53 resultados para mínimos quadrados parciais (PLS)


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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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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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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

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There are a great number of evidences showing that education is extremely important in many economic and social dimensions. In Brazil, education is a right guaranteed by the Federal Constitution; however, in the Brazilian legislation the right to the three stages of basic education: Kindergarten, Elementary and High School is better promoted and supported than the right to education at College level. According to educational census data (INEP, 2009), 78% of all enrolments in College education are in private schools, while the reverse is found in High School: 84% of all matriculations are in public schools, which shows a contradiction in the admission into the universities. The Brazilian scenario presents that public universities receive mostly students who performed better and were prepared in elementary and high school education in private schools, while private universities attend students who received their basic education in public schools, which are characterized as low quality. These facts have led researchers to raise the possible determinants of student performance on standardized tests, such as the Brazilian Vestibular exam, to guide the development of policies aimed at equal access to College education. Seeking inspiration in North American models of affirmative action policies, some Brazilian public universities have suggested rate policies to enable and facilitate the entry of "minorities" (blacks, pardos1, natives, people of low income and public school students) to free College education. At the Federal University of the state Rio Grande do Norte (UFRN), the first incentives for candidates from public schools emerged in 2006, being improved and widespread during the last 7 years. This study aimed to analyse and discuss the Argument of Inclution (AI) - the affirmative action policy that provides additional scoring for students from public schools. From an extensive database, the Ordinary Least Squares (OLS) technique was used as well as a Quantile Regression considering as control the variables of personal, socioeconomic and educational characteristics of the candidates from the Brazilian Vestibular exam 2010 of the Federal University of the state Rio Grande do Norte (UFRN). The results demonstrate the importance of this incentive system, besides the magnitude of other variables

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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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The non-adaptation of the removable partial prosthesis (RPP) base to fibromucosal tissue is caused by resorption of residual ridges (RRR). The onset of bone resorption, which occurs after tooth extraction and continues throughout life, is accelerated by local or systemic factors. Aim: Assess the degree of non-adaptation of removable partial prosthesis saddles and the factors that influence it. Methodology: A sectional study was conducted with 81 patients using RPP who had their prostheses installed between 2003 and 2007 (1 to 5 years of use) at the Faculty of Dentistry of the Universidade Federal do Rio Grande do Norte (UFRN). After anamnese and clinical examination, a cast was made with polyether-based material, using the base of the prosthesis to make the impression. The base of the saddle was loaded with the casting material and positioned in the mouth, applying pressure on the supports. After polymerization, the material was removed from the saddle and measurements were taken at 3 different points using a pachymeter. Results: The non-adaptation of the saddle increased significantly with years of use (p = 0.005). The tooth-tissue supported prostheses obtained higher mean non-adaptation values than those of tooth supported prostheses (p < 0.001). Flaccid mucosa showed the worst non-adaptation results, which were statistically different from resilient mucosa (p < 0.001). The greater the extension of the saddle, the greater the non-adaptation (p < 0.001). The natural tooth antagonistic arch yielded better results than did RPP and total prosthesis (p < 0.001). Saddle non-adaptation at the free end was less near the pillar tooth and greater in the more posterior region (p < 0.001). When adaptation of the supports to the niches was poor, greater saddle non-adaptation occurred than when it was good or fair (p < 0.001). Saddles located in the posterior region of the arch had greater non-adaptation than those in the anterior region (p = 0.023). Conclusion: The mean non-adaptation of the saddle to the residual ridges was 0.27 mm. It can be concluded that, even with the use of RPP, bone height reduction was slight within the 1-5-year period of use. The following are factors that influence adaptation of the RPP saddle base: years of use, age, force transmission path to the alveolar bone, location of the toothless area, antagonistic arch, type of mucosa, adaptation of supports to the niche and extension of the saddle

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The literature has shown a relation between periodontics and the removable partial denture (RPD), with progressive destruction observed in the support structures. The aim of this study was to clinically assess periodontal condition in users of removal partial denture (RPD), and compare right abutments teeth, indirect abutments and controls before installation and after 1 year, in addition to comparing tooth-supported and tooth mucosa-supported abutments. A total of 50 patients, 32 women and 18 men, mean age of 45 years, took part in the study. The patients were examined by a single examiner at prosthesis installation and after 3, 6, 9 and 12 months. The following were verified at each examination: Probe Depth (PD), Plaque Index (PI), Gingival Index (GI), the amount of Keratinized Mucosa (KM), Gingival Recession (GR) and Dental Mobility (DM); in addition patients received oral hygiene orientation, accompanied by prophylaxis, periodontal scaling and root planing (PSRP), when necessary. Analysis of Variance (ANOVA) with Tukey-Kramer post test was used to assess the dependent variables (PD, PI, KM, GR) of the three groups over time while Friedman s test was used for GI. To assess the outcomes of prosthesis type in the right abutment group, a confidence interval-based analysis was performed. The results showed that the control group was the least compromised in all the variables studied. With respect to development of the groups over time, it was verified that the measures for GR, PD, GI and KM increased from initial examination to 1 year of use in all the groups, but only PI showed a significant increase. There was a non-discriminatory low prevalence of dental mobility. The tooth mucosa-supported prosthesis had significantly higher values for GR, GI and PI and significantly lower ones for KM when compared to tooth-supported. Over time, both types of prostheses showed no significant differences from initial to final examination for the variables GR, PD, KM and GI, with PI significant only for tooth-supported. The results showed that the teeth most involved in RPD design had greater potential of periodontal damage, probably because of greater dental biofilm accumulation. Abutments elements adjacent to the free extremities had less favorable periodontal condition than those adjacent to interpolated spaces, but the use of RPD did not worsen the initial condition