Análise de volatilidade, integração de preços e previsibilidade para o mercado brasileiro de camarão

The present paper has the purpose of investigate the dynamics of the volatility structure in the shrimp prices in the Brazilian fish market. Therefore, a description of the initial aspects of the shrimp price series was made. From this information, statistics tests were made and selected univariate models to be price predictors. Then, it was verified the existence of relationship of long-term equilibrium between the Brazilian and American imported shrimp and if, confirmed the relationship, whether or not there is a causal link between these assets, considering that the two countries had presented trade relations over the years. It is presented as an exploratory research of applied nature with quantitative approach. The database was collected through direct contact with the Companhia de Entrepostos e Armazéns Gerais de São Paulo (CEAGESP) and on the official website of American import, National Marine Fisheries Service - National Oceanic and Atmospheric Administration (NMFS- NOAA). The results showed that the great variability in the active price is directly related with the gain and loss of the market agents. The price series presents a strong seasonal and biannual effect. The average structure of price of shrimp in the last 12 years was R$ 11.58 and external factors besides the production and marketing (U.S. antidumping, floods and pathologies) strongly affected the prices. Among the tested models for predicting prices of shrimp, four were selected, which through the prediction methodologies of one step forward of horizon 12, proved to be statistically more robust. It was found that there is weak evidence of long-term equilibrium between the Brazilian and American shrimp, where equivalently, was not found a causal link between them. We concluded that the dynamic pricing of commodity shrimp is strongly influenced by external productive factors and that these phenomena cause seasonal effects in the prices. There is no relationship of long-term stability between the Brazilian and American shrimp prices, but it is known that Brazil imports USA production inputs, which somehow shows some dependence productive. To the market agents, the risk of interferences of the external prices cointegrated to Brazilian is practically inexistent. Through statistical modeling is possible to minimize the risk and uncertainty embedded in the fish market, thus, the sales and marketing strategies for the Brazilian shrimp can be consolidated and widespread

Relações entre perfil de valores e perfil de uso da tecnologia: Um estudo com os docentes que atuam na modalidade presencial e/ou no ensino a distância

O advento das novas tecnologias e a dinamicidade das mudanças que estas provocam, impactam diretamente em vários aspectos da sociedade, dentre estes, na educação. Novas metodologias e mudanças no processo de ensino-aprendizagem tornam-se práticas cada vez mais frequentes neste campo. O elemento basilar desta nova constituição é o docente, capaz de transformar a utilização desses recursos em ferramentas que favoreçam o processo educativo. Essa readequação do comportamento exigida por essas constantes mudanças é orientada pelos valores pessoais dos sujeitos que vivenciam a situação. Os valores são idealizados como critérios que interferem diretamente nas atitudes, preferências e até mesmo no comportamento humano, influenciando no modo como o indivíduo interpreta as suas próprias atitudes e as dos outros, inclusive no âmbito profissional. Dessa forma, o objetivo geral da presente pesquisa é analisar as relações entre o perfil de uso da tecnologia e os valores dos docentes da UFRN Universidade Federal do Rio Grande do Norte, baseado na escala de valores de Schwartz. Para isso foram utilizados os tipos motivacionais que compõem a teoria de valores de Schwartz, através de questionário aplicado junto aos docentes. Trata-se de uma pesquisa de enfoque analítico quantitativo que utiliza um questionário da escala de valores desenvolvida por Schwartz et al. (2001) conhecida como PVQ (Portrait Values Questionnaire). A pesquisa foi desenvolvida a partir de uma amostra de 200 docentes entre atuantes da modalidade presencial e/ou na modalidade de ensino a distância. A estratégia de análise dos dados utilizou técnicas de estatística descritiva, análise de gráficos, análise das frequências relativas e a técnica estatística MANOVA (Análise Multivariada de Variância). Os resultados apontaram que os docentes utilizam moderadamente os recursos tecnológicos avaliados nesta pesquisa, como ferramenta de apoio pedagógico. Com relação ao perfil de valores, os docentes apresentaram prioridade entre os tipos motivacionais Autodeterminação, Benevolência e Universalismo, enquanto os menos priorizados foram os de Tradição, Realização e Poder, respectivamente. Contudo, não foram identificadas relações significativas entre o perfil de valores e o perfil de uso da tecnologia entre os docentes estudados nesta pesquisa

Condições de trabalho e saúde na perspectiva de bem-estar : um estudo realizado com os profissionais de saúde da Policlínica Zona Oeste de Natal/RN

This study had like general objective analyzed the relation observed between working conditions and healthy, in the welfare perspective, by the Policilínica Zona Oeste´s healthy professionals. Were used like theoretical bases the categories of working conditions of Borges et al. (2013): working conditions and contractual legal; physical working conditions and materials; working conditions and characteristics of the work processes and working conditions and social management. For the analise of personal wellness in the job, were used the categories of Dessen and Paz (2010): friendship relations, relationship with the organization, growth opportunity, relations with customers , valuation and realization. For this, this research use the descriptive statistic and Bardin (1977) ´s content analysis besides the help of Manyeyes software, using the word clouds and trees words. Was possible identify that the working conditions have strong relations with the health of the health professionals of Policlínica, mainly about the physical and materials conditions that are precarious and influences the other dimensions of working conditions and conditions health. The welfare professionals is spoiled in the dimensions of realization and growth opportunity and influences the professional´s health

Desempenho e background familiar: um estudo no acesso a uma instituição de ensino técnico federal no Brasil

This paper comprises an investigation on the influence of the variable family backgrounds (father school level, mother school level and family income) over the pupil s performance in admissions examination (entrance test or PROITEC) at Instituto Federal de Educação, Ciência e Tecnologia do Rio Grande do Norte (IFRN). From that point of view, the main goal of this research is to analyze the influence of the family background as a determiner of the pupil´s performance in the access to Technical and Professional education at IFRN. Secondary data were used from two databases (entrance test and PROITEC) adding up to 19.226 observations to the vacancies offered in the year of 2013. Aiming at achieving the proposed goal, a conceptual model composed of three hypothesis was developed. The results were presented in four stages: stage I presentation of the descriptive statistical results of the two databases; stage II separation of the campi in clusters; stage III analysis of multiple regressions; stage IV analysis of the logistics regressions. Two statistical tests were used to validate the hypothesis: T-test and Wald test. Hypothesis 1 and 2 were confirmed and H3 was refused. The results presented favorable causal connections to the family income and the father school level variables (with bigger effect for fathers with a higher education degree). The mother school level variable did not provide statistical significance for this research. Based on this result, after this work, this institution is to develop a strategic plan to assist in the success rate of students preparing diagnoses in order to diminish the effects of the variables that impacted negatively

Teoria de carteiras e a alocação de parques eólicos offshore

The consumption of energy on the planet is currently based on fossil fuels. They are responsible for adverse effects on the environment. Renewables propose solutions for this scenario, but must face issues related to the capacity of the power supply. Wind energy offshore emerging as a promising alternative. The speed and stability are greater winds over oceans, but the variability of these may cause inconvenience to the generation of electric power fluctuations. To reduce this, a combination of wind farms geographically distributed was proposed. The greater the distance between them, the lower the correlation between the wind velocity, increasing the likelihood that together achieve more stable power system with less fluctuations in power generation. The efficient use of production capacity of the wind park however, depends on their distribution in marine environments. The objective of this research was to analyze the optimal allocation of wind farms offshore on the east coast of the U.S. by Modern Portfolio Theory. The Modern Portfolio Theory was used so that the process of building portfolios of wind energy offshore contemplate the particularity of intermittency of wind, through calculations of return and risk of the production of wind farms. The research was conducted with 25.934 observations of energy produced by wind farms 11 hypothetical offshore, from the installation of 01 simulated ocean turbine with a capacity of 5 MW. The data show hourly time resolution and covers the period between January 1, 1998 until December 31, 2002. Through the Matlab R software, six were calculated minimum variance portfolios, each for a period of time distinct. Given the inequality of the variability of wind over time, set up four strategies rebalancing to evaluate the performance of the related portfolios, which enabled us to identify the most beneficial to the stability of the wind energy production offshore. The results showed that the production of wind energy for 1998, 1999, 2000 and 2001 should be considered by the portfolio weights calculated for the same periods, respectively. Energy data for 2002 should use the weights derived from the portfolio calculated in the previous time period. Finally, the production of wind energy in the period 1998-2002 should also be weighted by 1/11. It follows therefore that the portfolios found failed to show reduced levels of variability when compared to the individual production of wind farms hypothetical offshore

Ventilação e prescrições urbanísticas: uma aplicação simulada para a Orla da Praia do Meio em Natal/RN

This work analyses a study on natural ventilation and its relation to the urban legislation versus the building types in an urban fraction of coastal area of Praia do Meio in the city of Natal/RN, approaching the type or types of land use most appropriate to this limited urban fraction. The objective of this study is to analyse the effects of the present legislation as well as the types of buildings in this area on the natural ventilation. This urban fraction was selected because it is one of the sites from where the wind flows into the city of Natal. This research is based on the hypothesis stating that the reduction on the porosity of the urban soil (decrease in the set back/boundary clearance), and an increase in the form (height of the buildings) rise the level of the ventilation gradient, consequently causing a reduction on the wind speed at the lowest part of the buildings. Three-dimensional computational models were used to produce the modes of occupation allowed in the urban fraction within the area under study. A Computational Fluid Dynamics (CFD) software was also used to analyse the modes of land occupation. Following simulation, a statistical assessment was carried out for validation of the hypothesis. It was concluded that the reduction in the soil porosity as a consequence of the rates that defined the minimum boundary clearance between the building and the boundary of the plot (and consequently the set back), as well as the increase in the building form (height of the buildings) caused a reduction in the wind speed, thus creating heat islands

Análise bioclimática como ferramenta para implementação do plano diretor do campus central da UFRN

This research investigates the microclimate and the morphology features of the central campus of the UFRN, in Natal-RN, through the use of bioclimatic tools of analysis in order to assist the implementation of the campus´ Master Plan. It develops a diagnosis of the evolution and growth of the urban space surveyed by analyzing its initial plan and the basic urban conception behind it, as well as the morphology and typologies utilized. The study makes a qualitative analysis of the local microclimate by using Katzschner (1997) methodology, with land-use and topography maps, building heights, vegetation and soil covering. It also makes use of the methodology proposed by Oliveira (1993), which examines, from the bioclimatic standpoint, the human environment as related to the urban form (site and built mass). It identifies zones whose climatic characteristics are representative of the local microclimate and classifies them into areas to be strictly preserved, areas to be protected and areas to be improved. By means of the methodology for spatial and environmental assessment developed by Bustos Romero (2001), the survey selects characteristic points of each area in order to register the environmental data relative to the two basic seasons found in the region where the campus is located, that is, the dry and the rainy season, so that it can evaluate changes in the environment which might have been caused by urban density growth, by arborization or by the influence of the urban form. It then proceeds to a quantitative and statistical survey of the collected data with the purpose of evaluating the degree of influence of the identified features over the environmental variables along the different scales of approach. The study shows the existence of different microclimates and emphasizes the relevance of the bioclimatic analysis of the built environment as a tool for the decision-making process along the development of the Master Plan for UFRN Central Campus

Análise bioclimática e investigação do conforto térmico em ambientes externos: uma experiência no bairro de Petrópolis em Natal/RN

This study was intended to investigate how the urban form has been influencing the changes in the climate of the city and make a correlation between the climate and the thermal sensation of the users of open spaces. The research was developed in the district of Petrópolis in Natal/ RN whose occupation has been almost consolidated. Among other reasons, this district was selected because it was planned considering the environmental aspects of comfort. The methodologies used are based on KATZSCHNER (1997) and OLIVEIRA (1988) studies, which suggest the drawing and analysis of maps of the area under study, including topography, height of the buildings, land use, green areas, and types of soil pavement, as well as measurement of the environmental variables: air temperature, relative humidity, direction and wind speed for a comparative study. As part of this, study local users of the district were interviewed about their thermal sensations in open spaces. For the statistical analysis, data was collected at 10 distinct points characterized by BUSTOS ROMERO (2002), being 8 within the district and 2 at different places (outside the district), at climatologic stations, in 3 periods (August/2000, January/2002 and June/2002), for 4 consecutive days for each measurement (from Sunday to Wednesday) at the time of lower and higher temperatures in the city, 6:00 am and 1:00 pm, respectively. At the same time interviews were carried out with users of the open spaces in the area, totaling 171 valid formularies. The urban form showed a rather leveled topography, great diversity of land use and height of the buildings, with the existence of an area mostly occupied with high buildings, very little green area and soil practically impermeable. The statistical analysis showed high temperature and humidity levels. The wind direction is predominantly Southeast with extremely variable speeds. When the data from this district is compared with the data from other areas in the city and its outskirt, it was observed that this district is hotter and less ventilated than the others; besides, most users said that they felt uncomfortable in the local environmental conditions. The results of the analysis generated a zoning for the district with recommendations for soil occupation. The profile of the user was defined regarding the thermal comfort, as well as some discussion about the comfort parameters, including the proposal of limiting areas of temperature and humidity for the thermal comfort in the open spaces

Modelagem analítica e experimental da filtração em meios porosos

Deep bed filtration occurs in several industrial and environmental processes like water filtration and soil contamination. In petroleum industry, deep bed filtration occurs near to injection wells during water injection, causing injectivity reduction. It also takes place during well drilling, sand production control, produced water disposal in aquifers, etc. The particle capture in porous media can be caused by different physical mechanisms (size exclusion, electrical forces, bridging, gravity, etc). A statistical model for filtration in porous media is proposed and analytical solutions for suspended and retained particles are derived. The model, which incorporates particle retention probability, is compared with the classical deep bed filtration model allowing a physical interpretation of the filtration coefficients. Comparison of the obtained analytical solutions for the proposed model with the classical model solutions allows concluding that the larger the particle capture probability, the larger the discrepancy between the proposed and the classical models

Desenvolvimento de sistemas embarcados para redes de sensores e atuadores sem fio aplicadas em unidades de elevação de petróleo do tipo Plunger-Lift

The Wireless Sensor Networks (WSN) methods applied to the lifting of oil present as an area with growing demand technical and scientific in view of the optimizations that can be carried forward with existing processes. This dissertation has as main objective to present the development of embedded systems dedicated to a wireless sensor network based on IEEE 802.15.4, which applies the ZigBee protocol, between sensors, actuators and the PLC (Programmable Logic Controller), aiming to solve the present problems in the deployment and maintenance of the physical communication of current elevation oil units based on the method Plunger-Lift. Embedded systems developed for this application will be responsible for acquiring information from sensors and control actuators of the devices present at the well, and also, using the Modbus protocol to make this network becomes transparent to the PLC responsible for controlling the production and delivery information for supervisory SISAL