7 resultados para Three models
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:
Continuous steam injection is one of heavy oil thermal recovery methods used in the Brazilian Northeast because of high occurrence of heavy oil reservoir. In this process, the oil into the reservoir is heated while reduces, substantially, its viscosity and improves the production. This work analyzed how the shaly sand layers influenced in the recovery. The studied models were synthetics, but the used reservoir data can be extrapolated to real situations of Potiguar Basin. The modeling was executed using the STARS - Steam Thermal and Advanced Process Reservoir Simulator - whose version was 2007.10. STARS is a tool of CMG Computer Modeling Group. The study was conducted in two stages, the first we analyzed the influence of reservoir parameters in the thermal process, so some of these were studied, including: horizontal permeability of the reservoir and the layer of shaly sand, ratio of horizontal permeability to vertical permeability, the influence of capillary pressure layer of shaly sand and as the location and dimensions of this heterogeneity can affect the productivity of oil. Among the parameters studied the horizontal permeability of the reservoir showed the most significant influence on the process followed by diversity. In the second stage three models were selected and studied some operational parameters such as injection rate, distance between wells, production time and completion intervals. Among the operating parameters studied the low rate and intermediate distances between wells showed the best recoveries
Resumo:
This paper treats confessional printings as a non formal space for the female education. It reflects on the importance of the woman s role to the diffusion of Protestantism in general, and its Presbyterian trend in particular, besides commenting on the proliferation of printings at the First Republic and its relation with education. In this study, Brazilian Northeastern is seen as a relevant space to the diffusion of Protestantism in Brazil; especially on what concerns the relations between Rio Grande do Norte and Pernambuco. Thereby some fountains were fundamental, as the confessional printings, that is, newspapers, magazines, prospects and other materials recollected in archives located in Natal/RN and Recife/PE, and São Paulo. It was also provided a brief incursion on Portuguese confessional printings kept in Oporto, PT. New Cultural History was chosen as theoretic-methodological guide, franchising ways inside the history of book and reading with the help of concepts like Interdependence, Social Configuration (ELIAS, 1993, 1994) and Representation (CHARTIER, 1990), considering that the survey worked out culture-manufactured products that is, intentional materials. It is well known that publishing, or better, the dissemination of printed material used to be associated to Protestants missionary practices since Reform began and, as what concerns the investigated period, in Portuguese and Brazilian lands indistinctly. Printing material in general books, booklets, fragments, as well as the press itself played a central role in divulging reformed ideas, their social options and the means of being and intervening in the world. In this regard, the confessional printings established themselves as an educative, although non schooled, informal space, but, all considered, relevant, seen that they dialogue with another important demand of that social group: formal, literate education. Because it dealt with the diffusion of a printed culture supported by the written word, it required of that group a different modus operandi: formal education. The first letters schools at first, then the high schools later represented spaces established for the circulation of printing material in order that they should be read, divulged and comprehended. This survey intends at last to take a look at Protestantism which, in this context of self-affirmation, reserved a specific place to woman by working out a non formal educational proposal disseminated by printing material. Three models were highlighted in the reformed proposal: Christian education in itself, household education, whose references of motherhood and care towards the neighbor were present and, at last, education to the public space, with emphasis on the practice of teaching. This study also offers a brief dialogue between Brazil and Portugal because, when some periodic printing, book or something like that got to be published in one margin of the Atlantic Ocean, the other margin surely was affected by that feat, received it, divulged it, corroborating the argument in support of the circulation of these printings. It was not only the same language that survived in both maritime coasts; some protestant specificities also crossed out along that sea
Resumo:
The decrease in crime is one of the core issues that cause concern in society today. This study aims to propose improvements to public safety from the choice of points to the location of police units, ie the points which support the car and the police. For this, three models were developed in order to assist decision making regarding the best placement of these bases. The Model of Police Units Routing has the intention to analyze the current configuration of a given region and develop optimal routes for round preventative. The Model of Allocation and Routing for New Police Units (MARNUP) used the model of facility location called p-median weighted and traveling salesman problem (TSP) combined aiming an ideal setting for regions that do not yet have support points or to assess how far the distribution is present in relation to that found in solution. The Model Redefinition and Routing Unit Police (MRRUP) seek to change the current positioning taking into account the budgetary constraints of the decision maker. To verify the applicability of these models we used data from 602 points to instances of police command that is responsible for the capital city of Natal. The city currently has 31 police units for 36 of these 19 districts and police have some assistance. This reality can lead to higher costs and higher response times for answering emergency calls. The results of the models showed that in an ideal situation it is possible to define a distance of 500 km/round, whereas in this 900 km are covered by approximately round. However, a change from three-point lead reduced to 700 km / round which represents a decrease of 22% in the route. This reduction should help improve response time to emergency care, improving the level of service provided by the increase of solved cases, reducing police shifts and routing preventive patrols
Resumo:
Understanding the way in which large-scale structures, like galaxies, form remains one of the most challenging problems in cosmology today. The standard theory for the origin of these structures is that they grew by gravitational instability from small, perhaps quantum generated, °uctuations in the density of dark matter, baryons and photons over an uniform primordial Universe. After the recombination, the baryons began to fall into the pre-existing gravitational potential wells of the dark matter. In this dissertation a study is initially made of the primordial recombination era, the epoch of the formation of the neutral hydrogen atoms. Besides, we analyzed the evolution of the density contrast (of baryonic and dark matter), in clouds of dark matter with masses among 104M¯ ¡ 1010M¯. In particular, we take into account the several physical mechanisms that act in the baryonic component, during and after the recombination era. The analysis of the formation of these primordial objects was made in the context of three models of dark energy as background: Quintessence, ¤CDM(Cosmological Constant plus Cold Dark Matter) and Phantom. We show that the dark matter is the fundamental agent for the formation of the structures observed today. The dark energy has great importance at that epoch of its formation
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:
Continuous steam injection is one of heavy oil thermal recovery methods used in the Brazilian Northeast because of high occurrence of heavy oil reservoir. In this process, the oil into the reservoir is heated while reduces, substantially, its viscosity and improves the production. This work analyzed how the shaly sand layers influenced in the recovery. The studied models were synthetics, but the used reservoir data can be extrapolated to real situations of Potiguar Basin. The modeling was executed using the STARS - Steam Thermal and Advanced Process Reservoir Simulator - whose version was 2007.10. STARS is a tool of CMG Computer Modeling Group. The study was conducted in two stages, the first we analyzed the influence of reservoir parameters in the thermal process, so some of these were studied, including: horizontal permeability of the reservoir and the layer of shaly sand, ratio of horizontal permeability to vertical permeability, the influence of capillary pressure layer of shaly sand and as the location and dimensions of this heterogeneity can affect the productivity of oil. Among the parameters studied the horizontal permeability of the reservoir showed the most significant influence on the process followed by diversity. In the second stage three models were selected and studied some operational parameters such as injection rate, distance between wells, production time and completion intervals. Among the operating parameters studied the low rate and intermediate distances between wells showed the best recoveries
