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

Um Modelo híbrido para previsão de curvas de produção de petróleo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Estimativa da área foliar de Sida cordifolia e Sida rhombifolia usando dimensões lineares do limbo foliar

A estimativa da área foliar pode auxiliar na compreensão de relações de interferência entre plantas daninhas e cultivadas. Com o objetivo de obter uma equação que, por meio de parâmetros lineares dimensionais das folhas, permita a estimativa da área foliar de Sida cordifolia e Sida rhombifolia, estudaram-se as correlações entre área foliar real (Af) e parâmetros dimensionais do limbo foliar, como o comprimento (C) ao longo da nervura principal e a largura máxima (L) perpendicular à nervura principal. Foram analisados 200 limbos foliares de cada espécie, coletados em diferentes agroecossistemas na Universidade Estadual Paulista, campus de Jaboticabal. Os modelos estatísticos utilizados foram linear: Y = a + bx; linear simples: Y = bx; geométrico: Y = ax b; e exponencial: Y = ab x. Todos os modelos analisados podem ser empregados para estimação da área foliar de S. cordifolia e S. rhombifolia. Sugere-se optar pela equação linear simples, envolvendo o produto C*L, considerando-se o coeficiente linear igual a zero, em função da praticidade desta. Desse modo, a estimativa da área foliar de S. cordifolia pode ser obtida pela fórmula Af = 0,7878*(C*L), com coeficiente de determinação de 0,9307, enquanto para S. rhombifolia a estimativa da área foliar pode ser obtida pela fórmula Af = 0,6423*(C*L), com coeficiente de determinação de 0,9711.

Herdabilidade e correlações quanto a peso, perímetro escrotal e escores visuais à desmama, em bovinos Canchim

O objetivo deste trabalho foi estabelecer o modelo mais adequado para avaliação genética de bovinos Canchim e estimar os parâmetros genéticos de características produtivas à desmama. Foram utilizados dados de: 12.103 animais, quanto ao peso (PD); 5.278, quanto ao perímetro escrotal (PE); 8.343, quanto ao escore visual da conformação frigorífica (CF); 9.111, quanto ao escore de umbigo (UM); e 7.986, quanto ao escore de pelame (PEL). Os modelos estatísticos incluíram os efeitos fixos e os efeitos aleatórios genéticos aditivos direto, materno e de ambiente permanente materno, em diferentes combinações. As análises foram feitas pelo método da máxima verossimilhança restrita livre de derivadas. O modelo completo foi o mais adequado para PD, PE, CF e UM, enquanto o modelo com uso apenas dos efeitos genéticos aditivos direto e materno foi o mais adequado para PEL. As estimativas de herdabilidade direta foram 0,17, 0,13, 0,20, 0,18, e 0,52 para PD, PE, CF, UM e PEL, respectivamente, o que indica a possibilidade de se obter progresso genético por meio da seleção para essas características, principalmente para PEL. As correlações genéticas aditivas diretas entre as características variaram de -0,16 a 0,61. As correlações entre PD e PE e entre PD e CF indicam que a seleção para PD deve proporcionar ganho genético em PE e CF

Componentes de variância para o período de gestação em bovinos de corte

Estimaram-se os componentes de variância do período de gestação (PG) considerando-se o efeito direto do bezerro e os efeitos direto da vaca e aleatório do touro (pai do bezerro). Além dos efeitos aleatórios, os modelos estatísticos incluíram os efeitos fixos de grupo de contemporâneos, composto pela data juliana de inseminação, ano de nascimento e sexo do bezerro, e a idade da vaca ao parto (covariável linear e quadrática). As médias de PG para os animais da raça Nelore foram 294,55 dias (machos) e 293,34 dias (fêmeas) e para os animais cruzados, 292,49 dias (machos) e 292,55 dias (fêmeas). Os componentes de variância observados no Nelore, utilizando-se o modelo 1, que considerou o PG como característica do bezerro, foram 14,47; 72,78 e 57,31 para os componentes aditivo direto (sigma2a), fenotípico total (sigma2p) e residual (sigma2e), respectivamente, e a herdabilidade foi 0,21. Para os animais cruzados, pelo mesmo modelo, os componentes de variância foram 90,40 (sigma2a), 127,35 (sigma2p ) e 36,95 (sigma2e), e a herdabilidade, 0,71. Os componentes de variância do PG do Nelore sob o modelo 2, que considerou o PG como característica da vaca, foram 12,78; 5,01; 74,84 e 57,05, para sigma2a; sigma2pb (variância do pai do bezerro); sigma2p e sigma2e, respectivamente. A fração fenotípica atribuída ao touro (c²) foi 0,07 e a repetibilidade, 0,17. Para os cruzados, estimaram-se 22,11; 22,97; 127,70 e 82,61 para sigma2a; sigma2pb; sigma2p e sigma2e, respectivamente, enquanto o c² foi 0,18 e o coeficiente de repetibilidade, 0,17. Sugere-se, para fins de seleção, que o coeficiente de herdabilidade utilizado seja o obtido na análise em que PG foi considerado como característica do bezerro.

Aproveitamento de subprodutos da industrialização do escargot

The waste in the industries of escargot processing is very big. This is composed basically of escargot meat out of the commercialization patterns and the visceras. In this context, there is a need to take advantage to the use of these sub-products. A possibility should be drying them and transforming them in a certain form to be reused. Than, the present work has the objective of studying the reutilization of the sub-products of the escargot industrialization for by means of drying process. The samples were transformed in pastes, through a domestic processor for approximately 1 minute and compacted in trays of aluminum without perforations with three different heights (5 mm, 10 mm and 15 mm). The drying was accomplished in a tray dryer with air circulation and transverse flow at a speed of 0,2 m/s and three temperature levels (70°C, 80°C and 90ºC). A drying kinetics study was accomplished for the obtained curves and for the heat and mass transfer coefficients using experimental procedures based in an experimental planning of 22 factorial type. Microbiological and physiochemical analysis were also accomplished for the in nature and the dehydrated sub-products. In the drying process, it was observed the great importance of the external resistances to the mass transfer and heat in the period of constant tax influenced by the temperature. The evaporation taxes indicated a mixed control of the mass transfer for the case of the thickest layers. As already expected, the drying constant behavior was influenced by the temperature and thickness of the medium, increasing and decreasing. The statistical analysis of the results, in agreement with the factorial planning 22, showed that the fissures, the shrinking of the transfer area and the formation of a crust on the surface might have contributed to the differences between the practical results and the linear model proposed. The temperature and the thickness influenced significantly in the answers of the studied variables: evaporation tax and drying constant. They were obtained significant statistical models and predictive ones for evaporation tax for the meat as well as for the visceras

Secagem de misturas de polpa de frutas tropicais em leito de jorro

Drying of fruit pulps in spouted beds of inert particles has been indicated as a viable technique to produce fruit powders. Most of the processes employed to produce dried fruit pulps and juices, such as Foam Mat, encapsulation by co-crystallization and spray drying utilize adjuvant and additives (such as thickeners, coating materials, emulsifiers, acidulants, flavors and dyes), which is not always desirable. The fruit pulp composition exerts an important effect on the fruit powder production using a spouted bed. In the study by Medeiros (2001) it was concluded that lipids, starch and pectin contents play an important role on the process performance, enhancing the powder production; however, the drying of fruit pulps containing high content of reducing sugars (glucose and fructose) is practically unviable. This work has the objective of expanding the studies on drying of fruit pulps in spouted bed with aid of adjuvant (lipids, starch and pectin) aiming to enhance the dryer performance without jeopardizing the sensorial quality of the product. The optimum composition obtained by Medeiros (2001) was the basis for preparing the mixtures of pulps. The mixture formulations included pulps of mango (Mangifera indica), umbu (Spondias tuberosa) and red mombin (Spondia purpurea) with addition of cornstarch, pectin and lipids. Different products were used as lipids source: olive and Brazil nut oils, coconut milk, heavy milk, powder of palm fat and palm olein. First of all, experiments were conducted to define the best formulation of the fruit pulps mixture. This definition was based on the drying performance obtained for each mixture and on the sensorial characteristics of the dry powder. The mixture formulations were submitted to drying at fixed operating conditions of drying and atomizing air flow rate, load of inert particles, temperature and flow rate of the mixture. The best results were obtained with the compositions having powder of palm fat and palm olein in terms of the drying performance and sensorial analysis. Physical and physicochemical characteristics were determined for the dry powders obtained from the mixtures formulations. Solubility and reconstitution time as well as the properties of the product after reconstitution were also evaluated. According to these analyses, the powder from the mixtures formulations presented similar characteristics and compatible quality to those produced in other types of dryers. Considering that the palm olein is produced in Brazil and that it has been used in the food industry substituting the palm fat powder, further studies on drying performance were conducted with the composition that included the palm olein. A complete factorial design of experiments 23, with three repetitions at the central point was conducted to evaluate the effects of the air temperature, feeding flow rate and intermittence time on the responses related to the process performance (powder collection efficiency, material retained in the bed and angle of repose of the inert particles after the process) and to the product quality (mean moisture content, loss of vitamin C and solubility). Powder production was uniform for the majority of the experiments and the higher efficiency with lower retention in the bed (59.2% and 1.8g, respectively) were obtained for the air temperature of 80°C, mixture feed rate of 5ml/min in intervals of 10 min. The statistical analysis of the results showed that the process variables had individual or combined significant influences on the powder collection efficiency, material retention in the bed, powder moisture content and loss of vitamin C. At the experimental ranges of this work, the angle of repose and solubility were not influenced by the operating variables. From the results of the experimental design, statistical models were obtained for the powder moisture content and loss of vitamin C

Secagem de misturas de polpa de frutas tropicais em leito de jorro

Drying of fruit pulps in spouted beds of inert particles has been indicated as a viable technique to produce fruit powders. Most of the processes employed to produce dried fruit pulps and juices, such as Foam Mat, encapsulation by co-crystallization and spray drying utilize adjuvant and additives (such as thickeners, coating materials, emulsifiers, acidulants, flavors and dyes), which is not always desirable. The fruit pulp composition exerts an important effect on the fruit powder production using a spouted bed. In the study by Medeiros (2001) it was concluded that lipids, starch and pectin contents play an important role on the process performance, enhancing the powder production; however, the drying of fruit pulps containing high content of reducing sugars (glucose and fructose) is practically unviable. This work has the objective of expanding the studies on drying of fruit pulps in spouted bed with aid of adjuvant (lipids, starch and pectin) aiming to enhance the dryer performance without jeopardizing the sensorial quality of the product. The optimum composition obtained by Medeiros (2001) was the basis for preparing the mixtures of pulps. The mixture formulations included pulps of mango (Mangifera indica), umbu (Spondias tuberosa) and red mombin (Spondia purpurea) with addition of cornstarch, pectin and lipids. Different products were used as lipids source: olive and Brazil nut oils, coconut milk, heavy milk, powder of palm fat and palm olein. First of all, experiments were conducted to define the best formulation of the fruit pulps mixture. This definition was based on the drying performance obtained for each mixture and on the sensorial characteristics of the dry powder. The mixture formulations were submitted to drying at fixed operating conditions of drying and atomizing air flow rate, load of inert particles, temperature and flow rate of the mixture. The best results were obtained with the compositions having powder of palm fat and palm olein in terms of the drying performance and sensorial analysis. Physical and physicochemical characteristics were determined for the dry powders obtained from the mixtures formulations. Solubility and reconstitution time as well as the properties of the product after reconstitution were also evaluated. According to these analyses, the powder from the mixtures formulations presented similar characteristics and compatible quality to those produced in other types of dryers. Considering that the palm olein is produced in Brazil and that it has been used in the food industry substituting the palm fat powder, further studies on drying performance were conducted with the composition that included the palm olein. A complete factorial design of experiments 23, with three repetitions at the central point was conducted to evaluate the effects of the air temperature, feeding flow rate and intermittence time on the responses related to the process performance (powder collection efficiency, material retained in the bed and angle of repose of the inert particles after the process) and to the product quality (mean moisture content, loss of vitamin C and solubility). Powder production was uniform for the majority of the experiments and the higher efficiency with lower retention in the bed (59.2% and 1.8g, respectively) were obtained for the air temperature of 80°C, mixture feed rate of 5ml/min in intervals of 10 min. The statistical analysis of the results showed that the process variables had individual or combined significant influences on the powder collection efficiency, material retention in the bed, powder moisture content and loss of vitamin C. At the experimental ranges of this work, the angle of repose and solubility were not influenced by the operating variables. From the results of the experimental design, statistical models were obtained for the powder moisture content and loss of vitamin C

Genetic parameters for stayability in Murrah buffaloes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Optimisation of a continuous flash fermentation for butanol production using the response surface methodology

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Modelos estatísticos indicadores de comportamentos associados a bem-estar térmico para matrizes pesadas

O estudo de reprodutoras de frangos de corte é de grande importância para o País, uma vez que o frango de corte é um dos maiores itens agropecuários em exportação, sendo o Brasil o segundo maior exportador mundial dessa carne. O comportamento animal é conceituado como reflexo do efeito da interação de diversos fatores, entre os quais o ambiental. Dessa forma, o ambiente interno do galpão de produção constitui um dos elementos que fornecem indicações sobre o conforto térmico das aves. O comportamento de matrizes expressa, sob a forma de padrões específicos, a saúde e o bem-estar dessas aves. Este trabalho teve como objetivo a aplicação dos modelos estatísticos preditivos, por meio da construção de cenários, apresentando resultados do conforto animal perante diversas condições ambientais. O trabalho foi desenvolvido com dados coletados em ambiente controlado, utilizando a linhagem Hybro-PG®, submetida a diferentes níveis de temperatura ambiente, tipos padronizados de ração e idade. Foram procedidas as análises descritiva e exploratória e, posteriormente, a modelagem, utilizando as Equações de Estimação Generalizadas (EEG). A pesquisa permitiu o desenvolvimento de indicadores de bem-estar térmico por meio das equações dos modelos estatísticos de predição, sob os distintos cenários estudados.

A Bayesian approach for assessing the stability of genotypes

Several statistical models can be used for assessing genotype X environment interaction (GEI) and studying genotypic stability. The objectives of this research were to show how (i) to use Bayesian methodology for computing Shukla's phenotypic stability variance and (ii) to incorporate prior information on the parameters for better estimation. Potato [Solanum tuberosum subsp. andigenum (Juz. & Bukasov) Hawkes], wheat (Triticum aestivum L.), and maize (Zea mays L.) multi environment trials (MET) were used for illustrating the application of the Bayes paradigm. The potato trial included 15 genotypes, but prior information for just three genotypes was used. The wheat trial used prior information on all 10 genotypes included in the trial, whereas for the maize trial, noninformative priors for the nine genotypes was used. Concerning the posterior distribution of the genotypic means, the maize MET with 20 sites gave less disperse posterior distributions of the genotypic means than did the posterior distribution of the genotypic means of the other METs, which included fewer environments. The Bayesian approach allows use of other statistical strategies such as the normal truncated distribution (used in this study). When analyzing grain yield, a lower bound of zero and an upper bound set by the researcher's experience can be used. The Bayesian paradigm offers plant breeders the possibility of computing the probability of a genotype being the best performer. The results of this study show that although some genotypes may have a very low probability of being the best in all sites, they have a relatively good chance of being among the five highest yielding genotypes.

Respiratory heat loss of Holstein cows in a tropical environment

In order to develop statistical models to predict respiratory heat loss in dairy cattle using simple physiological and environmental measurements, 15 Holstein cows were observed under field conditions in a tropical environment, in which the air temperature reached up to 40 ° C. The measurements of latent and sensible heat loss from the respiratory tract of the animals were made by using a respiratory mask. The results showed that under air temperatures between 10 and 35 ° C sensible heat loss by convection decreased from 8.24 to 1.09 W m(-2), while the latent heat loss by evaporation increased from 1.03 to 56.51 W m(-2). The evaporation increased together with the air temperature in almost a linear fashion until 20 ° C, but it became increasingly high as the air temperature rose above 25 ° C. Convection was a mechanism of minor importance for respiratory heat transfer. In contrast, respiratory evaporation was an effective means of thermoregulation for Holsteins in a hot environment. Mathematical models were developed to predict both the sensible and latent heat loss from the respiratory tract in Holstein cows under field conditions, based on measurements of the ambient temperature, and other models were developed to predict respiration rate, tidal volume, mass flow rate and expired air temperature as functions of the ambient temperature and other variables.

Estimativa da mudança genética na produção de leite e gordura em bovinos da raça Holandesa

The objective of this study was to estimate the genetic trends of the milk and fat yield in three herds maintained in São Paulo State, Brazil. The estimation of genetic, environmental and phenotypic trends were based on 716 first lactations. The cows were sired by 134 bulls. The statistical models included the fixed effects of herds, kind of gestation, season and year of the calving, age of the cow at calving, besides the random effect of the bulls. The statistical analyses, by the last squares method showed effects for bulls, herds and age of the cows on milk and fat yield. The genetic, environmental and phenotypic trends estimated were -10.20; 6.74 and -3.46 kg for milk yield and -1.90; 2.20 and 0.12 kg for fat yield.

Comparing river basins world-wide and contrasting inland fisheries in Africa and Central Amazonia

An analysis of covariance relating basin area (A, km2) to river length (L, km) and discharge rate (D, m3 s-1) was performed for two continents and showed that the two covariates (L and D) were highly significant and that the strength of the relationship changed between continents. For comparison, D was excluded but the result remained the same. Although geomorphological models are useful for establishing global levels of production, these regressions should be applied with caution. Historically, simple statistical models were developed to predict fish catches in rivers. These, based upon regression of catches on channel length or basin area for Africa and Central Amazonia, are contrasted in this paper because of their generally similar approach.