Estimação de Fasores para Proteção de Sistemas Elétricos Baseada em Mínimos Quadrados e Morfologia Matemática

This work proposes a new technique for phasor estimation applied in microprocessor numerical relays for distance protection of transmission lines, based on the recursive least squares method and called least squares modified random walking. The phasor estimation methods have compromised their performance, mainly due to the DC exponential decaying component present in fault currents. In order to reduce the influence of the DC component, a Morphological Filter (FM) was added to the method of least squares and previously applied to the process of phasor estimation. The presented method is implemented in MATLABr and its performance is compared to one-cycle Fourier technique and conventional phasor estimation, which was also based on least squares algorithm. The methods based on least squares technique used for comparison with the proposed method were: forgetting factor recursive, covariance resetting and random walking. The techniques performance analysis were carried out by means of signals synthetic and signals provided of simulations on the Alternative Transient Program (ATP). When compared to other phasor estimation methods, the proposed method showed satisfactory results, when it comes to the estimation speed, the steady state oscillation and the overshoot. Then, the presented method performance was analyzed by means of variations in the fault parameters (resistance, distance, angle of incidence and type of fault). Through this study, the results did not showed significant variations in method performance. Besides, the apparent impedance trajectory and estimated distance of the fault were analysed, and the presented method showed better results in comparison to one-cycle Fourier algorithm

Estimação da demanda de instalações elétricas de edificações com múltiplas unidades de consumo

This work aims to predict the total maximum demand of a transformer that will be used in power systems to attend a Multiple Unit Consumption (MUC) in design. In 1987, COSERN noted that calculation of maximum total demand for a building should be different from that which defines the scaling of the input protection extension in order to not overestimate the power of the transformer. Since then there have been many changes, both in consumption habits of the population, as in electrical appliances, so that this work will endeavor to improve the estimation of peak demand. For the survey, data were collected for identification and electrical projects in different MUCs located in Natal. In some of them, measurements were made of demand for 7 consecutive days and adjusted for an integration interval of 30 minutes. The estimation of the maximum demand was made through mathematical models that calculate the desired response from a set of information previously known of MUCs. The models tested were simple linear regressions, multiple linear regressions and artificial neural networks. The various calculated results over the study were compared, and ultimately, the best answer found was put into comparison with the previously proposed model

Estimação em modelos de tempo de falha acelerado para dados de sobrevivência correlacionados

We presented in this work two methods of estimation for accelerated failure time models with random e_ects to process grouped survival data. The _rst method, which is implemented in software SAS, by NLMIXED procedure, uses an adapted Gauss-Hermite quadrature to determine marginalized likelihood. The second method, implemented in the free software R, is based on the method of penalized likelihood to estimate the parameters of the model. In the _rst case we describe the main theoretical aspects and, in the second, we briey presented the approach adopted with a simulation study to investigate the performance of the method. We realized implement the models using actual data on the time of operation of oil wells from the Potiguar Basin (RN / CE).

Estimação clássica e Bayesiana em modelos de sobrevida com fração de cura

In Survival Analysis, long duration models allow for the estimation of the healing fraction, which represents a portion of the population immune to the event of interest. Here we address classical and Bayesian estimation based on mixture models and promotion time models, using different distributions (exponential, Weibull and Pareto) to model failure time. The database used to illustrate the implementations is described in Kersey et al. (1987) and it consists of a group of leukemia patients who underwent a certain type of transplant. The specific implementations used were numeric optimization by BFGS as implemented in R (base::optim), Laplace approximation (own implementation) and Gibbs sampling as implemented in Winbugs. We describe the main features of the models used, the estimation methods and the computational aspects. We also discuss how different prior information can affect the Bayesian estimates

Estimação paramétrica e não-paramétrica em modelos de markov ocultos

In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward algorithms are considered and the probability of a given observed sequence is computed. Next, we use the EM algorithm to estimate the model parameters. In the general case, the kernel estimators are used and to built a sequence of estimators that converge in L1-norm to the density function of the observable process

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.

Estimação e compensação de não linearidades inerentes aos atuadores dos processos industriais

The oscillations presents in control loops can cause damages in petrochemical industry. Canceling, or even preventing such oscillations, would save up to large amount of dollars. Studies have identified that one of the causes of these oscillations are the nonlinearities present on industrial process actuators. This study has the objective to develop a methodology for removal of the harmful effects of nonlinearities. Will be proposed an parameter estimation method to Hammerstein model, whose nonlinearity is represented by dead-zone or backlash. The estimated parameters will be used to construct inverse models of compensation. A simulated level system was used as a test platform. The valve that controls inflow has a nonlinearity. Results and describing function analysis show an improvement on system response

Modelagem matemática para o transporte de partículas sujeitas a múltiplos mecanismos de retenção

Discrepancies between classical model predictions and experimental data for deep bed filtration have been reported by various authors. In order to understand these discrepancies, an analytic continuum model for deep bed filtration is proposed. In this model, a filter coefficient is attributed to each distinct retention mechanism (straining, diffusion, gravity interception, etc.). It was shown that these coefficients generally cannot be merged into an effective filter coefficient, as considered in the classical model. Furthermore, the derived analytic solutions for the proposed model were applied for fitting experimental data, and a very good agreement between experimental data and proposed model predictions were obtained. Comparison of the obtained results with empirical correlations allowed identifying the dominant retention mechanisms. In addition, it was shown that the larger the ratio of particle to pore sizes, the more intensive the straining mechanism and the larger the discrepancies between experimental data and classical model predictions. The classical model and proposed model were compared via statistical analysis. The obtained p values allow concluding that the proposed model should be preferred especially when straining plays an important role. In addition, deep bed filtration with finite retention capacity was studied. This work also involves the study of filtration of particles through porous media with a finite capacity of filtration. It was observed, in this case, that is necessary to consider changes in the boundary conditions through time evolution. It was obtained a solution for such a model using different functions of filtration coefficients. Besides that, it was shown how to build a solution for any filtration coefficient. It was seen that, even considering the same filtration coefficient, the classic model and the one here propposed, show different predictions for the concentration of particles retained in the porous media and for the suspended particles at the exit of the media

Olhares sobre a formação do professor de matemática. Imagem da profissão e escrita de si

The main focus of this thesis is the formation of a mathematical teacher at a college institution. The general aim is to describe and to analyze the formation process of a mathematical teacher which is an undergraduate student in Mathematics at the Instituto de Educação Superior Presidente Kennedy IFESP, in Natal-RN. It is based on a qualitative ethnographic approach, and has its theoretical anchorage in the (auto)biographical narratives, the social representative theories, and the mathematical education. The number of participants in this investigation was 12 undergraduate students, which corresponds to 25% of the total number of students. The corpus utilized in our analysis included 48 (auto)biographical essays, 12 (auto)biographies (formation's memories), and 12 contextualization files, besides the research's diary. The sources were obtained from the whole program of studies, i.e. from November 2003 to December 2006. The analysis revealed that the reminiscences of the 12 students' academic trajectory influenced their professional formation, since their images of a mathematical teacher were intrinsically related to the one they had before. These representations were being either demolished or constructed in a network along the assertive image of their profession, changing afterwards the mathematical representation and the teaching way of this discipline. Our study also shows that the beginning of their teacher career was marked by mechanical practices influenced by their old teachers. The (trans)formation of themselves and their teaching practices happened in a smooth way as soon as they increased their knowledgements in Mathematics, and it reflected upon the way they learned mathematics. The writing of their (auto)biographies helped the set up of new knowledgements, leaving to a self-consciousness as well as a self-formation, and contributed for the construction of a new way to see and to live the profession. Therefore, a mathematical teacher, for the undergraduate students of the IFESP involved in this work, is made at the interface of the familiar, academic, and professional context, besides the reflexive writings about the formation path, the way of life and the relationships among them

Professores em contexto formativo: um estudo do processo de mudanças de concepções sobre o ensino da matemática

El objetivo en esta tesis consistió en estudiar el proceso de los cambios de los conceptos de profesores de la educación infantil y de los años iníciales de la educación básica referente a la enseñanza de la matemática. La investigación se desenvolvió en la escuela Presidente Kennedy, en la ciudad de Natal, en Rio Grande do Norte, teniendo como participante 05 (cinco) profesores del curso normal superior a través de la educación superior del instituto relacionado. El trabajo asocia el programa a él Programa de Pós-Graduação em Educação da Universidade Federal do Rio Grande do Norte, en la base de pesquisa Formação e Profissionalização Docente coordinada de los doctores Betânia Leite Ramalho e Isauro Beltran Núñez. El referencial teórico-metodológico en quien si apoya el trabajo se inserta en la señal conceptual usada por Giordan y de Vecchi (1996), de Carrillo y Contreras (1994), Ramalho; Núñez y Gauthier (2003), Ponte (1998), Guimarães (1988), Ernest (1989). En esta investigación, los conceptos de los profesores habían sido estudiados en el contexto educativo de la formación del nivel superior, usándola reflexiva crítico práctico como estrategia formativa. Estos conceptos se entienden como estructuras subyacentes al pensamiento del profesor. Dado la naturaleza del objeto del estudio, la información, para las intenciones de esta investigación, habían sido cosechados a través de los instrumentos siguientes: cuestionario, plan de la lección, entrevista diaria y del campo. El cuestionario fue constituido de preguntas abiertas y de las entrevistas de la mitad-structuralized. La organización de los datos permitió a La inferencia de los conceptos, usando la técnica de la triangulación de datos. La investigación divulgó que los conceptos de los profesores, a través del proceso formativo, se habían desarrollado de una plataforma para otra, yéndose puesto que los modelos didácticos tradicionales para otros modelos dirigidos a una tendencia didáctica de espontaneísta/investigativa. La reflexión crítica era considerada como elemento catalítico de los cambios de los conceptos de los profesores en la educación de las matemáticas, sin embargo déjenos verifican que estos cambios son difíciles de ocurrir para la naturaleza compleja de estos conceptos. Como facilitadores de los factores de estos cambios, encontramos y el investigativo el trabajo, la dinámica y la naturaleza de las actividades se convirtió en el colaborativo de proceso formativo, entre otros. Como obstáculos a los cambios, identificamos el contexto del trabajo de los profesores, de la cultura de los individualistas prácticos de sus profesores de los colegas, del concepto linear, estático y de los mecánicos de los procesos para enseñar, el conocimiento profesional construído durante la formación inicial, alineación con los modelos didácticos de sus viejos profesores, entre otros

O ensino de matemática no Rio Grande do Norte: trajetória de uma Modernização (1950-1980)

This work aims to describe and analyze the process of the mathematics teacher modernizing in Rio Grande do Norte, in the period from 1950 to 1980. For that, we use as theoretical foundation assumptions of Cultural History and memories of the researchers Maurice Halbwach, Ecléa Bosi and Paul Thompson. As methodological tools, we used bibliographical resources and semi-structured interviews, in order to do a historical reconstruct of the mathematics educational scene of institutions and people who taught mathematics in Rio Grande do Norte, or those who participated in the modernization of the teaching of this subject, recovering their training and its practices in teaching. For the analysis of the bibliographical resources, initially we organized in a systematic way the transcripts of the interviews and documents, which were accumulated during the research, so long our thoughts, returning to the theoretical basis of this research, through questioning of knowledge acquired and that guided the problem of our study. The analysis showed that, important moments to modernize the teaching of mathematics in Rio Grande do Norte happened such: (1) Training Course of Lay Teachers in Rio Grande do Norte, in 1965, (2) Course for Teachers in Normal Schools, in 1971 (3) Satelite Project on Interdisciplinary Advanced Communications (SPIAC) in 1973; (4) Lectures of the teacher Malba Tahan, at Natal, from the end of the 50 s, that could be analyzed through the lessons notes of the teacher Maria Nalva Xavier de Albuquerque and the narrative of teacher Evaldo Rodrigues de Carvalho and (5) Courses of the Campaign for Improvement of Secondary Education and Broadcasting (CISEB). Thereby, the modernization of the school s mathematics teaching in Rio Grande do Norte, in the period from 1950 to 1980, was given mainly by disclosure of the Discovery Method and by the Set Theory contents in Teacher Training Courses

Pedagogia etnomatemática : ações e reflexões em matemática do Ensino Fundamental com um grupo sócio cultural específico

mongst the trends in Mathematics Education, which have as their object a more significant and criticallearning, is the Ethnomathematics. This field of knowledge, still very recent amongst us, besides analyzing an externalist history of the sciences in a search for a relationship between the development of the scientific disciplines and the socio-cultural context, goes beyond this externalism, for it also approaches the intimate relationships betwe_n cognition and culture. In fact, the Ethnomathematics proposes an alternative epistemological approach associated with a wider historiography. It struggles to understand the reality and come to the pedagogical action by means of a cognitive approach with strong cultural basis. But the difficulty of inserting the Ethnomathematics into the educational context is met by resistance from some mathematics educators who seem indifferent to the influence of the culture on the understanding of the mathematics ideas. It was with such concerns in mind that I started this paper that had as object to develop a curricular reorientation pedagogical proposal in mathematics education, at the levei of the 5th grade of the Ensino Fundamental (Elementary School), built from the mathematical knowledge of a vegetable farmers community, 30 km away from the center of Natal/RN, but in accordance with the teaching dimensions of mathematics of the 1 st and 2nd cycles proposed by the Parâmetros Curriculares Nacionais - PCN: Numbers and Operations, Space and Form, Units and Measures, and Information Treatment. To achieve that, I developed pedagogical activities from the mathematical concepts of the vegetable farmers of that community, explained in my dissertation research in the period 2000 through 2002. The pedagogical process was developed from August through Oecember 2007 with 24 students of the 5th Grade of the Ensino Fundamental (Elementary School) of the school of that community. The qualitative analysis of the data was conducted taking into account three categories of students: one made up of students that helped their parents in the work with vegetables. Another one by students whose parents and relatives worked with vegetables, though they did not participate directly of this working process and one third category of students that never worked with vegetables, not to mention their parents, but lived adjacent to that community. From the analyses and results of the data gathered by these three distinct categories of students, I concluded that those students that assisted their parents with the daily work with vegetables solved the problem-situations with understanding, and, sometimes, with enriching contributions to the proposed problems. The other categories of students, in spite of the various field researches to the gardens of that community, before and during the pedagogical activities, did not show the same results as those students/vegetable farmers, but showed interest and motivation in ali activities of the pedagogical process in that period

Um estudo sobre a relação entre matemática e religião na obra de Blaise Pascal

The aim of the present study is to investigate the way through which the relations between Mathematics and Religion emerge in the work of Blaise Pascal. This research is justified by the need to deepen these relations, so far little explored if compared to intersection points between Mathematics and other fields of knowledge. The choice for Pascal is given by the fact that he was one of the mathematicians who elaborated best one reflection in the religious field thus provoking contradictory reactions. As a methodology, it is a bibliographical and documental research with analytical-comparative reading of referential texts, among them the Oeuvres complètes de Pascal (1954), Le fonds pascalien à Clermont-Ferrand (2001), Mathematics in a postmodern age: a cristian perspective by Howell & Bradley (2001), Mathematics and the divine: a historical study by Koetsier & Bergmans (2005), the Anais dos Seminários Nacionais de História da Matemática and the Revista Brasileira de História da Matemática. The research involving Pascal's life as a mathematician and his religious experience was made. A wider background in which the subject matter emerges was also researched. Seven categories connected to the relation between mathematics and religion were identified from the reading of texts written by mathematicians and historians of mathematics. As a conclusion, the presence of four of these seven categories was verified in Pascal's work

Uma reavaliação do pensamento lógico de George Boole à luz da história da matemática

The aim of the present study is to reevaluate the logical thought of the English mathematician George Boole (1815 - 1864). Thus, our research centers on the mathematical analysis of logic in the context of the history of mathematics. In order to do so, we present various biographical considerations about Boole in the light of events that happened in the 19th century and their consequences for mathematical production. We briefly describe Boole's innovations in the areas of differential equations and invariant theory and undertake an analysis of Boole's logic, especially as formulated in the book The Mathematical Analysis of Logic, comparing it not only with the traditional Aristotelian logic, but also with modern symbolic logic. We conclude that Boole, as he intended, expanded logic both in terms of its content and also in terms of its methods and formal elaboration. We further conclude that his purpose was the mathematical modeling of deductive reasoning, which led him to present an innovative formalism for logic and, because the different ways it can be interpreted, a new conception of mathematics