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.

Análise estratigráfica da sequência mesodevoniana-eocarbonífera da Bacia do Parnaíba, nordeste do Brasil

The Middle Devonian-Early Carboniferous sequence of the Parnaíba Basin, lithostratigraphically defined as Canindé Group, has been reinterpreted using the basic model of sequence stratigraphy. Therefore, lithology and gamma ray well-logs and seismic lines of central portion of the basin were analyzed, producing up from there diagrams 1D, isochore maps and stratigraphic sections. As results of this study, were defined two depositional cycles of second order, referred as Depositional Sequence 1 (SEQ1) and the Depositional Sequence 2 (SEQ2). The SEQ1, with interval about 37 Ma, is limited below by Early Devonian Unconformity and is equivalent to the formations Itaim, Pimenteiras and Cabeças. The SEQ2, which follows, comprises a range of about 15 Ma and is equivalent to the Longá Formation The SEQ1 starts with the lowstand systems tract, consisting of progradational parasequence set in the basal part, predominantly pelitic, deposited on a prodelta under influence of storms and the upper part consists in sandstones of deltaic front, with the maximum regressive surface on the upper limit. The transgressive systems tract, deposited above, is characterized by retrogradacional parasequence set composed of shallow shelf mudstones, deposited under storm conditions. The maximum flooding surface, upper limit of this tract, is positioned in a shale level whose radioactivity in gammaray well-log is close to 150 API. The highstand systems tract presents progradational parasequence set, comprising mudstones and sandstones deposited in shelf, fluvial-estuarine or deltaic and periglacial environments, with the upper limit the Late Devonian Unconformity. The SEQ2 was deposited in shelf environment, starting with the lowstand systems tract, that is characterized by a progradational parasequence set, followed by the transgressive systems tract, with retrogradational character. The upper limit of the tract corresponding to the fusion between maximum flooding surface with the upper limit of this sequence, which is the Early Carboniferous Unconformity, where the overlapping section was eroded. This section, which corresponds the highstand systems tract is restricted to portions at which the erosion that generate the Early-Carboniferous Unconformity was less effective, preserving the records of this unit.

Análise estratigráfica da sequência mesodevoniana-eocarbonífera da Bacia do Parnaíba, nordeste do Brasil

The Middle Devonian-Early Carboniferous sequence of the Parnaíba Basin, lithostratigraphically defined as Canindé Group, has been reinterpreted using the basic model of sequence stratigraphy. Therefore, lithology and gamma ray well-logs and seismic lines of central portion of the basin were analyzed, producing up from there diagrams 1D, isochore maps and stratigraphic sections. As results of this study, were defined two depositional cycles of second order, referred as Depositional Sequence 1 (SEQ1) and the Depositional Sequence 2 (SEQ2). The SEQ1, with interval about 37 Ma, is limited below by Early Devonian Unconformity and is equivalent to the formations Itaim, Pimenteiras and Cabeças. The SEQ2, which follows, comprises a range of about 15 Ma and is equivalent to the Longá Formation The SEQ1 starts with the lowstand systems tract, consisting of progradational parasequence set in the basal part, predominantly pelitic, deposited on a prodelta under influence of storms and the upper part consists in sandstones of deltaic front, with the maximum regressive surface on the upper limit. The transgressive systems tract, deposited above, is characterized by retrogradacional parasequence set composed of shallow shelf mudstones, deposited under storm conditions. The maximum flooding surface, upper limit of this tract, is positioned in a shale level whose radioactivity in gammaray well-log is close to 150 API. The highstand systems tract presents progradational parasequence set, comprising mudstones and sandstones deposited in shelf, fluvial-estuarine or deltaic and periglacial environments, with the upper limit the Late Devonian Unconformity. The SEQ2 was deposited in shelf environment, starting with the lowstand systems tract, that is characterized by a progradational parasequence set, followed by the transgressive systems tract, with retrogradational character. The upper limit of the tract corresponding to the fusion between maximum flooding surface with the upper limit of this sequence, which is the Early Carboniferous Unconformity, where the overlapping section was eroded. This section, which corresponds the highstand systems tract is restricted to portions at which the erosion that generate the Early-Carboniferous Unconformity was less effective, preserving the records of this unit.

Usos de membranas de quitosana na remoção de cobre em águas residuais

In this work a chitosan (CS) ionically crosslinked were manufactured by treatment with sulfuric acid solution for application in the treatment of wastewater from oil industry. Two crosslinking process were developed: homogeneous and heterogeneous. In the homogeneous process the ratio molar of SO42-/ NH3+ (1:6 and 1:4) were the variable analyzed, denominated CS16 and CS14 respectively. In the heterogeneous process the soaking time of the membranes in sulfuric acid solution were the variable studied, being used times of 5 (CS5) and 30 (CS30) minutes. FTIR-ATR results indicated no changes in the characteristics of chitosan after homogeneous crosslinking process, while heterogeneous crosslinking showed formation of ionic bonds between protonated groups from chitosan and the crosslinking agent sulfate ions. TG/DTG and XRD analysis confirmed the formation of these interactions, as also shown the new structure on the surface region of CS5 and CS30 membranes compared to CS, CS16 e CS14. Swelling test in aqueous medium have shown that crosslinking process reduced the membrane sorption capacity. Swelling test in acid medium demonstrated that CS16 and CS14 membranes increasing the adsorption capacity up to a maximum percentage of 140% approximately, whereas the CS5 e CS30 reached a maximum of 60%. The mechanical properties indicated the stiff and ductile behavior of crosslinked membrane. Adsorption experiments of CuCl2 results that CS16 membranes reached the efficiency maximum with 73% of copper removal at pH 5.0 and 87% at pH 4.0. The experiments with CuSO4 also obtained efficiency maximum to the CS16 membrane and 80% to the removal of Cu2+ ions. Also was verified that the increase of concentration and temperature cause a decrease in the adsorption capacity for all membranes. Kinetics study indicated that pseudo-second-order obtained characterized better the membranes. Equilibrium studies demonstrated that the CS, CS16 and CS14 follow the Langmuir model, whereas CS5 and CS30 follows Freundlich model. Filtration experiments results with rejection maximum to the CS16 and CS5 membranes, reaching 92 and 98% respectively.

Usos de membranas de quitosana na remoção de cobre em águas residuais

In this work a chitosan (CS) ionically crosslinked were manufactured by treatment with sulfuric acid solution for application in the treatment of wastewater from oil industry. Two crosslinking process were developed: homogeneous and heterogeneous. In the homogeneous process the ratio molar of SO42-/ NH3+ (1:6 and 1:4) were the variable analyzed, denominated CS16 and CS14 respectively. In the heterogeneous process the soaking time of the membranes in sulfuric acid solution were the variable studied, being used times of 5 (CS5) and 30 (CS30) minutes. FTIR-ATR results indicated no changes in the characteristics of chitosan after homogeneous crosslinking process, while heterogeneous crosslinking showed formation of ionic bonds between protonated groups from chitosan and the crosslinking agent sulfate ions. TG/DTG and XRD analysis confirmed the formation of these interactions, as also shown the new structure on the surface region of CS5 and CS30 membranes compared to CS, CS16 e CS14. Swelling test in aqueous medium have shown that crosslinking process reduced the membrane sorption capacity. Swelling test in acid medium demonstrated that CS16 and CS14 membranes increasing the adsorption capacity up to a maximum percentage of 140% approximately, whereas the CS5 e CS30 reached a maximum of 60%. The mechanical properties indicated the stiff and ductile behavior of crosslinked membrane. Adsorption experiments of CuCl2 results that CS16 membranes reached the efficiency maximum with 73% of copper removal at pH 5.0 and 87% at pH 4.0. The experiments with CuSO4 also obtained efficiency maximum to the CS16 membrane and 80% to the removal of Cu2+ ions. Also was verified that the increase of concentration and temperature cause a decrease in the adsorption capacity for all membranes. Kinetics study indicated that pseudo-second-order obtained characterized better the membranes. Equilibrium studies demonstrated that the CS, CS16 and CS14 follow the Langmuir model, whereas CS5 and CS30 follows Freundlich model. Filtration experiments results with rejection maximum to the CS16 and CS5 membranes, reaching 92 and 98% respectively.

Anisotropia magnética em nanofilmes com assimetria cristalográfica

This Thesis comprises a theoretical study about the influence of the magnetocrystalline anisotropy on the static and dynamic magnetic properties of nanofilms: monolayers and trilayers coupled through the bilinear and biquadratic exchange fields, for situations in which the systems are grown in unusual [hkl] asymmetric directions. Using a theory based on a realistic phenomenological model for description of nanometric systems, we consider the total free magnetic energy including the Zeeman interaction, cubic and uniaxial anisotropies, demagnetizing and surface anysotropy energies, as well as the exchange terms. Numerical calculations are conducted by minimizing the total magnetic energy from the determination of equilibrium static configurations. We consider experimental parameters found in the literature to illustrate our results for Fe/Cr/Fe trilayer systems. In particular, a total of six different magnetic scenarios are analyzed for three regimens of exchange fields and the [211] and [321] asymmetric growth directions. After numerically minimize the total energy, we use the equilibrium configurations to calculate magnetization and magnetoresistance curves with the respective magnetic phases and corresponding critical fields. These results are also used to establish the boundary for occurrence of saturated states. Within the context of the spin waves, we solve the equation of motion for these systems in order to find the respective associated dispersion relations. The results show similar magnetization and magnetoresistance curves for both [211] and [321] growth scenarios, including an equivalent magnetic transition behavior. However, the combination of those peculiar symmetries and influence of the exchange energies results in attractive properties, including the generation of magnetic states as a function of the asymmetric degree imposed in the [hkl] growth orientations. There is also an increasing incompatibility between the values of saturation fields of magnetization and magnetoresistance for the cases in which a magnetic field acts along intermediate cubic anisotropic axes, particularly in the situations where the bilinear and biquadratic exchange fields are comparable. The dispersion relations and static results are consistent, the corresponding magnetic states are also present in both acoustic and optical modes. Furthermore, Goldstone excitations are also observed for that particular cases of a magnetic field acting in the intermediate axes, an effect related to transitions of second order and to the spontaneous symmetry breaking imposed by the combination of the biquadratic energy with the cubic and uniaxial anisotropies.

Rejeito de xisto como adsorvente para remoção de fenol em águas produzidas na indústria de petróleo

Produced water is the main effluent linked to the activity of extraction of oil and their caring management is necessary due to the large volume involved, to ensure to minimize the negative impacts of discharges of these waters in the environment. This study aimed to analyze the use of retorted shale, which is a reject from the pyrolysis of pirobituminous shale, as adsorbent for the removal of phenols in produced water. The material was characterized by different techniques (grain sized analysis, thermal analysis, BET, FRX, FT-IR, XRD and SEM), showing the heterogeneity in their composition, showing its potential for the removal of varied compounds, as well as the phenols and their derivatives. For the analysis of the efficiency of the oil shale for the adsorption process, assays of adsorption balance were carried through, and also kinetic studies and dynamics adsorption, in the ETE of the UTPF of Petrobras, in Guamaré-RN. The balance assays shown a bigger conformity with the model of Langmuir and the kinetic model more adjusted to describe the adsorption of phenols in retorted shale was of pseudo-second order. The retorted shale presented a low capacity of adsorption of phenols (1,3mg/g), when related to others conventional adsorbents, however it is enough to the removal of these composites in concentrations presented in the produced water of the UTPF of Guamaré. The assays of dynamics adsorption in field had shown that the concentration of phenol in the effluent was null until reaching its rupture (58 hours). The results showed the possibility of use of the reject for removal of phenols in the final operations of the treatment process, removing as well, satisfactorily, the color and turbidity of the produced water, with more than 90% of removal

Estudo comparativo do desempenho de controladores robustos aplicados a um sistema de tanques acoplados.

Currently the uncertain system has attracted much academic community from the standpoint of scientific research and also practical applications. A series of mathematical approaches emerge in order to troubleshoot the uncertainties of real physical systems. In this context, the work presented here focuses on the application of control theory in a nonlinear dynamical system with parametric variations in order and robustness. We used as the practical application of this work, a system of tanks Quanser associates, in a configuration, whose mathematical model is represented by a second order system with input and output (SISO). The control system is performed by PID controllers, designed by various techniques, aiming to achieve robust performance and stability when subjected to parameter variations. Other controllers are designed with the intention of comparing the performance and robust stability of such systems. The results are obtained and compared from simulations in Matlab-simulink.