10 resultados para Statistical models

em Universidade Federal do Rio Grande do Norte(UFRN)


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NASCIMENTO, H. G. ; FERNANDES, L. C. ; SOUSA, M. B. C. . Avaliação da fidedignidade dos ensaios de esteróides fecais realizados no Laboratório de Medidas Hormonais do Departamento de Fisiologia da UFRN. Publica , v. 2, p. 39-48, 2006.

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Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

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The waste in the industries of escargot processing is very big. This is composed basically of escargot meat out of the commercialization patterns and the visceras. In this context, there is a need to take advantage to the use of these sub-products. A possibility should be drying them and transforming them in a certain form to be reused. Than, the present work has the objective of studying the reutilization of the sub-products of the escargot industrialization for by means of drying process. The samples were transformed in pastes, through a domestic processor for approximately 1 minute and compacted in trays of aluminum without perforations with three different heights (5 mm, 10 mm and 15 mm). The drying was accomplished in a tray dryer with air circulation and transverse flow at a speed of 0,2 m/s and three temperature levels (70°C, 80°C and 90ºC). A drying kinetics study was accomplished for the obtained curves and for the heat and mass transfer coefficients using experimental procedures based in an experimental planning of 22 factorial type. Microbiological and physiochemical analysis were also accomplished for the in nature and the dehydrated sub-products. In the drying process, it was observed the great importance of the external resistances to the mass transfer and heat in the period of constant tax influenced by the temperature. The evaporation taxes indicated a mixed control of the mass transfer for the case of the thickest layers. As already expected, the drying constant behavior was influenced by the temperature and thickness of the medium, increasing and decreasing. The statistical analysis of the results, in agreement with the factorial planning 22, showed that the fissures, the shrinking of the transfer area and the formation of a crust on the surface might have contributed to the differences between the practical results and the linear model proposed. The temperature and the thickness influenced significantly in the answers of the studied variables: evaporation tax and drying constant. They were obtained significant statistical models and predictive ones for evaporation tax for the meat as well as for the visceras

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Drying of fruit pulps in spouted beds of inert particles has been indicated as a viable technique to produce fruit powders. Most of the processes employed to produce dried fruit pulps and juices, such as Foam Mat, encapsulation by co-crystallization and spray drying utilize adjuvant and additives (such as thickeners, coating materials, emulsifiers, acidulants, flavors and dyes), which is not always desirable. The fruit pulp composition exerts an important effect on the fruit powder production using a spouted bed. In the study by Medeiros (2001) it was concluded that lipids, starch and pectin contents play an important role on the process performance, enhancing the powder production; however, the drying of fruit pulps containing high content of reducing sugars (glucose and fructose) is practically unviable. This work has the objective of expanding the studies on drying of fruit pulps in spouted bed with aid of adjuvant (lipids, starch and pectin) aiming to enhance the dryer performance without jeopardizing the sensorial quality of the product. The optimum composition obtained by Medeiros (2001) was the basis for preparing the mixtures of pulps. The mixture formulations included pulps of mango (Mangifera indica), umbu (Spondias tuberosa) and red mombin (Spondia purpurea) with addition of cornstarch, pectin and lipids. Different products were used as lipids source: olive and Brazil nut oils, coconut milk, heavy milk, powder of palm fat and palm olein. First of all, experiments were conducted to define the best formulation of the fruit pulps mixture. This definition was based on the drying performance obtained for each mixture and on the sensorial characteristics of the dry powder. The mixture formulations were submitted to drying at fixed operating conditions of drying and atomizing air flow rate, load of inert particles, temperature and flow rate of the mixture. The best results were obtained with the compositions having powder of palm fat and palm olein in terms of the drying performance and sensorial analysis. Physical and physicochemical characteristics were determined for the dry powders obtained from the mixtures formulations. Solubility and reconstitution time as well as the properties of the product after reconstitution were also evaluated. According to these analyses, the powder from the mixtures formulations presented similar characteristics and compatible quality to those produced in other types of dryers. Considering that the palm olein is produced in Brazil and that it has been used in the food industry substituting the palm fat powder, further studies on drying performance were conducted with the composition that included the palm olein. A complete factorial design of experiments 23, with three repetitions at the central point was conducted to evaluate the effects of the air temperature, feeding flow rate and intermittence time on the responses related to the process performance (powder collection efficiency, material retained in the bed and angle of repose of the inert particles after the process) and to the product quality (mean moisture content, loss of vitamin C and solubility). Powder production was uniform for the majority of the experiments and the higher efficiency with lower retention in the bed (59.2% and 1.8g, respectively) were obtained for the air temperature of 80°C, mixture feed rate of 5ml/min in intervals of 10 min. The statistical analysis of the results showed that the process variables had individual or combined significant influences on the powder collection efficiency, material retention in the bed, powder moisture content and loss of vitamin C. At the experimental ranges of this work, the angle of repose and solubility were not influenced by the operating variables. From the results of the experimental design, statistical models were obtained for the powder moisture content and loss of vitamin C

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Drying of fruit pulps in spouted beds of inert particles has been indicated as a viable technique to produce fruit powders. Most of the processes employed to produce dried fruit pulps and juices, such as Foam Mat, encapsulation by co-crystallization and spray drying utilize adjuvant and additives (such as thickeners, coating materials, emulsifiers, acidulants, flavors and dyes), which is not always desirable. The fruit pulp composition exerts an important effect on the fruit powder production using a spouted bed. In the study by Medeiros (2001) it was concluded that lipids, starch and pectin contents play an important role on the process performance, enhancing the powder production; however, the drying of fruit pulps containing high content of reducing sugars (glucose and fructose) is practically unviable. This work has the objective of expanding the studies on drying of fruit pulps in spouted bed with aid of adjuvant (lipids, starch and pectin) aiming to enhance the dryer performance without jeopardizing the sensorial quality of the product. The optimum composition obtained by Medeiros (2001) was the basis for preparing the mixtures of pulps. The mixture formulations included pulps of mango (Mangifera indica), umbu (Spondias tuberosa) and red mombin (Spondia purpurea) with addition of cornstarch, pectin and lipids. Different products were used as lipids source: olive and Brazil nut oils, coconut milk, heavy milk, powder of palm fat and palm olein. First of all, experiments were conducted to define the best formulation of the fruit pulps mixture. This definition was based on the drying performance obtained for each mixture and on the sensorial characteristics of the dry powder. The mixture formulations were submitted to drying at fixed operating conditions of drying and atomizing air flow rate, load of inert particles, temperature and flow rate of the mixture. The best results were obtained with the compositions having powder of palm fat and palm olein in terms of the drying performance and sensorial analysis. Physical and physicochemical characteristics were determined for the dry powders obtained from the mixtures formulations. Solubility and reconstitution time as well as the properties of the product after reconstitution were also evaluated. According to these analyses, the powder from the mixtures formulations presented similar characteristics and compatible quality to those produced in other types of dryers. Considering that the palm olein is produced in Brazil and that it has been used in the food industry substituting the palm fat powder, further studies on drying performance were conducted with the composition that included the palm olein. A complete factorial design of experiments 23, with three repetitions at the central point was conducted to evaluate the effects of the air temperature, feeding flow rate and intermittence time on the responses related to the process performance (powder collection efficiency, material retained in the bed and angle of repose of the inert particles after the process) and to the product quality (mean moisture content, loss of vitamin C and solubility). Powder production was uniform for the majority of the experiments and the higher efficiency with lower retention in the bed (59.2% and 1.8g, respectively) were obtained for the air temperature of 80°C, mixture feed rate of 5ml/min in intervals of 10 min. The statistical analysis of the results showed that the process variables had individual or combined significant influences on the powder collection efficiency, material retention in the bed, powder moisture content and loss of vitamin C. At the experimental ranges of this work, the angle of repose and solubility were not influenced by the operating variables. From the results of the experimental design, statistical models were obtained for the powder moisture content and loss of vitamin C

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The soursop (A. muricata) is a fruit rich in minerals especially the potassium content. The commercialization of soursop in natura and processed has increased greatly in recent years. Drying fruit pulp in order to obtain the powdered pulp has been studied, seeking alternatives to ensure the quality of dehydrated products at a low cost of production. The high concentration of sugars reducing present in fruits causes problems of agglomeration and retention during fruit pulp drying in spouted bed dryers. On the other hand in relation to drying of milk and fruit pulp with added milk in spouted bed, promising results are reported in the literature. Based on these results was studied in this work drying of the pulp soursop with added milk in spouted bed with inert particles. The tests were based on a 24 factorial design were evaluated for the effects of milk concentration (30 to 50% m/m), drying air temperature (70 to 90 °C), intermittency time (10 to 14 min), and ratio of air velocity in relation to the minimum spout (1.2 to 1.5) on the rate of production, of powder moisture, yield, rate of drying and thermal efficiency of the process. There were physical and chemical analysis of mixtures, of powders and of mixtures reconstituted by rehydration powders. Were adjusted statistical models of first order to data the rate of production, yield and thermal efficiency, that were statistically significant and predictive. An efficiency greater than 40% under the conditions of 50% milk mixture, at 70 ° C the drying air temperature and 1.5 for the ratio between the air velocity and the minimum spout has been reached. The intermittency time showed no significant effect on the analyzed variables. The final product had moisture in the range of 4.18% to 9.99% and water activity between 0.274 to 0.375. The mixtures reconstituted by rehydration powders maintained the same characteristics of natural blends.

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NASCIMENTO, H. G. ; FERNANDES, L. C. ; SOUSA, M. B. C. . Avaliação da fidedignidade dos ensaios de esteróides fecais realizados no Laboratório de Medidas Hormonais do Departamento de Fisiologia da UFRN. Publica , v. 2, p. 39-48, 2006.

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Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior