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

Contributos da tecnologia multimédia e do multissensorial nas artesn performativas Era Uma Vez

O presente projeto de intervenção artística com o nome “Era Uma Vez” tem como objetivo transformar Contos Tradicionais numa Performance interativa, recorrendo à tecnologia multimédia, no sentido de proporcionar ao público visitante uma viagem pelo mundo da fantasia, num ambiente multissensorial. Neste sentido, pretendeu-se implementar um espaço de lazer, de relaxamento e um convite ao mundo da fantasia, fazendo sonhar e maravilhando todos os públicos envolvidos. O local de realização da Performance foi um espaço não convencional, um prédio antigo, atualmente desabituado, na cidade de Viseu. Quanto à Performance pretendeu-se que os intérpretes e todo o espaço envolvente provocasse no público múltiplas sensações. Estas provocações poderiam libertar memórias, não fossem as histórias ou os contos muitas vezes responsáveis por incutir determinados sentimentos, valores morais e princípios ideológicos. O uso das tecnologias multimédia nas artes tem tido um crescimento exponencial. Atualmente são muitas as formas de arte que adotam a multimédia no seu processo criativo, este fator provém da necessidade de criar novas ideias, procurar ser original, tornar o produto mais atrativo. A afirmação de espaços multissensoriais ou MSE (Multi Sensory Environment - ambiente multissensorial) tem sido notável. A exploração desta metodologia de trabalho destina-se para além do desenvolvimento e aprendizagem, o querer proporcionar, bem-estar, prazer, exploração, relaxamento e encontrar equilíbrio. A metodologia aplicada para a criação deste projeto é a Metodologia Projetual de Bruno Munari. Tratando-se de um projeto artístico tem uma organização simples e minimalista que resulta de um esquema cujo a ordem é definida pelo autor do projeto mediante as suas necessidades. A Estreia teve como resultado um balanço muito positivo por parte dos participantes, a adesão e a participação do público interagindo com todo o ambiente criado superou as expectativas.

Modelling of an efficient dynamic smart solar photovoltaic power grid system

A smart solar photovoltaic grid system is an advent of innovation coherence of information and communications technology (ICT) with power systems control engineering via the internet [1]. This thesis designs and demonstrates a smart solar photovoltaic grid system that is selfhealing, environmental and consumer friendly, but also with the ability to accommodate other renewable sources of energy generation seamlessly, creating a healthy competitive energy industry and optimising energy assets efficiency. This thesis also presents the modelling of an efficient dynamic smart solar photovoltaic power grid system by exploring the maximum power point tracking efficiency, optimisation of the smart solar photovoltaic array through modelling and simulation to improve the quality of design for the solar photovoltaic module. In contrast, over the past decade quite promising results have been published in literature, most of which have not addressed the basis of the research questions in this thesis. The Levenberg-Marquardt and sparse based algorithms have proven to be very effective tools in helping to improve the quality of design for solar photovoltaic modules, minimising the possible relative errors in this thesis. Guided by theoretical and analytical reviews in literature, this research has carefully chosen the MatLab/Simulink software toolbox for modelling and simulation experiments performed on the static smart solar grid system. The auto-correlation coefficient results obtained from the modelling experiments give an accuracy of 99% with negligible mean square error (MSE), root mean square error (RMSE) and standard deviation. This thesis further explores the design and implementation of a robust real-time online solar photovoltaic monitoring system, establishing a comparative study of two solar photovoltaic tracking systems which provide remote access to the harvested energy data. This research made a landmark innovation in designing and implementing a unique approach for online remote access solar photovoltaic monitoring systems providing updated information of the energy produced by the solar photovoltaic module at the site location. In addressing the challenge of online solar photovoltaic monitoring systems, Darfon online data logger device has been systematically integrated into the design for a comparative study of the two solar photovoltaic tracking systems examined in this thesis. The site location for the comparative study of the solar photovoltaic tracking systems is at the National Kaohsiung University of Applied Sciences, Taiwan, R.O.C. The overall comparative energy output efficiency of the azimuthal-altitude dual-axis over the 450 stationary solar photovoltaic monitoring system as observed at the research location site is about 72% based on the total energy produced, estimated money saved and the amount of CO2 reduction achieved. Similarly, in comparing the total amount of energy produced by the two solar photovoltaic tracking systems, the overall daily generated energy for the month of July shows the effectiveness of the azimuthal-altitude tracking systems over the 450 stationary solar photovoltaic system. It was found that the azimuthal-altitude dual-axis tracking systems were about 68.43% efficient compared to the 450 stationary solar photovoltaic systems. Lastly, the overall comparative hourly energy efficiency of the azimuthal-altitude dual-axis over the 450 stationary solar photovoltaic energy system was found to be 74.2% efficient. Results from this research are quite promising and significant in satisfying the purpose of the research objectives and questions posed in the thesis. The new algorithms introduced in this research and the statistical measures applied to the modelling and simulation of a smart static solar photovoltaic grid system performance outperformed other previous works in reviewed literature. Based on this new implementation design of the online data logging systems for solar photovoltaic monitoring, it is possible for the first time to have online on-site information of the energy produced remotely, fault identification and rectification, maintenance and recovery time deployed as fast as possible. The results presented in this research as Internet of things (IoT) on smart solar grid systems are likely to offer real-life experiences especially both to the existing body of knowledge and the future solar photovoltaic energy industry irrespective of the study site location for the comparative solar photovoltaic tracking systems. While the thesis has contributed to the smart solar photovoltaic grid system, it has also highlighted areas of further research and the need to investigate more on improving the choice and quality design for solar photovoltaic modules. Finally, it has also made recommendations for further research in the minimization of the absolute or relative errors in the quality and design of the smart static solar photovoltaic module.

Towards a Framework for Analyzing and Evaluating Servitization Potential: Case Study of ENVIE Loire

Part 4: Transition Towards Product-Service Systems

Transition to Product Service Systems: methodology based on scenarios identification, modelling and evaluation

Part 4: Transition Towards Product-Service Systems

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

Managing Fisheries in the context of an integrated policy: the importance of spatial issues

A variety of conservation policies now frame the management of fishing activity and so do also the spatial planning of different sectorial activities. These framework policies are additional to classical fishery management. There is a risk that the policies applying on the marine system are not coherent from a fisheries point of view. The spatial management of fishing activity at regional scale has the potential to meet multiple management objectives, on a habitat basis. Here we consider how to integrate multiple objectives of different policies into integrated ocean management scenarios. In the EU, European Directives and the CFP are now implementing the ecosystem approach to the management of human activity at sea. In this context, we further identify three research needs: • Develop Management Strategy Evaluation (MSE) for multiple-objective and multiple-sector spatial management schemes • Improve knowledge on and evaluation of functional habitats • Develop spatially-explicit end-to-end models with appropriate complexity for spatial MSE The contribution is based on the results of a workshop of the EraNet COFASP.

Environmental assessment of proton exchange membrane fuel cell platinum catalyst recycling

International audience

The multiscale entropy algorithm and its variants: a review

International audience

Efficient representation of texture details in medical images by fusion of Ripplet and DDCT transformed images

Purpose: To evaluate and compare the performance of Ripplet Type-1 transform and directional discrete cosine transform (DDCT) and their combinations for improved representation of MRI images while preserving its fine features such as edges along the smooth curves and textures. Methods: In a novel image representation method based on fusion of Ripplet type-1 and conventional/directional DCT transforms, source images were enhanced in terms of visual quality using Ripplet and DDCT and their various combinations. The enhancement achieved was quantified on the basis of peak signal to noise ratio (PSNR), mean square error (MSE), structural content (SC), average difference (AD), maximum difference (MD), normalized cross correlation (NCC), and normalized absolute error (NAE). To determine the attributes of both transforms, these transforms were combined to represent the entire image as well. All the possible combinations were tested to present a complete study of combinations of the transforms and the contrasts were evaluated amongst all the combinations. Results: While using the direct combining method (DDCT) first and then the Ripplet method, a PSNR value of 32.3512 was obtained which is comparatively higher than the PSNR values of the other combinations. This novel designed technique gives PSNR value approximately equal to the PSNR’s of parent techniques. Along with this, it was able to preserve edge information, texture information and various other directional image features. The fusion of DDCT followed by the Ripplet reproduced the best images. Conclusion: The transformation of images using Ripplet followed by DDCT ensures a more efficient method for the representation of images with preservation of its fine details like edges and textures.

SVR-GARCH com misturas de kernels gaussianos

Dissertação (mestrado)—Universidade de Brasília, Departamento de Administração, Programa de Pós-graduação em Administração, 2016.

Bayesian Estimation of Small Proportions Using Binomial Group Test

Group testing has long been considered as a safe and sensible relative to one-at-a-time testing in applications where the prevalence rate p is small. In this thesis, we applied Bayes approach to estimate p using Beta-type prior distribution. First, we showed two Bayes estimators of p from prior on p derived from two different loss functions. Second, we presented two more Bayes estimators of p from prior on π according to two loss functions. We also displayed credible and HPD interval for p. In addition, we did intensive numerical studies. All results showed that the Bayes estimator was preferred over the usual maximum likelihood estimator (MLE) for small p. We also presented the optimal β for different p, m, and k.

Study on Bivariate Normal Distribution

Let (X, Y) be bivariate normal random vectors which represent the responses as a result of Treatment 1 and Treatment 2. The statistical inference about the bivariate normal distribution parameters involving missing data with both treatment samples is considered. Assuming the correlation coefficient ρ of the bivariate population is known, the MLE of population means and variance (ξ, η, and σ2) are obtained. Inferences about these parameters are presented. Procedures of constructing confidence interval for the difference of population means ξ – η and testing hypothesis about ξ – η are established. The performances of the new estimators and testing procedure are compared numerically with the method proposed in Looney and Jones (2003) on the basis of extensive Monte Carlo simulation. Simulation studies indicate that the testing power of the method proposed in this thesis study is higher.

Regulação de proteínas da via glicolítica em raízes de Elaeis guineensis Jacq. acometidas pelo amarelecimento datal.

O aparecimento do Amarelecimento Fatal (AF) tem sido um empecilho para o crescimento da cultura do dendezeiro. Neste sentido, várias pesquisas foram realizadas visando identificar as causas do AF. No entanto outras estratégias precisam ser aplicadas. Técnicas em proteômica vêem se modernizando para obter o perfil protéico qualitativo e quantitativo com maior velocidade e precisão. Sabendo que a regulação de componentes do metabolismo primário está envolvida direta ou indiretamente na defesa, o objetivo deste trabalho foi utilizar a cromatografia líquida bidimensional e espectrometria de massas (2D-UPLC/MSE) com o auxílio de ferramentas de bioinformática na identificação de alterações de proteínas envolvidas no metabolismo energético em raízes de plantas com AF. Os resultados revelaram a expressão diferencial de proteínas envolvidas na glicólise, onde a maior frequência de regulação positiva dessas em plantas assintomáticas pode estar relacionada ao retardo no desenvolvimento desta doença.