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

Comunidades tradicionais em áreas protegidas: convergências e lacunas da Política Urbana e Ambiental na Reserva de Desenvolvimento Sustentável Estadual Ponta do Tubarão/RN

This work presents a reflection on possibilities and boundaries of consolidation and expansion of human settlements characterized as traditional communities that are located within protected areas, using as study reference the State Sustainable Development Reserve Ponta do Tubarão, at Rio Grande do Norte state. The main topics highlight the conflict between the right to housing and the prevalence of fundamental rights of traditional populations, opposed to the diffuse right to environment, according to the regulatory framework of the Brazilian Urban and Environmental Policies. At the same time that these settlements, historically built, are substantiated by the principles of recognition of rights to traditional populations, they are in a condition of complexity to the resolution of conflicts in its urban dimension and lead to an impairment of natural sites. This work questions how the instruments of land use and occupation are defined and relate to environmental planning, especially considering that the settlements are located in Permanent Preservation Areas (APP). It aims to further the discussion of the urban dimension in settlements, characterizing its formation and growth process, to identify the gaps and convergences between the Urban and Environmental Policy, under the foundations of a socio-environmental approach. The results spotlights the conflicts between occupation and natural areas, inferring that the definition of Urban Policies instruments and its integration with Environmental Policies instruments account for essential and priority actions to the achievement to the rights to a sustainable city, as determined in the Cities Statute and environmental protection goals, defined for the Conservation Units

Efeito da velocidade de aquecimento nas propriedades de produtos da cerâmica estrutural

Heating rate is one of the main variables that determine a fire cycle. In industrial processes that use high temperatures, greater fire great can reduce the cost of production and increase productivity. The use of faster and more efficient fire cycles has been little investigated by the structural ceramic industry in Brazil. However, one of the possibilities that aims at modernizing the sector is the use of roller kilns and the inclusion of natural gas as fuel. Thus, the purpose of this study is to investigate the effect of heating rate on the technological properties of structural ceramic products. Clay raw materials from the main ceramic industries in the state of Rio Grande do Norte were characterized. Some of the raw materials characterized were formulated to obtain the best physical and mechanical properties. Next, raw materials and formulations were selected to study the influence of heating rate on the final properties of the ceramic materials. The samples were shaped by pressing and extrusion and submitted to rates of 1 °C/min, 10 °C/min and 20 °C/min, with final temperatures of 850 °C, 950 °C and 1050 °C. Discontinuous cycles with rates of 10 °C/min or 15 °C/min up to 600 °C and a rate of 20 °C/min up to final temperature were also investigated. Technological properties were determined for all the samples and microstructural analysis was carried out under a number of fire conditions. Results indicate that faster and more efficient fire cycles than those currently in practice could be used, limiting only some clay doughs to certain fire conditions. The best results were obtained for the samples submitted to slow cycles up to 600 °C and fast fire sinterization up to 950 °C. This paper presents for the first time the use of a fast fire rate for raw materials and clay formulations and seeks to determine ideal dough and processing conditions for using shorter fire times, thus enabling the use of roller kilns and natural gas in structural ceramic industries

Avaliação de produtos naturais no controle de biofilmes formados em sistema dinâmico

The biofilms microbial forms of association are responsible for generating, accelerating and / or induce the process of corrosion. The damage generated in the petroleum industry for this type of corrosion is significatives, representing major investment for your control. The aim of this study was to evaluate such tests antibiograms the effects of extracts of Jatropha curcas and essential oil of Lippia gracilis Schauer on microrganisms isolated from water samples and, thereafter, select the most effective natural product for further evaluation of biofilms formed in dynamic system. Extracts of J. curcas were not efficient on the complete inhibition of microbial growth in tests type antibiogram, and essential oil of L. gracilis Schauer most effective and determined for the other tests. A standard concentration of essential oil of 20 μL was chosen and established for the evaluation of the biofilms and the rate of corrosion. The biocide effect was determined by microbial counts of five types of microorganisms: aerobic bacteria, precipitating iron, total anaerobic, sulphate reducers (BRS) and fungi. The rate of corrosion was measured by loss of mass. Molecular identification and scanning electron microscopy (SEM) were performed. The data showed reduction to zero of the most probable number (MPN) of bacteria precipitating iron and BRS from 115 and 113 minutes of contact, respectively. There was also inhibited in fungi, reducing to zero the rate of colony-forming units (CFU) from 74 minutes of exposure. However, for aerobic and anaerobic bacteria there was no significant difference in the time of exposure to the essential oil, remaining constant. The rate of corrosion was also influenced by the presence of oil. The essential oil of L. gracilis was shown to be potentially effective

Desenvolvimento de uma unidade pirolítica com reator de cilindro rotativo: obtenção de bio-óleo

The demand for alternative sources of energy drives the technological development so that many fuels and energy conversion processes before judged as inadequate or even non-viable, are now competing fuels and so-called traditional processes. Thus, biomass plays an important role and is considered one of the sources of renewable energy most important of our planet. Biomass accounts for 29.2% of all renewable energy sources. The share of biomass energy from Brazil in the OIE is 13.6%, well above the world average of participation. Various types of pyrolysis processes have been studied in recent years, highlighting the process of fast pyrolysis of biomass to obtain bio-oil. The continuous fast pyrolysis, the most investigated and improved are the fluidized bed and ablative, but is being studied and developed other types in order to obtain Bio-oil a better quality, higher productivity, lower energy consumption, increased stability and process reliability and lower production cost. The stability of the product bio-oil is fundamental to designing consumer devices such as burners, engines and turbines. This study was motivated to produce Bio-oil, through the conversion of plant biomass or the use of its industrial and agricultural waste, presenting an alternative proposal for thermochemical pyrolysis process, taking advantage of particle dynamics in the rotating bed that favors the right gas-solid contact and heat transfer and mass. The pyrolyser designed to operate in a continuous process, a feeder containing two stages, a divisive system of biomass integrated with a tab of coal fines and a system of condensing steam pyrolytic. The prototype has been tested with sawdust, using a complete experimental design on two levels to investigate the sensitivity of factors: the process temperature, gas flow drag and spin speed compared to the mass yield of bio-oil. The best result was obtained in the condition of 570 oC, 25 Hz and 200 cm3/min, temperature being the parameter of greatest significance. The mass balance of the elementary stages presented in the order of 20% and 37% liquid pyrolytic carbon. We determined the properties of liquid and solid products of pyrolysis as density, viscosity, pH, PCI, and the composition characterized by chemical analysis, revealing the composition and properties of a Bio-oil.