Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja

This research aims to investigate the Hedge Efficiency and Optimal Hedge Ratio for the future market of cattle, coffee, ethanol, corn and soybean. This paper uses the Optimal Hedge Ratio and Hedge Effectiveness through multivariate GARCH models with error correction, attempting to the possible phenomenon of Optimal Hedge Ratio differential during the crop and intercrop period. The Optimal Hedge Ratio must be bigger in the intercrop period due to the uncertainty related to a possible supply shock (LAZZARINI, 2010). Among the future contracts studied in this research, the coffee, ethanol and soybean contracts were not object of this phenomenon investigation, yet. Furthermore, the corn and ethanol contracts were not object of researches which deal with Dynamic Hedging Strategy. This paper distinguishes itself for including the GARCH model with error correction, which it was never considered when the possible Optimal Hedge Ratio differential during the crop and intercrop period were investigated. The commodities quotation were used as future price in the market future of BM&FBOVESPA and as spot market, the CEPEA index, in the period from May 2010 to June 2013 to cattle, coffee, ethanol and corn, and to August 2012 to soybean, with daily frequency. Similar results were achieved for all the commodities. There is a long term relationship among the spot market and future market, bicausality and the spot market and future market of cattle, coffee, ethanol and corn, and unicausality of the future price of soybean on spot price. The Optimal Hedge Ratio was estimated from three different strategies: linear regression by MQO, BEKK-GARCH diagonal model, and BEKK-GARCH diagonal with intercrop dummy. The MQO regression model, pointed out the Hedge inefficiency, taking into consideration that the Optimal Hedge presented was too low. The second model represents the strategy of dynamic hedge, which collected time variations in the Optimal Hedge. The last Hedge strategy did not detect Optimal Hedge Ratio differential between the crop and intercrop period, therefore, unlikely what they expected, the investor do not need increase his/her investment in the future market during the intercrop

Sistema inteligente para estimar a porosidade em sedimentos a partir da análise de sinais GPR

This Thesis presents the elaboration of a methodological propose for the development of an intelligent system, able to automatically achieve the effective porosity, in sedimentary layers, from a data bank built with information from the Ground Penetrating Radar GPR. The intelligent system was built to model the relation between the porosity (response variable) and the electromagnetic attribute from the GPR (explicative variables). Using it, the porosity was estimated using the artificial neural network (Multilayer Perceptron MLP) and the multiple linear regression. The data from the response variable and from the explicative variables were achieved in laboratory and in GPR surveys outlined in controlled sites, on site and in laboratory. The proposed intelligent system has the capacity of estimating the porosity from any available data bank, which has the same variables used in this Thesis. The architecture of the neural network used can be modified according to the existing necessity, adapting to the available data bank. The use of the multiple linear regression model allowed the identification and quantification of the influence (level of effect) from each explicative variable in the estimation of the porosity. The proposed methodology can revolutionize the use of the GPR, not only for the imaging of the sedimentary geometry and faces, but mainly for the automatically achievement of the porosity one of the most important parameters for the characterization of reservoir rocks (from petroleum or water)

Avaliação do desenvolvimento neuropsicomotor em crianças na rede básica de saúde utilizando o teste de Denver II: identificação de fatores de risco materno

Alterations in the neuropsychomotor development of children are not rare and can manifest themselves with varying intensity at different stages of their development. In this context, maternal risk factors may contribute to the appearance of these alterations. A number of studies have reported that neuropsychomotor development diagnosis is not an easy task, especially in the basic public health network. Diagnosis requires effective, low-cost, and easy - to-apply procedures. The Denver Developmental Screening Test, first published in 1967, is currently used in several countries. It has been revised and renamed as the Denver II Test and meets the aforementioned criteria. Accordingly, the aim of this study was to apply the Denver II Test in order to verify the prevalence of suspected neuropsychomotor development delay in children between the ages of 0 and 12 months and correlate it with the following maternal risk factors: family income, schooling, age at pregnancy, drug use during pregnancy, gestational age, gestational problems, type of delivery and the desire to have children. For data collection, performed during the first 6 months of 2004, a clinical assessment was made of 398 children selected by pediatricians and the nursing team of each public health unit. Later, the parents or guardians were asked to complete a structured questionnaire to determine possible risk indicators of neuropsychomotor development delay. Finally the Denver II Developmental Screening Test (DDST) was applied. The data were analyzed together, using Statistical Package for Social Science (SPSS) software, version 6.1. The confidence interval was set at 95%. The Denver II Test yielded normal and questionable results. This suggests compromised neuropsychomotor development in the children examined and deserves further investigation. The correlation of the results with preestablished maternal risk variables (family income, mother s schooling, age at pregnancy, drug use during the pregnancy and gestational age) was strongly significant. The other maternal risk variables (gestational problems, type of delivery and desire to have children) were not significant. Using an adjusted logistic regression model, we obtained the estimate of the greater likelihood of a child having suspected neuropsychomotor development delay: a mother with _75 4 years of schooling, chronological age less than 20 years and a drug user during pregnancy. This study produced two manuscripts, one published in Acta Cirúrgica Brasileira , in which an analysis was performed of children with suspected neuropsychomotor development delay in the city of Natal, Brazil. The other paper (to be published) analyzed the magnitude of the independent variable maternal schooling associated to neuropsychomotor development delay, every 3 months during the first twelve months of life of the children selected.. The results of the present study reinforce the multifactorial characteristic of development and the cumulative effect of maternal risk factors, and show the need for a regional policy that promotes low-cost programs for the community, involving children at risk of neuropsychomotor development delay. Moreover, they suggest the need for better qualified health professionals in terms of monitoring child development. This was an inter- and multidisciplinary study with the integrated participation of doctors, nurses, nursing assistants and professionals from other areas, such as statisticians and information technology professionals, who met all the requirements of the Postgraduate Program in Health Sciences of the Federal University of Rio Grande do Norte

Comparação antropométrica, composição corporal, somatotipo e saltos verticais de atletas de voleibol de praia masculino

The kinanthropometric characteristics are used by the sports science as selection criteria and detection of talents. Hence, this study aimed at comparing the anthropometrical profile, the body composition, the somatotype and the vertical jumps of the beach volleyball players. This study consists of 79 male beach volleyball players, being forty nine (n=49) Brazilian participants of the National Circuit and thirty (n=30) of 15 countries participating in the XV Pan American Games. In order to analyze the vertical jumps of the Brazilian the participants were allocated into two groups (G1 and G2) in agreement with the national ranking of their teams. The vertical jump protocol developed by Smith and collaborators was used to evaluate the vertical jumps of spike and block. The Heath-Carter anthropometrical technique (1990) was used for calculating the somatotype. The Student s t test with the Bonferroni adjustment was used to calculate the differences among the investigated variables. The multiple regression analysis was used to identify the contributions of the anthropometrical variables in the performance of the vertical jumps and the multivariance analysis was used to calculate the differences among the components of the somatotype. The Brazilian athletes of G1 were better than G2 in the spike jump (p <0.01), block jump (p <0.01) and in the block difference (p <0.01). The prediction model of the spike jump of G2 included the body mass and standing spike reach (adjusted R2 = 0.77), the body mass and the standing block reach were also included in the model of the block jump (adjusted R2 = 0.73). The regression model of G1 was not statistically significant. As for the somatotype, statistically significant differences were found between the Brazilians and the Pan Americans (Wilks' lambda = 0.498; p <0.05). The Brazilian somatotype was classified as balanced mesomorph (2.7-4.3-3.0) and the Pan American somatotype as endomorphic mesomorph (3.5-4.6-2.4). As to the specific position of the block game (2.8-4.3-2.9) and the defense game (2.6-4.4-3.0), the Brazilian somatotype was classified as balanced mesomorph and the Pan American somatotype, the block (3.7-4.4-2.4) and the defense (3.4-4.9-2.3), was classified as endomorphic mesomorph. In conclusion, the vertical jump height (spike and block) influences the male Brazilian beach volleyball players performance. The physical type of the Brazilian blockers and defenders was similar with relationship to the somatotype. The Brazilian and Pan American beach volleyball players differ in terms of kinanthropometric characteristics. This work had a multidisciplinary feature with the participation of several departments and laboratories, like the Physiotherapy Department, the Nutrition Department, the Physical Education Laboratory, thus corroborating the multidisciplinary research feature

Câncer de boca e orofaringe: tendências e análise de sobrevida em Natal (RN)

Introduction: Mouth cancer is classified as having one of the ten highest cancer incidences in the world. In Brazil, the incidence and mortality rates of oral cancer are among the highest in the world. Intraoral cancer (tongue, gum, floor of the mouth, and other non-specified parts of the mouth), the accumulated survival rate after five years is less than 50%. Objectives: Estimate the accumulated survival probability after five years and adjust the Cox regression model for mouth and oropharyngeal cancers, according to age range, sex, morphology, and location, for the city of Natal. Describe the mortality and incidence coefficients of oral and oropharyngeal cancer and their tendencies in the city of Natal, between 1980 and 2001 and between 1997 and 2001, respectively. Methods: Survival data of patients registered between 1997 and 2001 was obtained from the Population-based Cancer Record of Natal. Differences between the survival curves were tested using the log-rank test. The Cox proportional risk model was used to estimate risk ratios. The simple linear regression model was used for tendency analyses of the mortality and incidence coefficients. Results: The probability after five years was 22.9%. The patients with undifferentiated malignant neoplasia were 4.7 times more at risk of dying than those with epidermoid carcinoma, whereas the patients with oropharyngeal cancer had 2.0 times more at risk of dying than those with mouth cancer. The mouth cancer mortality and incidence coefficients for Natal were 4.3 and 2.9 per 100 000 inhabitants, respectively. The oropharyngeal cancer mortality and incidence coefficients were, respectively, 1.1 and 0.7 per 100 000 87 inhabitants. Conclusions: A low survival rate after five years was identified. Patients with oropharyngeal cancer had a greater risk of dying, independent of the factors considered in this study. Also independent of other factors, undifferentiated malignant neoplasia posed a greater risk of death. The magnitudes of the incidence coefficients found are not considered elevated, whereas the magnitudes of the mortality coefficients are high

Mortalidade infantil e condições socioeconômicas nas microrregiões do Nordeste Brasileiro

The study aims to answer the following question: what are the different profiles of infant mortality, according to demographic, socioeconomic, infrastructure and health care, for the micro-regions at the Northeast of Brazil? Thus, the main objective is to analyze the profiles or typologies associated mortality levels sociodemographic conditions of the micro-regions, in the year 2010. To this end, the databases of birth and death certificates of SIM and SINASC (DATASUS/MS), were taken from the 2010 population Census microdata and from SIDRA/IBGE. As a methodology, a weighted multiple linear regression model was used in the analysis in order to find the most significant variables in the explanation child mortality for the year 2010. Also a cluster analysis was performed, seeking evidence, initially, of homogeneous groups of micro-regions, from of the significant variables. The logit of the infant mortality rate was used as dependent variable, while variables such as demographic, socioeconomic, infrastructure and health care in the micro-regions were taken as the independent variables of the model. The Bayesian estimation technique was applied to the database of births and deaths, due to the inconvenient fact of underreporting and random fluctuations of small quantities in small areas. The techniques of Spatial Statistics were used to determine the spatial behavior of the distribution of rates from thematic maps. In conclusion, we used the method GoM (Grade of Membership), to find typologies of mortality, associated with the selected variables by micro-regions, in order to respond the main question of the study. The results points out to the formation of three profiles: Profile 1, high infant mortality and unfavorable social conditions; Profile 2, low infant mortality, with a median social conditions of life; and Profile 3, median and high infant mortality social conditions. With this classification, it was found that, out of 188 micro-regions, 20 (10%) fits the extreme profile 1, 59 (31.4%) was characterized in the extreme profile 2, 34 (18.1%) was characterized in the extreme profile 3 and only 9 (4.8%) was classified as amorphous profile. The other micro-regions framed up in the profiles mixed. Such profiles suggest the need for different interventions in terms of public policies aimed to reducing child mortality in the region

Políticas públicas para agricultura familiar: uma avaliação sobre a correspondência do paa e do PRONAF nos territórios da cidadania do Rio Grande do Norte - 2008 a 2010.

Family farming has been considered as the new axis of rural development in the country, the focus of several public policies, especially the National Program for Strengthening Family Agriculture - PRONAF and Food Purchase Program - PAA. PRONAF was created with the aim of providing credit to farmers, while the PAA to support family farmers through the purchase of its production. In this context, the objective of this study is to analyze the correspondence of these two public policies for family farming, in the Territories of Citizenship of the state of Rio Grande do Norte, between the years 2008 to 2010. In the methodology, the analysis was performed by comparing the distributions of the two programs in the territories of citizenship status. There were also statistical tests of differences in proportions, and Spearman correlations, and estimated a logit regression model, in order to measure the probability of a farmer participating in the PAA is associated with one of the modes of PRONAF. The data used were obtained from the National and Supply - CONAB at the Institute of Technical Assistance and Rural Extension - EMATER, and the Ministry of Agrarian Development - MDA. Among the key findings was noted that policies were associated with a direct, but low in the districts of the Territories of Citizenship. And that, in the years 2008 and 2009, only in the territories of Mato Grande, Alto Oeste and Seridó, the actions of PAA and PRONAF had direct and significant correlations. It was found that in most of the territories, policies are performed randomly, ie that both have no correlation to each other. The estimates of the logit model showed that the chance of a family farmer, the PAA participant, receive credits PRONAF A, is higher in the territory of Mato Grande, and would have a chance to fall in PRONAF B in all areas surveyed. Moreover, farmers in the territories of the Assu-Mossoró, Sertão of Apodi, Seridó and Alto Oeste, participating in the PAA would be more likely to receive credits PRONAF C, reflecting thus the family farm more consolidated these territories

A eficiência do gasto e da qualidade da saúde pública: uma análise nos municípios do estado do Rio Grande do Norte (2004 e 2008)

The overall objective of this study is to analyze the efficiency in the use of resources and the quality of public health in the municipalities of Rio Grande do Norte, from 2004 to 2008. It also seeks to identify the determinants of municipal inefficiency and measure the productivity of public spending on health. To this end, three methods of analysis are used: the DEA, the Malmquist index and the Tobit regression model. Among other findings, it appears that municipalities considered more inefficient in the measurement of expenditure on health make the largest expense in this function. On the other hand, from 2004 to 2008, only 13 municipalities showed an increase in the productivity of public spending. It is also noted that municipalities considered efficient in quality of health, although having more physical and human resources, offer fewer health services to the population. In all, the major determinants of health spending inefficiencies are the variables: age of the mayor, coalition, population density, literacy race and budget revenues. Regarding the inefficiency of the health quality, variables such as: coalition, literacy race have strong influence on this behavior. Thereby, the hypotheses proposed by the study have been fully accepted. In other words, for the efficiency of the quality and health spending it is needed more than resources, i.e., the expenditure shows itself as essential, but not enough, for political and economic aspects also interfere with the performance of spent and in the quality of health care offered to the population

Acurácia dos indicadores clínicos do diagnóstico de enfermagem volume de líquidos excessivo em pacientes submetidos à hemodiálise

Trasnversal study, with the objective of evaluating the accuracy of clinical indicators of nursing diagnosis excessive fluid volume in patients undergoing hemodialysis. The study occurred in two stages, the first consisted of the evaluation of the diagnostic indicators in study; and the second, the diagnostic inference conducted by nurse diagnosticians. The first stage occurred from december 2012 to april 2013, in a University Hospital and a Hemodialysis Clinic in Northeastern of Brazil, with a sample of 100 chronic renal failure patients on hemodialysis. The data were selected through an interview form and a physical examination, organized into spreadsheets and analyzed as to the presence or absence of the indicators of diagnosis excessive fluid volume. In the second step, the spreadsheets were sent to three nurses diagnosticians, who judged the presence or absence of diagnosis in the clientele searched. This step was conducted from july to september 2013. For analysis of the data, we used descriptive and inferential statistics. In the descriptive analysis, we used measures of central tendency and dispersion. In inferential analysis, we used the tests Chi- square, Fisher and prevalence ratios. The accuracy of the clinical indicators pertaining to the diagnosis were measured as to the specificity, sensitivity, predictive values, likelihood ratios and Diagnostic Odds Ratio. Also developed a logistic regression. The results were organized in tables and discussed with literature. This study was approved by the Ethics Committee in Research of the Federal University of Rio Grande do Norte, with Presentation Certificate for Ethics Appreciation nº 08696212.7.0000.5537. The results revealed that the diagnosis studied was present in 82% of patients. The characteristics with prevalence above 50 % that stood out were: azotemia, decreased hematocrit, electrolyte imbalance, intake exceeds output, anxiety, edema, decreased hemoglobin, oliguria and blood pressure changes. Eight defining characteristics were presented statistically significant association with the nursing diagnosis investigated: pulmonary congestion, intake exceeds output, electrolytes imbalance, jugular vein distension, edema, weight gain over short period of time, agitation and adventitious breath sounds. Among these, the 10 characteristics which showed higher prevalence ratios were: edema and weight gain over short period of time. The features with the highest sensitivity were edema, electrolytes imbalance and intake exceeds output and the standing out with greater specificity were: anasarca, weight gain over short period of time, change in respiratory pattern, adventitious breath sounds, pulmonary congestion, agitation and jugular vein distension. The indicators jugular vein distension, electrolytes imbalance, intake exceeds output, increased central venous pressure and edema, together, were identified in the logistic regression model as the most significant predictors. It is concluded that the identification of accurate clinical indicators allow a good prediction of the nursing diagnosis of excessive fluid volume in patients undergoing hemodialysis in order to assist the nurse in the inference process, which will contribute to the success of patient care. In addition, nurses will consider for diagnostic inference not only his clinical experience, but also scientific evidence of the occurrence of excessive fluid volume, contributing to the control of volemia in these patients

Modelagem de dados de falhas de equipamentos de sub-superfície em poços de petróleo da Bacia Potiguar

This master´s thesis presents a reliability study conducted among onshore oil fields in the Potiguar Basin (RN/CE) of Petrobras company, Brazil. The main study objective was to build a regression model to predict the risk of failures that impede production wells to function properly using the information of explanatory variables related to wells such as the elevation method, the amount of water produced in the well (BSW), the ratio gas-oil (RGO), the depth of the production bomb, the operational unit of the oil field, among others. The study was based on a retrospective sample of 603 oil columns from all that were functioning between 2000 and 2006. Statistical hypothesis tests under a Weibull regression model fitted to the failure data allowed the selection of some significant predictors in the set considered to explain the first failure time in the wells

Qualidade em serviços de saúde: uma contribuição à definição de um modelo paramétrico e padrão de qualidade do tempo agendado para consulta ambulatorial

This work presents a study in quality of health care, with focus on consulting appointment. The main purpose is to define a statistical model and propose a quality grade of the consulting appointment time. The time considered is that from the day the patient get the appointment done to the day the consulting is realized. It is used reliability techniques and functions that has as main characteristic the analysis of data regarding the time of occurrence certain event. It is gathered a random sample of 1743 patients in the appointment system of a University Hospital - the Hospital Universitário Onofre Lopes - of the Federal University of Rio Grande do Norte, Brazil. The sample is randomly stratified in terms on clinical specialty. The data were analyzed against the parametric methods of the reliability statistics and the adjustment of the regression model resulted in the Weibull distribution being best fit to data. The quality grade proposed is based in the PAHO criteria for a consulting appointment and result that no clinic got the PAHO quality grade. The quality grade proposed could be used to define priority for improvement and as criteria to quality control

Sono e síndrome da fragilidade em idosos residentes em instituições de longa permanência

Introduction: The aging process causes quantitative and qualitative changes in sleeping. Such changes affects more than half of the adults above 65 years old, that live in the community and 70% of the institutionalized, a great negative impact in their quality of life. One of the pathological displays of aging, that share some characteristics with sleeping disorders and predict similar results, is the Frailty Syndrome, that characterize the most weakened and vulnerable elderly. The way sleeping disorders play a role in the frailty pathogeneses remains uncertain. Objective: Evaluate the relation between the sleeping and the frailty syndrome on institutionalized elderly. Methodology: A transversal study was performed with 69 elderly in institutions in the city of João Pessoa PB. Were used the Pittsburgh Sleeping Quality Index and actigraphy to subjective and objective variables, respectively, and questionnaires and specific tests to frailty phenotype variant (Fried Frailty Criteria). In the statistic analysis were used the Pearson correlation test, Chi Square and One-way ANOVA test, with Tukey-Krammer posttest. Subsequently, a Simple Linear Regression model was built. On every statistical analysis were considered a confidence interval of 95% and a p < 0,05. Results: The sample was characterized by the prevalence of the frail (49,3%), women (62,3%), single (50,7%) and 77,52 (±7,82).The frail elderly obtained the worst sleeping quality 10,37 (±4,31) (f = 4,15, p = 0,02), when compared with the non-frail. The sleep latency influenced more the frailty (R2 = 0,13, β standard = 1,76, β = 0,41, p = 0,001). Weren t found differences between the standard resting-activity variable and the frailty phenotype categories. Conclusion: Sleeping alterations, including bad sleeping quality, prolonged sleep latency, low sleep efficiency and day drowsiness, influenced the frailty in institutionalized elderly

Apoio social e síndrome da fragilidade em idosos residentes na comunidade

Introduction: The frailty in the elderly is the result of a complex interplay between many social and clinical factors involved in its genesis. Although there is an understanding of its association with increased risk of adverse clinical outcomes, still it is unclear whether this syndrome can be aggravated due to lack of social support. So, the objective of this study was to analyze the association between social support and frailty syndrome in elderly community residents. Materials and methods: Observational analytical cross-sectional study, with a sample of 300 elderly living in the city of Natal-RN. Were collected informations about socialdemographic, economics and physical health data. The Social support was assessed by the status of cohabitation; marital status; contact frequency and diversity rate; received and given attendance frequency rate; and Map Minimum Relations of the Elderly. The frailty was assessed using the following criteria: unintentional weight loss, weakness, low physical activity, exhaustion and Slowness. To observe any possible associations, we performed the Pearson chi-square test, the Student t test and multivariate analysis using binary logistic regression, adopting a significance level of 5%. Results: It was observed that there were no associations of frailty with the social support variables, except for housekeeping mode (p = 0.046) of the MMRI. For the sociodemographic, economic, physical health and social support data, only age (p <0.001), sedentary lifestyle (p = 0.002) and poor perceived health (p = 0.001) were the ones that remained in the logistic regression model, with strong association for the presence of frailty. Conclusion: Among the variables related to social support, only to help with housekeeping was significantly associated with frailty. However, more studies need to be developed to characterize the social vulnerability, as well as health services need to recognize the importance of social support as an integral part of care for the elderly

Validação da escala de fatigabilidade percebida para avaliação da fadiga em idosas

The term fatigability concerns the degree of fatigue associated with performing an activity of any type (physical, mental, emotional and / or social). Recently scales for assessing fatigue in the English language were created, however, gaps exist regarding the validity of these scales in relation to oxygen consumption and levels of perceived fatigue. Objective: To investigate the validity of perceived fatigability scale in older women frail and non-frail by the expired gases kinetics. Methods: This is a study of type validation, where were evaluated 48 elderly. The evaluation was conducted at two different sessions. In the first, data were collected demographic partners, as well as assessment of cognitive function, physical health, and the phenotype of frailty. The second was composed by the test 6-minute walk (6MWT) associated the expired gases kinects and assessment of perceived fatigability. Statistical analysis was performed a descriptive analysis and then we used the Pearson correlation test to evaluate the relationship between the measure of perceived fatigue and variables oxygen consumption (VO2), carbon dioxide production (VCO2), respiratory exchange ratio (RER)before and after 6MWT. We used a linear regression model initially considering the following explanatory variable: age, Body Mass Index (BMI), presence of frailty, comorbidities, level of physical activity, distance covered in the 6MWT , the energy cost of walking and severity of fatigability on performance. Results: The final sample consisted of 44 elderly women, 4 elderly were excluded because they didn t complete all phases of this study. The mean age obtained was 75 years (± 7.2 years). There was no significant correlation between fatigability measures and the values of VO2 ( r = .09 , p = .56 ) , VCO2 ( r = .173 , p = .26 ) , RER ( r = - .121 , p = .43 ). The final linear regression model showed that the energy cost of walking, the usual level of physical activity and the performance severity of fatigability explained 83.5 % (R2 = 0.835, p < 0.01) of the variation in the perceived fatigability. Conclusion: Our findings indicate a relationship between greater severity of fatigability and lower levels of physical activity and increased energy cost in walking, suggesting that the fatigability analyses using a simple numeric scale is valid and viable for assessment of fatigue in older women