49 resultados para Minimos quadrados


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The aim of this study was to evaluate the potential of near-infrared reflectance spectroscopy (NIRS) as a rapid and non-destructive method to determine the soluble solid content (SSC), pH and titratable acidity of intact plums. Samples of plum with a total solids content ranging from 5.7 to 15%, pH from 2.72 to 3.84 and titratable acidity from 0.88 a 3.6% were collected from supermarkets in Natal-Brazil, and NIR spectra were acquired in the 714 2500 nm range. A comparison of several multivariate calibration techniques with respect to several pre-processing data and variable selection algorithms, such as interval Partial Least Squares (iPLS), genetic algorithm (GA), successive projections algorithm (SPA) and ordered predictors selection (OPS), was performed. Validation models for SSC, pH and titratable acidity had a coefficient of correlation (R) of 0.95 0.90 and 0.80, as well as a root mean square error of prediction (RMSEP) of 0.45ºBrix, 0.07 and 0.40%, respectively. From these results, it can be concluded that NIR spectroscopy can be used as a non-destructive alternative for measuring the SSC, pH and titratable acidity in plums

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Aiming to consumer s safety the presence of pathogenic contaminants in foods must be monitored because they are responsible for foodborne outbreaks that depending on the level of contamination can ultimately cause the death of those who consume them. In industry is necessary that this identification be fast and profitable. This study shows the utility and application of near-infrared (NIR) transflectance spectroscopy as an alternative method for the identification and classification of Escherichia coli and Salmonella Enteritidis in commercial fruit pulp (pineapple). Principal Component Analysis (PCA), Independent Modeling of Class Analogy (SIMCA) and Discriminant Analysis Partial Least Squares (PLS-DA) were used in the analysis. It was not possible to obtain total separation between samples using PCA and SIMCA. The PLS-DA showed good performance in prediction capacity reaching 87.5% for E. coli and 88.3% for S. Enteritides, respectively. The best models were obtained for the PLS-DA with second derivative spectra treated with a sensitivity and specificity of 0.87 and 0.83, respectively. These results suggest that the NIR spectroscopy and PLS-DA can be used to discriminate and detect bacteria in the fruit pulp

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The separation methods are reduced applications as a result of the operational costs, the low output and the long time to separate the uids. But, these treatment methods are important because of the need for extraction of unwanted contaminants in the oil production. The water and the concentration of oil in water should be minimal (around 40 to 20 ppm) in order to take it to the sea. Because of the need of primary treatment, the objective of this project is to study and implement algorithms for identification of polynomial NARX (Nonlinear Auto-Regressive with Exogenous Input) models in closed loop, implement a structural identification, and compare strategies using PI control and updated on-line NARX predictive models on a combination of three-phase separator in series with three hydro cyclones batteries. The main goal of this project is to: obtain an optimized process of phase separation that will regulate the system, even in the presence of oil gushes; Show that it is possible to get optimized tunings for controllers analyzing the mesh as a whole, and evaluate and compare the strategies of PI and predictive control applied to the process. To accomplish these goals a simulator was used to represent the three phase separator and hydro cyclones. Algorithms were developed for system identification (NARX) using RLS(Recursive Least Square), along with methods for structure models detection. Predictive Control Algorithms were also implemented with NARX model updated on-line, and optimization algorithms using PSO (Particle Swarm Optimization). This project ends with a comparison of results obtained from the use of PI and predictive controllers (both with optimal state through the algorithm of cloud particles) in the simulated system. Thus, concluding that the performed optimizations make the system less sensitive to external perturbations and when optimized, the two controllers show similar results with the assessment of predictive control somewhat less sensitive to disturbances

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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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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

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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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We present indefinite integration algorithms for rational functions over subfields of the complex numbers, through an algebraic approach. We study the local algorithm of Bernoulli and rational algorithms for the class of functions in concern, namely, the algorithms of Hermite; Horowitz-Ostrogradsky; Rothstein-Trager and Lazard-Rioboo-Trager. We also study the algorithm of Rioboo for conversion of logarithms involving complex extensions into real arctangent functions, when these logarithms arise from the integration of rational functions with real coefficients. We conclude presenting pseudocodes and codes for implementation in the software Maxima concerning the algorithms studied in this work, as well as to algorithms for polynomial gcd computation; partial fraction decomposition; squarefree factorization; subresultant computation, among other side algorithms for the work. We also present the algorithm of Zeilberger-Almkvist for integration of hyperexpontential functions, as well as its pseudocode and code for Maxima. As an alternative for the algorithms of Rothstein-Trager and Lazard-Rioboo-Trager, we yet present a code for Benoulli’s algorithm for square-free denominators; and another for Czichowski’s algorithm, although this one is not studied in detail in the present work, due to the theoretical basis necessary to understand it, which is beyond this work’s scope. Several examples are provided in order to illustrate the working of the integration algorithms in this text

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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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ALVES, Janaína da Silva. Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás. Revista Ciências Administrativas, Fotaleza, v. 13, n. 1, p.147-157, ago. 2007.

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When a company desires to invest in a project, it must obtain resources needed to make the investment. The alternatives are using firm s internal resources or obtain external resources through contracts of debt and issuance of shares. Decisions involving the composition of internal resources, debt and shares in the total resources used to finance the activities of a company related to the choice of its capital structure. Although there are studies in the area of finance on the debt determinants of firms, the issue of capital structure is still controversial. This work sought to identify the predominant factors that determine the capital structure of Brazilian share capital, non-financial firms. This work was used a quantitative approach, with application of the statistical technique of multiple linear regression on data in panel. Estimates were made by the method of ordinary least squares with model of fixed effects. About 116 companies were selected to participate in this research. The period considered is from 2003 to 2007. The variables and hypotheses tested in this study were built based on theories of capital structure and in empirical researches. Results indicate that the variables, such as risk, size, and composition of assets and firms growth influence their indebtedness. The profitability variable was not relevant to the composition of indebtedness of the companies analyzed. However, analyzing only the long-term debt, comes to the conclusion that the relevant variables are the size of firms and, especially, the composition of its assets (tangibility).This sense, the smaller the size of the undertaking or the greater the representation of fixed assets in total assets, the greater its propensity to long-term debt. Furthermore, this research could not identify a predominant theory to explain the capital structure of Brazilian