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

Influência da vermiculita expandida na resistência à compressão e reologia de pastas cimentantes de poços de petróleo

Several problems related to the loss of hydraulic seal in oilwells, causing gas migration and/or contamination of the production zone by water, have been reported. The loss of the hydraulic seal is a consequence of cracks which can be occasioned either by the invasion of gas during the wait on cement or by the expansion of the casing causing the fracture of the cement sheath. In case of the pressure of the formation is higher than the pressure in the annulus, gas can migrate into the slurry and form microannulus, which are channels where gas migrates after the cement is set. Cracks can be also occasioned by the fracture of the cement sheath when it does not withstand the thermal and dynamic loads. In reservoirs where the oil is heavy, steam water injection operation is required in order to get the oil flowing. This operation increases the temperature of the casing, and then it expands and causes the fracture of the cement sheath in the annulus. When the failures on the cement are detected, remedial cementing is required, which raise costs caused by the interventions. Once the use of cement in the construction civil sector is older than its use in the petroleum sector, it is common to bring technologies and solutions from the civil construction and apply them on the petroleum area. In this context, vermiculite, a mineral-clay widely encountered in Brazil, has been used, on its exfoliated form, in the civil construction, especially on the manufacture of lights and fireproof concretes with excellent thermal and acoustical properties. It has already been reported in scientific journals, studies of the addition of exfoliated vermiculite in Portland cements revealing good properties related to oilwell cementing operations. Thus, this study aimed to study the rheological behavior, thickening time, stability and compressive strength of the slurries made of Portland cement and exfoliated vermiculite in 5 different compositions, at room temperature and heated. The results showed that the compressive strength decreased with the addition of exfoliated vermiculite, however the values are still allowed for oiwell cementing operations. The thickening time of the slurry with no exfoliated vermiculite was 120 min and the thickening time of the slurry with 12 % of exfoliated vermiculite was 98 min. The stability and the rheological behavior of the slurries revealed that the exfoliated vermiculite absorbed water and therefore increased the viscosity of the slurries, even though increasing the factor cement-water. The stability experiment carried out at 133 ºF showed that, there was neither sedimentation nor reduction of the volume of the cement for the slurry with 12 % of exfoliated vermiculite. Thus, the addition of exfoliated vermiculite accelerates the set time of the cement and gives it a small shrinkage during the wait on cement, which are important to prevent gas migration

Análise de propriedades térmicas e mecânicas de compósitos de argamassa e resíduo de borracha

Although already to exist alternative technique and economically viable for destination of used tires, quantitative data on properties of constructive elements that use the rubber waste as aggregate still are restricted. In the present work, the waste proceeding from industry of retreading as material for manufacture of composite destined to the production of constructive elements was considered. Mechanical and thermal properties of mortar had been analyzed Portland cement with addition of waste without treatment, in the ratios of 10%, 20% and 30% in mass in relation to the mass of the cement, substituting the aggregate in the trace in mortar 1:5 mass cement and sand. The size of the used residue varied between 0,30mm and 4,8mm (passing in the bolter 4,8mm and being restrained in the one of 0,30mm), being it in the formats fibers and granular. The influences of the size and the percentage of residue added to the mortar (in substitution to the aggregate) in the thermal and mechanical properties had been considered. Assays of body-of-test in thestates had been become fullfilled cool (consistency index) and hardened (absorption of water for capillarity, strength the compression, traction and strength flexural). The work is centralized in the problem of the relation thermal performance /strength mechanics of used constructive systems in regions of low latitudes (Been of the Piauí), characterized for raised indices of solar radiation.

Aproveitamento de resíduos minerais na formulação de argamassas para a construção civil

Current environmental concerns include the excessive consumption and inefficient use of non-renewable natural resources. The construction industry is considered one of the largest consumers of natural raw materials, significantly contributing to the environmental degradation of the planet. The use of calcareous quarry (RPPC) and porcelain tile polishing residues (RPP) as partial replacements of the cement in mortars is an interesting alternative to minimize the exploration of considerably large amounts of natural resources. The present study aimed at investigating the properties of fresh and hardened mortars produced using residues to replace cement. The residues used were fully characterized to determine their specific mass, unitary mass, particle size distribution and morphology, and composition. The performance of the mortars was compared to that of reference compositions, prepared without residues. A total of 18 compositions were prepared, 16 using residues and 2 reference ones. The mortars were prepared using Portland CP II F 32 cement, CH I hydrated lime, river sand and tap water. The compositions of the mortars were 1:1:6 and 1:0.5:4.5 (vol%), and water to cement ratios of 1.87 and 1.45 were used, respectively. The mortars in the fresh state were evaluated by consistency index, water retention, density of mass and incorporated air content tests. In their hardened state, the mortars were evaluated by apparent mass density, modulus of elasticity, flexural tensile strength, compressive strength and water absorption by capillarity. The mortars were also analyzed by scanning electron microscopy, energy dispersive spectroscopy, X-ray diffraction and fluorescence. Finally, they were classified according to NBR 13281 standards. The mortars prepared using residues partially replacing the cement exhibited lower modulus of elasticity compared to the reference compositions, thus improving the performance in their intended use. On the downside, the water absorption by capillarity was affected by the presence of residues and both the tensile and compressive strength were reduced. However, from the overall standpoint, the replacement of cement by calcareous quarry or porcelain tile polishing residues did not result in significant changes in the properties of the mortars. Therefore, compositions containing these residues can be used in the construction industry

Síntese, aplicação e avaliação do efeito do teor de fósforo da celulose fosfatada em argamassa de alvenaria com aditivo comercial a base de hidroxi-etil-metil celulose (HEMC)

Generally, cellulose ethers improves mortar properties such as water retention, workability and setting time, along with adherence to the substrate. However, a major disadvantage of the addition of cellulose ethers in mortars is the delay in hydration of the cement. In this paper a cellulose phosphate (Cp) was synthesized water soluble and has been evaluated the effect of their incorporation into mortar based on Portland cement. Cellulose phosphate obtained was characterized by spectrophotometry Fourier transform infrared (FTIR), X-ray diffraction (XRD), elemental analysis and scanning electron microscopy (SEM). Mortar compositions were formulated with varying phosphorus content in cellulose and cellulose phosphate concentrations, when used in partial or total replacement of the commercial additive based hydroxyethyl methyl cellulose (HEMC). The mortars formulated with additives were prepared and characterized by: testing in the fresh state (consistency index, water retention, bulk density and air content incorporated) and in the hardened state (absorption by capillarity, density, flexural and compression strength). In mixtures the proportion of sand:cement of 1:5 (v / v) and factor a / c = 1.31 and water were held constant. Overall, the results showed that the celluloses phosphates employed in mortars added acted significantly when partially substituting the commercial additive. With regard to consistency index, water retention and bulk density in the fresh state and absorption by capillarity and bulk density apparent in the hardened state, showed no appreciable differences as compared to the commercial additive. The incorporated air content in the fresh state reduced markedly, but did not affect other properties. The mortars with cellulose phosphate, partially replacing the commercial additive showed an improvement of the properties of flexural strength and compressive strength

Conversão térmica e termocatalítica à baixa temperatura do óleo de girassol para obtenção de bio-óleo

The use of biofuels remotes to the eighteenth century, when Rudolf Diesel made the first trials using peanut oil as fuel in a compression ignition engine. Based on these trials, there was the need for some chemical change to vegetable oil. Among these chemical transformations, we can mention the cracking and transesterification. This work aims at conducting a study using the thermocatalytic and thermal cracking of sunflower oil, using the Al-MCM-41 catalyst. The material type mesoporous Al-MCM-41 was synthesized and characterized by Hydrothermical methods of X-ray diffraction, scanning electron microscopy, nitrogen adsorption, absorption spectroscopy in the infrared and thermal gravimetric analysis (TG / DTG).The study was conducted on the thermogravimetric behavior of sunflower oil on the mesoporous catalyst cited. Activation energy, conversion, and oil degradation as a function of temperature were estimated based on the integral curves of thermogravimetric analysis and the kinetic method of Vyazovkin. The mesoporous material Al-MCM-41 showed one-dimensional hexagonal formation. The study of the kinetic behavior of sunflower oil with the catalyst showed a lower activation energy against the activation energy of pure sunflower oil. Two liquid fractions of sunflower oil were obtained, both in thermal and thermocatalytic pyrolisis. The first fraction obtained was called bio-oil and the second fraction obtained was called acid fraction. The acid fraction collected, in thermal and thermocatalytic pyrolisis, showed very high level of acidity, which is why it was called acid fraction. The first fraction was collected bio-called because it presented results in the range similar to petroleum diesel

Compressão de Imagens Usando a Função de Peano e a Transformada Wavelet 1D

In this work, spoke about the importance of image compression for the industry, it is known that processing and image storage is always a challenge in petrobrás to optimize the storage time and store a maximum number of images and data. We present an interactive system for processing and storing images in the wavelet domain and an interface for digital image processing. The proposal is based on the Peano function and wavelet transform in 1D. The storage system aims to optimize the computational space, both for storage and for transmission of images. Being necessary to the application of the Peano function to linearize the images and the 1D wavelet transform to decompose it. These applications allow you to extract relevant information for the storage of an image with a lower computational cost and with a very small margin of error when comparing the images, original and processed, ie, there is little loss of quality when applying the processing system presented . The results obtained from the information extracted from the images are displayed in a graphical interface. It is through the graphical user interface that the user uses the files to view and analyze the results of the programs directly on the computer screen without the worry of dealing with the source code. The graphical user interface, programs for image processing via Peano Function and Wavelet Transform 1D, were developed in Java language, allowing a direct exchange of information between them and the user

Influência da adição de cinza do bagaço de cana calcinada em sistemas de pastas para cimentação de poços petrolíferos

Cementing operation is one of the most important stages in the oil well drilling processes and has main function to form hydraulic seal between the various permeable zones traversed by the well. However, several problems may occur with the cement sheath, either during primary cementing or during the well production period. Cements low resistance can cause fissures in the cement sheath and compromise the mechanical integrity of the annular, resulting in contamination of groundwater and producing zones. Several researches show that biomass ash, in particular, those generated by the sugarcane industry have pozzolanic activity and can be added in the composition of the cementing slurries in diverse applications, providing improvements in mechanical properties, revenue and cement durability. Due to the importance of a low cost additive that increases the mechanical properties in a well cementing operations, this study aimed to potentiate the use of sugarcane bagasse ash as pozzolanic material, evaluate the mechanisms of action of this one on cement pastes properties and apply this material in systems slurries aimed to cementing a well with 800 m depth and geothermal gradient of 1.7 °F/100 ft, as much primary cementing operations as squeeze. To do this, the ash beneficiation methods were realized through the processes of grinding, sifting and reburning (calcination) and then characterization by X-ray fluorescence, XRD, TG / DTG, specific surface area, particle size distribution by laser diffraction and mass specific. Moreover, the ash pozzolanic activity added to the cement at concentrations of 0%, 20% and 40% BWOC was evaluated by pozzolanic activity index with lime and with Portland cement. The evaluation of the pozzolanic activity by XRD, TG / DTG and compressive strength confirmed the ash reactivity and indicated that the addition of 20% in the composition of cement slurries produces improvement 34% in the mechanical properties of the slurry cured. Cement slurries properties evaluated by rheological measurements, fluid loss, free fluid, slurry sedimentation, thickening time and sonic strength (UCA) were satisfactory and showed the viability of using the sugarcane ash in cement slurries composition for well cementing

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

Relação entre estresse oxidativo e oesteopenia diabética em ratas pré-menopausadas

The relationship between lipid peroxidation, antioxidant defense and diabetic osteopenia remains unclear. This study evaluated the relationship between lipid peroxidation index, antioxidant defense parameter and bone metabolism in a premenopausal diabetic model by measurements such as thiobarbituric acid-reactive substances concentration (TBARS) and reduced glutathione (GSH) content in brain homogenates, histomorphometric analysis, biomechanical testing and bone mineral density (BMD). Female Wistar rats with regular estrous cycle were divided into two groups: Group 1: control rats (n = 15) and Group 2: diabetic rats (n = 15). Diabetes mellitus was induced by alloxan and confirmed by glycemia 250 mg/dL. The experimental period understood 1 and 5 after days induction and 45, 75 and 120 days after the installation of diabetes mellitus.The lipid peroxidation index, measured by TBARS concentration, showed a significant increase (p<0.05) in diabetic animals in comparison to animals control. However, the antioxidant parameter, measured by GSH content, was significantly decrease (p<0.05) in diabetic animals. Histomorphometric analysis showed a significant increase (p<0.05) in femoral trabecular separation together with a significant decrease (p<0.05) in trabecular thickness and reduced trabecular bone volume in diabetic rats. Moreover, biomechanical testing and BMD values were significant decrease (p<0.05) in diabetic group. Thus, our results demonstrated that increased lipid peroxidation and altered antioxidant defense could be related to the development of oxidative stress and diabetic osteopenia in premenopausal rats

Estudo do comportamento mecânico de areias artificialmente cimentadas

Soil improved with the addition of cement have been utilized as an alternative to the construction of various types of geotechnical works, almost always present economic and environmental advantages. This paper presents a study on the usage of cement in the improvement of mechanical properties of sandy soils, characteristic of the region of Natal, collected from its dunes. This research was made in order to analyze the influence of cement content, voids, and also including water immersion and confining pressure. Samples molded from cement-soil mixtures were tested for unconfined compression tests and triaxial tests. The samples had the percentage of cement mixed in 2.5%, 5% and 10% by weight. The cement agent used was the Portland Cement of High Early strength(CPV-ARI), which promoted agility to the experimental procedure for presenting a rapid gain in strenght. The void ratio used ranged from 0.7 (more compact), 0,9 and 1,1(softer). The soil under study can be considered as pure sand. In general, it can be stated that the larger the amount of cement added to the sand studied is, the greater ultimate strength will be. Likewise, as more compact the soil is, the less void ratio and more resistant it will be present. The confining pressure tends to increase the resistance of the specimens. The cementing adopted grades showed that the use of different criteria for failure did not significantly alter the stress-strain parameters for the sand studied. The angle of friction values were found within the typical range of medium and compact sands. Cementing acted in the sand providing an intercepted cohesion which increased enhancing the potential cementation. In triaxial compression tests, the sand with void ratio is equal to 0.7 and showed the expected behavior for a compact sand while the stress-strain behavior of the same sand with the void ratio of 0.9 tended to be expected for the soft sand as well

Análise de Argamassas Com Substituição Parcial do Cimento Portland Por Cinza Residual de Lenha de Algaroba

With the increase in cement consumption, it has quickly become one of the inputs most consumed by mankind over the last century. This has caused an increase in CO2 emissions, as cement production releases large quantities of this gas into the atmosphere. Adding this fact to the growing consciousness of environmental preservation, it has led to a search for alternatives to cement to complement its derivatives, in the form of waste materials like the ashes. This research aimed to analyze the properties of mortars in fresh and hardened state with partial replacement of Portland cement by residual algaroba wood ash (CRLA) potteries produced by the state of Rio Grande do Norte. The CRLA was collected and sieved, where part of it was ground and characterized in comparison with that just sifted, being characterized according to its chemical composition, grain size, fineness, density, bulk density and index of pozzolanic activity. It was found that the wood ash does not act as pozzolan, and grinding it has not changed its characteristics compared to those just sifted, not justifying its use. Two traces were adopted for this research: 1:3 (cement: fine sand) and 1:2:8 (cement: hydrated lime: medium sand); both in volume, using as materials the CRLA just sifted, CP II F-32 Portland cement, CH-I hydrated lime, river sand and water from the local utility. For each trace were adopted six percentages of partial replacement of cement for wood ash: 0% (control) 5%, 7%, 10%, 12% and 15%. In the fresh state, the mortars were tested towards their consistency index and mass density. In the hardened state, they were tested towards their tensile strength in bending, compressive strength and tensile adhesion strength, and its mass density in the hardened state. The mortar was also analyzed by scanning electron microscopy and X-ray diffraction. Furthermore, it was classified according to NBR 13281 (2005). The results showed that up to a content of 5% substitution and for both traces, the residual algaroba wood ash can replace Portland cement without compromising the mortars microstructure and its fresh and hardened state

Análise do Comportamento Mecânico de Concretos Produzidos com Incorporação de Cinza do Bagaço da Cana-de-Açúcar de Variedades SP911049, RB92579 E SP816949

Concrete is the second most consumed product in the world and the incorporation of the Sugar Bagasse Ash (SBA) into this material can provide solutions for the utilization of by-products from other industries, thus reducing the environmental impact. The general aim of this dissertation focuses on analyzing the mechanical behavior of concrete with addition of SBA from three different species of sugar cane, through tests of consistency, compressive strength, porosity, absorption, voids and Scanning Electron Microscopy (SEM). Were prepared 13 specimens for each specific pattern and level of incorporation of SBA (10%, 20% and 30%) of the three varieties collected, totaling 130 samples of concrete. The trait was employed 1:2:3 (cement: sand: aggregates) in relation to the cement mass with a water / cement ratio of 0.532 and 1% additive Tec 400 Mult also based on the weight of cement. According to the results obtained in this study, it was concluded that the variety of cane sugar, used in the production of the CBC, influenced the mechanical behavior of the resulting concrete. All concrete with addition of SBA, reported a reduction of at least 10% in the properties related to permeability and an increase in the compressive strength of at least 16% compared to standard concrete at 28 days

Estudo de concretos de diferentes resistências à compressão submetidos a altas temperaturas sem e com incorporação de fibras de politereftalato de etileno (PET)

The reinforced concrete structures are largely used in buildings worldwide. Upon the occurrence of fire in buildings, there is a consensus among researchers that the concrete has a high resistance to fire, due mainly to its low thermal conductivity. However, this does not mean that this material is not affected by exposure to high temperatures. Reduction of the compressive strength, modulus of elasticity, discoloration and cracking, are some of the effects caused by thermal exposure. In the case of concretes with higher resistance occurs even desplacamentos explosives, exposing the reinforcement to fire and contributing to reducing the support capacity of the structural element. Considering the above, this study aims to examine how the compressive strength and porosity of concrete are affected when subjected to high temperatures. Were evaluated concrete of different resistances, and even was the verified if addition fibers of polyethylene terephthalate (PET) in concrete can be used as an alternative to preventing spalling. The results indicated that explosive spalling affect not only high strength concrete whose values of this study ranged from 70 to 88 MPa, as well as conventional concrete of medium strength (52 MPa) and the temperature range to which the concrete begins to suffer significant changes in their resistance is between 400 º C and 600 º C, showing to 600 º C a porosity up to 188% greater than the room temperature

Avaliação do concreto de cimento portland com resíduo da produção de scheelita em substituição ao agregado miúdo

From the 70`s, with the publication of the Manifesto for Environment UN Conference, held in Stockholm, in Sweden (1972), defend and improve the environment became part of our daily lives. Thus, several studies have emerged in several segments in order to reuse the waste. Some examples of waste incorporated in portland cement concrete are: rice husk ash, bagasse ash of cane sugar, powder-stone, microsilica, tire rubber, among others. This research used the residue of the mining industry Scheelite, to evaluate the incorporation of the residue composition of Portland cement concrete, replacing the natural sand. The percentage of residue were incorporated from 0% to 100%, with a variation of 10%, 11 being produced concrete mix in the ratio 1:2:3:0.60, by mass. We evaluated the following characteristics of concrete: slump test, compressive strength, tensile strength by diametral compression, water absorption, porosity and density, based on the ABNT, through tests performed in the Laboratory of Civil Construction, UFRN. The trace with the addition of 60% scheelite residue was obtained which better performance. Therefore, the use of the waste from the production of Scheelite is feasible due to the durability parameters (water absorption and porosity), sustainability, and the good results of the resistance of the concrete