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

Desenvolvimento de antenas de microfita e antenas DRA Broadband

The search for ever smaller device and without loss of performance has been increasingly investigated by researchers involving applied electromagnetics. Antennas using ceramics materials with a high dielectric constant, whether acting as a substract element of patch radiating or as the radiant element are in evidence in current research, that due to the numerous advantages offered, such as: low profile, ability to reduce the its dimensions when compared to other devices, high efficiency of ratiation, suitability the microwave range and/or millimeter wave, low temperature coefficient and low cost. The reason for this high efficiency is that the dielectric losses of ceramics are very low when compared to commercially materials sold used in printed circuit boards, such as fiberglass and phenolite. These characteristics make ceramic devices suitable for operation in the microwave band. Combining the design of patch antennas and/or dielectric resonator antenna (DRA) to certain materials and the method of synthesis of these powders in the manufacture of devices, it s possible choose a material with a dielectric constant appropriate for the design of an antenna with the desired size. The main aim of this work is the design of patch antennas and DRA antennas on synthesis of ceramic powders (synthesis by combustion and polymeric precursors - Pe- chini method) nanostructured with applications in the microwave band. The conventional method of mix oxides was also used to obtain nanometric powders for the preparation of tablets and dielectric resonators. The devices manufactured and studied on high dielectric constant materials make them good candidates to have their small size compared to other devices operating at the same frequency band. The structures analyzed are excited by three different techniques: i) microstrip line, ii) aperture coupling and iii) inductive coupling. The efficiency of these techniques have been investigated experimentally and compared with simulations by Ansoft HFSS, used in the accurate analysis of the electromagnetic behavior of antennas over the finite element method (FEM). In this thesis a literature study on the theory of microstrip antennas and DRA antenna is performed. The same study is performed about the materials and methods of synthesis of ceramic powders, which are used in the manufacture of tablets and dielectric cylinders that make up the devices investigated. The dielectric media which were used to support the analysis of the DRA and/or patch antennas are analyzed using accurate simulations using the finite difference time domain (FDTD) based on the relative electrical permittivity (er) and loss tangent of these means (tand). This work also presents a study on artificial neural networks, showing the network architecture used and their characteristics, as well as the training algorithms that were used in training and modeling some parameters associated with the devices investigated

Análise de antenas utilizando substrato cerâmico, zpt, produzido por síntese auto propagante para aplicações em sistemas de micro-ondas

Ceramic substrates have been investigated by researchers around the world and has achieved a high interest in the scientific community, because they had high dielectric constants and excellent performance in the structures employed. Such ceramics result in miniaturized structures with dimensions well reduced and high radiation efficiency. In this work, we have used a new ceramic material called lead zinc titanate in the form of Zn0,8Pb0,2TiO3, capable of being used as a dielectric substrate in the construction of various structures of antennas. The method used in constructing the ceramic combustion synthesis was Self- Sustained High Temperature (SHS - "Self-Propagating High-Temperature Synthesis") which is defined as a process that uses highly exothermic reactions to produce various materials. Once initiated the reaction area in the reaction mixture, the heat generated is sufficient to become self-sustaining combustion in the form of a wave that propagates converting the reaction mixture into the product of interest. Were analyzed aspects of the formation of the composite Zn0,8Pb0,2TiO3 by SHS powders and characterized. The analysis consisted of determining the parameters of the reaction for the formation of the composite, as the ignition temperature and reaction mechanisms. The production of composite Zn0,8Pb0,2TiO3 by SHS performed in the laboratory, was the result of a total control of combustion temperature and after obtaining the powder began the development of ceramics. The product was obtained in the form of regular, alternating layers of porous ceramics and was obtained by uniaxial pressing. 10 The product was characterized by analysis of dilatometry, X-ray diffraction analysis and scanning electron microscopy. One of the contributions typically defined in this work is the development of a new dielectric material, nevertheless presented previously in the literature. Therefore, the structures of the antennas presented in this work consisted of new dielectric ceramics based Zn0,8Pb0,2TiO3 usually used as dielectric substrate. The materials produced were characterized in the microwave range. These are dielectrics with high relative permittivity and low loss tangent. The Ansoft HFSS, commercial program employee, using the finite element method, and was used for analysis of antennas studied in this work

Desenvolvimento de circuitos planares sobre substratos têxteis

The use of flexible materials for the development of planar circuits is one of the most desired and studied characteristics, lately, by researchers. This happens because the flexibility of the substrate can provide previously impracticable applications, due to the rigidity of the substrates normally used that makes it difficult to fit into the circuits in irregular surfaces. The constant interest in recent years for more lighter devices, increasingly more compacts, flexible and with low cost, led to a new line of research of great interest from both academic and technological views, that is the study and development of textile substrates that can be applied in the development of planar circuits, for applications in the areas of security, biomedical and telecommunications. This paper proposes the development of planar circuits, such as antennas , frequency selective surfaces (FSS) and planar filters, using textile (cotton ticking, jeans and brim santista) as the dielectric substrate and the Pure Copper Polyester Taffeta Fabric, a textile of pure copper, highly conductive, lightweight and flexible, commercially sold as a conductive material. The electrical characteristics of textiles (electric permittivity and loss tangent) were characterized using the transmission line method (rectangular waveguide) and compared with those found in the literature. The structures were analyzed using commercial software Ansoft Designer and Ansoft HFSS, both from the company Ansys and for comparison we used the Iterative Method of Waves (WCIP). For the purpose of validation were built and measured several prototypes of antennas, planar filters and FSS, being possible to confirm an excellent agreement between simulated and measured results

Antenas planares integradas com FSSs para aplicações em sistemas de comunicações sem fio

This work presents a theoretical and experimental analysis about the properties of microstrip antennas with integrated frequency selective surfaces (Frequency Selective Surface - FSS). The integration occurs through the insertion of the FSS on ground plane of microstrip patch antenna. This integration aims to improve some characteristics of the antennas. The FSS using patch-type elements in square unit cells. Specifically, the simulated results are obtained using the commercial computer program CST Studio Suite® version 2011. From a standard antenna, designed to operate in wireless communication systems of IEEE 802.11 a / b / g / n the dimensions of the FSS are varied to obtain an optimization of some antenna parameters such as impedance matching and selectivity in the operating bands. After optimization of the investigated parameters are built two prototypes of microstrip patch antennas with and without the FSS ground plane. Comparisons are made of the results with the experimental results by 14 ZVB network analyzer from Rohde & Schwarz ®. The comparison aims to validate the simulations performed and show the improvements obtained with the FSS in integrated ground plane antenna. In the construction of prototypes, we used dielectric substrates of the type of Rogers Corporation RT-3060 with relative permittivity equal to 10.2 and low loss tangent. Suggestions for continued work are presented

Síntese, sinterização e caracterização de ferrita de níquel

In this work we obtain nickel ferrite by the combustion synthesis method whcih involves synthesising in an oven at temperatures of 750oC, 950oC and 125oC. The precursors oxidizing used were nickel nitrate, ferric as an oxidizing and reducing urea (fuel). After obtaining the mixture, the product was deagglomerated and past through a 270 mesh sieve. To assess the structure, morphology, particle size, magnetic and electrical properties of nanoparticles obtained the samples were sintered and characterized by x-ray distraction (XRD), x-ray fluorescence spectroscopy (FRX); scanning electron microscopy (SEM), energy dispersive spectroscopy (EDS), vibrating sample magnetometer (MAV ) and electrical permittivity. The results indicated the majority of phase inverse spinel ferrite and Hematite secondary phase nickel and nickel oxide. Through the intensity of the distraction, the average size of the crystallization peaks were half-height width which was calculated using the Scherrer equation. From observing the peaks of all the reflections, it appears that samples are crystal clear with the formation of nanoparticles. Morphologically, the nanoferritas sintered nickel pellet formation was observed with three systems of particle size below 100mn, which favored the formation of soft pellets. The average size of the grains in their micrometric scale. FRX and EDS showed qualitatively the presence of iron elements nickel and oxygen, where through quantitative data we can observe the presence of the secondary phase. The magnetic properties and the saturation magnetization and the coercive field are in accordance with the nickel, ferrite where the curve of hysteresis has aspects of a soft material. Dielectric constant values are below 10 and low tangent loss

Capital social e desenvolvimento de territórios: estudo multicasos nos territórios da cidadania do Rio Grande do Norte

This study aims to systematize elements for territorial development analyzing attributes of social capital present in the territories of Rio Grande do Norte. Unlike other studies about the subject, it is not intended to measure the stock of social capital, but rather to reveal the phenomenon of social organization and its implications, considering territories examined are already made around social capital structures. Case study were used as strategy research because it is enables to understand holistic features and significant events within the context of real life. For this research were selected representatives of public and social institutions involved in territorial collegiate specifically those of the governing core, selected from the more effective involvement of discretion in structure, functioning and meetings. The three territories have similar realities, are products of a public policy that is based on common criteria and present interdependence between categories of analysis of social capital. The presence or absence of any relationship - link, bridge or connection - influences the performance of territorial policy, affecting the social organization and fostering processes of access to information. In the cases at hand, despite the similarity of the general conditions of structure and function, the Apodi has qualities superior to the other. The presence of Dom Helder Camara project that articulates, in parallel to the Territory of Citizenship, the same actors of public policy with social mobilization capacity and effectiveness of actions, is able to encourage different development processes at Apodi. This can be explanatory factor, the tangent construct social capital, so that the territory present living conditions and better levels of development than the other two addressed here.

Estudo da variação da periodicidade e do acoplamento entre superfícies seletivas de frequência com elementos fractais e helicoidais em estruturas de multicamadas

This work aims to investigate the behavior of fractal and helical elements structures in planar microstrip. In particular, the frequency selective surfaces (FSSs) had changed its conventional elements to fractal and helical formats. The dielectric substrate used was fiberglass (FR-4) and has a thickness of 1.5 mm, a relative permittivity 4.4 and tangent loss equal to 0.02. For FSSs, was adopting the Dürer’s fractal geometry and helical geometry. To make the measurements, we used two antennas horns in direct line of sight, connected by coaxial cable to the vector network analyzer. Some prototypes were select for built and measured. From preliminary results, it was aimed to find practical applications for structures from the cascading between them. For FSSs with Dürer’s fractal elements was observed behavior provided by the multiband fractal geometry, while the bandwidth has become narrow as the level of iteration fractal increased, making it a more selective frequency with a higher quality factor. A parametric analysis allowed the analysis of the variation of the air layer between them. The cascading between fractal elements structure were considered, presented a tri-band behavior for certain values of the layer of air between them, and find applications in the licensed 2.5GHz band (2.3-2.7) and 3.5GHz band (3.3-3.8). For FSSs with helical elements, six structures were considered, namely H0, H1, H2, H3, H4 and H5. The electromagnetic behavior of them was analyzed separately and cascaded. From preliminary results obtained from the separate analysis of structures, including the cascade, the higher the bandwidth, in that the thickness of the air layer increases. In order to find practical applications for helical structures cascaded, the helical elements structure has been cascaded find applications in the X-band (8.0-12.0) and unlicensed band (5.25-5.85). For numerical and experimental characterization of the structures discussed was used, respectively, the commercial software Ansoft Designer and a vector network analyzer, Agilent N5230A model.

Síntese de ferritas de cobalto e níquel dopadas com zinco e caracterização de suas propriedades eletromagnéticas

This work shows that the synthesis by combustion is a prominent alternative to obtain ceramic powders of higher oxides, nanostructured and of high purity, as the ferrites of formulas Co(1-x)Zn(x)Fe2O4 e Ni(1-x)Zn(x)Fe2O4 with x ranging from 0.2 mols, in a range from 0.2 ≤ x ≥ 1.0 mol, that presents magnetic properties in coexistence of ferroelectric and ferrimagnetic states, which can be used in antennas of micro tapes and selective surfaces of low frequency in a range of miniaturized microwaves, without performance loss. The obtainment occurred through the combustion process, followed by appropriate physical processes and ordered to the utilization of the substrate sinterization process, it gave us a ceramic material, of high purity degree in a nanometric scale. The Vibrating Sample Magnetometer (VSM) analysis showed that those ferritic materials presents parameters, as materials hysteresis, that have own behavior of magnetic materials of good quality, in which the magnetization states can be suddenly changed with a relatively small variation of the field intensity, having large applications on the electronics field. The X-ray Diffraction (XRD) analysis of the ceramic powders synthesized at 900 °C, characterize its structural and geometrical properties, the crystallite size and the interplanar spacing. Other analysis were developed, as Scanning Electron Microscopy (SEM), X-ray Fluorescence (XRF), electric permittivity and the tangent loss, in high frequencies, through the equipment ZVB - 14 Vector Network Analyzer 10 MHz-14 GHz, of ROHDE & SCHWART.

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