Caracterização estatística de processos sísmicos via Distribuição Generalizada de Pareto. Estudo de caso: João Câmara-RN

The work is to make a brief discussion of methods to estimate the parameters of the Generalized Pareto distribution (GPD). Being addressed the following techniques: Moments (moments), Maximum Likelihood (MLE), Biased Probability Weighted Moments (PWMB), Unbiased Probability Weighted Moments (PWMU), Mean Power Density Divergence (MDPD), Median (MED), Pickands (PICKANDS), Maximum Penalized Likelihood (MPLE), Maximum Goodness-of-fit (MGF) and the Maximum Entropy (POME) technique, the focus of this manuscript. By way of illustration adjustments were made for the Generalized Pareto distribution, for a sequence of earthquakes intraplacas which occurred in the city of João Câmara in the northeastern region of Brazil, which was monitored continuously for two years (1987 and 1988). It was found that the MLE and POME were the most efficient methods, giving them basically mean squared errors. Based on the threshold of 1.5 degrees was estimated the seismic risk for the city, and estimated the level of return to earthquakes of intensity 1.5°, 2.0°, 2.5°, 3.0° and the most intense earthquake never registered in the city, which occurred in November 1986 with magnitude of about 5.2º

Estimação e previsão no processo INARCH(2)

In the last decades the study of integer-valued time series has gained notoriety due to its broad applicability (modeling the number of car accidents in a given highway, or the number of people infected by a virus are two examples). One of the main interests of this area of study is to make forecasts, and for this reason it is very important to propose methods to make such forecasts, which consist of nonnegative integer values, due to the discrete nature of the data. In this work, we focus on the study and proposal of forecasts one, two and h steps ahead for integer-valued second-order autoregressive conditional heteroskedasticity processes [INARCH (2)], and in determining some theoretical properties of this model, such as the ordinary moments of its marginal distribution and the asymptotic distribution of its conditional least squares estimators. In addition, we study, via Monte Carlo simulation, the behavior of the estimators for the parameters of INARCH(2) processes obtained using three di erent methods (Yule- Walker, conditional least squares, and conditional maximum likelihood), in terms of mean squared error, mean absolute error and bias. We present some forecast proposals for INARCH(2) processes, which are compared again via Monte Carlo simulation. As an application of this proposed theory, we model a dataset related to the number of live male births of mothers living at Riachuelo city, in the state of Rio Grande do Norte, Brazil.

Estimação e previsão no processo INARCH(2)

In the last decades the study of integer-valued time series has gained notoriety due to its broad applicability (modeling the number of car accidents in a given highway, or the number of people infected by a virus are two examples). One of the main interests of this area of study is to make forecasts, and for this reason it is very important to propose methods to make such forecasts, which consist of nonnegative integer values, due to the discrete nature of the data. In this work, we focus on the study and proposal of forecasts one, two and h steps ahead for integer-valued second-order autoregressive conditional heteroskedasticity processes [INARCH (2)], and in determining some theoretical properties of this model, such as the ordinary moments of its marginal distribution and the asymptotic distribution of its conditional least squares estimators. In addition, we study, via Monte Carlo simulation, the behavior of the estimators for the parameters of INARCH(2) processes obtained using three di erent methods (Yule- Walker, conditional least squares, and conditional maximum likelihood), in terms of mean squared error, mean absolute error and bias. We present some forecast proposals for INARCH(2) processes, which are compared again via Monte Carlo simulation. As an application of this proposed theory, we model a dataset related to the number of live male births of mothers living at Riachuelo city, in the state of Rio Grande do Norte, Brazil.

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

Identificação não linear usando uma rede fuzzy wavelet neural network modificada

In last decades, neural networks have been established as a major tool for the identification of nonlinear systems. Among the various types of networks used in identification, one that can be highlighted is the wavelet neural network (WNN). This network combines the characteristics of wavelet multiresolution theory with learning ability and generalization of neural networks usually, providing more accurate models than those ones obtained by traditional networks. An extension of WNN networks is to combine the neuro-fuzzy ANFIS (Adaptive Network Based Fuzzy Inference System) structure with wavelets, leading to generate the Fuzzy Wavelet Neural Network - FWNN structure. This network is very similar to ANFIS networks, with the difference that traditional polynomials present in consequent of this network are replaced by WNN networks. This paper proposes the identification of nonlinear dynamical systems from a network FWNN modified. In the proposed structure, functions only wavelets are used in the consequent. Thus, it is possible to obtain a simplification of the structure, reducing the number of adjustable parameters of the network. To evaluate the performance of network FWNN with this modification, an analysis of network performance is made, verifying advantages, disadvantages and cost effectiveness when compared to other existing FWNN structures in literature. The evaluations are carried out via the identification of two simulated systems traditionally found in the literature and a real nonlinear system, consisting of a nonlinear multi section tank. Finally, the network is used to infer values of temperature and humidity inside of a neonatal incubator. The execution of such analyzes is based on various criteria, like: mean squared error, number of training epochs, number of adjustable parameters, the variation of the mean square error, among others. The results found show the generalization ability of the modified structure, despite the simplification performed

Extração supercrítica do óleo de linhaça: construção do extrator, estudo de parâmetros de processo, avaliação química e antioxidante do produto

The aim of the present study was to extract vegetable oil from brown linseed (Linum usitatissimum L.), determine fatty acid levels, the antioxidant capacity of the extracted oil and perform a rapid economic assessment of the SFE process in the manufacture of oil. The experiments were conducted in a test bench extractor capable of operating with carbon dioxide and co-solvents, obeying 23 factorial planning with central point in triplicate, and having process yield as response variable and pressure, temperature and percentage of cosolvent as independent variables. The yield (mass of extracted oil/mass of raw material used) ranged from 2.2% to 28.8%, with the best results obtained at 250 bar and 50ºC, using 5% (v/v) ethanol co-solvent. The influence of the variables on extraction kinetics and on the composition of the linseed oil obtained was investigated. The extraction kinetic curves obtained were based on different mathematical models available in the literature. The Martínez et al. (2003) model and the Simple Single Plate (SSP) model discussed by Gaspar et al. (2003) represented the experimental data with the lowest mean square errors (MSE). A manufacturing cost of US$17.85/kgoil was estimated for the production of linseed oil using TECANALYSIS software and the Rosa and Meireles method (2005). To establish comparisons with SFE, conventional extraction tests were conducted with a Soxhlet device using petroleum ether. These tests obtained mean yields of 35.2% for an extraction time of 5h. All the oil samples were sterilized and characterized in terms of their composition in fatty acids (FA) using gas chromatography. The main fatty acids detected were: palmitic (C16:0), stearic (C18:0), oleic (C18:1), linoleic (C18:2n-6) and α-linolenic (C18:3n-3). The FA contents obtained with Soxhlet dif ered from those obtained with SFE, with higher percentages of saturated and monounsaturated FA with the Soxhlet technique using petroleum ether. With respect to α-linolenic content (main component of linseed oil) in the samples, SFE performed better than Soxhlet extraction, obtaining percentages between 51.18% and 52.71%, whereas with Soxhlet extraction it was 47.84%. The antioxidant activity of the oil was assessed in the β-carotene/linoleic acid system. The percentages of inhibition of the oxidative process reached 22.11% for the SFE oil, but only 6.09% for commercial oil (cold pressing), suggesting that the SFE technique better preserves the phenolic compounds present in the seed, which are likely responsible for the antioxidant nature of the oil. In vitro tests with the sample displaying the best antioxidant response were conducted in rat liver homogenate to investigate the inhibition of spontaneous lipid peroxidation or autooxidation of biological tissue. Linseed oil proved to be more efficient than fish oil (used as standard) in decreasing lipid peroxidation in the liver tissue of Wistar rats, yielding similar results to those obtained with the use of BHT (synthetic antioxidant). Inhibitory capacity may be explained by the presence of phenolic compounds with antioxidant activity in the linseed oil. The results obtained indicate the need for more detailed studies, given the importance of linseed oil as one of the greatest sources of ω3 among vegetable oils

Método híbrido para detecção e diagnóstico de falhas baseado em resíduos

The detection and diagnosis of faults, ie., find out how , where and why failures occur is an important area of study since man came to be replaced by machines. However, no technique studied to date can solve definitively the problem. Differences in dynamic systems, whether linear, nonlinear, variant or invariant in time, with physical or analytical redundancy, hamper research in order to obtain a unique solution . In this paper, a technique for fault detection and diagnosis (FDD) will be presented in dynamic systems using state observers in conjunction with other tools in order to create a hybrid FDD. A modified state observer is used to create a residue that allows also the detection and diagnosis of faults. A bank of faults signatures will be created using statistical tools and finally an approach using mean squared error ( MSE ) will assist in the study of the behavior of fault diagnosis even in the presence of noise . This methodology is then applied to an educational plant with coupled tanks and other with industrial instrumentation to validate the system.

Critério de correntropia no treinamento de redes fuzzy wavelet neural networks para identificação de sistemas dinâmicos não lineares

The great interest in nonlinear system identification is mainly due to the fact that a large amount of real systems are complex and need to have their nonlinearities considered so that their models can be successfully used in applications of control, prediction, inference, among others. This work evaluates the application of Fuzzy Wavelet Neural Networks (FWNN) to identify nonlinear dynamical systems subjected to noise and outliers. Generally, these elements cause negative effects on the identification procedure, resulting in erroneous interpretations regarding the dynamical behavior of the system. The FWNN combines in a single structure the ability to deal with uncertainties of fuzzy logic, the multiresolution characteristics of wavelet theory and learning and generalization abilities of the artificial neural networks. Usually, the learning procedure of these neural networks is realized by a gradient based method, which uses the mean squared error as its cost function. This work proposes the replacement of this traditional function by an Information Theoretic Learning similarity measure, called correntropy. With the use of this similarity measure, higher order statistics can be considered during the FWNN training process. For this reason, this measure is more suitable for non-Gaussian error distributions and makes the training less sensitive to the presence of outliers. In order to evaluate this replacement, FWNN models are obtained in two identification case studies: a real nonlinear system, consisting of a multisection tank, and a simulated system based on a model of the human knee joint. The results demonstrate that the application of correntropy as the error backpropagation algorithm cost function makes the identification procedure using FWNN models more robust to outliers. However, this is only achieved if the gaussian kernel width of correntropy is properly adjusted.