Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás

ALVES, Janaína da Silva. Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás. Revista Ciências Administrativas, Fotaleza, v. 13, n. 1, p.147-157, ago. 2007.

Construção de um aparato experimental para monitoramento in situ da deposição de filmes finos de titânio por magnetron sputtering

The technique of surface coating using magnetron sputtering is one of the most widely used in the surface engineering, for its versatility in obtaining different films as well as in the micro / nanometric thickness control. Among the various process parameters, those related to the active species of the plasma are of the most fundamental importance in the mechanism and kinetics of deposition. In order to identify the active species of the plasma, parameters such as gas flow, pressure and density of electric power were varied during titanium coating on glass substrate. By flowing argon gas of 10, 20, 30, 40 and 50 sccm (cubic centimeters per minute) for each gas flow a sequential scan of the electric current of 0.10, 0.20, 0.30, 0.40 , 0.50 A. The maximum value of 0.50 A was chosen based both on literature data and on limitations of the equipment. The monitoring of plasma species present during the deposition was carried out in situ by the technique of optical emission spectroscopy (OES) through the spectrometer Ocean Optics USB2000 Series. For this purpose, an apparatus was developed to adapt the OES inside the plasma reactor to stay positioned closest to the target. The radiations emitted by the species were detected by an optical fiber placed behind the glass substrate and their intensities as a function of wavelength were, displayed on a monitor screen. The acquisition time for each condition of the plain parameters was related to the minima of spectral lines intensities due to the film formed on the substrate. The intensities of different emission lines of argon and titanium were then analyzed as a function of time, to determine the active species and estimate the thickness of the deposited films. After the deposition, the coated glasses thin films were characterized by optical transmittance through an infrared laser. It was found that the thickness and deposition rate determined by in situ analysis were consistent with the results obtained by laser transmittance

Análise de modelos geológicos utilizando percolação dinâmica

In the present study we elaborated algorithms by using concepts from percolation theory which analyze the connectivity conditions in geological models of petroleum reservoirs. From the petrophysical parameters such as permeability, porosity, transmittivity and others, which may be generated by any statistical process, it is possible to determine the portion of the model with more connected cells, what the interconnected wells are, and the critical path between injector and source wells. This allows to classify the reservoir according to the modeled petrophysical parameters. This also make it possible to determine the percentage of the reservoir to which each well is connected. Generally, the connected regions and the respective minima and/or maxima in the occurrence of the petrophysical parameters studied constitute a good manner to characterize a reservoir volumetrically. Therefore, the algorithms allow to optimize the positioning of wells, offering a preview of the general conditions of the given model s connectivity. The intent is not to evaluate geological models, but to show how to interpret the deposits, how their petrophysical characteristics are spatially distributed, and how the connections between the several parts of the system are resolved, showing their critical paths and backbones. The execution of these algorithms allows us to know the properties of the model s connectivity before the work on reservoir flux simulation is started

Influência da dor na capacidade funcional de idosos institucionalizados

The aim of this study was to evaluate the pain influence regarding location, intensity and duration over functional capacity in institutionalized elderly (Fundacao Leur Brito). This is a descriptive exploratory study with a transversal design and quantitative approach. The population of the study was composed of 60 elderly, being 50% males with 60 years-old minimum age and 104 years-old maximum age, with mean age 77,6 (?}11,64) years-old. Data was collected by a structured query formulary divided in four parts: 1) Social, health and demographic characterization; 2) Pain related aspects (time and location); 3) Pain evaluation by numeric scale and 4) Functional capacity measured by Barthel Index. It was observed after evaluation by Squared-chi test (x2) statistical significant difference between pain presence and Barthel Index activities: bath (pvalue=0,015), dressing (p-value= 0,041), intimal hygiene transference (p-value=0,001), chair and bed transference (p-value=0,032), walking (p-value=0,010) and go upstairs (p-value=0,008). It was also observed statistical difference between total Barthel score (dependent/independent) and pain presence, p-value<0, 000. Through data obtained by this study, a multiprofessional approach is necessary to proper pain control and maintenance and/or regain of functional capacity, leading to an increase in life quality with more independence and autonomy to elderly

Algoritmos genéticos e processamento paralelo aplicados à definição e treinamento de redes neurais perceptron de múltiplas camadas

ln this work, it was deveIoped a parallel cooperative genetic algorithm with different evolution behaviors to train and to define architectures for MuItiIayer Perceptron neural networks. MuItiIayer Perceptron neural networks are very powerful tools and had their use extended vastIy due to their abiIity of providing great resuIts to a broad range of appIications. The combination of genetic algorithms and parallel processing can be very powerful when applied to the Iearning process of the neural network, as well as to the definition of its architecture since this procedure can be very slow, usually requiring a lot of computational time. AIso, research work combining and appIying evolutionary computation into the design of neural networks is very useful since most of the Iearning algorithms deveIoped to train neural networks only adjust their synaptic weights, not considering the design of the networks architecture. Furthermore, the use of cooperation in the genetic algorithm allows the interaction of different populations, avoiding local minima and helping in the search of a promising solution, acceIerating the evolutionary process. Finally, individuaIs and evolution behavior can be exclusive on each copy of the genetic algorithm running in each task enhancing the diversity of populations

Incorporação do vínculo de suavidade no ajuste de histórico de reservatórios de petróleo

The history match procedure in an oil reservoir is of paramount importance in order to obtain a characterization of the reservoir parameters (statics and dynamics) that implicates in a predict production more perfected. Throughout this process one can find reservoir model parameters which are able to reproduce the behaviour of a real reservoir.Thus, this reservoir model may be used to predict production and can aid the oil file management. During the history match procedure the reservoir model parameters are modified and for every new set of reservoir model parameters found, a fluid flow simulation is performed so that it is possible to evaluate weather or not this new set of parameters reproduces the observations in the actual reservoir. The reservoir is said to be matched when the discrepancies between the model predictions and the observations of the real reservoir are below a certain tolerance. The determination of the model parameters via history matching requires the minimisation of an objective function (difference between the observed and simulated productions according to a chosen norm) in a parameter space populated by many local minima. In other words, more than one set of reservoir model parameters fits the observation. With respect to the non-uniqueness of the solution, the inverse problem associated to history match is ill-posed. In order to reduce this ambiguity, it is necessary to incorporate a priori information and constraints in the model reservoir parameters to be determined. In this dissertation, the regularization of the inverse problem associated to the history match was performed via the introduction of a smoothness constraint in the following parameter: permeability and porosity. This constraint has geological bias of asserting that these two properties smoothly vary in space. In this sense, it is necessary to find the right relative weight of this constrain in the objective function that stabilizes the inversion and yet, introduces minimum bias. A sequential search method called COMPLEX was used to find the reservoir model parameters that best reproduce the observations of a semi-synthetic model. This method does not require the usage of derivatives when searching for the minimum of the objective function. Here, it is shown that the judicious introduction of the smoothness constraint in the objective function formulation reduces the associated ambiguity and introduces minimum bias in the estimates of permeability and porosity of the semi-synthetic reservoir model

Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás

ALVES, Janaína da Silva. Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás. Revista Ciências Administrativas, Fotaleza, v. 13, n. 1, p.147-157, ago. 2007.

Construção de um aparato experimental para monitoramento in situ da deposição de filmes finos de titânio por magnetron sputtering

The technique of surface coating using magnetron sputtering is one of the most widely used in the surface engineering, for its versatility in obtaining different films as well as in the micro / nanometric thickness control. Among the various process parameters, those related to the active species of the plasma are of the most fundamental importance in the mechanism and kinetics of deposition. In order to identify the active species of the plasma, parameters such as gas flow, pressure and density of electric power were varied during titanium coating on glass substrate. By flowing argon gas of 10, 20, 30, 40 and 50 sccm (cubic centimeters per minute) for each gas flow a sequential scan of the electric current of 0.10, 0.20, 0.30, 0.40 , 0.50 A. The maximum value of 0.50 A was chosen based both on literature data and on limitations of the equipment. The monitoring of plasma species present during the deposition was carried out in situ by the technique of optical emission spectroscopy (OES) through the spectrometer Ocean Optics USB2000 Series. For this purpose, an apparatus was developed to adapt the OES inside the plasma reactor to stay positioned closest to the target. The radiations emitted by the species were detected by an optical fiber placed behind the glass substrate and their intensities as a function of wavelength were, displayed on a monitor screen. The acquisition time for each condition of the plain parameters was related to the minima of spectral lines intensities due to the film formed on the substrate. The intensities of different emission lines of argon and titanium were then analyzed as a function of time, to determine the active species and estimate the thickness of the deposited films. After the deposition, the coated glasses thin films were characterized by optical transmittance through an infrared laser. It was found that the thickness and deposition rate determined by in situ analysis were consistent with the results obtained by laser transmittance

Análise de modelos geológicos utilizando percolação dinâmica

In the present study we elaborated algorithms by using concepts from percolation theory which analyze the connectivity conditions in geological models of petroleum reservoirs. From the petrophysical parameters such as permeability, porosity, transmittivity and others, which may be generated by any statistical process, it is possible to determine the portion of the model with more connected cells, what the interconnected wells are, and the critical path between injector and source wells. This allows to classify the reservoir according to the modeled petrophysical parameters. This also make it possible to determine the percentage of the reservoir to which each well is connected. Generally, the connected regions and the respective minima and/or maxima in the occurrence of the petrophysical parameters studied constitute a good manner to characterize a reservoir volumetrically. Therefore, the algorithms allow to optimize the positioning of wells, offering a preview of the general conditions of the given model s connectivity. The intent is not to evaluate geological models, but to show how to interpret the deposits, how their petrophysical characteristics are spatially distributed, and how the connections between the several parts of the system are resolved, showing their critical paths and backbones. The execution of these algorithms allows us to know the properties of the model s connectivity before the work on reservoir flux simulation is started