Trajetos cênicos do grupo parafolclórico da UFRN:que dança é essa?

This paper aims at studying UFRN Parafolclórico Group, whose aesthetic formation is subjected to our analysis, specially at its two last performances, that is, Flor do Lírio (Lily Flower), 2004, and Debaixo do Barro do Chão (Under the Mud of the Ground), 2008. Three targets are envisaged here: to analyze the aesthetic ideas backing Parafolclórico Group exhibitions; to evaluate how their many folk elements interact with different artist languages in order to compose a certain choreography; and finally, to identify the aesthetic conformation placed behind the two different choreographs of the last performances, their trends and innermost features that differentiate them. In accordance with the Analysis of Contents (BARDIN, 2006), interviews have been made with the choreographers and the staff of the spectacles, resulting in elucidating answers to the understanding of their thematic axis. On the first chapter we called attention to motivating subjects as recollection, personal experiences, bibliography research, research in loco regarded as propelling forces of the creative works. Herein, folk culture is depicted as a dynamic process opening a frank dialogue with contemporary events and reinforcing their continuity. On the second chapter, we approached the aesthetic conformation and the scenic elements (costumes, light, scenario, make-up), integrating the studied spectacles and disseminating folk songs in various ways. As what concerns the subjects discourse, we have obtained support in authors like Robatto (1994); Lobo; Navas (2008); Burke (1989); Canclini (2006); Dufrenne (2005); Medeiros (2005); Pavis (2005); Silva (2005), among others. Those authors have provided us with an indispensable theoretic support which, added to the interviews, convinced us that the Parafolclórico Group s aesthetic conception tends to identify itself with the artist languages and other techniques of that Group. It also made sure that the Group s course aims at an aesthetic conception which is not limited to popular culture manifestations, like dance, but admits to play with other media in order to communicate its art. In view of this situation, we arrived to two conclusions: first: the group s interchanges emphasize the dynamic character of popular culture which, by establishing contacts with different realities, receives influences capable of extending its own continuity; second: the contemporary state of arts also improves multiple interchanges opening way, so, for many accomplishments in their field. Therefore, UFRN Parafolclórico Group inserts itself in the contemporary scenery by performing new evaluations of the popular dances as long as it puts them in contact with different technical, aesthetic, artist and culture combinations

Sobre o tempo

BONACCINI, J. A. . Sobre o tempo. Princípios: revista de filosofia. Natal((RN), v. 5, n. 6, p. 123-138, 1998. ISSN 1983-2109. Disponivel em: . Acesso em: 04 out. 2010.

Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

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