3 resultados para trend following mean reversion

em Universidade Federal do Rio Grande do Norte(UFRN)


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This thesis presents the results of application of SWAN Simulating WAves Nearshore numerical model, OF third generation, which simulates the propagation and dissipation of energy from sea waves, on the north continental shelf at Rio Grande do Norte, to determine the wave climate, calibrate and validate the model, and assess their potential and limitations for the region of interest. After validation of the wave climate, the results were integrated with information from the submarine relief, and plant morphology of beaches and barrier islands systems. On the second phase, the objective was to analyze the evolution of the wave and its interaction with the shallow seabed, from three transverse profiles orientation from N to S, distributed according to the parallel longitudinal, X = 774000-W, 783000-W e 800000-W. Subsequently, it was were extracted the values of directional waves and winds through all the months between november 2010 to november 2012, to analyze the impact of these forces on the movement area, and then understand the behavior of the morphological variations according to temporal year variability. Based on the results of modeling and its integration with correlated data, and planimetric variations of Soledade and Minhoto beach systems and Ponta do Tubarão and Barra do Fernandes barrier islands systems, it was obtained the following conclusions: SWAN could reproduce and determine the wave climate on the north continental shelf at RN, the results show a similar trend for the measurements of temporal variations of significant height (HS, m) and the mean wave period (Tmed, s); however, the results of parametric statistics were low for the estimates of the maximum values in most of the analyzed periods compared data of PT 1 and PT 2 (measurement points), with alternation of significant wave heights, at times overrated with occasional overlap of swell episodes. By analyzing the spatial distribution of the wave climate and its interaction with the underwater compartmentalization, it was concluded that there is interaction of wave propagation with the seafloor, showing change in significant heights whenever it interacts with the seafloor features (beachrocks, symmetric and asymmetric longitudinal dunes, paleochannel, among others) in the regions of outer, middle and inner shelf. And finally, it is concluded that the study of the stability areas allows identifications of the most unstable regions, confirming that the greatest range of variation indicates greater instability and consequent sensitivity to hydrodynamic processes operating in the coastal region, with positive or negative variation, especially at Ponta do Tubarão and Barra do Fernandes barrier islands systems, where they are more susceptible to waves impacts, as evidenced in retreat of the shoreline

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The aim of the present study was to trace the mortality profile of the elderly in Brazil using two neighboring age groups: 60 to 69 years (young-old) and 80 years or more (oldest-old). To do this, we sought to characterize the trend and distinctions of different mortality profiles, as well as the quality of the data and associations with socioeconomic and sanitary conditions in the micro-regions of Brazil. Data was collected from the Mortality Information System (SIM) and the Brazilian Institute of Geography and Statistics (IBGE). Based on these data, the coefficients of mortality were calculated for the chapters of the International Disease Classification (ICD-10). A polynomial regression model was used to ascertain the trend of the main chapters. Non-hierarchical cluster analysis (K-Means) was used to obtain the profiles for different Brazilian micro-regions. Factorial analysis of the contextual variables was used to obtain the socio-economic and sanitary deprivation indices (IPSS). The trend of the CMId and of the ratio of its values in the two age groups confirmed a decrease in most of the indicators, particularly for badly-defined causes among the oldest-old. Among the young-old, the following profiles emerged: the Development Profile; the Modernity Profile; the Epidemiological Paradox Profile and the Ignorance Profile. Among the oldest-old, the latter three profiles were confirmed, in addition to the Low Mortality Rates Profile. When comparing the mean IPSS values in global terms, all of the groups were different in both of the age groups. The Ignorance Profile was compared with the other profiles using orthogonal contrasts. This profile differed from all of the others in isolation and in clusters. However, the mean IPSS was similar for the Low Mortality Rates Profile among the oldest-old. Furthermore, associations were found between the data quality indicators, the CMId for badly-defined causes, the general coefficient of mortality for each age group (CGMId) and the IPSS of the micro-regions. The worst rates were recorded in areas with the greatest socioeconomic and sanitary deprivation. The findings of the present study show that, despite the decrease in the mortality coefficients, there are notable differences in the profiles related to contextual conditions, including regional differences in data quality. These differences increase the vulnerability of the age groups studied and the health iniquities that are already present.

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The variability / climate change has generated great concern worldwide, is one of the major issues as global warming, which can is affecting the availability of water resources in irrigated perimeters. In the semiarid region of Northeastern Brazil it is known that there is a predominance of drought, but it is not enough known about trends in climate series of joint water loss by evaporation and transpiration (evapotranspiration). Therefore, this study aimed to analyze whether there is increase and / or decrease evidence in the regime of reference evapotranspiration (ETo), for the monthly, annual and interdecadal scales in irrigated polo towns of Juazeiro, BA (9 ° 24'S, 40 ° 26'W and 375,5m) and Petrolina, PE (09 ° 09'S, 40 ° 22'W and 376m), which is the main analysis objective. The daily meteorological data were provided by EMBRAPA Semiárido for the period from 01.01.1976 to 31.12.2014, estimated the daily ETo using the standard method of Penman-Monteith (EToPM) parameterized by Smith (1991). Other methods of more simplified estimatives were calculated and compared to EToPM, as the ones following: Solar Radiation (EToRS), Linacre (EToL), Hargreaves and Samani (EToHS) and the method of Class A pan (EToTCA). The main statistical analysis were non-parametric tests of homogeneity (Run), trend (Mann-kendall), magnitude of the trend (Sen) and early trend detection (Mann-Whitney). The statistical significance adopted was 5 and / or 1%. The Analysis of Variance - ANOVA was used to detect if there is a significant difference in mean interdecadal mean. For comparison between the methods of ETo, it were used the correlation test (r), the Student t test and Tukey levels of 5% significance. Finally, statistics Willmott et al. (1985) statistics was used to evaluate the concordance index and performance of simplified methods compared to the standard method. It obtained as main results that there was a decrease in the time series of EToPM in irrigated areas of Juazeiro, BA and Petrolina, PE, significant respectively at 1 and 5%, with an annual magnitude of -14.5 mm (Juazeiro) and -7.7 mm (Petrolina) and early trend in 1996. The methods which had better for better agreement with EToPM were EToRS with very good performance, in both locations, followed by the method of EToL with good performance (Juazeiro) and median (Petrolina). EToHS had the worst performance (bad) for both locations. It is suggested that this decrease of EToPM can be associated with the increase in irrigated agricultural areas and the construction of Sobradinho lake upstream of the perimeters.