Métodos estatísticos recursivos aplicados ao problema de estimação de vazão de gás em plantas de Plunger-lift

This work has as main objective to find mathematical models based on linear parametric estimation techniques applied to the problem of calculating the grow of gas in oil wells. In particular we focus on achieving grow models applied to the case of wells that produce by plunger-lift technique on oil rigs, in which case, there are high peaks in the grow values that hinder their direct measurement by instruments. For this, we have developed estimators based on recursive least squares and make an analysis of statistical measures such as autocorrelation, cross-correlation, variogram and the cumulative periodogram, which are calculated recursively as data are obtained in real time from the plant in operation; the values obtained for these measures tell us how accurate the used model is and how it can be changed to better fit the measured values. The models have been tested in a pilot plant which emulates the process gas production in oil wells

Estimação paramétrica e não-paramétrica em modelos de markov ocultos

In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward algorithms are considered and the probability of a given observed sequence is computed. Next, we use the EM algorithm to estimate the model parameters. In the general case, the kernel estimators are used and to built a sequence of estimators that converge in L1-norm to the density function of the observable process

Estimação de potência em tempo real utilizando a transformada wavelet

The goal of the power monitoring in electrical power systems is to promote the reliablility as well as the quality of electrical power.Therefore, this dissertation proposes a new theory of power based on wavelet transform for real-time estimation of RMS voltages and currents, and some power amounts, such as active power, reactive power, apparent power, and power factor. The appropriate estimation the of RMS and power values is important for many applications, such as: design and analysis of power systems, compensation devices for improving power quality, and instruments for energy measuring. Simulation and experimental results obtained through the proposed MaximalOverlap Discrete Wavelet Transform-based method were compared with the IEEE Standard 1459-2010 and the commercial oscilloscope, respectively, presenting equivalent results. The proposed method presented good performance for compact mother wavelet, which is in accordance with real-time applications.

Metodologia de estimação de estados para tratamento de medições errôneas e registros não sincronizados em algoritmos de localização de faltas em linhas de transmissão

The performance of algorithms for fault location i n transmission lines is directly related to the accuracy of its input data. Thus, fa ctors such as errors in the line parameters, failures in synchronization of oscillographic recor ds and errors in measurements of voltage and current can significantly influence the accurac y of algorithms that use bad data to indicate the fault location. This work presents a new method ology for fault location in transmission lines based on the theory of state estimation in or der to determine the location of faults more accurately by considering realistic systematic erro rs that may be present in measurements of voltage and current. The methodology was implemente d in two stages: pre-fault and post- fault. In the first step, assuming non-synchronized data, the synchronization angle and positive sequence line parameters are estimated, an d in the second, the fault distance is estimated. Besides calculating the most likely faul t distance obtained from measurement errors, the variance associated with the distance f ound is also determined, using the errors theory. This is one of the main contributions of th is work, since, with the proposed algorithm, it is possible to determine a most likely zone of f ault incidence, with approximately 95,45% of confidence. Tests for evaluation and validation of the proposed algorithm were realized from actual records of faults and from simulations of fictitious transmission systems using ATP software. The obtained results are relevant to show that the proposed estimation approach works even adopting realistic variances, c ompatible with real equipments errors.

Estimação e previsão no processo INARCH(2)

In the last decades the study of integer-valued time series has gained notoriety due to its broad applicability (modeling the number of car accidents in a given highway, or the number of people infected by a virus are two examples). One of the main interests of this area of study is to make forecasts, and for this reason it is very important to propose methods to make such forecasts, which consist of nonnegative integer values, due to the discrete nature of the data. In this work, we focus on the study and proposal of forecasts one, two and h steps ahead for integer-valued second-order autoregressive conditional heteroskedasticity processes [INARCH (2)], and in determining some theoretical properties of this model, such as the ordinary moments of its marginal distribution and the asymptotic distribution of its conditional least squares estimators. In addition, we study, via Monte Carlo simulation, the behavior of the estimators for the parameters of INARCH(2) processes obtained using three di erent methods (Yule- Walker, conditional least squares, and conditional maximum likelihood), in terms of mean squared error, mean absolute error and bias. We present some forecast proposals for INARCH(2) processes, which are compared again via Monte Carlo simulation. As an application of this proposed theory, we model a dataset related to the number of live male births of mothers living at Riachuelo city, in the state of Rio Grande do Norte, Brazil.

Estimação e previsão no processo INARCH(2)

In the last decades the study of integer-valued time series has gained notoriety due to its broad applicability (modeling the number of car accidents in a given highway, or the number of people infected by a virus are two examples). One of the main interests of this area of study is to make forecasts, and for this reason it is very important to propose methods to make such forecasts, which consist of nonnegative integer values, due to the discrete nature of the data. In this work, we focus on the study and proposal of forecasts one, two and h steps ahead for integer-valued second-order autoregressive conditional heteroskedasticity processes [INARCH (2)], and in determining some theoretical properties of this model, such as the ordinary moments of its marginal distribution and the asymptotic distribution of its conditional least squares estimators. In addition, we study, via Monte Carlo simulation, the behavior of the estimators for the parameters of INARCH(2) processes obtained using three di erent methods (Yule- Walker, conditional least squares, and conditional maximum likelihood), in terms of mean squared error, mean absolute error and bias. We present some forecast proposals for INARCH(2) processes, which are compared again via Monte Carlo simulation. As an application of this proposed theory, we model a dataset related to the number of live male births of mothers living at Riachuelo city, in the state of Rio Grande do Norte, Brazil.

Estimação e compensação de não linearidades inerentes aos atuadores dos processos industriais

The oscillations presents in control loops can cause damages in petrochemical industry. Canceling, or even preventing such oscillations, would save up to large amount of dollars. Studies have identified that one of the causes of these oscillations are the nonlinearities present on industrial process actuators. This study has the objective to develop a methodology for removal of the harmful effects of nonlinearities. Will be proposed an parameter estimation method to Hammerstein model, whose nonlinearity is represented by dead-zone or backlash. The estimated parameters will be used to construct inverse models of compensation. A simulated level system was used as a test platform. The valve that controls inflow has a nonlinearity. Results and describing function analysis show an improvement on system response

Eficiência, gestão e meio ambiente na carcinicultura do Rio Grande do Norte

SILVA, J. L. M. da; SAMPAIO, L. M. . Eficiência, Gestão e Meio Ambiente na Carcinicultura do Rio Grande do Norte. In: Congresso da Sociendade Brasileira de Economia, Administração e Sociologia Rural - SOBER, 40., 2007, Londrina. Conhecimentos para a Agricultura do Futuro, 2007.

Análise fractal da vasculatura retínica: métodos de segmentação e de cálculo dimensional

Embora tenha sido proposto que a vasculatura retínica apresenta estrutura fractal, nenhuma padronização do método de segmentação ou do método de cálculo das dimensões fractais foi realizada. Este estudo objetivou determinar se a estimação das dimensões fractais da vasculatura retínica é dependente dos métodos de segmentação vascular e dos métodos de cálculo de dimensão. Métodos: Dez imagens retinográficas foram segmentadas para extrair suas árvores vasculares por quatro métodos computacionais (“multithreshold”, “scale-space”, “pixel classification” e “ridge based detection”). Suas dimensões fractais de “informação”, de “massa-raio” e “por contagem de caixas” foram então calculadas e comparadas com as dimensões das mesmas árvores vasculares, quando obtidas pela segmentação manual (padrão áureo). Resultados: As médias das dimensões fractais variaram através dos grupos de diferentes métodos de segmentação, de 1,39 a 1,47 para a dimensão por contagem de caixas, de 1,47 a 1,52 para a dimensão de informação e de 1,48 a 1,57 para a dimensão de massa-raio. A utilização de diferentes métodos computacionais de segmentação vascular, bem como de diferentes métodos de cálculo de dimensão, introduziu diferença estatisticamente significativa nos valores das dimensões fractais das árvores vasculares. Conclusão: A estimação das dimensões fractais da vasculatura retínica foi dependente tanto dos métodos de segmentação vascular, quanto dos métodos de cálculo de dimensão utilizados

Modelagem estocástica do índice de radiação ultravioleta na costa leste do nordeste do Brasil

The increase in ultraviolet radiation (UV) at surface, the high incidence of non-melanoma skin cancer (NMSC) in coast of Northeast of Brazil (NEB) and reduction of total ozone were the motivation for the present study. The overall objective was to identify and understand the variability of UV or Index Ultraviolet Radiation (UV Index) in the capitals of the east coast of the NEB and adjust stochastic models to time series of UV index aiming make predictions (interpolations) and forecasts / projections (extrapolations) followed by trend analysis. The methodology consisted of applying multivariate analysis (principal component analysis and cluster analysis), Predictive Mean Matching method for filling gaps in the data, autoregressive distributed lag (ADL) and Mann-Kendal. The modeling via the ADL consisted of parameter estimation, diagnostics, residuals analysis and evaluation of the quality of the predictions and forecasts via mean squared error and Pearson correlation coefficient. The research results indicated that the annual variability of UV in the capital of Rio Grande do Norte (Natal) has a feature in the months of September and October that consisting of a stabilization / reduction of UV index because of the greater annual concentration total ozone. The increased amount of aerosol during this period contributes in lesser intensity for this event. The increased amount of aerosol during this period contributes in lesser intensity for this event. The application of cluster analysis on the east coast of the NEB showed that this event also occurs in the capitals of Paraiba (João Pessoa) and Pernambuco (Recife). Extreme events of UV in NEB were analyzed from the city of Natal and were associated with absence of cloud cover and levels below the annual average of total ozone and did not occurring in the entire region because of the uneven spatial distribution of these variables. The ADL (4, 1) model, adjusted with data of the UV index and total ozone to period 2001-2012 made a the projection / extrapolation for the next 30 years (2013-2043) indicating in end of that period an increase to the UV index of one unit (approximately), case total ozone maintain the downward trend observed in study period

Análise fractal da vasculatura arteriolar e venular da retina em pessoas sem doença ocular

Although it has been suggested that retinal vasculature is a diffusion-limited aggregation (DLA) fractal, no study has been dedicated to standardizing its fractal analysis . The aims of this project was to standardize a method to estimate the fractal dimensions of retinal vasculature and to characterize their normal values; to determine if this estimation is dependent on skeletization and on segmentation and calculation methods; to assess the suitability of the DLA model and to determine the usefulness of log-log graphs in characterizing vasculature fractality . To achieve these aims, the information, mass-radius and box counting dimensions of 20 eyes vasculatures were compared when the vessels were manually or computationally segmented; the fractal dimensions of the vasculatures of 60 eyes of healthy volunteers were compared with those of 40 DLA models and the log-log graphs obtained were compared with those of known fractals and those of non-fractals. The main results were: the fractal dimensions of vascular trees were dependent on segmentation methods and dimension calculation methods, but there was no difference between manual segmentation and scale-space, multithreshold and wavelet computational methods; the means of the information and box dimensions for arteriolar trees were 1.29. against 1.34 and 1.35 for the venular trees; the dimension for the DLA models were higher than that for vessels; the log-log graphs were straight, but with varying local slopes, both for vascular trees and for fractals and non-fractals. This results leads to the following conclusions: the estimation of the fractal dimensions for retinal vasculature is dependent on its skeletization and on the segmentation and calculation methods; log-log graphs are not suitable as a fractality test; the means of the information and box counting dimensions for the normal eyes were 1.47 and 1.43, respectively, and the DLA model with optic disc seeding is not sufficient for retinal vascularization modeling

Modelo matemático para predição do VO2máx em cicloergômetro baseado na análise dos gases expirados

Existem diversas equações para predição do VO2máx a partir de variáveis dentro do teste ergométrico em vários ergômetros, no entanto equação semelhante utilizando os limiares ventilatórios na ergoespirometria em teste sub-máximo no cicloergômetro não está disponível. O objetivo do presente estudo foi avaliar a precisão de modelos de predição do VO2máx com base em indicadores de esforço sub-máximo. Neste sentido foram testados em protocolo incremental máximo no cicloergômetro 7.877 voluntários, sendo 4640 indivíduos do sexo feminino e 3147 do sexo masculino, todos saudáveis não atletas, com idades acima de 20 anos, divididos randomicamente em dois grupos: A de estimação e B de validação. A partir das variáveis independentes massa corporal (MC) em kg, carga de trabalho no limiar 2 (WL2) e freqüência cardíaca no limiar 2 (FCL2) foi possível construir um modelo de regressão linear múltipla para predição do VO2máx. Os resultados demonstram que em indivíduos saudáveis não atletas de ambos os sexos é possível predizer o VO2máx com um erro mínimo (EPE = 1,00%) a partir de indicadores submáximos obtidos em teste incremental. O caráter multidisciplinar do trabalho pôde ser caracterizado pelo emprego de técnicas que envolveram pneumologia, educação física, fisiologia e estatística

Mortalidade infantil e condições socioeconômicas nas microrregiões do Nordeste Brasileiro

The study aims to answer the following question: what are the different profiles of infant mortality, according to demographic, socioeconomic, infrastructure and health care, for the micro-regions at the Northeast of Brazil? Thus, the main objective is to analyze the profiles or typologies associated mortality levels sociodemographic conditions of the micro-regions, in the year 2010. To this end, the databases of birth and death certificates of SIM and SINASC (DATASUS/MS), were taken from the 2010 population Census microdata and from SIDRA/IBGE. As a methodology, a weighted multiple linear regression model was used in the analysis in order to find the most significant variables in the explanation child mortality for the year 2010. Also a cluster analysis was performed, seeking evidence, initially, of homogeneous groups of micro-regions, from of the significant variables. The logit of the infant mortality rate was used as dependent variable, while variables such as demographic, socioeconomic, infrastructure and health care in the micro-regions were taken as the independent variables of the model. The Bayesian estimation technique was applied to the database of births and deaths, due to the inconvenient fact of underreporting and random fluctuations of small quantities in small areas. The techniques of Spatial Statistics were used to determine the spatial behavior of the distribution of rates from thematic maps. In conclusion, we used the method GoM (Grade of Membership), to find typologies of mortality, associated with the selected variables by micro-regions, in order to respond the main question of the study. The results points out to the formation of three profiles: Profile 1, high infant mortality and unfavorable social conditions; Profile 2, low infant mortality, with a median social conditions of life; and Profile 3, median and high infant mortality social conditions. With this classification, it was found that, out of 188 micro-regions, 20 (10%) fits the extreme profile 1, 59 (31.4%) was characterized in the extreme profile 2, 34 (18.1%) was characterized in the extreme profile 3 and only 9 (4.8%) was classified as amorphous profile. The other micro-regions framed up in the profiles mixed. Such profiles suggest the need for different interventions in terms of public policies aimed to reducing child mortality in the region

Uso e conservação da fauna por populações humanas no Rio Grande do Norte, Nordeste do Brasil

Muitos países subdesenvolvidos são caracterizados por uma significativa diversidade sociocultural e por uma acentuada pobreza em grande parte da população, que fazem uso da caça de animais como uma fonte alternativa de alimento e para outros fins. O estudo objetivou investigar se a distância das populações humanas da zona rural em relação à zona urbana e fatores socioeconômicos podem ser preditores de um maior conhecimento sobre as espécies da fauna utilizadas. Além disso, o estudo objetivou também testar uma ferramenta capaz de gerar uma lista da fauna prioritária para a conservação local a partir do conhecimento local. Os dados foram coletados por meio de 30 entrevistas utilizando formulários semi-estruturados em quatro comunidades rurais no município de Pedro Avelino, RN. Foram calculados o fator de consenso dos informantes (ICF), a importância relativa (IR) e o nível de fidelidade (FL). Adicionalmente, foi calculado o índice de Shannon-Wiener para as categorias de uso: estimação, alimentar, medicinal e para a multiplicidade de uso por informante. Os entrevistados reconhecem 83 espécies pertencentes a 45 famílias de animais. As espécies citadas pertencem a seis grandes grupos taxonômicos: aves, mamíferos, répteis, anfíbios, peixes e insetos. O conhecimento sobre a utilização de animais para as categorias de uso definidas neste trabalho não mostrou relação significativa com os fatores socioeconômicos e nem com a distância das comunidades da zona rural para a zona urbana de Pedro Avelino. Os resultados sugerem, portanto, que a pobreza nivela o conhecimento sobre o uso da fauna independente da distância que as comunidades encontram-se da zona urbana. As listas geradas permitirão direcionar estudos ecológicos mais aprofundados visando à conservação das espécies do bioma Caatinga. Desta forma, é importante considerar as interações existentes entre as pessoas e os animais para melhor entender a dinâmica de utilização e fornecer, assim, subsídios para a conservação das espécies.

Uso da biodiversidade por populações humanas na caatinga e na Mata Atlântica, Rio Grande do Norte, Nordeste do Brasil

The use of animals is a common activity but it can be really variable between human populations. This work analyzed the knowledge about useful animal species between human communities in Caatinga and Atlantic Forest considering the influence of socioeconomics and environmental factors on the species selection. Forty people were interviewed in Caraúbas community (Atlantic Forest) and thirty were interviewed in Barrocas community (Caatinga). A total of 193 animals were cited. The communities showed a low degree of similarity (20%) and the general diversity of mentioned species was significantly bigger in Caraúbas. Men cited a diversity of species greater than women for food category in Caraúbas and pet category in Caraúbas and Barrocas. Women cited greater species diversity for medicinal use in Caraúbas. In general, in both communities, the age group >60 years showed a greater knowledge than the others. The multiple regression analysis showed the age as the only socioeconomic factor which influenced significantly the knowledge about animals for the food category in both communities. Considering the richness of known species, there were differences only between gender for sum of uses and food category in Caraúbas and for the pet category in Barrocas with men showing a greater knowledge than women. The results showed that local environmental differences are fundamental at the species selection but they also showed that within communities there are other factors like gender and age that tend to influence the knowledge about species. It is important to consider cultural, economic, social and environmental factors to understand better the interactions between people and animals so that this information can be used to facilitate the implementation of conservation measures