Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

Fatores críticos de sucesso para sistemas de informação de apoio ao gerenciamento de projetos: o caso SEBRAE/RN

Universidade Federal do Rio Grande do Norte

Estudo de sistemas vítreos para infiltração em alumina

The system in-Ceram Alumina, produced by VITA, consists in a technique of prepare of a substructure of ceramics to dental crowns. First burning is made in the alumina decanted by slip casting process under a stone die that reproduces the tooth prepared to receive a crown. In a second burning, alumina is infiltrated by vitreous system, giving to this set a high mechanic resistance. In this work, it s made a study of the composition of a new infiltrating material more used nowadays, giving to alumina desirable mechanics proprieties to its using like substructure of support to ceramic s crown used in the market today. The addition of Lanthanum oxide (frit A) and calcium oxide (frit B) was made in attempt to increase the viscosity of LZSA and to reduce fusion temperature. The frits were put over samples of alumina and took to the tubular oven to 1400ºC under vacuum for two groups (groups 1 and 2). For another two groups (groups 3 and 4) it was made a second infiltration, following the same parameters of the first. A fifth group was utilized like group of control where the samples of pure alumina were not submitted to any infiltrating process. Glasses manifested efficient both in quality and results of analysis of mechanic resistance, being perfectly compatible with oral environment in this technical requisite. The groups that made a second infiltration had he best results of fracture toughness, qualify the use in the oral cavity in this technical question. The average of results achieved for mechanic resistance to groups 1, 2, 3, 4 and 5 were respectively 98 MPa, 90 MPa, 144 MPa, 236 MPa and 23 MPa

Desenvolvimento de sistemas embarcados para redes de sensores e atuadores sem fio aplicadas em unidades de elevação de petróleo do tipo Plunger-Lift

The Wireless Sensor Networks (WSN) methods applied to the lifting of oil present as an area with growing demand technical and scientific in view of the optimizations that can be carried forward with existing processes. This dissertation has as main objective to present the development of embedded systems dedicated to a wireless sensor network based on IEEE 802.15.4, which applies the ZigBee protocol, between sensors, actuators and the PLC (Programmable Logic Controller), aiming to solve the present problems in the deployment and maintenance of the physical communication of current elevation oil units based on the method Plunger-Lift. Embedded systems developed for this application will be responsible for acquiring information from sensors and control actuators of the devices present at the well, and also, using the Modbus protocol to make this network becomes transparent to the PLC responsible for controlling the production and delivery information for supervisory SISAL

Aplicação de sistemas microemulsionados ácidos em acidificação de poços

Stimulation operations have with main objective restore or improve the productivity or injectivity rate in wells. Acidizing is one of the most important operations of well stimulation, consist in inject acid solutions in the formation under fracture formation pressure. Acidizing have like main purpose remove near wellbore damage, caused by drilling or workover operations, can be use in sandstones and in carbonate formations. A critical step in acidizing operation is the control of acid-formation reaction. The high kinetic rate of this reaction, promotes the consumed of the acid in region near well, causing that the acid treatment not achive the desired distance. In this way, the damage zone can not be bypassed. The main objective of this work was obtain stable systems resistant to the different conditions found in field application, evaluate the kinetic of calcite dissolution in microemulsion systems and simulate the injection of this systems by performing experiments in plugs. The systems were obtained from two non ionic surfactants, Unitol L90 and Renex 110, with sec-butanol and n-butanol like cosurfactants. The oily component of the microemlsion was xilene and kerosene. The acqueous component was a solution of HCl 15-26,1%. The results shown that the microemulsion systems obtained were stable to temperature until 100ºC, high calcium concentrations, salinity until 35000 ppm and HCl concentrations until 25%. The time for calcite dissolution in microemulsion media was 14 times slower than in aqueous HCl 15%. The simulation in plugs showed that microemulsion systems promote a distributed flux and promoted longer channels. The permeability enhancement was between 177 - 890%. The results showed that the microemulsion systems obtained have potential to be applied in matrix acidizing

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.

Uso da glicerina oriunda da síntese do biodiesel em sistemas microemulsionados visando aplicação de herbicidas

The program PROBIODIESEL from the Ministry of Science and Technology has substantially increased glycerine, obtained as a sub-product of biodiesel production process, making it necessary to seek alternatives for the use of this co-product. On the other hand, herbicides although play a role of fundamental importance in the agricultural production system in force, have been under growing concern among the various segments of society because of their potential environmental risk. In this work, we used glycerin in microemulsion systems for application of herbicides, to improve efficiency and lower environmental pollution caused by the loss of those products to the environment. To obtain the systems of microemulsinados were used Unitol L90 NP and Renex 40 as surfactants, butanol as co-surfactant, coconut oil as oil phase and aqueous phase as we used solutions of glycerin + water. Through the determination of phase diagrams, the microemulsion region was found in the system E (L90 Unitol, coconut oil and glycerin + water 1:1). Three points were chosen to the aqueous phase rich in characterization and application in the solubilization of glyphosate and atrazine. Three experiments were performed in Horta, Department of Plant Sciences, Plant Science Sector, UFERSA, Mossoró-RN. The first experiment was conducted in randomized complete blocks with 20 treatments and four replications. The treatments consisted of five doses of the herbicide glyphosate (0.0, 0.45, 0.9, 1.35 and 1.8 L ha-1) diluted with four sauces: C1, C2, C3 (microemulsions) and C4 (water). The phytotoxicity of Brachiaria brizantha was measured at 7, 14, 28 and 60 DAA (days after application). At 60 DAA, we evaluated the biomass of plants. The second experiment was developed in randomized complete blocks with 20 treatments and four repetitions. The treatments consisted of five doses of the herbicide atrazine (0.0, 0.4, 0.8, 1.6 and 2.4 L ha-1) diluted with four sauces: C1, C2, C3 (microemulsions) and C4 (water). The phytotoxicity on Zea mays and Talinum paniculatum was evaluated at 2, 7, 20 DAA. The experiment III was developed in randomized complete blocks with 16 treatments and three repetitions. The treatments consisted of 16 combinations among the constituents of the microemulsion: Unitol L90 surfactant (0.0, 1.66, 5.0, 15 %) and glycerin (0.0, 4.44, 13.33 and 40.0 %). The phytotoxicity on Zea mays was evaluated at 1, 7 and 14 DAA. At 14 DAA, we evaluated the biomass of plants. The control plants using the microemulsions was lower than in the water due to the poisoning caused by the initial microemulsions in the leaves of the plants, a fact that hinders the absorption and translocation of the herbicide. There was no toxicity in Zea mays plants caused by the herbicide, however, were highly intoxicated by microemulsions. T. paniculatum was better controlled in spraying with the microemulsions, regardless of the dose of the herbicide. The glycerine did not cause plant damage. Higher poisoning the plants are caused by tensoactive Unitol L90 and higher rates occur with the use of higher concentrations of surfactant and glycerin, or microemulsion. The microemulsions used hampered the action of glyphosate in controlling B. brizantha and caused severe poisoning in corn, and these poisonings attributed mainly to the action of surfactant

Do controle de constitucionalidade dos atos jurisdicionais transitados em julgado

The following study aims to verify in which hypothesis res judicata, when it comes of an unconstitutional decision, shall not prevail over Constitution. It displayed the characteristics of formal and material constitutional systems. It debated the concepts of existence, validity and efficacy of juridical rules and acts. It dissertated about the idea of Constitution s superiority and about the birth of the judicial review of constitutionality. It focused some contemporary models of this judicial review and its historical evolution in Brazil, showing its effects towards the current Constitution. It sustained that the decision given by Supremo Tribunal Federal during abstract control of rules must bind even legislative bodies, preventing them to produce the same rules previously declared unconstitutional. It held up that all parts of the decision of Supremo Tribunal Federal oblige, even the juridical arguments employed, in both diffused and concentrated reviews. It showed that, despite these models of review live together in Brazil, our constitutional system preferred the concentrated one, considering one only court over the other constitutional organs. It discussed about res judicata with the purpose of clarifying its juridical nature, its objective and subjective limits and its regulation in collective demands. It explained that the material res judicata is an effect of a decision which cannot be reviewed, which makes the law s will free of discussion, binding the contendants and avoiding that other courts, judging future demands about the same object, may decide differently. It showed how the regulation of res judicata in collective demands, in respect oh their subjective limits, is useful to demonstrate that it is not the material law who must adapt itself to res judicata as traditionally thought, but res judicata, as a warranty of juridical certainty and security, who must be shaped from the debated rule. It presented to view the main doctrinal conceptions about res judicata s review in the hypothesis of unconstitutional judgement. It concluded that the decisions forged by unconstitutional rules or interpretations reputed not compatible to the Constitution by Supremo Tribunal Federal, in spite of it can make res judicata, may be reviewed beyond the term to file a recissory claim, since while the debated law is still valid, no matter if its decision was before or after the res judicata. At the end, it asserted that, when it is not legally authorized, the judicial review of res judicata is not admissible, after the term to file a recissory claim, under the argument that there was no direct violation to the constitutional principle or rule

A missão política do Supremo Tribunal Federal: análise de sua importância como corte constitucional para o controle do poder no Brasil

The following study proposes an analysis of the politic process which the brazilian constitutional justice faces, emphasizing the Supremo Tribunal Federal . For that purpose, we start by examining the intimate relationship between Politics and Law, in view of the most recent social systems theories, so that the political system is distinguished by the exclusiveness of using the physical force, intending to make coletive tying decisions, and the juridical system as a congruent generalization of the expectations towards the rules and principles, brought together under an interdependence by which both gather legitimacy and effectiveness. In this manner we can notice the political effects of the constitutional interpretation conducted by Judges as well as by other juridical professionals, because these ones decrease the overload of expectations which are pointed to the Judicature. Constitutional interpretation is democratized since the participative democracy arises and stablishes a permanent state of awareness around the exercise of power and favours the preservation of the pluralism (counter-majoritary principle) where we can find the origin of the democratic nature of constitutional courts, once, in most cases, their members are not elected by the people. After that, we analyse the historical posture of the Supremo Tribunal Federal as a constitutional court in Brazil, so we can realize the attempts to make it vulnerable to the appeals of governability and economical aims, agains which this court somehow has resisted, stressing its particularities. At the end, it s concluded that even the so-called acts of government, whose judiciary control is mostly repelled, are subjected to a constitutional analysis, last frontier to be explored by the Supremo Tribunal Federal in its role of exposing our republican Constitution

Influência da matéria orgânica dissolvida alóctone e autóctone sobre o balanço de carbono em sistemas aquáticos: um experimento em mesocosmos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Desenpenho aeróbio e controle autonômico cardíaco em idosas praticantes de tai chi chuan e sedentárias

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Estabilidade e robustez de um controlador adaptativo indireto por um modelo de referência e estrutura variável

In this thesis, it is developed the robustness and stability analysis of a variable structure model reference adaptive controller considering the presence of disturbances and unmodeled dynamics. The controller is applied to uncertain, monovariable, linear time-invariant plants with relative degree one, and its development is based on the indirect adaptive control. In the direct approach, well known in the literature, the switching laws are designed for the controller parameters. In the indirect one, they are designed for the plant parameters and, thus, the selection of the relays upper bounds becomes more intuitive, whereas they are related to physical parameters, which present uncertainties that can be known easier, such as resistances, capacitances, inertia moments and friction coefficients. Two versions for the controller algorithm with the stability analysis are presented. The global asymptotic stability with respect to a compact set is guaranteed for both cases. Simulation results under adverse operation conditions in order to verify the theoretical results and to show the performance and robustness of the proposed controller are showed. Moreover, for practical purposes, some simplifications on the original algorithm are developed

Controle vetorial de velocidade de uma máquina de indução sem mancais trifásica com bobinado dividido utilizando estimação neural de fluxo

This work describes the study and the implementation of the vector speed control for a three-phase Bearingless induction machine with divided winding of 4 poles and 1,1 kW using the neural rotor flux estimation. The vector speed control operates together with the radial positioning controllers and with the winding currents controllers of the stator phases. For the radial positioning, the forces controlled by the internal machine magnetic fields are used. For the radial forces optimization , a special rotor winding with independent circuits which allows a low rotational torque influence was used. The neural flux estimation applied to the vector speed controls has the objective of compensating the parameter dependences of the conventional estimators in relation to the parameter machine s variations due to the temperature increases or due to the rotor magnetic saturation. The implemented control system allows a direct comparison between the respective responses of the speed and radial positioning controllers to the machine oriented by the neural rotor flux estimator in relation to the conventional flux estimator. All the system control is executed by a program developed in the ANSI C language. The DSP resources used by the system are: the Analog/Digital channels converters, the PWM outputs and the parallel and RS-232 serial interfaces, which are responsible, respectively, by the DSP programming and the data capture through the supervisory system

Análise e desenvolvimento de controladores preditivos multivariáveis baseados em multi-modelos bilineares

This work addresses issues related to analysis and development of multivariable predictive controllers based on bilinear multi-models. Linear Generalized Predictive Control (GPC) monovariable and multivariable is shown, and highlighted its properties, key features and applications in industry. Bilinear GPC, the basis for the development of this thesis, is presented by the time-step quasilinearization approach. Some results are presented using this controller in order to show its best performance when compared to linear GPC, since the bilinear models represent better the dynamics of certain processes. Time-step quasilinearization, due to the fact that it is an approximation, causes a prediction error, which limits the performance of this controller when prediction horizon increases. Due to its prediction error, Bilinear GPC with iterative compensation is shown in order to minimize this error, seeking a better performance than the classic Bilinear GPC. Results of iterative compensation algorithm are shown. The use of multi-model is discussed in this thesis, in order to correct the deficiency of controllers based on single model, when they are applied in cases with large operation ranges. Methods of measuring the distance between models, also called metrics, are the main contribution of this thesis. Several application results in simulated distillation columns, which are close enough to actual behaviour of them, are made, and the results have shown satisfactory

Sistema de detecção e isolamento de falhas em sistemas dinâmicos baseado em identificação paramétrica

The present research aims at contributing to the area of detection and diagnosis of failure through the proposal of a new system architecture of detection and isolation of failures (FDI, Fault Detection and Isolation). The proposed architecture presents innovations related to the way the physical values monitored are linked to the FDI system and, as a consequence, the way the failures are detected, isolated and classified. A search for mathematical tools able to satisfy the objectives of the proposed architecture has pointed at the use of the Kalman Filter and its derivatives EKF (Extended Kalman Filter) and UKF (Unscented Kalman Filter). The use of the first one is efficient when the monitored process presents a linear relation among its physical values to be monitored and its out-put. The other two are proficient in case this dynamics is no-linear. After that, a short comparative of features and abilities in the context of failure detection concludes that the UFK system is a better alternative than the EKF one to compose the architecture of the FDI system proposed in case of processes of no-linear dynamics. The results shown in the end of the research refer to the linear and no-linear industrial processes. The efficiency of the proposed architecture may be observed since it has been applied to simulated and real processes. To conclude, the contributions of this thesis are found in the end of the text