Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais utilizando a distribuição t multivariada

The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.

Análise do teor de cocaína em amostras apreendidas pela polícia utilizando-se a técnica de cromatografia liquida de alta eficiência com detector UV-Vis

The HPLC technique with UV-Vis detection was employed in the analysis of cocaine content in apprehended samples of cocaine and crack. A peak signal for cocaine was obtained in 3.5 minutes run by using acetonitrile/water (95:5v/v) as a mobile phase. Optimized spectrophotometric signal was obtained at a wavelength of 224 nm. The analytical curve from 1.0 to 40.0 ppm of cocaine was obtained, showing a linear correlation coefficient of 0.9989, with detection and quantification limits of 0.75 ppm and 3.78 ppm, respectively. This methodology was employed at the dosage of confiscated samples of cocaine and crack in the Scientific Police Laboratory of Ribeirão Preto-SP city.

Estabilidade e adaptabilidade de híbridos de milho utilizando a abordagem AMMI-bayesiano

Biplot graphics are widely employed in the study of the genotypeenvironment interactions, but they are only a graphical tool without a statistical hypothesis test. The singular values and scores (singular vectors) used in biplots correspond to specific estimates of its parameters, and the use of uncertainty measures may lead to different conclusions from those provided by a simple visual evaluation. The aim of this work is to estimate the genotype-environment interactions, using AMMI analysis, through Bayesian approach. Therefore the credibility intervals can be used for decision-making in different situations of analyses. It allows to verify the consistency of the selection and recommendation of cultivars. Two analyses were performed. The first analysis looked into 10 regular commercial hybrids and all possible 45 hybrids obtained from them. They were assessed in 15 locations. The second analysis evaluated 28 hybrids in 35 different environments, with imbalance data. The ellipses were grouped according to the standard of interaction in the biplot. The AMMI analysis with a Bayesian approach proved to be a complete analysis of stability and adaptability, which provides important information that may help the breeder in their decisions. The regions of credibility, built in the biplots, allow to perform an accurate selection and a precise genotype recommendation, with a level of credibility. Genotypes and environments can be grouped according to the existing interaction pattern, which makes possible to formulate specific recommendations. Moreover the environments can be evaluated, in order to find out which ones contribute similarly to the interaction and those to be discarted. The method makes possible to deal with imbalanced data in a natural way, showing efficiency for multienvironment trials. The prediction takes into account instability and the interaction standard of the observed data, in order to establish a direct comparison between genotypes of both 1st and 2nd seasons.

Análise da paisagem para o planejamento e a gestão da conservação da Mata Atlântica

Landscape is dynamic, having complex nature, with tangible and intangible dimensions, presenting a continuous evolution process. The aim of this research were based on the identification and classification of landscapes in units and subunits, from the ownership by individuals; the development of a methodology to assist in the planning and management, conciliating conservation of natural areas with anthropic activities; and, from the information gathered, evaluate the different social groups aiming to design a landscape from the sustainable development perspective; thus better understanding both cultural and forest fragmentation processes, in the city of Ouro Preto, Minas Gerais. The research analyzed the current landscape and its historical evolution, distinguishing between material and immaterial dimensions. Information was raised from field trips, soil types, relief, slope, drainage, conservation units, administrative zoning, urban areas, natural resources, economy, tax raising, transport and building infrastructure, satellite images, types of management applied to the preservation or conservation of forests and fields, and semi-structured interviews with the various actors that modify and transform the territory, thus making a balance between the built landscape and the demands of the society and ecosystems. Results were composed by a map of land use in 2011; a map of landscape units and their subunits, with their appropriate definitions; a map with five levels of activities intensity, with their respective descriptions; and raising barriers to improving the welfare of the actors and the integrity of ecosystems. The number of generated ecosystem services are difficult to measure, but its benefits are useful for everyone. The physical changes are a reflection of the economy, which caused environmental impacts, mainly related to mining activities, tourism, agriculture and conservation of natural areas, all requiring ideally a shared management. In this sense, the landscape needs a management to create sustainable alternatives to anthropic activities. The dynamics of the landscape has been shaped by a slow evolution, set by mining activities due to the high financial revenues, there were areas of revegetation after clearcuts in the past, and now tourism lacks structure. The city has great potential for development projects with payments for environmental services, however, gaps for shared management exists.