation. Biometrika, 93:687 – 704.
6 Gujarati, D. N. (2021). Essentials of Econometrics. SAGE, Los Angeles.
7 Herranz, E. (2017). Unit root tests. Wiley Interdisciplinary Reviews: Computational Statistics, 9.
8 Hurvich, C. M. and Tsai, C.-L. (1989). Regression and time series model selection in small samples. Biometrika, 76:297 – 307.
9 Hyndman, R. J. and Khandakar, Y. (2008). Automatic time series forecasting: The forecast package for R. Journal of Statistical Software, 27:1 – 22.
10 Instituto Brasileiro de Geografia e Estatística (2026). SIDRA: Banco de Tabelas Estatísticas.
11 Instituto de Pesquisa Econômica Aplicada (2026). Ipeadata.
12 Investing.com (2026). Investing.com Market Data.
13 Ogasawara, E., Martinez, L. C., De Oliveira, D., Zimbrão, G., Pappa, G. L., and Mattoso, M. (2010). Adaptive Normalization: A novel data normalization approach for non-stationary time series. In Proceedings of the International Joint Conference on Neural Networks.
14 Ronald, A., Salles, R., Belloze, K., Pastore, D., and Ogasawara, E. (2019). Modelo Autorregressivo de Integração Adaptativa. In Anais do Simpósio Brasileiro de Banco de Dados (SBBD), pages 175–180. SBC.