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

Modelagem e previsão da perda de injetividade em poços canhoneados

Waterflooding is a technique largely applied in the oil industry. The injected water displaces oil to the producer wells and avoid reservoir pressure decline. However, suspended particles in the injected water may cause plugging of pore throats causing formation damage (permeability reduction) and injectivity decline during waterflooding. When injectivity decline occurs it is necessary to increase the injection pressure in order to maintain water flow injection. Therefore, a reliable prediction of injectivity decline is essential in waterflooding projects. In this dissertation, a simulator based on the traditional porous medium filtration model (including deep bed filtration and external filter cake formation) was developed and applied to predict injectivity decline in perforated wells (this prediction was made from history data). Experimental modeling and injectivity decline in open-hole wells is also discussed. The injectivity of modeling showed good agreement with field data, which can be used to support plan stimulation injection wells

Um Modelo híbrido para previsão de curvas de produção de petróleo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Desenvolvimento e validação de modelo de previsão para mancha preta dos citros em função de variáveis meteorológicas

A mancha preta dos citros é uma doença causada pelo fungo Guignardia citricarpa que produz lesões em frutos em variedades de laranja doce comerciais, causando a queda precoce dos frutos, diminuindo a produtividade e levando a sua depreciação para o mercado de fruta fresca. O objetivo do trabalho foi desenvolver e validar um modelo de favorabilidade climática da mancha preta dos citros relacionado a ocorrência dos sintomas da doença no Estado de São Paulo. Desenvolveu-se um sistema empírico com base em um banco de dados da ocorrência da doença e das condições climáticas, em campo, nos municípios de Barretos/SP e Gavião Peixoto/SP, durante as Safras 2007/2008 e 2008/2009. A variedade de laranjeira doce utilizada nos experimentos foi a 'Valência' enxertada sobre limoeiro 'Cravo', com 10 anos de idade. Para a incidência da mancha preta foi avaliada a porcentagem de frutos com sintomas na planta e para a severidade, a porcentagem de casca lesionada por fruto. Na análise de regressão as variáveis climáticas e os dados de intensidade de doença de Barretos foram selecionados no procedimento 'stepwise'. As melhores equações de regressão foram selecionadas pelo coeficiente de determinação (R²) e pela significância da regressão no teste F (P < 0,05 e P < 0,01) que resultou na equação Y= -502,43 + 9,61 X10 + 4,78 X30 + 0,54 X46 - 7,9 X50 em que Y=Índice de Favorabilidade, X10 é a temperatura média, X30 é a umidade relativa média, X46 é o molhamento foliar e X50 é a temperatura média durante o molhamento foliar, determinados com dados de intervalos de sete dias. Procedeu-se a validação no campo no município de Gavião Peixoto durante a Safra 2008/2009, realizando a correlação entre a incidência e severidade observadas no experimento e os dados previstos que foram os determinados pela equação, sendo que a correlação mostrou-se positiva para a incidência da doença com um R²=0,87.

A alteração do tipo penal de adulteração de combustíveis: reflexo da constitucionalização do direito penal no mercado de combustíveis

The neoconstitutionalism led to a process of ethical revaluation of the normative systems and the process of constitutionalization of the many fields of law. This study examines the consequences of this process in criminal law, so important a Law field for the protection of the most valuable assets by the society, including the fundamental guarantees, thus emphasizing the necessity of protection of the collective and individual rights, which are guided by the observance of the defendants individual rights in the course of criminal proceedings and the search for the best efficiency of penal protection, according to the corollaries of defense against the state (prohibition of the excess or Übermassverbot) and the provision of rights by the state (prohibition of insufficient protection or Untermassverbot). The offense of fuel adulteration is taken as an object of study, since it is a vital market to a nation dependent of people and good s movement for their living, driven by fossil and biofuels. Such a crime affects essential legal interests to the development of society, interests such as the environment, consumer relations and economic order, particularly the principle of free competition. This paper seeks to analyze the need of a greater efficiency of this particular criminal protection, once concluded the conduct harm and social fear as a consequence by it as growing, and therefore having its former crime type, engraved in Article 1 of Law No. 8.176/1991, rewritten in compliance with the criminal law s principle of legality. Thus, the reformation proposals and legislative creation involving this crime were observed, with emphasis on the bill No. 2498/2003, which keeps it as blank heterogeneous criminal norm, kind of penal normative whose constitutionality is raised, including the forethought of criminal responsibility in the perpetrating of the offense as culpable and subsequently increasing the applicable minimum penalty, as well as the inclusion of new activities in the typical nucleus

Exigências Térmicas e Previsão de Picos Populacionais de Lipaphis erysimi (Kalt.) (Homoptera: Aphididae)

Experimentos de laboratório e de campo foram realizados de outubro de 1998 a agosto de 1999, visando estimar as exigências térmicas de Lipaphis erysimi (Kalt). Para isso, o desenvolvimento do afídeo foi estudado em condições de laboratório em couve, Brassica oleracea L. var. acephala, usando câmaras climatizadas reguladas a 10, 15, 20, 25 e 30°C, fotofase de 14h e UR de 70±10%. O limite térmico inferior de desenvolvimento de L. erysimi foi de 3,04°C e a constante térmica 132,21 graus-dia. A previsão de ocorrência de adultos no campo foi feita usando-se o método da triangulação; o pico populacional foi previsto para 0-1 dia antes da data em que o mesmo foi observado no campo.

Exigências térmicas de Brevicoryne brassicae e previsão de picos populacionais

O objetivo deste trabalho foi determinar as exigências térmicas do pulgão-da-couve, Brevicoryne brassicae L., Hemiptera: Aphididae, em condições de laboratório e campo, e prever a ocorrência de picos populacionais de adultos, por meio de um modelo de graus-dia. em laboratório, os experimentos foram conduzidos em câmaras climatizadas reguladas a 15, 20, 25, 27 e 30ºC, obtendo-se o limite térmico inferior de desenvolvimento (Tb = 4,5ºC) e a constante térmica (K = 176,1 graus-dia). Na determinação das exigências térmicas sob condições de campo, realizaram-se seis experimentos, a partir dos quais obteve-se o tempo médio de desenvolvimento de ninfas e a temperatura média ambiental. Os resultados estimados de Tb e K foram 3,5ºC e 180,0 graus-dia, respectivamente. Os resultados de Tb e K obtidos em laboratório possibilitam prever com maior precisão a ocorrência de adultos de B. brassicae do que os resultados de Tb e K determinados a partir de experimentos em campo.

Uso de graus-dia para a previsão de ocorrência de ninfas e adultos de Piezodorus guildinii (West.) (Heteroptera: Pentatomidae) em soja

O presente estudo foi desenvolvido na FCAV-UNESP, em Jaboticabal, SP, durante as safras agrícolas de 1995/96 e 1996/97, visando à previsão de ocorrência de ninfas e adultos de Piezodorus guildinii (West.), por meio de um modelo de graus-dia. As datas em que as primeiras posturas e os primeiros adultos do percevejo foram encontrados na soja foram usadas para dar início à soma acumulada de graus-dia. A previsão de ocorrência foi mais precisa para picos populacionais de adultos do que para diferentes ínstares de P. guildinii.

Zona adensável de Ponta Negra em Natal/ RN: as conseqüências decorrentes da lei complementar 27/2000 na visão dos moradores da área

The quarrel on the urban intensific use of determined areas of the city is carried through in some levels of the society, which had to the fact to bring direct influences the population that inhabits it. The question to become an area to intensific use, implies in determining that the local infrastructure has the capacity to take care of to a bigger amount of people, inhabitants or passers-by. In the quarter of Ponta Negra, in Natal city (state of RN), its condition of area to intensific use to the municipal Law 27/2000 happened due that it starts to allow a bigger level of occupation of part of the quarter. This law has a direct relation with the installation of a complementary infrastructure in the quarter, to put does not send to its complementation and maintenance, what it takes the consequences that are felt by the population. This work has as main objective the identification of the decurrent significant consequences of the creation of Ponta Negra s Intensific Use Zone, according to vision of the population of the quarter. The way followed for this involves the compatible bibliography research with the subject, analysis of documents that treat on the quarter, mappings of the area in search of a physical characterization and mainly, an application of questionnaire next to local population. In this questionnaire it is the main point of the necessary collection of data to the work, indicating the point of view of the population not only on the negative points, but also on the positive points that had happened since the creation of Intensific Use Zone. The answers indicate problems of natures social, infrastructure and enviromental, compatible with the problems of other areas that had passed the same for process, as point the studied bibliography, indicating imperfections in the planning process and maintenance of Ponta Negra s Intensific Use Zone

Previsão do módulo de elasticidade transversal de compósitos unidirecionais através de redes neurais mistas

The aim of this study is to create an artificial neural network (ANN) capable of modeling the transverse elasticity modulus (E2) of unidirectional composites. To that end, we used a dataset divided into two parts, one for training and the other for ANN testing. Three types of architectures from different networks were developed, one with only two inputs, one with three inputs and the third with mixed architecture combining an ANN with a model developed by Halpin-Tsai. After algorithm training, the results demonstrate that the use of ANNs is quite promising, given that when they were compared with those of the Halpín-Tsai mathematical model, higher correlation coefficient values and lower root mean square values were observed

Avaliação das previsões do atraso zenital troposférico para a América do Sul, obtidas usando modelo de previsão numérica de tempo com alta resolução espacial

A Center for Weather Forecast and Climatic Studies of National Institute for Space Research (CPTEC/INPE) has provided to the Brazilian Geodetic community, since 2004, an alternative to correct the GNSS observables from the tropospheric refraction. Numerical Weather Prediction (NWP) Model is used to generate Zenital Tropospheric Delay (ZTD). For the version 1, it was developed a model with horizontal resolution of 100 km, which was updated with Eta model, with resolution of 20 km. This paper provides the most significative details of the current version, as well an evaluation of its quality, using for such ZTD estimates from GPS data collect at RBMC. Comparing to the old version, considerable improvement could be observed from the new model, mainly in Brasilia and Curitiba, reaching up to 55% improvement. When all stations were used in the quality control, almost null bias and RMS of about 4 to 5 cm could be observed.

As especificidades da clínica psicanalítica com crianças na neurose e na psicose: conseqüências para a direção do tratamento

This dissertation aims to answer the question: What are the specifics of psychoanalytical clinic with children in neurosis and psychosis and its consequences for the treatment direction? It constitutes a theoretical study based on Freud, Lacan and the current productions of Lacanian psychoanalysts about the clinic with children. It presents some clinical vignettes. To answer this question, were constructed four chapters. The chapter The subject constitution treats the psychoanalysis subjectivity, based on a structure from the relationship with the Other. Key concepts of Lacanian psychoanalysis are shown, necessary to understand what becomes present in clinic with children. The second chapter, The clinic of neurosis, reveals the structure of the subject in its oedipal mooring held by the Name-of the-Father, that separates the mother-child dual relationship. The child neurosis is the effect of psyche constitution and the symptoms are an interpretation of what child picks up from parents and helps him/her on the passage through the Oedipus. The analyst is there to help him/her through this path. The next chapter is entitled The clinic of psychosis. In psychosis the non-occurrence of the Name-of-the-Father is concerned. The subject is stuck in duality with the mother, and becomes what fills the Other s gap. To protect themselves, they have to be in incessant work. The analyst will be a child s partner in daily work already carried out by him/her. The last chapter, The consequences for the treatment direction, shows that the standard analytic treatment works well to the clinic of neurosis. To psychosis it s not true. Psychoanalysts thought about a different way of psychotic children treatment: the practice held in a multiprofessional team work. The practice shared by many has been a team strategy applied to the institutional practice that aims to attenuate the invasive character of the Other, facilitating the partnership between the analyst and the child in treatment and the Other contention

Modelagem do nicho ecológico de Phyllomedusa ayeaye (Anura: Hylidae): previsão de novas áreas de ocorrência para uma espécie rara

The tree-frog Phyllomedusa ayeaye is a rare species. With its distribution mostly unknown in the southeastern region of Brazil, it is considered one of the most threatened anurans in the country. Here we use ecological niche modelling from only three known occurrence points to produce predictive maps of the distribution of this species, which should help target new field surveys in areas of occurrence predicted by the model. This is the first study in Brazil that uses ecological niche modelling as a tool for predicting the distribution of rare and threatened amphibian anuran species.

Um sistema de previsão de tempo e de ondas oceânicas para o Atlântico Sul

Um sistema de previsão numérica de tempo e de ondas oceânicas (SPTO) que possa ser operacionalizado no Atlântico Sul é proposto. O SPTO é composto por um modelo atmosférico de área limitada (MAL) e um modelo de ondas de superfície do oceano geradas pelo vento, aplicado em duas versões: uma de malha grossa (MPOMG) e outra de malha fina (MPOMF). O MPOMG abrange uma área de 10(6) km², e tem como finalidade gerar e propagar ondas em regiões remotas à costa brasileira. O MPOMF é aplicado em um domínio 10(4) km² com alta resolução, incorporando irregularidades batimétricas e com as condições iniciais e de fronteiras fomecidas pelo MPOMG. Os modelos utilizam dados de vento à 10 m acima da superfície do oceano. Os arquivos de vento, contendo a evolução espacial e temporais são gerados pelo MAL. Um exemplo de um evento real ocorrido no período de 9 a 11 de agosto de 1988 é apresentado utilizando o acoplamento proposto.

Conseqüências nutricionais das alterações metabólicas dos macronutrientes na doença hepática crônica

A doença hepática crônica cursa, freqüentemente, com anormalidades metabólicas de macronutrientes que propiciam o desenvolvimento ou agravamento da desnutrição protéico-energética. O papel central do fígado no metabolismo dos substratos energéticos e de proteínas e aminoácidos é revisto, de modo relacionado à desnutrição protéico-energética, em pacientes com hepatopatia crônica. Aceita-se que a redução da ingestão dietética seja um dos principais componentes etiológicos da desnutrição, particularmente em pacientes alcoolistas. Acresce-se a iatrogenia pela indicação de dietas restritas e jejum prolongado aos pacientes hospitalizados. Como fatores agravantes, há má absorção intestinal de gorduras e o hipermetabolismo associado ao alcoolismo agudo. Hipoglicemia, resistência insulínica, esteatose e hipertrigliceridemia constituem achados comuns, assim como níveis elevados de alguns aminoácidos com conseqüências neurológicas. O entendimento desses mecanismos fisiopatológicos permite a intervenção nutricional apropriada reduzindo a morbidade e mortalidade desses pacientes.