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

Otimização e análise mecânica de pastas geopoliméricas para uso em poços sujeitos à injeção cíclica de vapor

Oil wells subjected to cyclic steam injection present important challenges for the development of well cementing systems, mainly due to tensile stresses caused by thermal gradients during its useful life. Cement sheath failures in wells using conventional high compressive strength systems lead to the use of cement systems that are more flexible and/or ductile, with emphasis on Portland cement systems with latex addition. Recent research efforts have presented geopolymeric systems as alternatives. These cementing systems are based on alkaline activation of amorphous aluminosilicates such as metakaolin or fly ash and display advantageous properties such as high compressive strength, fast setting and thermal stability. Basic geopolymeric formulations can be found in the literature, which meet basic oil industry specifications such as rheology, compressive strength and thickening time. In this work, new geopolymeric formulations were developed, based on metakaolin, potassium silicate, potassium hydroxide, silica fume and mineral fiber, using the state of the art in chemical composition, mixture modeling and additivation to optimize the most relevant properties for oil well cementing. Starting from molar ratios considered ideal in the literature (SiO2/Al2O3 = 3.8 e K2O/Al2O3 = 1.0), a study of dry mixtures was performed,based on the compressive packing model, resulting in an optimal volume of 6% for the added solid material. This material (silica fume and mineral fiber) works both as an additional silica source (in the case of silica fume) and as mechanical reinforcement, especially in the case of mineral fiber, which incremented the tensile strength. The first triaxial mechanical study of this class of materials was performed. For comparison, a mechanical study of conventional latex-based cementing systems was also carried out. Regardless of differences in the failure mode (brittle for geopolymers, ductile for latex-based systems), the superior uniaxial compressive strength (37 MPa for the geopolymeric slurry P5 versus 18 MPa for the conventional slurry P2), similar triaxial behavior (friction angle 21° for P5 and P2) and lower stifness (in the elastic region 5.1 GPa for P5 versus 6.8 GPa for P2) of the geopolymeric systems allowed them to withstand a similar amount of mechanical energy (155 kJ/m3 for P5 versus 208 kJ/m3 for P2), noting that geopolymers work in the elastic regime, without the microcracking present in the case of latex-based systems. Therefore, the geopolymers studied on this work must be designed for application in the elastic region to avoid brittle failure. Finally, the tensile strength of geopolymers is originally poor (1.3 MPa for the geopolymeric slurry P3) due to its brittle structure. However, after additivation with mineral fiber, the tensile strength became equivalent to that of latex-based systems (2.3 MPa for P5 and 2.1 MPa for P2). The technical viability of conventional and proposed formulations was evaluated for the whole well life, including stresses due to cyclic steam injection. This analysis was performed using finite element-based simulation software. It was verified that conventional slurries are viable up to 204ºF (400ºC) and geopolymeric slurries are viable above 500ºF (260ºC)

Síntese, estudo cinético e análise microestrutural do sistema cério-níquel obtido pelo método pechini

The cerium oxide has a high potential for use in removing pollutants after combustion, removal of organic matter in waste water and the fuel-cell technology. The nickel oxide is an attractive material due to its excellent chemical stability and their optical properties, electrical and magnetic. In this work, CeO2-NiO- systems on molars reasons 1:1(I), 1:2(II) e 1:3(III) metal-citric acid were synthesized using the Pechini method. We used techniques of TG / DTG and ATD to monitor the degradation process of organic matter to the formation of the oxide. By thermogravimetric analysis and applying the dynamic method proposed by Coats-Redfern, it was possible to study the reactions of thermal decomposition in order to propose the possible mechanism by which the reaction takes place, as well as the determination of kinetic parameters as activation energy, Ea, pre-exponential factor and parameters of activation. It was observed that both variables exert a significant influence on the formation of complex polymeric precursor. The model that best fitted the experimental data in the dynamic mode was R3, which consists of nuclear growth, which formed the nuclei grow to a continuous reaction interface, it proposes a spherical symmetry (order 2 / 3). The values of enthalpy of activation of the system showed that the reaction in the state of transition is exothermic. The variables of composition, together with the variable temperature of calcination were studied by different techniques such as XRD, IV and SEM. Also a study was conducted microstructure by the Rietveld method, the calculation routine was developed to run the package program FullProf Suite, and analyzed by pseudo-Voigt function. It was found that the molar ratio of variable metal-citric acid in the system CeO2-NiO (I), (II), (III) has strong influence on the microstructural properties, size of crystallites and microstrain network, and can be used to control these properties

Análise da presença de agentes mutagênicos nas águas do Rio Pitimbú/RN

The Pitimbu River is located at the oriental portion of the State of Rio Grande do Norte, including three importants cities named Macaíba, Parnamirim e Natal. Although its high importance as a water source, which supplys great part of the South Zone of the Natal city, this river receives a large quantity of domestic and industrial waste water without treatment. The Pitimbu River headhas its river-head located in the city of Macaiba, goes through Parnamirim, then it flowing into at the Jiqui Lake in Natal. The aim of this study was to evaluate, qualitatively and quantitatively, the environmental quality of the Pitimbu River by genotoxicity bio-assays, which are important tools for genetics toxicological evaluation. In this work, five samples sites, distributed along the river, were used to collect water samples. Another point site, located near Jiqui lake, was used to collect drinkable water, which was treated by CAERN, the water treatment entreprise of Rio Grande do Norte. The following assays where used to evaluate the quality of these samples: Allium cepa assay; Comet assay; Micronuclei (MN) assay; and Ames test. For the Allium cepa assay, sixteen specimes where used for each water sample from the sample sites. In this assay both microscopic, like cytogenetic damage, and macroscopic aspects, as morphological variation were evaluated. Red blood cells from periferical blood of the Crenicichla menezesi native specie were used not only for the MN assay, but also for the Comet assay. These fishes were collected at different points on the Pitimbu River and the negative control was developed using fishes of the same species that were bring to the laboratory and maintained for 100 days in the optimal experimental conditions. For the Ames test, TA100, YG1042, TA98 and YG1041 strains were used in the directed method without metabolic activation. The results found by the Allium cepa assay showed that two water sample sites induced increase of mitotic index (IM). Additionally, compared to the control, all the water samples increased the chromossomal aberrations frequency and/or micronucleus. Among the sample sites, two also showed an abnormal growth rate in its root and two samples induced morphological alteration. With the MN test in red blood cells, a high frequence of MN was observed in tree sample. By comparing all the results obtained on the water sample points and with the negative control, a significant variation on the MN frequency was observed. Positive results were also observed for the same sample to water test by the Comet assay. These results allow concluding that the proposed specie Crenicichla menezesi has a good profile as a bio-indicator for the evaluation of environmental water quality and the MN and comet test can be usuful for in situ evaluation. By the Ames test, it was possible to detect the mutagenic activity on the waters from the Pitimbu River in different levels of mutagenicity. This result suggests that this river has several substances that induced changes directly to the DNA. The mechanisms involved to this phenomenon could be by both processes, by changing of the reading frame and by nucleotide substitution. These data set indicate the presence of mutagenic agents, which can represent in risk to biot and human beens

Processos cognitivos que operam na construção da referência: uma análise das produções textuais elaboradas na EaD - UFRN

Beneath the theoretical assumptions of Cognitive Linguistics contemporary, we analyze the cognitive processes underlying the construction of the reference in the text. To do so, we choose as corpus the written textual productions of undergraduates at the Department of Distance Education/UFRN provided in sections of responses of presential evaluation activities and activities in the Moodle virtual ambience. These activities and texts were produced in the discipline of Reading, Interpretation and Textual Production taught in the courses of Chemistry, Physics, Mathematics, Biology and Geography we monitor during the period of 2008.1 to 2010.1. Through the analysis of discursive productions, it was evident that the construction of the reference is made by means of the activation and manipulation of information acquired through our perceptual and social experiences. Thus, we confirm the cognitive assumption that the linguistic clues available in the texts of the activities serve as guides towards cognitive domains that activate the process of building reference

Análise imuno-histoquímica das proteínas VEGF e HIF-1α na doença periodontal

Periodontal disease is a complex inflammatory and infectious condition that immune host, front of the microbial aggressions, can lead to disease progression, resulting in tissue destruction. The tissue damage induces the release of regulatory molecules, which protective roles and / or destructive, including proteins VEGF (vascular endothelial growth factor vascular) and HIF-1 α (hypoxia-induced factor α -1). Thus, this study investigated, quantitatively and comparatively, the immunohistochemical expression of VEGF (vascular endothelial growth factor) and HIF-1 α (hypoxia induced factor 1-α), proteins involved in inflammation, angiogenesis and hypoxia, in human gingival tissues. Therefore, 75 samples of gingival tissues were examined. Thirty samples were chronic periodontitis, 30 with chronic gingivitis and 15 healthy gingival. After sections analysis, positives and negatives inflammatory and endothelial cells in the connective tissue were counted and converted into percentage. Data were statistically analyzed using Kruskal-Wallis test and Spearman correlation. The results showed that both proteins marked. It was observed higher immunoreactivity for HIF-1 α at chronic gingivitis and periodontitis specimens compared to healthy sites, however, no statistically significant differences were observed among them (p>0.05). The VEGF immunostaining showed similarity among the cases of periodontitis, gingivitis and healthy gingiva. Moderate and positive correlation statistically significant differences were verified for the expressions of VEGF and HIF-1α in gingival health (r = 0,529, p = 0.04). Thus, it can be conclude that possibly the route of HIF-1 α, is activated in periodontal disease may have involvement of the protein in pathogenesis and progression of disease, and that activation of VEGF, can be in addition to being triggered transcription by HIF-1 α may be also influenced by other additional factors such as the action of periodontal microorganisms endotoxins

A figuratividade nas histórias em quadrinhos: uma análise das construções metafóricas e metonímicas em V de vingança

The object of this study is the construction of metaphor and metonymy in comics. This work is inserted in the field of Embodied Cognitive Linguistics, specifically based on the Neural Theory of Language (FELDMAN, 2006) and, consistent with this theoretical and methodological framework, the notions of categorization (LAKOFF & JOHNSON, 1999), embodiment (GIBBS, 2005), figurativity (GIBBS, 1994; BERGEN, 2005), and mental simulation (BARSALOU, 1999; FELDMAN, 2006) have also been used. The hypothesis defended is that the construction of figurativity in texts consisting of verbal and nonverbal mechanisms is linked to the activation of neural structures related to our actions and perceptions. Thus, language is considered a cognitive faculty connected to the brain apparatus and to bodily experiences, in such a way that it provides samples of the continuous process of meaning (re)construction performed by the reader, whom (re)defines his or her views about the world as certain neural networks are (or stop being) activated during linguistic processing. The data obtained during the analysys shows that, as regards comics, the act of reading together the graphics and verbal language seems to have an important role in the construction of figurativity, including cases of metaphors which are metonymically motivated. These preliminary conclusions were drawn from the data analysis taken from V de Vingança (MOORE; LLOYD, 2006). The corpus study was guided by the methodology of introspection, i.e., the individual analysis of linguistic aspects as manifested in one's own cognition (TALMY, 2005).

Determinação da energia de ativação e pureza de medicamentos de referência, genérico e similar utilizando técnicas termoanalíticas

In this work, the reference drugs, generic and similar to the active ingredients acetylsalicylic acid, paracetamol, captopril, hydrochlorothiazide and mebendazole were purchased from local pharmacies and studied by thermogravimetry (TG) and Differential Scanning Calorimetry (DSC). Thermal decomposition was assessed to obtain from the Ozawa method the activation energy in inert atmosphere (nitrogen), using three different heating ratios (5, 10 and 20 o C min-1). The pharmaceutical formulation of the AAS reference was the one who presented different from the others (generic and similar) Thermogravimetric profile indicating likely interaction between the active ingredient and excipients. Was observed at the heating rate of the inverse temperature that no linearity of the data, ie, there was no correlation between the percentage of mass loss and the activation energy involved in the thermal decomposition of the pharmaceutical formulation of the AAS reference log graph. The analysis by differential scanning calorimetry was performed in nitrogen atmosphere with a heating rate of 10 ° C min-1. In the analysis of these same drugs, the data curves found on the melting point were, except for hydrochlorothiazide, are consistent with the literature. Hydrochlorothiazide presented a melting point well below that found in the literature, which may be justified due to the interaction of the active ingredient with the excipient lactose. In the study of purity, using the Van't Hoff equation, the reference drugs hydrochlorothiazide and mebendazole reference generic and showed similar impurity content below the limit established that this equation must be greater than 2.5 mol%

Análise imuno-histoquímica das proteínas RANK, RANKL e OPG em dentes de ratos reimplantados

The RANK / RANKL / OPG sy stem plays an important role in bone formation and resorption . This finding has been regarded as one of the m ost important advances in the understanding of bone biology with respect to osteoclastogenesis. The aim of this study was to investigate the expression of RANKL / RANK / OPG markers in reimplanted t eeth of rats, and to observe the relationship between the expression of these markers and to oth and bone resorption. Thirty male Wistar rats (Rattus norvegicus albinos) had their maxillary right incisors extrac ted , and were divided into 2 groups according to the period that the extracted teeth were kept in dry air before reimplantation : G1 (n = 15) - 5 minutes , and G2 (n = 15) - 60 minutes . After reimplantation, teeth were analyzed at intervals of 1, 3 and 7 da ys. After these experimental periods, the animals were euthanized. Longitudinal sections with 5μm thick were obtained and stained with Hematoxylin and Eosin for histological analysis , while 3μm thick sections were subjected to immunohistochemical analysis of OPG , RANK and RANKL. The results showed that the RANK / RANKL / OPG system actively participates in both the repair process, as well as tooth and bone resorption . Extr a - alveolar time of 60 minutes before replantation caused minor expressions of RANKL a nd OPG, not influencing the expression of RANK; RANKL immunostaining showed higher in both groups when compared to other biomarkers, participating in all phases of bone and tooth resorption; RANKL was associated to both osteoclastogenesis and c ell ular proliferation , and was expressed in both groups.

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

Otimização e análise mecânica de pastas geopoliméricas para uso em poços sujeitos à injeção cíclica de vapor

Oil wells subjected to cyclic steam injection present important challenges for the development of well cementing systems, mainly due to tensile stresses caused by thermal gradients during its useful life. Cement sheath failures in wells using conventional high compressive strength systems lead to the use of cement systems that are more flexible and/or ductile, with emphasis on Portland cement systems with latex addition. Recent research efforts have presented geopolymeric systems as alternatives. These cementing systems are based on alkaline activation of amorphous aluminosilicates such as metakaolin or fly ash and display advantageous properties such as high compressive strength, fast setting and thermal stability. Basic geopolymeric formulations can be found in the literature, which meet basic oil industry specifications such as rheology, compressive strength and thickening time. In this work, new geopolymeric formulations were developed, based on metakaolin, potassium silicate, potassium hydroxide, silica fume and mineral fiber, using the state of the art in chemical composition, mixture modeling and additivation to optimize the most relevant properties for oil well cementing. Starting from molar ratios considered ideal in the literature (SiO2/Al2O3 = 3.8 e K2O/Al2O3 = 1.0), a study of dry mixtures was performed,based on the compressive packing model, resulting in an optimal volume of 6% for the added solid material. This material (silica fume and mineral fiber) works both as an additional silica source (in the case of silica fume) and as mechanical reinforcement, especially in the case of mineral fiber, which incremented the tensile strength. The first triaxial mechanical study of this class of materials was performed. For comparison, a mechanical study of conventional latex-based cementing systems was also carried out. Regardless of differences in the failure mode (brittle for geopolymers, ductile for latex-based systems), the superior uniaxial compressive strength (37 MPa for the geopolymeric slurry P5 versus 18 MPa for the conventional slurry P2), similar triaxial behavior (friction angle 21° for P5 and P2) and lower stifness (in the elastic region 5.1 GPa for P5 versus 6.8 GPa for P2) of the geopolymeric systems allowed them to withstand a similar amount of mechanical energy (155 kJ/m3 for P5 versus 208 kJ/m3 for P2), noting that geopolymers work in the elastic regime, without the microcracking present in the case of latex-based systems. Therefore, the geopolymers studied on this work must be designed for application in the elastic region to avoid brittle failure. Finally, the tensile strength of geopolymers is originally poor (1.3 MPa for the geopolymeric slurry P3) due to its brittle structure. However, after additivation with mineral fiber, the tensile strength became equivalent to that of latex-based systems (2.3 MPa for P5 and 2.1 MPa for P2). The technical viability of conventional and proposed formulations was evaluated for the whole well life, including stresses due to cyclic steam injection. This analysis was performed using finite element-based simulation software. It was verified that conventional slurries are viable up to 204ºF (400ºC) and geopolymeric slurries are viable above 500ºF (260ºC)

Síntese, estudo cinético e análise microestrutural do sistema cério-níquel obtido pelo método pechini

The cerium oxide has a high potential for use in removing pollutants after combustion, removal of organic matter in waste water and the fuel-cell technology. The nickel oxide is an attractive material due to its excellent chemical stability and their optical properties, electrical and magnetic. In this work, CeO2-NiO- systems on molars reasons 1:1(I), 1:2(II) e 1:3(III) metal-citric acid were synthesized using the Pechini method. We used techniques of TG / DTG and ATD to monitor the degradation process of organic matter to the formation of the oxide. By thermogravimetric analysis and applying the dynamic method proposed by Coats-Redfern, it was possible to study the reactions of thermal decomposition in order to propose the possible mechanism by which the reaction takes place, as well as the determination of kinetic parameters as activation energy, Ea, pre-exponential factor and parameters of activation. It was observed that both variables exert a significant influence on the formation of complex polymeric precursor. The model that best fitted the experimental data in the dynamic mode was R3, which consists of nuclear growth, which formed the nuclei grow to a continuous reaction interface, it proposes a spherical symmetry (order 2 / 3). The values of enthalpy of activation of the system showed that the reaction in the state of transition is exothermic. The variables of composition, together with the variable temperature of calcination were studied by different techniques such as XRD, IV and SEM. Also a study was conducted microstructure by the Rietveld method, the calculation routine was developed to run the package program FullProf Suite, and analyzed by pseudo-Voigt function. It was found that the molar ratio of variable metal-citric acid in the system CeO2-NiO (I), (II), (III) has strong influence on the microstructural properties, size of crystallites and microstrain network, and can be used to control these properties