44 resultados para Mínimos quadrados ordinários com a correcção de White e Variável dummy


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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

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In general, an inverse problem corresponds to find a value of an element x in a suitable vector space, given a vector y measuring it, in some sense. When we discretize the problem, it usually boils down to solve an equation system f(x) = y, where f : U Rm ! Rn represents the step function in any domain U of the appropriate Rm. As a general rule, we arrive to an ill-posed problem. The resolution of inverse problems has been widely researched along the last decades, because many problems in science and industry consist in determining unknowns that we try to know, by observing its effects under certain indirect measures. Our general subject of this dissertation is the choice of Tykhonov´s regulaziration parameter of a poorly conditioned linear problem, as we are going to discuss on chapter 1 of this dissertation, focusing on the three most popular methods in nowadays literature of the area. Our more specific focus in this dissertation consists in the simulations reported on chapter 2, aiming to compare the performance of the three methods in the recuperation of images measured with the Radon transform, perturbed by the addition of gaussian i.i.d. noise. We choosed a difference operator as regularizer of the problem. The contribution we try to make, in this dissertation, mainly consists on the discussion of numerical simulations we execute, as is exposed in Chapter 2. We understand that the meaning of this dissertation lays much more on the questions which it raises than on saying something definitive about the subject. Partly, for beeing based on numerical experiments with no new mathematical results associated to it, partly for being about numerical experiments made with a single operator. On the other hand, we got some observations which seemed to us interesting on the simulations performed, considered the literature of the area. In special, we highlight observations we resume, at the conclusion of this work, about the different vocations of methods like GCV and L-curve and, also, about the optimal parameters tendency observed in the L-curve method of grouping themselves in a small gap, strongly correlated with the behavior of the generalized singular value decomposition curve of the involved operators, under reasonably broad regularity conditions in the images to be recovered

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The Tucunduba Dam, is west of Fortaleza, Ceará State. The seismic monitoring of the area, with an analogical station and seven digital stations, had beginning on June 11, 1997. The digital stations, operated from June to November 1997. The data collected in the period of digital monitoring was analyzed for determination of hypocenters, focal mechanisms, and shear-wave anisotropy analysis. For determination of hypocenters, it was possible to find an active zone of nearly 1 km in length, with depth between 4.5 and 5.2 km. A 60AZ/88SE fault plane was determined using the least-squares method and hypocenters of a selected set of 16 earthquakes recorded. Focal mechanisms were determined, in the composite fault plane solution, a strike-slip fault, trending nearly E-W, was found. Single fault plane solutions were obteined to some earthquakes presented mean values of 65 (azimuth), and 80 (dip). Shear-wave anisotropy was found in the data. Polarization directions and travel time delays, between S spliting waves, were determined. It was not possible to obtain any conclusion on the cause of the observed anisotropy. It is not clear if there is correlation between seismicity and mapped faults in the area, although the directions obtained starting from the hipocentros and focal mechanism are they are consistent with directions, observed in the area, photo, topographic and fractures directions observed in the area

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The modern industrial progress has been contaminating water with phenolic compounds. These are toxic and carcinogenic substances and it is essential to reduce its concentration in water to a tolerable one, determined by CONAMA, in order to protect the living organisms. In this context, this work focuses on the treatment and characterization of catalysts derived from the bio-coal, by-product of biomass pyrolysis (avelós and wood dust) as well as its evaluation in the phenol photocatalytic degradation reaction. Assays were carried out in a slurry bed reactor, which enables instantaneous measurements of temperature, pH and dissolved oxygen. The experiments were performed in the following operating conditions: temperature of 50 °C, oxygen flow equals to 410 mL min-1 , volume of reagent solution equals to 3.2 L, 400 W UV lamp, at 1 atm pressure, with a 2 hours run. The parameters evaluated were the pH (3.0, 6.9 and 10.7), initial concentration of commercial phenol (250, 500 and 1000 ppm), catalyst concentration (0, 1, 2, and 3 g L-1 ), nature of the catalyst (activated avelós carbon washed with dichloromethane, CAADCM, and CMADCM, activated dust wood carbon washed with dichloromethane). The results of XRF, XRD and BET confirmed the presence of iron and potassium in satisfactory amounts to the CAADCM catalyst and on a reduced amount to CMADCM catalyst, and also the surface area increase of the materials after a chemical and physical activation. The phenol degradation curves indicate that pH has a significant effect on the phenol conversion, showing better results for lowers pH. The optimum concentration of catalyst is observed equals to 1 g L-1 , and the increase of the initial phenol concentration exerts a negative influence in the reaction execution. It was also observed positive effect of the presence of iron and potassium in the catalyst structure: betters conversions were observed for tests conducted with the catalyst CAADCM compared to CMADCM catalyst under the same conditions. The higher conversion was achieved for the test carried out at acid pH (3.0) with an initial concentration of phenol at 250 ppm catalyst in the presence of CAADCM at 1 g L-1 . The liquid samples taken every 15 minutes were analyzed by liquid chromatography identifying and quantifying hydroquinone, p-benzoquinone, catechol and maleic acid. Finally, a reaction mechanism is proposed, cogitating the phenol is transformed into the homogeneous phase and the others react on the catalyst surface. Applying the model of Langmuir-Hinshelwood along with a mass balance it was obtained a system of differential equations that were solved using the Runge-Kutta 4th order method associated with a optimization routine called SWARM (particle swarm) aiming to minimize the least square objective function for obtaining the kinetic and adsorption parameters. Related to the kinetic rate constant, it was obtained a magnitude of 10-3 for the phenol degradation, 10-4 to 10-2 for forming the acids, 10-6 to 10-9 for the mineralization of quinones (hydroquinone, p-benzoquinone and catechol), 10-3 to 10-2 for the mineralization of acids.

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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.

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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.

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Trace gases are important to our environment even though their presence comes only by ‘traces’, but their concentrations must be monitored, so any necessary interventions can be done at the right time. There are some lower and upper boundaries which produce nice conditions for our lives and then monitoring trace gases comes as an essential task nowadays to be accomplished by many techniques. One of them is the differential optical absorption spectroscopy (DOAS), which consists mathematically on a regression - the classical method uses least-squares - to retrieve the trace gases concentrations. In order to achieve better results, many works have tried out different techniques instead of the classical approach. Some have tried to preprocess the signals to be analyzed by a denoising procedure - e.g. discrete wavelet transform (DWT). This work presents a semi-empirical study to find out the most suitable DWT family to be used in this denoising. The search seeks among many well-known families the one to better remove the noise, keeping the original signal’s main features, then by decreasing the noise, the residual left after the regression is done decreases too. The analysis take account the wavelet decomposition level, the threshold to be applied on the detail coefficients and how to apply them - hard or soft thresholding. The signals used come from an open and online data base which contains characteristic signals from some trace gases usually studied.

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Trace gases are important to our environment even though their presence comes only by ‘traces’, but their concentrations must be monitored, so any necessary interventions can be done at the right time. There are some lower and upper boundaries which produce nice conditions for our lives and then monitoring trace gases comes as an essential task nowadays to be accomplished by many techniques. One of them is the differential optical absorption spectroscopy (DOAS), which consists mathematically on a regression - the classical method uses least-squares - to retrieve the trace gases concentrations. In order to achieve better results, many works have tried out different techniques instead of the classical approach. Some have tried to preprocess the signals to be analyzed by a denoising procedure - e.g. discrete wavelet transform (DWT). This work presents a semi-empirical study to find out the most suitable DWT family to be used in this denoising. The search seeks among many well-known families the one to better remove the noise, keeping the original signal’s main features, then by decreasing the noise, the residual left after the regression is done decreases too. The analysis take account the wavelet decomposition level, the threshold to be applied on the detail coefficients and how to apply them - hard or soft thresholding. The signals used come from an open and online data base which contains characteristic signals from some trace gases usually studied.

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The study aims to identify the factors that influence the behavior intention to adopt an academic Information System (SIE), in an environment of mandatory use, applied in the procurement process at the Federal University of Pará (UFPA). For this, it was used a model of innovation adoption and technology acceptance (TAM), focused in attitudes and intentions regarding the behavior intention. The research was conducted a quantitative survey, through survey in a sample of 96 administrative staff of the researched institution. For data analysis, it was used structural equation modeling (SEM), using the partial least squares method (Partial Least Square PLS-PM). As to results, the constructs attitude and subjective norms were confirmed as strong predictors of behavioral intention in a pre-adoption stage. Despite the use of SIE is required, the perceived voluntariness also predicts the behavior intention. Regarding attitude, classical variables of TAM, like as ease of use and perceived usefulness, appear as the main influence of attitude towards the system. It is hoped that the results of this study may provide subsidies for more efficient management of the process of implementing systems and information technologies, particularly in public universities

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This study aimed to examine how students perceives the factors that may influence them to attend a training course offered in the distance virtual learning environment (VLE) of the National School of Public Administration (ENAP). Thus, as theoretical basis it was used the Unified Theory of Acceptance and Use of Technology (UTAUT), the result of an integration of eight previous models which aimed to explain the same phenomenon (acceptance/use of information technology). The research approach was a quantitative and qualitative. To achieve the study objectives were made five semi-structured interviews and an online questionnaire (websurvey) in a valid sample of 101 public employees scattered throughout the country. The technique used to the analysis of quantitative data was the structural equation modeling (SEM), by the method of Partial Least Square Path Modeling (PLS-PM). To qualitative data was the thematic content analysis. Among the results, it was found that, in the context of public service, the degree whose the individual believes that the use of an AVA will help its performance at work (performance expectancy) is a factor to its intended use and also influence its use. Among the results, it was found that the belief which the public employee has in the use of a VLE as a way to improve the performance of his work (performance expectation) was determinant for its intended use that, in turn, influenced their use. It was confirmed that, under the voluntary use of technology, the general opinion of the student s social circle (social influence) has no effect on their intention to use the VLE. The effort expectancy and facilitating conditions were not directly related to the intended use and use, respectively. However, emerged from the students speeches that the opinions of their coworkers, the ease of manipulate the VLE, the flexibility of time and place of the distance learning program and the presence of a tutor are important to their intentions to do a distance learning program. With the results, it is expected that the managers of the distance learning program of ENAP turn their efforts to reduce the impact of the causes of non-use by those unwilling to adopt voluntarily the e-learning, and enhance the potentialities of distance learning for those who are already users

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Serão analisados aspectos históricos e estruturais dos quadrados mágicos e apresentados os materiais resultantes dessa investigação para efeito da composição de uma obra para coro, solistas e orquestra, a Paixão . O quadrado mágico, um dispositivo de características de construção matemáticas, adquiriu contornos místicos ao longo da história, por suas propriedades de simetria e beleza. O processo criativo dentro de uma perspectiva determinística, procura analisar o papel de estruturas pré-estabelecidas para a obtenção de materiais destinados a integrar o repertório de elementos pré-composicionais.

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Leprosy is an ancient disease that still stands as a public health problem worldwide, especially in the considered developing countries. Of these, Brazil still has large areas of endemicity. The disease remains high among those younger than 15 years old. In this group, the national index achieves 0.6 every 10 000 inhabitants and reaches 2 in the North and Midwest of Brazil. Therefore, the plan of the Ministry of Health is to prioritize the fight against disease in critical areas, providing early diagnosis and timely treatment, especially for patients under 15 years old. This research aimed to: identify the knowledge of students from three schools of basic education in Parnamirim/RN about the risk of getting ill in leprosy; conduct them health education on this topic. An exploratory-descriptive study with quantitative and qualitative nature. Data collection consists of two steps: questionnaire and health education on leprosy. The study was approved by the Research Ethics Committee (REC) of UFRN through the opinion nº 204/2009. Quantitative data obtained were organized, categorized, typed and submitted to the Microsoft Office - Excel for quantitative analysis with simple percentage. Qualitative data were subjected to a content analysis according to Bardin. The sample consisted of 164 students of basic education, most of which is: 1st year of high school, from 11 to 15 years, in the afternoon shift, female gender, skin color white and residents in the municipality of Parnamirim/RN. Still, each student living with four people curiously did not respond in relation to occupation of the father. But the same answered their mother as a housewife and a family income of one to less than four minimum wages. There have been significant results compared the performance of health education in leprosy. Initially, students possessed little knowledge about leprosy. Subsequent to health education, most knew the answer about the disease, transmission, cause, where to get help in case of suspicion of leprosy and the need for the people who lives with leprosy patients to also seek for help, the understanding about if it is treatable or not. Content analysis has established the following themes: axis I, what I do not know about leprosy: cure, fear and prejudice. Axis II, what I know about leprosy, we identified: cure, effectiveness of health education and social exclusion in the past. It is considered the scope of the proposed objectives by matching the effectiveness of health education on leprosy in basic education in Parnamirim/RN; emphasizes, therefore, the importance of understanding the knowledge of public school students. It is expected of them to detect early cases of leprosy in their communities; encourage adherence to treatment as quickly as possible; prevent disability; reduce the stigma surrounding the disease.

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The study research case with a quantitative approach and prospective data, carried out between December 2010 and February 2011 with the aim of identifying the profile of women in the study, to characterize the acts of violence in the type, frequency, location occurrence and aggressor, analyze the steps taken after the occurrence of acts of violence and the main consequences on the victims. The population consisted of 285 workers in a tertiary institution in Rio Grande do Norte. The results showed that 99 (34.74%) have between 51 to 60 years of age, 78 (27.37%) of 41 to 50 and 62 (21.75%) between 20 and 30 years, are considered color white, 162 (56.84%) have completed higher education, 171 (60.00%) and of these 97 (56.73%) reported having some post-graduate degrees, are married, 141 (49.47%) and have from zero to one child, 148 (51.93%) reside in the south of the city of Natal, 146 (51.23%) have a monthly income of three to five minimum wages, 171 (60.00%) and are mostly in the Technical Administrative Sciences 152 (53.33%), 77 (27.02%) reported having experienced violence, 60 (62.50%) episodes of verbal aggression, 26 (27.08%) of bullying , 05 (5.21%) of physical abuse and 05 (5.21%) sexual harassment; 05 (100.00%) assaults were made by the spouse or partner of the victims and co-workers is another profession were responsible for 18 (30.00%) verbal aggression, 15 (57.69%) bullying and 03 (60.00%) sexual harassment, 02 (40.00%) of victims of physical aggression and 18 (30.00 %) of verbal abused only once, 10 (38.46%) of bullying and 02 (40.00%) of sexual harassment experienced four or more times 05 (100.00%) assaults occurred at domestic and work stood out with 36 (60.00%), verbal abuse, 22 (84.62%), moral harassment and 04 (80.00%) sexual harassment, 35 (36.46%) told colleagues work and 31 (32.29%) for family and friends in 75 (78.13%) cases there was no intervention, 07 (7.29) were unable to respond if something had been done and 14 (14.58% ) have been reported intervention of these, 09 (64.29%) were taken by the heads of the victims, 26 (32.10%) did not notify the fact on the ground that no action would be taken, 62 (80.52%) felt stress , 5 (1.76%) of women turned away from work after the episode of violence, accounting for 198 days of absenteeism. It is concluded that there is a high rate of violence against women, even when they have a good socioeconomic status, and in this sense is important to establish bases of new proposals for improving control of cases of health professionals, especially nurses, to approach patients with a more investigative, and that by identifying a case of violence, be instructed about the paths to be followed for notification while providing psychological support to victims.

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The marble and granite waste come from the process of mining of those ornamental rocks for use in the building industry. Brazil is one of the largest producers of blocks or finished products of ornamental rocks, extracting about 5.2 tons / year. The largest national producers are the states of Espírito Santo, Minas Gerais and Bahia which account for 80% of the Brazilian production. However, the waste total amount during processing of these blocks reaches 40% of the total. The use of the waste produced by this industry in white ceramics could be a form of disposition, because these materials, are thrownasa mud directly at decantation ponds, wastelands or in rivers, without any treatment. The present work has as main purpose to study the influence that reject of the ornamental rocks on the physical and mechanical properties of white ceramics. X-Ray characterizations of raw materials by were performed X-Ray fluorescence, X-Ray diffraction, granulometric, thermogravimetric and thermodiferencial analysis, five formulations were made (0, 10, 20, 30, 40% in granite weight) wich were burned at three temperatures: 1100°C, 1150°C and 1200ºC with 60 minutes of sorling time. After sintering, the samples were submitted to different analyser absorption of water, linear retraction, apparent porosity, apparent specific mass, flexival stronght, and scanning were obtained microscopy. Compatible technological properties within the limits demanded for the production of porcelainized stoneware