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

Proposta de método para avaliação do desempenho térmico de residências unifamiliares em clima quente e úmido

Nowadays, evaluation methods to measure thermal performance of buildings have been developed in order to improve thermal comfort in buildings and reduce the use of energy with active cooling and heating systems. However, in developed countries, the criteria used in rating systems to asses the thermal and energy performance of buildings have demonstrated some limitations when applied to naturally ventilated building in tropical climates. The present research has as its main objective to propose a method to evaluate the thermal performance of low-rise residential buildings in warm humid climates, through computational simulation. The method was developed in order to conceive a suitable rating system for the athermal performance assessment of such buildings using as criteria the indoor air temperature and a thermal comfort adaptive model. The research made use of the software VisualDOE 4.1 in two simulations runs of a base case modeled for two basic types of occupancies: living room and bedroom. In the first simulation run, sensitive analyses were made to identify the variables with the higher impact over the cases´ thermal performance. Besides that, the results also allowed the formulation of design recommendations to warm humid climates toward an improvement on the thermal performance of residential building in similar situations. The results of the second simulation run was used to identify the named Thermal Performance Spectrum (TPS) of both occupancies types, which reflect the variations on the thermal performance considering the local climate, building typology, chosen construction material and studied occupancies. This analysis generates an index named IDTR Thermal Performance Resultant Index, which was configured as a thermal performance rating system. It correlates the thermal performance with the number of hours that the indoor air temperature was on each of the six thermal comfort bands pre-defined that received weights to measure the discomfort intensity. The use of this rating system showed to be appropriated when used in one of the simulated cases, presenting advantages in relation to other evaluation methods and becoming a tool for the understanding of building thermal behavior

O papel do turismo nos conflitos urbanos da cidade do Natal/RN: a história que ninguém quer contar

La présente étude a comme objectif comprendre la relation entre l implantation et le développement du Tourisme à Natal et les conflits urbains établits entre 2006 et 2010 et publiés par les médias imprimés, élaborant ses impacts dans le quotidien des résidents. Tandis qu une relecture partielle de la méthode régressive-progressive développée par le philosophe français Henri Lefebvre, cherche à recouper du présent, des contradictions qui promeuvent des réactions dans le quotidien de la ville; ainsi qu identifier des moments du passé qui puissent contribuer à sa compréhension. Aujourd hui, nous avons les médias, comme principale source pour observer la perception locale des problèmes causés par l espace conçu, à partir des actions de l État référentes à l activité. Par rapport au passé, ces situations sont recherchées dans des sources secondaires, mettant en évidence le dialogue avec le Relatório Conflitos Urbanos (Rapport Conflits Urbains) à Natal-1976-1986 (ANDRADE et al.,1986), qui présente les conflits existants à des moments qui ont précédé ou ont acompagné le début du développement de l activité au RN, spécialement à Natal. Alors que dans la contribution à la compréhension du rôle du Tourisme dans l apparition de conflits urbains de la ville sont aussi inclues nos coupures vécues, des actions de l État par rapport à la consolidation, ainsi comme pour les conflits qui se sont plus demarqués ou qui ont conduit à la réaction de la population de la ville pendant les périodes analysées. Au final, on cherche à démontrer les limites de la responsabilité de l activité touristique dans l urgence des principaux conflits urbains dans la ville. L analyse des données de la recherche, avec l identification des conflits urbains de Natal et sa relation avec le Tourisme; la présentation des conflits par rapport à la localisation, fréquence et son encadrement dans les catégories de l analyse adoptée; l identification des agents intéressés et la relation entre eux; ont amené à la confirmation de l hypothèse proposée. De cette façon, en prenant en compte les coupures temporelles et spatiales, la source de recherche et la méthodologie adoptées, nous arrivons à la conclusion que l activité touristique à Natal n est pas directement responsable de l apparition des conflits urbains de la ville

Historiando a política de formação de professores em serviço da UFRN

Les préoccupations gérées par les changements de l éducation nationale poussés par les réformes mises en places par le gouvernement de Fernando Henrique Cardoso, notamment la politique nationale de formation de professeurs, et le besoin de connaître comment ces réformes ont été incorporées par l Université Fédérale de Rio Grande do Norte - UFRN, constituent les questions centrales développées par cette thèse. Cette étude propose à montrer, à partir d une approche socio-historique, la façon comment la législation éducationnelle brésilienne sur la formation de professeurs pour l éducation basique expresse la politique de l État brésilien et, en même temps, comment le PROBÁSICA signifie une réponse de l UFRN à cette politique. En ce sens, cette recherche, selon sa perspective exploratoire, descriptive et analytique a privilégié plusieurs techniques et procédés de collectes des données conforme au modèle de la recherche participative, à savoir : enquête semi- structurée, observations directes, contacts formels et informels; enregistrement des opinions de professeurs, coordinateurs pédagogiques et étudiants; repérage, systématisation et analyses de plusieurs documents. L analyse des données, qui a été faite d une façon fondamentalement qualitative, a révélé que le PROBÁSICA a sa genèse à l intérieur de l UFRN et représente, en même temps, une réponse de cette université à la demande de la catégorie et la politique de formation de professeurs. Nous espérons que cette étude suscite d autres recherches qui développent des discussions sur les relations entre l État brésilien, ses politiques éducationnelles et les pratiques pédagogiques de formation de professeurs

Pedagogia Freinet: a construção de uma práxis em turmas de 5ª a 8ª séries

Ce travail que nous venons de présenter apport une systématisation sur la viabilité de la praxis de l´éducateur français Célestin Freinet (1896-1996). Il s´agit d´une étude qualificative, recherche-action, développée dans une école coopérative l´ École Freinet à Natal/RN Brésil, auprès des élèves du 5ème et 8ème séries de l´Enseignement Fondamental. Le problème central que nous a amené à cette recherche, a été le fait de vérifier les progressions dans la production scientifique et dans les pratiques des enseignants qui ont à la charge l´Éducation Infantine et les premières séries de l´Enseignement Fondamental. Tout cela en tenant compte en concevoir l´élève en tant que sujet actif de son apprentissage et coresponsable à l´organisation du travail scolaire. Toutefois, qaund-il s´agit des quatre dernières séries de l´Enseignement Fondamental (5ème au 8ème séries), les propositions progressistes sont prises comme quelque chose pratiquement impossible d´en mettre en marche. Pour attenuer la lacune théorique sur le sujet, nous avons offert un texte significatif pour les enseignants d´une façon générale, les chercheurs de l´académie et pour l´écolechamp de la recherché. Tout cela par le fait de ne pas donner de priorité à une technique ou à un principe, en particulier. Cette pédagogie est discutée autant que possible dans son contexte global et aussi sur le comment s´est manifestée dans sa práxis . Nous avons mis en relief les aspects importants pour le fonctionnement de la salle de classe, aussi que les estratégies utilisées pour la construction, communication et documentation des connaissances L´intervention nous a permis de construire l´objet par la réflexion en action, à partir des données obtenues pendant les observations, les entretiens, les enterviews, les moments d´études et de la quête des textes écrits. L´analyse a été faite à la lumière de la methodologie comprehensive (Kaufmann, 1996), entrelacée au materiau empirique et à la théorie. Cette forme d´analyse nous a permis d´obtenir la logique dans l´ensemble comme nous crayons que doit caracteriser la recherche aux Sciences Humaines et Sociales. Les considérations finales mettent l´accent d´un côté sur l´efficacité de la pédagogie Freinet, pour orienter le processus de l´enseignement apprentissage, en tous les dégres de l´enseignement et de l´autre côté nous montre la nécessité urgente de l´équipe de l´école champ de la recherche, de qualifier sa pratique à partir des références théoriques-pratiques de la pédagogie Freinet

A (re)significação conceptual nas práticas colaborativas com professores do Ensino Fundamental

The work objectified to apprehend the degree of the teachers' concept concerning the territory concept and to intervene with situations of critical reflections to accompany and to analyze the process of conceptual elaboration. It contemplates on the (new)meaning of knowledge and (new)elaboration of the concept in study done inside a pedagogic intervention. The Municipal School Dr. Julio Senna - Ceará-Mirim/RN and six (6) teacher-collaborators that taught in the 3rd and 4th grades of the fundamental teaching, constitutes the empiric field of the research. Its theoretical-methodological contributions are built in the studies of Vigotski (2000a, 2000b and 2001) on the formation process and development of concepts; in the methodology colaborate (Ibiapina (2004), Bartomé (1986), Kemmis and Mctaggart (1988), Arnal, Del Ricon and Latorre (1992), Pepper and Ghedin (2002), among others) and in the critical-reflexive conception of the Geography (Soares Júnior (2000 and 1994), Silva (1998), Raffestin (1993), Santos (1994), Felipe (1998), among others). The accomplishment of the work presupposed starting from the reflections on the following subjects: which the teachers' understanding in the school space concerning the territory concept? How does happen the process of conceptual construction territory for the teachers? The analysis of the teachers' previous knowledge on the concept in study, evidenced that its apprehensions on the attributes of the referred concept went mentioned the to light of the perceptible dimension of the real-concrete relationships of the reality linked to the degree of the spontaneous concepts and followed by the ideas of the traditional, humanistic and cultural geographical conceptions (positivism and phenomenology), restricting the territory meaning the notion of State-Nation and place of the men's dwelling. In the intervention process, it was verified to real possibility of the acquisition of indispensable scientific concepts to the process of (new)meaning conceptual of geographical knowledge through the continuous practice of the educational formation, when it was evidenced that the teacher-collaborators acquired high degrees of attributions of the significance of the territory concept to the they elaborate generalizations by means of analyses and syntheses of the concept-attribute (essential and multiples) of the reference conceptual in study

O conceito de morte: significações de professoras dos anos iniciais do ensino fundamental

Cette étude appartient à l un des principaux défis de l éducation dans l actualité qui est la production de connaissances concernant la mort comme objet d investigation théorique et empirique dans le domaine éducationnel. Des recherches récentes signalent le besoin d une éducation contemplant des études sur la mort et montrent l école tel qu un lieu de débats et reflexions à propos de ce thème. Cette reflexion est relevante et fondamentale, étant donné que la mort fait partie du cycle de la vie et se trouve présente dans les contenus scolaires des différents domaines de la connaissance. Ce travail a, donc, l objectif d analyser les signification attribués à ce concept mort et la relation qui s établit entre eux et la pratique des professeurs de l enseignement fondamental. Il adopte en tant que référentiel les principes de la recherche qualitative du type étnographique (André, Chizzotti et Meksenas), dans une approche socio-historique et en ce qui concerne la formation et le développement des concepts (Vygotsky, Kopnin, Guetamanova et Ferreira). La participation des professeurs a été faite par l observation participante, registres en cahier de bord et application d un instrument de construction de données pour l appréhension des significations attribués aux concepts qui sont à la base de la pratique de cinq enseignantes des premières séries de l Enseignement Fondamental d une école publique du réseau d enseignement de l État du Rio Grande do Norte située dans la Zone Sud de Natal. De ce fait, les analyses et les interprétations des observations de la pratique dans la salle de classe et des réponses aux quinze questions liées au thème ont permis de construire les significations des concepts qui appuient les pratiques enseignantes de ces professeurs, tout en mettant en relief la fragmentation et la désarticulation entre les expressions décrites dans les questionnaires et les pratiques développées en salle de clase. Ces reflexions mettent en évidence la nécessité de re-penser l articulation entre l énnoncé et la pratique des professeurs à propos de cette thématique au cours d une formation initiale et continue

Reflexões sobre a construção e evolução de conceitos geométricos nas séries intermediárias do ensino fundamental

This thesis represents a didactic research linked to the Post-graduation Programme in Education of the Universidade Federal do Rio Grande do Norte which aimed to approach the construction of the geometrical concepts of Volume of the Rectangular Parallelepiped, Area and Perimeter of the Rectangle adding a study of the Area of the Circle. The research was developed along with students from the 6th level of the Elementary School, in a public school in Natal/RN. The pedagogical intervention was made up of three moments: application of a diagnostic evaluation, instrument that enabled the creation of the teaching module by showing the level of the geometry knowledge of the students; introduction of a Teaching Module by Activities aiming to propose a reflexive didactic routing directed to the conceptual construction because we believed that such an approach would favor the consolidation of the learning process by becoming significant to the apprentice, and the accomplishment of a Final Evaluation through which we established a comparison of the results obtained before and after the teaching intervention. The data gathered were analyzed qualitatively by means of a study of understanding categories of mathematical concepts, in addition to using descriptive statistics under the quantitative aspect. Based on the theory of Richard Skemp, about categorization of mathematical knowledge, in the levels of Relational and Instrumental Understanding were achieved in contextual situations and varied proportions, thus enabling a contribution in the learning of the geometrical concepts studied along with the students who took part in the research. We believe that this work may contribute with reflections about the learning processes, a concern which remained during all the stages of the research, and also that the technical competence along with the knowledge about the constructivist theory will condition the implementation of a new dynamics to the teaching and learning processes. We hope that the present research work may add some contribution to the teaching practice in the context of the teaching of Mathematics for the intermediate levels of the Elementary School

A leitura de literatura na escola: por uma educação emocional de crianças na educação infantil

This dissertation examines the contributions of juvenile literature reading for the problematization of the emotional experiences and conflicts of children at infant education. Its importance consists in providing useful information for the pedagogic work orientated to literature reading at the initial series of basic education, in order to increase the teacher s ability to explore the literary text from its instigating and enriching nature in view of the child s emotional experiences and conflicts. It is methodologically based on the principles of the qualitative research, what characterizes it as a case study. The research focused a level V-infant education class with 28 students in 5-6 age group, at a public school of Natal, State of Rio Grande do Norte (Brazil). The used resources were: audio recording, field diary, and interviews. Seventeen classes were carried out and they consisted in reading sessions of classic and contemporaneous tales, fables, and legends which used different didactic strategies. These sessions were developed in accordance with the reading experience through scaffolding instructions as it was described by Graves & Graves. The theoretical references were the studies of Amarilha (1997/ 2006), Bettelheim (2004), Coelho (1987/2000), Damásio (2005), Del Nero (2003), Eco (1994/2006), Held (1980), Iser (1996), Jauss (2002), Stierle (2002), Wallon (2007), Telles (2006), Yunes (2003), and Zilberman (1987). The analyses showed that literary reading in class is a special environment for inclusion of the reader s subjectivity; as well as the inclusion of their emotional experiences and their conflicts within the story by way of helping children think and become suitable for dealing with their inner feelings. The literary reading is presented as an experiential and formative activity which helps children understand their emotions through a process of identification, exteriorization, and catharsis; what implies that the esthetic experience from the text makes possible the reader s self-knowledge and increases the perception of his inner feelings and objective reality so that this reader has emotional capital to deal with life difficulties. It is important to highlight that the discussions carried out in the class represented a field of sharing experiences through which each reader had the chance to present their experience of life to the others, including their sorrows and sufferings, in order to help them to develop best strategies to deal with the social environment

Política de formação continuada de professores :cenários, diretrizes e práticas

Politics of Continued Formation of Tachers: settings, directives and pratices is constituted in a study from politics of continued formation of teachers materialized for the actual government. It has for purpose to analyse aspects of experience of continued formation in techers service that work at initial levels of fundamental education desenvolved in Natal through Program Management of School Learning (GESTAR) at the period from 2002 to 2005. The empiric field of study privileged the experience of formation in service developed by GESTAR in a school located at the procedures that materialized the search, we can point out: bibliographic review of literature that analyses the new demands for education in view of occurred transformations at the word setting and studies about the thematic continued formation of teachers; documentary search about the politics of continue formation of teachers and the GESTAR program from municipal net of study of Natal, four teachers and pedagogic coordinater of searched school. The study established a positive evaluation by the teachers that took part at the program in Natal and they pointed out that politics strategy of continued formation in service made possible the study of contents of Portuguese Language and Mathernatics associated to a new form for working them in the classroom, understanding of certain contents that they had difficulties before, understanding that activitus realized should have meaning for the student, favouring the understanding of subject studied. Among some limits noticed, we can point out: absence of reading of the material by the teachers, difficulty of the teachers in reconcile the diary activities wiht the individual studies at distance, no realization of a systematic following of the pedagogic practical of teachers use the exam how the only instrument of evaluation used by the teachers and difficulties of them in going on with the pedagogic proposal of GESTAR after the end of this program

Extração e Representação de Conhecimento de Séries Temporais de Demanda de Energia Elétrica Usando TSKR

The opening of the Brazilian market of electricity and competitiveness between companies in the energy sector make the search for useful information and tools that will assist in decision making activities, increase by the concessionaires. An important source of knowledge for these utilities is the time series of energy demand. The identification of behavior patterns and description of events become important for the planning execution, seeking improvements in service quality and financial benefits. This dissertation presents a methodology based on mining and representation tools of time series, in order to extract knowledge that relate series of electricity demand in various substations connected of a electric utility. The method exploits the relationship of duration, coincidence and partial order of events in multi-dimensionals time series. To represent the knowledge is used the language proposed by Mörchen (2005) called Time Series Knowledge Representation (TSKR). We conducted a case study using time series of energy demand of 8 substations interconnected by a ring system, which feeds the metropolitan area of Goiânia-GO, provided by CELG (Companhia Energética de Goiás), responsible for the service of power distribution in the state of Goiás (Brazil). Using the proposed methodology were extracted three levels of knowledge that describe the behavior of the system studied, representing clearly the system dynamics, becoming a tool to assist planning activities

A modelagem matemática como alternativa de ensino e aprendizagem da geometria na educação de jovens e adultos

This is work itself insert in the mathematics education field of the youth and adult education to aim to practitioners of the educational action into the mathematics area performing to with this is teaching kind, adopting to as parameter the Mathematics Molding approach. The motive of the research is to draw up a application proposal of the molding mathematics as teaching and learning geometry alternative in the youth and adult education. The research it develops in three class of the third level (series 5th and 6th) of he youth and adults education in the one school municipal from the Natal outskirts. Its have qualitative nature with participating observation approach, once performing to directly in to research environment as a mathematics teacher of those same classes. We are used questionnaires, lesson notes and analyses of the officials documents as an basis of claim instruments. The results indicates that activity used the mathematic moldings were appreciated the savoir-faire of the student in to knowledge construction process, when search develop to significant learning methods, helping to student build has mathematics connections with other knowledge areas and inside mathematics himself, so much that enlarges your understanding and assist has in your participation in the other socials place, over there propitiate to change in student and teacher posture with relation to mathematic classroom dynamics

Estudos de modelos Estocásticos: processo de contato, séries aleatórias e processos difusivos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Estudo sistemático de estrelas variáveis na era dos grandes surveys

The interest in the systematic analysis of astronomical time series data, as well as development in astronomical instrumentation and automation over the past two decades has given rise to several questions of how to analyze and synthesize the growing amount of data. These data have led to many discoveries in the areas of modern astronomy asteroseismology, exoplanets and stellar evolution. However, treatment methods and data analysis have failed to follow the development of the instruments themselves, although much effort has been done. In present thesis, we propose new methods of data analysis and two catalogs of the variable stars that allowed the study of rotational modulation and stellar variability. Were analyzed the photometric databases fromtwo distinctmissions: CoRoT (Convection Rotation and planetary Transits) and WFCAM (Wide Field Camera). Furthermore the present work describes several methods for the analysis of photometric data besides propose and refine selection techniques of data using indices of variability. Preliminary results show that variability indices have an efficiency greater than the indices most often used in the literature. An efficient selection of variable stars is essential to improve the efficiency of all subsequent steps. Fromthese analyses were obtained two catalogs; first, fromtheWFCAMdatabase we achieve a catalog with 319 variable stars observed in the photometric bands Y ZJHK. These stars show periods ranging between ∼ 0, 2 to ∼ 560 days whose the variability signatures present RR-Lyrae, Cepheids , LPVs, cataclysmic variables, among many others. Second, from the CoRoT database we selected 4, 206 stars with typical signatures of rotationalmodulation, using a supervised process. These stars show periods ranging between ∼ 0, 33 to ∼ 92 days, amplitude variability between ∼ 0, 001 to ∼ 0, 5 mag, color index (J - H) between ∼ 0, 0 to ∼ 1, 4 mag and spectral type CoRoT FGKM. The WFCAM variable stars catalog is being used to compose a database of light curves to be used as template in an automatic classifier for variable stars observed by the project VVV (Visible and Infrared Survey Telescope for Astronomy) moreover it are a fundamental start point to study different scientific cases. For example, a set of 12 young stars who are in a star formation region and the study of RR Lyrae-whose properties are not well established in the infrared. Based on CoRoT results we were able to show, for the first time, the rotational modulation evolution for an wide homogeneous sample of field stars. The results are inagreement with those expected by the stellar evolution theory. Furthermore, we identified 4 solar-type stars ( with color indices, spectral type, luminosity class and rotation period close to the Sun) besides 400 M-giant stars that we have a special interest to forthcoming studies. From the solar-type stars we can describe the future and past of the Sun while properties of M-stars are not well known. Our results allow concluded that there is a high dependence of the color-period diagram with the reddening in which increase the uncertainties of the age-period realized by previous works using CoRoT data. This thesis provides a large data-set for different scientific works, such as; magnetic activity, cataclysmic variables, brown dwarfs, RR-Lyrae, solar analogous, giant stars, among others. For instance, these data will allow us to study the relationship of magnetic activitywith stellar evolution. Besides these aspects, this thesis presents an improved classification for a significant number of stars in the CoRoT database and introduces a new set of tools that can be used to improve the entire process of the photometric databases analysis