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

HIV/AIDS e estilo de vida: parâmetros imunológicos, virológicos, síndrome lipodistrófica e sua relação com a prática de exercícios

This descriptive study aimed to investigate the relationship between expression of immunological (TCD4 +) and virological (viral load) parameters, lipodystrophy syndrome and lifestyle variables of people living with HIV who underwent a program of physicalexercise. Initially, the sample was composed by 17 persons, recorded at the Department of Giselda Trigueiro Hospital Care (GTH), Natal-RN . With the passing of the stages of intervention (physical training program- PTP) the number of participants has changed (17, 9, 8 and 7) as the training phases (I, II, III and IV). Data collected were on total cholesterol, High Density Lipoprotein (HDL) and triglycerides. The % fat (% F), body mass index (BMI), waist-hip ratio (WHR), lean mass (LM), central fat (BF), total (TF) and peripheral (PF), weight and height were used to measure the morphological parameters. For control of variables (TCD4 +, viral load, Triglycerides, Cholesterol, HDL), the information contained in the blood tests every four months were investigated. After Phase I and II, it was used a structured interview. Then sampling was carried out considering the pre-and post-tests 1, 2, 3 and 4 (after 16, 32, 48 and 64 weeks of training, respectively). Daily, the intensity of the work was checked by the scale of perceived exertion for exercises adapted to resistance34. Procedures used were descriptive statistics (dispersion, absolute and relative frequencies, means, standard deviations and minimum and maximum values) as well as Spearman linear correlation adopting a significance level of p ≤ 0.05. Positive changes were observed for TCD4 + and viral load in all phases of the PTP. For the morphological components, the loss of central subcutaneous fat (CSF) and total subcutaneous fat (TSF) for both sexes and the decrease in % BF among women were the most dramatic results after the training phase I. For men, results were more significant to % F and LM in Phases I and II and peripheral subcutaneous fat (PSF) declined in all phases of the exercise. As for women, results were more expressive for % F and TM in the phases I and II and the PSF decreased in all phases of the exercise. Whereas for women, the waist/hip ratio (WCQ) and 0% F decreased and showed a positive association with triglycerides (WHR r * 0.82, p 0.042, r 0.88 TSF *, p 0.019 and r 1.00 ** CSF, p <0.001) and among men with limb subcutaneous fat (LSF)* r 0.65, p 0.029). The PTP provided improvement in the health, self-esteem and quality of life, proving to be a possible strategy to positively influence the expression of immunological parameters (TCD4 +) and virological (viral load) and morphological components of people living with HIV causing no deleterious effects in these parameters

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

Estudo da circulação hidrodinâmica e da dispersão de óleo na zona costeira entre Macau e Galinhos RN

This paper presents a study on coastal hydrodynamics and the spread of an oil spill in waters off Macau and Galinhos, on the east coast of the state of Rio Grande do Norte in Northeast Brazil. This area has a very marked coastal dynamic owing to the complexity of its geomorphological features, developed in a regime of semidiurnal mesotides involving reefs, spits, estuaries, mangroves, lakes and dunes. The region also plays an important role in the socioeconomic development of the state, given that the production of oil, natural gas, salt and shrimp is concentrated there. The series of oil platforms is interconnected by a pipeline system that carries oil to the local terminal. This pipeline could leak at any moment, causing immense ecological damage. To gauge the risks of an oil leak and resulting contamination of the coastal region, two hydrodynamic scenarios were simulated. The results obtained were used to implement a contaminant transport model with the creation of various oil leak scenarios modeled at different volumes (from small to large) and intensities (sporadic and continuous), at points considered critical for the model (on two platforms and at two pipeline intersections), under different wind (summer and winter) and tidal (high and low at new, full and quarter moon phases) conditions. The use of hydrodynamic circulation computer models as a tool for representing a real project design has been increasingly frequent in recent years, given that they enable the realistic simulation of the hydrodynamic circulation pattern in bodies of water and an analysis of the impacts caused by contaminants released into the water. This study used the computer models contained in SisBAHIA®, in continuous development in the area of Coastal Engineering and Oceanography at COPPE/UFRJ

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

Simulações da ação do vento e da dispersão de contaminantes no estuário do Rio Potengi/ Brasil

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Excitações em cristais fotônicos unidimensionais

In this work, we present a theoretical study of the propagation of electromagnetic waves in multilayer structures called Photonic Crystals. For this purpose, we investigate the phonon-polariton band gaps in periodic and quasi-periodic (Fibonacci-type) multilayers made up of both positive and negative refractive index materials in the terahertz (THz) region. The behavior of the polaritonic band gaps as a function of the multilayer period is investigated systematically. We use a theoretical model based on the formalism of transfer matrix in order to simplify the algebra involved in obtaining the dispersion relation of phonon-polaritons (bulk and surface modes). We also present a quantitative analysis of the results, pointing out the distribution of the allowed polaritonic bandwidths for high Fibonacci generations, which gives good insight about their localization and power laws. We calculate the emittance spectrum of the electromagnetic radiation, in THZ frequency, normally and obliquely incident (s and p polarized modes) on a one-dimensional multilayer structure composed of positive and negative refractive index materials organized periodically and quasi-periodically. We model the negative refractive index material by a effective medium whose electric permittivity is characterized by a phonon-polariton frequency dependent dielectric function, while for the magnetic permeability we have a Drude like frequency-dependent function. Similarity to the one-dimensional photonic crystal, this layered effective medium, called polaritonic Crystals, allow us the control of the electromagnetic propagation, generating regions named polaritonic bandgap. The emittance spectra are determined by means of a well known theoretical model based on Kirchoff s second law, together with a transfer matrix formalism. Our results shows that the omnidirectional band gaps will appear in the THz regime, in a well defined interval, that are independent of polarization in periodic case as well as in quasiperiodic case

Estrutura genética de Chromis multilineata (Guichenot, 1853) (Perciformes Pomacentridae) na costa NE do Brasil e ilhas oceânicas: evidências de um passado evolutivo instável.

The fauna of Brazilian reef fishes comprises approximately 320 species distributed along the coast of the mainland and islands ocean. Little is known about the levels of connectivity between their populations, but has been given the interest in the relations between the offshore and the islands of the Brazil, in a biogeographical perspective. The oceanic islands Brazilian hosting a considerable number of endemic species, which are locally abundant, and divide a substantial portion of its reef fish fauna with the Western Atlantic. Among the richest families of reef fish in species are Pomacentridae. This study analyzed through analysis of sequences of the mitochondrial DNA control region (D-loop), the standards-breeding population of C. Multilineata in different areas of the NE coast of Brazil, involving both oceanic islands (Fernando de Noronha Archipelago and of St. Peter and St. Paul) and continental shelf (RN and BA). To this aim, partial sequences were used in the region HVR1 of mtDNA (312pb). The population structure and parameters for the estimates of genetic variability, molecular variance (AMOVA), estimation of the index for fixing (FST) and number of migrants were determined. The phylogenetic relationships between the populations were estimated using neighbor-joining (NJ) method. A group of Bayesian analysis was used to verify population structure, according to haplotype frequency of each individual. The genetic variability of populations was extremely high. The populations sampled show moderate genetic structure, with a higher degree of genetic divergence being observed for the sample of the Archipelago of St. Peter and St. Paul. At smaller geographical scale, the sample of Rio Grande do Norte and the Archipelago of Fernando de Noronha do not have genetic differentiation. Three moderately differentiated population groups were identified: a population group (I), formed by the Rio Grande do Norte (I') and the archipelago of Fernando de Noronha (I''), and two other different groups formed by the island population of the archipelago of Saint Peter and St. Paul (II) and Bahia (III). The genetic patterns found suggest that the species has suffered a relatively recent radiation favoring the absence of shared haplotypes. C. multilineata seems to constitute a relatively homogenous population along the West Atlantic coast, with evidence of a moderate population genetic structure in relation to the Archipelago of St. Peter and St. Paul. These data supports the importance of the dispersal larvae by marine current and the interpopulation similarity this species.

Sair curado para a vida e para o bem: diagramas, linhas e dispersão de forças no complexus nosoespacial do Hospital de Caridade Juvino Barreto (1909-1927)

This work has as object of study the Hospital de Caridade Juvino Barreto, nosocomial institution located in the city of Natal (RN), between the Praia de Areia Preta and the Monte Petrópolis, focusing on the period from 1909, the year in which the new hospital building was constructed and opened, and 1927, the date of the transfer of administration of the public domain to the newly created Sociedade de Assistência Hospitalar (SAH). We study the conditions of possibility of the emergence of this hospital space in the urban environment of the capital of Rio Grande do Norte, seeking to understand the different tactics and strategies implemented by the historical subjects involved in the formation of this institution nosocomial. Starting from a corpus of documents consisting of medical memories (with Dr. Januário Cicco as privileged observer), information present in newspapers (the Republic and the Christmas Journa l), photo collection and extensive administrative and legal material (Speeches, Exhibitions, Reports, Laws and Resolutions), we analyzed in detail the medical geography of HCJB, relating the discourses of medicine and geography in choosing the spatial location of the hospital as we examine the architecture of the hospital, its inner spat iality, divisions, forms of space control, and, finally, we discuss the medical practices that took place within it, leading us in this regard, from the experiences of clinical hospital chief, Dr. Januário Cicco, especially the discussion on "ethics" in hospital work. The perception of HCJB as medical nosoespaciality always on the move, incorporated under taxonomic principles based on difference and dispersion forces, led us to articulate it theoretically from the conceptual-methodological arsenal of philosopher Michel Foucault, particularly his reflections of genealogical phase, focusing on the phenomenon of power, a position that allows us to enhance our space-hospital construction, invention, product of power relations, which give the unfinished aspect nosocômio, apparent, always at stake, perpetual non-modeling possibility has previously defined array, establishing it at the field of possible, of virtuality, of power: hospital that could have been and that it was not. Indeed, the investigation of various aspects/elements of hospital space Juvino Barreto revealed us new dimensions of hospital space, far more complex than the simple and the current idea of a place to shelter patients: plasticity and fluidity of space, which is not made to circumscribe the limits of empeiria, engraving up to strength relations fought between different subject; its Constitution as a transitional space, Heterotopic, doing live inside modern elements with premoderns (professional doctors working with religious thought, skeptical of positivist medicine living with the religious faith of the nuns of Santana); the impossibility of thinking hospital space of HCJB while homogeneous unit, static, transistoric, making the spatiality, without considering the profound differences, fractures and dislocations that animated his own existence, multiplying their expressions of identity

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