Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

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

Síntese de pigmento cerâmico ferrita de cobalto utilizando planejamento experimental

Synthetic inorganic pigments are the most widely used in ceramic applications because they have excellent chemical and thermal stability and also, in general, a lower toxicity to man and to the environment. In the present work, the ceramic black pigment CoFe2O4 was synthesized by the polymerization Complex method (MPC) in order to form a material with good chemical homogeneity. Aiming to optimize the process of getting the pigment through the MPC was used a fractional factorial design 2(5-2), with resolution III. The factors studied in mathematical models were: citric acid concentration, the pyrolysis time, temperature, time and rate of calcination. The response surfaces using the software statistica 7.0. The powders were characterized by thermal analysis (TG/DSC), x-ray diffraction (XRD), scanning electron microscopy (SEM) and spectroscopy in the UV-visible. Based on the results, there was the formation of phase cobalt ferrite (CoFe2O4) with spinel structure. The color of the pigments obtained showed dark shades, from black to gray. The model chosen was appropriate since proved to be adjusted and predictive. Planning also showed that all factors were significant, with a confidence level of 95%

Análise comparativa entre simuladores de linha de fluxo e diferenças finitas para um reservatório de petróleo submetido a injeção de água

Water injection is the most widely used method for supplementary recovery in many oil fields due to various reasons, like the fact that water is an effective displacing agent of low viscosity oils, the water injection projects are relatively simple to establish and the water availability at a relatively low cost. For design of water injection projects is necessary to do reservoir studies in order to define the various parameters needed to increase the effectiveness of the method. For this kind of study can be used several mathematical models classified into two general categories: analytical or numerical. The present work aims to do a comparative analysis between the results presented by flow lines simulator and conventional finite differences simulator; both types of simulators are based on numerical methods designed to model light oil reservoirs subjected to water injection. Therefore, it was defined two reservoir models: the first one was a heterogeneous model whose petrophysical properties vary along the reservoir and the other one was created using average petrophysical properties obtained from the first model. Comparisons were done considering that the results of these two models were always in the same operational conditions. Then some rock and fluid parameters have been changed in both models and again the results were compared. From the factorial design, that was done to study the sensitivity analysis of reservoir parameters, a few cases were chosen to study the role of water injection rate and the vertical position of wells perforations in production forecast. It was observed that the results from the two simulators are quite similar in most of the cases; differences were found only in those cases where there was an increase in gas solubility ratio of the model. Thus, it was concluded that in flow simulation of reservoirs analogous of those now studied, mainly when the gas solubility ratio is low, the conventional finite differences simulator may be replaced by flow lines simulator the production forecast is compatible but the computational processing time is lower.

Um sistema para estimação da vazão de gás de poços produzindo por Plunger Lift para vaso separador de teste em plataformas de petróleo

This work intends to analyze the behavior of the gas flow of plunger lift wells producing to well testing separators in offshore production platforms to aim a technical procedure to estimate the gas flow during the slug production period. The motivation for this work appeared from the expectation of some wells equipped with plunger lift method by PETROBRAS in Ubarana sea field located at Rio Grande do Norte State coast where the produced fluids measurement is made in well testing separators at the platform. The oil artificial lift method called plunger lift is used when the available energy of the reservoir is not high enough to overcome all the necessary load losses to lift the oil from the bottom of the well to the surface continuously. This method consists, basically, in one free piston acting as a mechanical interface between the formation gas and the produced liquids, greatly increasing the well s lifting efficiency. A pneumatic control valve is mounted at the flow line to control the cycles. When this valve opens, the plunger starts to move from the bottom to the surface of the well lifting all the oil and gas that are above it until to reach the well test separator where the fluids are measured. The well test separator is used to measure all the volumes produced by the well during a certain period of time called production test. In most cases, the separators are designed to measure stabilized flow, in other words, reasonably constant flow by the use of level and pressure electronic controllers (PLC) and by assumption of a steady pressure inside the separator. With plunger lift wells the liquid and gas flow at the surface are cyclical and unstable what causes the appearance of slugs inside the separator, mainly in the gas phase, because introduce significant errors in the measurement system (e.g.: overrange error). The flow gas analysis proposed in this work is based on two mathematical models used together: i) a plunger lift well model proposed by Baruzzi [1] with later modifications made by Bolonhini [2] to built a plunger lift simulator; ii) a two-phase separator model (gas + liquid) based from a three-phase separator model (gas + oil + water) proposed by Nunes [3]. Based on the models above and with field data collected from the well test separator of PUB-02 platform (Ubarana sea field) it was possible to demonstrate that the output gas flow of the separator can be estimate, with a reasonable precision, from the control signal of the Pressure Control Valve (PCV). Several models of the System Identification Toolbox from MATLAB® were analyzed to evaluate which one better fit to the data collected from the field. For validation of the models, it was used the AIC criterion, as well as a variant of the cross validation criterion. The ARX model performance was the best one to fit to the data and, this way, we decided to evaluate a recursive algorithm (RARX) also with real time data. The results were quite promising that indicating the viability to estimate the output gas flow rate from a plunger lift well producing to a well test separator, with the built-in information of the control signal to the PCV

Estudo dos parâmetros de extração de fenol de efluentes aquosos por um tensoativo não iônico

Environmental sustainability has become one of the topics of greatest interest in industry, mainly due to effluent generation. Phenols are found in many industries effluents, these industries might be refineries, coal processing, pharmaceutical, plastics, paints and paper and pulp industries. Because phenolic compounds are toxic to humans and aquatic organisms, Federal Resolution CONAMA No. 430 of 13.05.2011 limits the maximum content of phenols, in 0.5 mg.L-1, for release in freshwater bodies. In the effluents treatment, the liquid-liquid extraction process is the most economical for the phenol recovery, because consumes little energy, but in most cases implements an organic solvent, and the use of it can cause some environmental problems due to the high toxicity of this compound. Because of this, exists a need for new methodologies, which aims to replace these solvents for biodegradable ones. Some literature studies demonstrate the feasibility of phenolic compounds removing from aqueous effluents, by biodegradable solvents. In this extraction kind called "Cloud Point Extraction" is used a nonionic surfactant as extracting agent of phenolic compounds. In order to optimize the phenol extraction process, this paper studies the mathematical modeling and optimization of extraction parameters and investigates the effect of the independent variables in the process. A 32 full factorial design has been done with operating temperature and surfactant concentration as independent variables and, parameters extraction: Volumetric fraction of coacervate phase, surfactant and residual concentration of phenol in dilute phase after separation phase and phenol extraction efficiency, as dependent variables. To achieve the objectives presented before, the work was carried out in five steps: (i) selection of some literature data, (ii) use of Box-Behnken model to find out mathematical models that describes the process of phenol extraction, (iii) Data analysis were performed using STATISTICA 7.0 and the analysis of variance was used to assess the model significance and prediction (iv) models optimization using the response surface method (v) Mathematical models validation using additional measures, from samples different from the ones used to construct the model. The results showed that the mathematical models found are able to calculate the effect of the surfactant concentration and the operating temperature in each extraction parameter studied, respecting the boundaries used. The models optimization allowed the achievement of consistent and applicable results in a simple and quick way leading to high efficiency in process operation.

Avaliação da flotação por ar dissolvido no polimento de efluentes de lagoa de estabilização

Experience in the use of stabilization ponds shows that this is a system with low cost, easy operation and maintenance and suitable for tropical countries. One of its disadvantages is due to high concentrations of suspended solids, mainly due to algal biomass in the effluents. Accordingly, the dissolved air flotation has been shown to be an efficient post-treatment technology. However, the efficiency of this process is related to coagulation and flocculation steps, as well as the adjustment of the involved variables in the process. The objective of this work was to evaluate the algae removal efficiency from wastewater stabilization ponds and the influence of the factors involved in the process using dissolved air flotation. For this, we used primary facultative and maturation effluents of ETE Ponta Negra in Natal. We did tests of coagulation, flocculation and flotation with the samples, using the equipment flotatest. In this process were tested coagulants aluminum sulfate and ferric chloride, and varied the factors pH, coagulant concentration, polymer concentration and rate of recirculation. At the end of the experiments were analyzed turbidity, suspended solids, color, COD and chlorophyll "a". These results were submitted to descriptive statistics to verify the efficiency of the process in general, and regression analysis to identify models that describe the process and demonstrate the factors that have greater influence on flotation. After step methodology, high values were found removal efficiency of suspended solids, reaching values greater than 90% in the best cases. It was concluded that flotation is more efficient in the facultative pond effluent using ferric chloride, and the variability of algae may negatively influence the process. Regression analyzes showed that pH is the most influential variable in the coagulation-flocculation-flotation, and its optimal value among the tested is 5.5 for both coagulants

Estudo da organização funcional do sistema circadiano por meio de ferramentas computacionais e matemáticas

Circadian rhythms are variations in physiological processes that help living beings to adapt to environmental cycles. These rhythms are generated and are synchronized to the dark light cycle through the suprachiasmatic nucleus. The integrity of circadian rhythmicity has great implication on human health. Currently it is known that disturbances in circadian rhythms are related to some problems of today such as obesity, propensity for certain types of cancer and mental disorders for example. The circadian rhythmicity can be studied through experiments with animal models and in humans directly. In this work we use computational models to gather experimental results from the literature and explain the results of our laboratory. Another focus of this study was to analyze data rhythms of activity and rest obtained experimentally. Here we made a review on the use of variables used to analyze these data and finally propose an update on how to calculate these variables. Our models were able to reproduce the main experimental results in the literature and provided explanations for the results of experiments performed in our laboratory. The new variables used to analyze the rhythm of activity and rest in humans were more efficient to describe the fragmentation and synchronization of this rhythm. Therefore, the work contributed improving existing tools for the study of circadian rhythms in mammals

Desigualdade regional da mortalidade neonatal no Brasil

In Brazil, despite the decline in infant mortality in recent decades it still has high rates going against recommended by WHO. Being the largest percentage of infant mortality rate composed of neonatal deaths. Objective: A study was conducted to analyze the spatial distribution of neonatal mortality and its correlation with the biological, socioeconomic and maternal and child health care in the Brazilian states in the period from 2006 to 2010. Method: The study made thematic maps and correlation (LISA) for verification of spatial dependence and multiple linear regression models. Results: Was found that there is no spatial autocorrelation for neonatal mortality in the Brazilian states (R = 0.002, p = 0.48). Most of variables were correlated (r> 0.3, p <0.05) with neonatal mortality, forming clusters in the North and Northeast, with the highest rates of teenage mothers, low household income per capita, lower prenatal appointments and beds of Neonatal Intensive Care Unit. The number of Neonatal UCI beds remained independent effect after regression analysis. Conclusion: The study concludes that regional inequalities in living conditions and especially the access to maternal and child health services contribute to the unequal distribution of neonatal mortality in Brazil

Perfil de mortalidade de idosos no Rio Grande do Norte: estudo comparativo entre duas faixas etárias e fatores relacionados

Measures of mortality represent one of the most important indicators of health conditions. For comprising the larger rate of deaths, the study of mortality in the elderly population is regarded as essential to understand the health situation. In this sense, the present study aims to analyze the mortality profile of the population from 60 to 69 (young elders) and older than 80 years old (oldest old) in the Rio Grande do Norte state (Brazil) in the period 2001 to 2011, and to identify the association with contextual factors and variables about the quality of the Mortality Information System (SIM). For this purpose, Mortality Proportional (MP) was calculated for the state and Specific Mortality Rate by Age (CMId) , according to chapters of ICD- 10, to the municipalities of Rio Grande do Norte , through data from the Mortality Information System (SIM) and the Brazilian Institute of Geography and Statistics (IGBE). In order to identify groups of municipalities with similar mortality profiles, Nonhierarchical Clustering K-means method was applied and the Factor Analysis by the Principal Components Analysis was resort to reduce contextual variables. The spatial distribution of these groups and the factors were visualized using the Spatial Analysis Areas technique. During the period investigated, 21,813 younger elders deaths were recorded , with a predominance of deaths from circulatory diseases (32.75%) and neoplasms (22.9 %) . Among the oldest old, 50,637 deaths were observed, which 35.26% occurred because of cardiovascular diseases and 17.27% of ill-defined causes. Clustering Analysis produced three clusters to the two age groups and Factor Analysis reduced the contextual variables into three factors, also the sum of the factor scores was considered. Among the younger elders, the groups are called misinformation profile, development profile and development paradox, which showed a statistically significant association with education and poverty and extreme poverty factors, factorial sum and the variable related to underreporting of deaths. Misinformation profile remained in the oldest old group, accompanied by the epidemiological transition profile and the epidemiological paradox, that were statistically associated with the development and health factor, as well as with the variables that indicate the SIM quality: proportion of blank fields about the schooling and underreporting. It proposed that the mortality profiles of the younger elders and oldest old differ on the importance of the basic causes and that are influenced by different contextual aspects , observing that 60 to 69 years group is more affected by such aspects. Health inequalities can be reduced by measures aimed to improve levels of education and poverty, especially in younger elders, and by optimizing the use of health services, which is more associated to the oldest old health situation. Furthermore, it is important to improve the quality of information for the two age groups

Métodos estatísticos recursivos aplicados ao problema de estimação de vazão de gás em plantas de Plunger-lift

This work has as main objective to find mathematical models based on linear parametric estimation techniques applied to the problem of calculating the grow of gas in oil wells. In particular we focus on achieving grow models applied to the case of wells that produce by plunger-lift technique on oil rigs, in which case, there are high peaks in the grow values that hinder their direct measurement by instruments. For this, we have developed estimators based on recursive least squares and make an analysis of statistical measures such as autocorrelation, cross-correlation, variogram and the cumulative periodogram, which are calculated recursively as data are obtained in real time from the plant in operation; the values obtained for these measures tell us how accurate the used model is and how it can be changed to better fit the measured values. The models have been tested in a pilot plant which emulates the process gas production in oil wells

Avaliação de floculante natural à base de Moringa oleifera no tratamento de água produzida na indústria do petróleo: aplicação da técnica combinada floculação/flotação

The principal effluent in the oil industry is the produced water, which is commonly associated to the produced oil. It presents a pronounced volume of production and it can be reflected on the environment and society, if its discharge is unappropriated. Therefore, it is indispensable a valuable careful to establish and maintain its management. The traditional treatment of produced water, usualy includes both tecniques, flocculation and flotation. At flocculation processes, there are traditional floculant agents that aren’t well specified by tecnichal information tables and still expensive. As for the flotation process, it’s the step in which is possible to separate the suspended particles in the effluent. The dissolved air flotation (DAF) is a technique that has been consolidating economically and environmentally, presenting great reliability when compared with other processes. The DAF is presented as a process widely used in various fields of water and wastewater treatment around the globe. In this regard, this study was aimed to evaluate the potential of an alternative natural flocculant agent based on Moringa oleifera to reduce the amount of oil and grease (TOG) in produced water from the oil industry by the method of flocculation/DAF. the natural flocculant agent was evaluated by its efficacy, as well as its efficiency when compared with two commercial flocculant agents normally used by the petroleum industry. The experiments were conducted following an experimental design and the overall efficiencies for all flocculants were treated through statistical calculation based on the use of STATISTICA software version 10.0. Therefore, contour surfaces were obtained from the experimental design and were interpreted in terms of the response variable removal efficiency TOG (total oil and greases). The plan still allowed to obtain mathematical models for calculating the response variable in the studied conditions. Commercial flocculants showed similar behavior, with an average overall efficiency of 90% for oil removal, however it is the economical analysis the decisive factor to choose one of these flocculant agents to the process. The natural alternative flocculant agent based on Moringa oleifera showed lower separation efficiency than those of commercials one (average 70%), on the other hand this flocculant causes less environmental impacts and it´s less expensive

Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

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

Síntese de pigmento cerâmico ferrita de cobalto utilizando planejamento experimental

Synthetic inorganic pigments are the most widely used in ceramic applications because they have excellent chemical and thermal stability and also, in general, a lower toxicity to man and to the environment. In the present work, the ceramic black pigment CoFe2O4 was synthesized by the polymerization Complex method (MPC) in order to form a material with good chemical homogeneity. Aiming to optimize the process of getting the pigment through the MPC was used a fractional factorial design 2(5-2), with resolution III. The factors studied in mathematical models were: citric acid concentration, the pyrolysis time, temperature, time and rate of calcination. The response surfaces using the software statistica 7.0. The powders were characterized by thermal analysis (TG/DSC), x-ray diffraction (XRD), scanning electron microscopy (SEM) and spectroscopy in the UV-visible. Based on the results, there was the formation of phase cobalt ferrite (CoFe2O4) with spinel structure. The color of the pigments obtained showed dark shades, from black to gray. The model chosen was appropriate since proved to be adjusted and predictive. Planning also showed that all factors were significant, with a confidence level of 95%

Análise comparativa entre simuladores de linha de fluxo e diferenças finitas para um reservatório de petróleo submetido a injeção de água

Water injection is the most widely used method for supplementary recovery in many oil fields due to various reasons, like the fact that water is an effective displacing agent of low viscosity oils, the water injection projects are relatively simple to establish and the water availability at a relatively low cost. For design of water injection projects is necessary to do reservoir studies in order to define the various parameters needed to increase the effectiveness of the method. For this kind of study can be used several mathematical models classified into two general categories: analytical or numerical. The present work aims to do a comparative analysis between the results presented by flow lines simulator and conventional finite differences simulator; both types of simulators are based on numerical methods designed to model light oil reservoirs subjected to water injection. Therefore, it was defined two reservoir models: the first one was a heterogeneous model whose petrophysical properties vary along the reservoir and the other one was created using average petrophysical properties obtained from the first model. Comparisons were done considering that the results of these two models were always in the same operational conditions. Then some rock and fluid parameters have been changed in both models and again the results were compared. From the factorial design, that was done to study the sensitivity analysis of reservoir parameters, a few cases were chosen to study the role of water injection rate and the vertical position of wells perforations in production forecast. It was observed that the results from the two simulators are quite similar in most of the cases; differences were found only in those cases where there was an increase in gas solubility ratio of the model. Thus, it was concluded that in flow simulation of reservoirs analogous of those now studied, mainly when the gas solubility ratio is low, the conventional finite differences simulator may be replaced by flow lines simulator the production forecast is compatible but the computational processing time is lower.