6 resultados para Geostatistics modeling techniques
em Universidade Federal do Rio Grande do Norte(UFRN)
Resumo:
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
Resumo:
One of the main activities in the petroleum engineering is to estimate the oil production in the existing oil reserves. The calculation of these reserves is crucial to determine the economical feasibility of your explotation. Currently, the petroleum industry is facing problems to analyze production due to the exponentially increasing amount of data provided by the production facilities. Conventional reservoir modeling techniques like numerical reservoir simulation and visualization were well developed and are available. This work proposes intelligent methods, like artificial neural networks, to predict the oil production and compare the results with the ones obtained by the numerical simulation, method quite a lot used in the practice to realization of the oil production prediction behavior. The artificial neural networks will be used due your learning, adaptation and interpolation capabilities
Resumo:
The microstrip antennas are in constant evidence in current researches due to several advantages that it presents. Fractal geometry coupled with good performance and convenience of the planar structures are an excellent combination for design and analysis of structures with ever smaller features and multi-resonant and broadband. This geometry has been applied in such patch microstrip antennas to reduce its size and highlight its multi-band behavior. Compared with the conventional microstrip antennas, the quasifractal patch antennas have lower frequencies of resonance, enabling the manufacture of more compact antennas. The aim of this work is the design of quasi-fractal patch antennas through the use of Koch and Minkowski fractal curves applied to radiating and nonradiating antenna s edges of conventional rectangular patch fed by microstrip inset-fed line, initially designed for the frequency of 2.45 GHz. The inset-fed technique is investigated for the impedance matching of fractal antennas, which are fed through lines of microstrip. The efficiency of this technique is investigated experimentally and compared with simulations carried out by commercial software Ansoft Designer used for precise analysis of the electromagnetic behavior of antennas by the method of moments and the neural model proposed. In this dissertation a study of literature on theory of microstrip antennas is done, the same study is performed on the fractal geometry, giving more emphasis to its various forms, techniques for generation of fractals and its applicability. This work also presents a study on artificial neural networks, showing the types/architecture of networks used and their characteristics as well as the training algorithms that were used for their implementation. The equations of settings of the parameters for networks used in this study were derived from the gradient method. It will also be carried out research with emphasis on miniaturization of the proposed new structures, showing how an antenna designed with contours fractals is capable of a miniaturized antenna conventional rectangular patch. The study also consists of a modeling through artificial neural networks of the various parameters of the electromagnetic near-fractal antennas. The presented results demonstrate the excellent capacity of modeling techniques for neural microstrip antennas and all algorithms used in this work in achieving the proposed models were implemented in commercial software simulation of Matlab 7. In order to validate the results, several prototypes of antennas were built, measured on a vector network analyzer and simulated in software for comparison
Resumo:
The aim of this study is to investigate the eco-environmental vulnerability, its changes, and its causes to develop a management system for application of eco-environmental vulnerability and risk assessment in the Apodi-Mossory estuary, Northeast Brazil. This analysis is focused on the interference of the landscape conditions, and its changes, due to the following factors: the oil and natural gas industry, tropical fruits industry, shrimp farms, marine salt industry, occupation of the sensitive areas; demand for land, vegetation degradation, siltation in rivers, severe flooding, sea level rise (SLR), coastal dynamics, low and flat topography, high ecological value and tourism in the region and the rapid growth of urbanization. Conventional and remote sensing data were analyzed using modeling techniques based on ArcGIS, ER-Mapper, ERDAS Imagine and ENVI software. Digital images were initially processed by Principal Component Analysis and transformation of the maximum fraction of noise, and then all bands were normalized to reduce errors caused by bands of different sizes. They were integrated in a Geographic Information System analysis to detect changes, to generate digital elevation models, geomorphic indices and other variables of the study area. A three band color combination of multispectral bands was used to monitor changes of land and vegetation cover from 1986 to 2009. This task also included the analysis of various secondary data, such as field data, socioeconomic data, environmental data and prospects growth. The main objective of this study was to improve our understanding of eco-environmental vulnerability and risk assessment; it´s causes basically show the intensity, its distribution and human-environment effect on the ecosystem, and identify the high and low sensitive areas and area of inundation due to future SLR, and the loss of land due to coastal erosion in the Apodi-Mossoró estuary in order to establish a strategy for sustainable land use. The developed model includes some basic factors such as geology, geomorphology, soils, land use / land cover, vegetation cover, slope, topography and hydrology. The numerical results indicate that 9.86% of total study area was under very high vulnerability, 29.12% high vulnerability, 52.90% moderate vulnerability and 2.23% were in the category of very low vulnerability. The analysis indicates that 216.1 km² and 362.8 km² area flooded on 1m and 10m in sea levels respectively. The sectors most affected were residential, industrial and recreational areas, agricultural land, and ecosystems of high environmental sensitivity. The results showed that changes in eco-environmental vulnerability have a significant impact on the sustainable development of the RN state, since the indicator is a function of sensitivity, exposure and status in relation to a level of damage. The model were presented as a tool to assist in indexing vulnerability in order to optimize actions and assess the implications of decisions makers and policies regarding the management of coastal and estuarine areas. In this context aspects such as population growth, degradation of vegetation, land use / land cover, amount and type of industrialization, SLR and government policies for environmental protection were considered the main factors that affect the eco-environmental changes over the last three decades in the Apodi-Mossoró estuary.
Resumo:
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
Resumo:
One of the main activities in the petroleum engineering is to estimate the oil production in the existing oil reserves. The calculation of these reserves is crucial to determine the economical feasibility of your explotation. Currently, the petroleum industry is facing problems to analyze production due to the exponentially increasing amount of data provided by the production facilities. Conventional reservoir modeling techniques like numerical reservoir simulation and visualization were well developed and are available. This work proposes intelligent methods, like artificial neural networks, to predict the oil production and compare the results with the ones obtained by the numerical simulation, method quite a lot used in the practice to realization of the oil production prediction behavior. The artificial neural networks will be used due your learning, adaptation and interpolation capabilities
