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

Modelagem estocástica do índice de radiação ultravioleta na costa leste do nordeste do Brasil

The increase in ultraviolet radiation (UV) at surface, the high incidence of non-melanoma skin cancer (NMSC) in coast of Northeast of Brazil (NEB) and reduction of total ozone were the motivation for the present study. The overall objective was to identify and understand the variability of UV or Index Ultraviolet Radiation (UV Index) in the capitals of the east coast of the NEB and adjust stochastic models to time series of UV index aiming make predictions (interpolations) and forecasts / projections (extrapolations) followed by trend analysis. The methodology consisted of applying multivariate analysis (principal component analysis and cluster analysis), Predictive Mean Matching method for filling gaps in the data, autoregressive distributed lag (ADL) and Mann-Kendal. The modeling via the ADL consisted of parameter estimation, diagnostics, residuals analysis and evaluation of the quality of the predictions and forecasts via mean squared error and Pearson correlation coefficient. The research results indicated that the annual variability of UV in the capital of Rio Grande do Norte (Natal) has a feature in the months of September and October that consisting of a stabilization / reduction of UV index because of the greater annual concentration total ozone. The increased amount of aerosol during this period contributes in lesser intensity for this event. The increased amount of aerosol during this period contributes in lesser intensity for this event. The application of cluster analysis on the east coast of the NEB showed that this event also occurs in the capitals of Paraiba (João Pessoa) and Pernambuco (Recife). Extreme events of UV in NEB were analyzed from the city of Natal and were associated with absence of cloud cover and levels below the annual average of total ozone and did not occurring in the entire region because of the uneven spatial distribution of these variables. The ADL (4, 1) model, adjusted with data of the UV index and total ozone to period 2001-2012 made a the projection / extrapolation for the next 30 years (2013-2043) indicating in end of that period an increase to the UV index of one unit (approximately), case total ozone maintain the downward trend observed in study period

Avaliação da eficiência dos investimentos do programa Inova-RN em micro e pequenas empresas Uma integração da análise envoltória de dados e índice Malmquist

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Remoção de hidrocarbonetos do gás natural visando o ajuste do índice de metano

The use of the natural gas is growing year after year in the whole world and also in Brazil. It is verified that in the last five years the profile of natural gas consumption reached a great advance and investments had been carried through in this area. In the oil industry, the use of the natural gas for fuel in the drive of engines is usual for a long date. It is also used to put into motion equipment, or still, to generate electric power. Such engines are based on the motor cycle of combustion Otto, who requires a natural gas with well definite specification, conferring characteristic anti-detonating necessary to the equipment performance for projects based on this cycle. In this work, process routes and thermodynamic conditions had been selected and evaluated. Based on simulation assays carried out in commercial simulators the content of the methane index of the effluent gas were evaluated at various ranges of pressure, temperature, flowrate, molecular weight and chemical nature and composition of the absorbent. As final result, it was established a route based on process efficiency, optimized consumption of energy and absorbent. Thereby, it serves as base for the compact equipment conception to be used in locu into the industry for the removal of hydrocarbon from the natural gas produced

Remoção de nitrogênio em biofiltros aerado e anóxico, com alto índice de vazios e sem remoção de lodo

The improper disposal of nitrogen in receiving water courses causes problems such as toxicity to living beings through the consumption of oxygen to meet the nitrogen demand, eutrophication and nitrate contamination of aquifers. For this reason it is often necessary to be carried out complementary treatment of wastewater to eliminate or reduce the concentration of this compound in the wastewater. The objective of this study is to evaluate the biological removal of nitrogen compounds using submerged aerated and anoxic filters as post-treatment of an anaerobic system, with low cost and innovative technology, which in previous studies has shown high removal efficiency of organic matter and great potential biological nitrogen compounds removal. The simple design with perforated hoses for air distribution and filling with plastic parts proved to be very efficient in relation to organic matter removal and nitrification. The system presented, in the best stage, efficiency in converting ammonia to nitrate by 71%, and produced a final effluent concentration below 10 mg / L of NH3-N. In addition, carbon concentration was removed by 77%, producing final effluent with 24 mg/L COD. However, denitrification in anoxic filter was not effective even with the addition of an external carbon source. There was a reduction of up to 56% of nitrogen caused by the process of simultaneous nitrification and denitrification (SND). The high voids space presented by this type of support material coupled with direct aeration of the sludge, allows the respiration of biomass retained between the endogenous phase, increased cell retention time and sludge retention capacity, producing a final effluent with turbidity less than 5 UT and total suspended solids around 5.0 mg/L

Avaliação clínica da relação entre o índice de placa, índice gengival, alinhamento dental, mucosa ceratinizada, tipo de periodonto e distúrbios oclusais com a ocorrência de recessão gengival

This study clinically evaluated the relationship of gingival recessions with the periodontal index of gingival and plaque, dental alignment, keratinized mocous, type of periodontal, and occlusal disorders. Study participants were individuals aged between 19 and 33 years. The evaluations were performed by using questionnaires and clinical examinations. In subjects examined, the teeth were assessed and divided into groups (Molars, premolars, canines and incisors). The gingival recession were measured in the central region of the teeth and individuals were subject to disclosure to the plate and observing the poll of plaque and gingival index, respectively. 558 teeth were examined, with 24.1%, 135 had gingival recession greater than or equal to 1mm. Through the combination of tests used to evaluate the average of the recession and its relationship with the variables studied, we observed that the degree of recession of the elements assessed dental showed, almost for the most part, when higher values associated with the index plaque (p = 0.101), Gingival Index (p = 0.053), dental alignment (p = 0.962), width of keratinized mocous (p = 0.004) and type of periodontium (p = 0.033), however statistically significant difference could only be considered when related the recessions in the keratinized mocous and the type of the periodontium. Although we identify, when we evaluate the whole set of teeth that occlusal disturbances (p = 0.002) were more strongly associated with cases of gum recession that the gingival index (p = 0.006), however, these two conditions were correlated with the cases of recession, contributing to its occurrence

Estudo imuno-histoquímico da expressão da glut-1 e mensuração do índice angiogênico (CD34) em adenomas pleomórficos, carcinomas adenóides císticos e carcinomas mucoepidermóides de glândulas salivares

The expression of glucose transporter protein 1 (GLUT-1), as well the angiogenesis has been associated to clinical behavior and aggressiveness in tumors of various origin. It is believed that the expression of this protein denotes metabolic demand of the tumor cells and, thus its influence upon the formation of new blood vessels. Pleomorphic adenoma (PA) and the adenoid cystic carcinoma (ACC) and mucoepidermoid carcinoma (MEC) represent, respectively, the most commom benign and malignant tumors of salivary glands. The aim of this study was to analyze and compare the immunohistochemical expression of GLUT-1 and its correlation with angiogenesis in cases of PAs, ACCs and MECs considering their histological grades. The sample consisted of 20 PAs, 20 ACCs and 10 MECs. The cases were analyzed and classified according to their histological grades. The expression of GLUT-1 was evaluated in the parenchyma lesions, establishing the percentage of immunopositive cells, according to the following scores: 0 (no cell immunomarked), 1 (up to 25% of tumor cells immunostained), 2 (25 - 50% of tumor cells immunostained) and 3 (more than 50% of tumor cells immunostained). The angiogenic index was analyzed by counting the microvessels immunostained by anti-CD34 antibody, in 5 fields (200X). The analysis of the expression of GLUT-1 in tumor parenchyma showed statistically significant differences between benign and malignant groups (p = 0.022). The average number of microvessels in PAs was 40.4, 21.2 in ACCs and 66.5 in MECs, with significant differences between groups (p <0.001). When compared to the expression of GLUT-1 and angiogenic index as a whole, there was no significant correlation between the number of microvessels and the expression of GLUT-1 (r = 0.211, p = 0.141). In conclusion, the results of this study suggest not only that differences in biological behavior between PAs, ACCs and MECs may be associated to the expression of GLUT-1, but also that benign and malignant salivary gland present differences in the average number of microvessels, with higher levels considered more aggressive tumors. Furthermore, the number of newly formed microvessels can be independent of the metabolic demand of the tumor cells

Estudo da imunoexpressão de RANKL e OPG, do índice angiogênico (CD34) e da presença de miofibroblastos (α-SMA) em ceratocistos odontogênicos isolados e associados à síndrome de Gorlin

The odontogenic keratocysts are distinguished from other odontogenic cystic lesions by their potentially aggressive clinical behavior and association, in some cases, with Gorlin syndrome. Studies have suggested that syndrome keratocysts, in comparison with sporadic lesions, have higher growth and infiltration capacity and higher recurrence tendency. The aim of this study was to analyze, by means of immunohistochemistry, the expressions of receptor activator of nuclear factor κB ligand (RANKL) and osteoprotegerin (OPG), the angiogenic index (CD34) and the presence of myofibroblasts (α-SMA) in primary and recurrent sporadic keratocysts and in keratocysts associated with Gorlin syndrome. The sample was composed by 30 sporadic keratocysts (22 primary and 8 recurrent) and 22 syndrome keratocysts. In the epithelium and in the fibrous capsule of the lesions, the immunoexpression of RANKL and OPG was evaluated by determination of the percentage of positive cells, according to the following scores: 0 (less than 10% of positive cells), 1 (11% - 50% of positive cells), 2 (51% - 75% of positive cells) and 3 (more than 76% of positive cells). In addition, cases were classified according to the RANKL score/ OPG score ratio, as follows: RANKL > OPG, RANKL < OPG, and RANKL = OPG. The angiogenic index was analyzed by counting the microvessels immunoreactive to anti-CD34 antibody in 5 fields (200). The analysis of myofibroblasts was performed by counting the cells immunoreactive to anti-α-SMA antibody in 10 fields (400). The analysis of the expressions of RANKL and OPG in the epithelial lining and in the fibrous capsule did not reveal significant differences between groups (p > 0.05). Regarding the RANKL/ OPG ratio in the epithelial lining, most sporadic primary (54.5%) and syndrome lesions (59.1%) showed RANKL < OPG ratio and RANKL = OPG ratio, respectively (p > 0.05). With respect to the RANKL/ OPG ratio in the fibrous capsule, the majority of sporadic primary (81.8%) and sporadic recurrent lesions (75.0%) and most syndrome lesions (45.5%) showed RANKL = OPG ratio (p > 0.05). The mean number of microvessels was 69.2 in sporadic primary lesions, 67.6 in recurrent lesions, and 71.6 in syndrome lesions, with no significant differences between groups (p > 0.05). The mean number of myofibroblasts was 34.4 in sporadic primary lesions, 29.3 in recurrent lesions, and 33.7 in syndrome lesions, with no significant differences between groups (p > 0.05). In conclusion, the results of the present study suggest that the differences in the biological behavior between sporadic keratocysts and keratocysts associated with Gorlin syndrome may not be related to the expressions of RANKL and OPG, the RANKL/ OPG ratio, the angiogenic index or the number of myofibroblasts in these lesions

Monitoramento das águas da bacia hidrográfica pirangi pela determinação dos índices de qualidade da água-iqa e índice de toxidez-it

The problems of water supply in Northeast Brazil are severe and require more focused studies. This work was intended to assess water quality in the watershed Pirangi, located in the Northeastern state of the newborn using the Water Quality Index, AQI associated with the Index of Toxicity-IT. The data presented in this study were collected in November 2008, June 2009 and March 2010 at eight sampling stations distributed throughout the basin. The study covered nine parameters, based on guidelines established by CETESB, and seven members of Metal Toxicity index-IT. These waters are framed in the classification between GOOD and BAD showing AQI 41.34 minimum and a maximum of 76.23. Virtually all seven metals analyzed were below the detection limits of ICP-OES giving IT a water equal to one when they are absent and 0 when there are levels of trace metals

Índice de aromaticidade baseado na deslocalização, degenerescência e densidade (D3BIA) para acenos e moléculas homoaromáticas

The aromaticity index is an important tool for the investigation of aromatic molecules. This work consists on new applications of the aromaticity index developed by teacher Caio Lima Firme, so-called D3BIA (density, delocalization, degeneracy-based index of aromaticity). It was investigated its correlation with other well-known aromaticity indexes, such as HOMA (harmonic oscillator model of aromaticity), NICS (nucleus independent chemical shielding), PDI (para-delocalization index), magnetic susceptibility (), and energetic factor in the study of aromaticity of acenes and homoaromatic species based on bisnoradamantanyl cage. The density functional theory (DFT) was used for optimization calculations and for obtaining energetic factors associated with aromaticity and indexes HOMA and NICS. From quantum theory of atoms in molecules (QTAIM) it was obtained the indexes D3BIA, PDI and . For acenes, when the over-mentioned indexes were applied it was observed no correlation except for D3BIA and HOMA (R2=0.752). For bisnoradamantenyl dication and its derivatives, it was obtained a good correlation between D3BIA and NICS. Moreover, it was evaluated solely one of the factors used on D3BIA calculation, the delocalization index uniformity (DIU), so as to investigate its possible influence on stability of chemical species. Then, the DIU was compared with the formation Gibbs free energy of some pairs of carbocations, isomers or not, which each pair had small difference in point group symmetry and no difference among other well-known stability factors. The obtained results indicate that DIU is a new stability factor related to carbocations, that is, the more uniform the electron density delocalization, the more stable the is carbocation. The results of this work validate D3BIA and show its importance on the concept of aromaticity, indicating that it can be understood from degeneracy of atoms belonging the aromatic site, the electronic density in the aromatic site and the degree of uniformity of electron delocalization

Algoritmos de agrupamentos fuzzy intervalares e índice de validação para agrupamento de dados simbólicos do tipo intervalo

Symbolic Data Analysis (SDA) main aims to provide tools for reducing large databases to extract knowledge and provide techniques to describe the unit of such data in complex units, as such, interval or histogram. The objective of this work is to extend classical clustering methods for symbolic interval data based on interval-based distance. The main advantage of using an interval-based distance for interval-based data lies on the fact that it preserves the underlying imprecision on intervals which is usually lost when real-valued distances are applied. This work includes an approach allow existing indices to be adapted to interval context. The proposed methods with interval-based distances are compared with distances punctual existing literature through experiments with simulated data and real data interval

Uso do índice de pobreza hídrica (WPI) através da análise de componentes principais

To contribute in the performance of policies and strategies formulated by development agencies, indexes have been created in anticipation of expressing the multiple dimensions of water resources in an easily interpretable form. Use of Hydro Poverty Index ( WPI) is spreading worldwide , with the same formed by the combination of sub - indices Resource, access, capacity , use and environment. S ome critics a s to its formation have emerged, a mong them stands out the allo cation of weights of sub - indexes , made by an arbitrary process attributing subjectivity to the selection criteria. By involving statistical analysis, when considering the characteristics of the variables generated by the Principal Component Analysis (PCA), it turns out that it is able to solve this problem. The objective of this study is to compare the results of the original WPI with content generated by Principal Com ponent Analysis (PCA) for the indicati on of the weights of sub - indec es applicable in the Seridó River hydrographic Basin . We conclude that the use of Principal Component Analysis in the allocation of weights of Water Poverty Index has identified the sub - indices Resources, Access and Environment are the most representative for the river basin Seridó , and that this new index, WPI' , presented the most comprehensive ranges of values , allowing more easily identify disparities among municipalities. In addition, t he evaluation of the sub - indec es in the study area has great potential to inform the decision - maker in the management of water resources, the most critical locations and deserve greater investments in the aspects analyzed, as the index itself can not cap ture this information.

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