A (semi-)parametric functional coefficient autoregressive conditional duration model

In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.

Investigação dos processos hidrossedimentológicos em parcela experimental no semi-árido potiguar

In northeastern semiarid, seasonality on precipitation temporal distribution, high intensity storm events and inadequate management of native vegetation can promote soil erosion. Vegetation removal causes soil surface exposure, reduces soil water storage capacity and can be the source degradation processes. In this context, this approach aims to analyze water and soil erosion processes on a 250 m2 undisturbed experimental plot with native vegetation, slope 2.5% by using 2006 and 2007 monitoring data. The site was instrumented to monitor rainfall, overland flow runoff and erosion by using a 5 m³ tank downstream the plot. Soil erosion monitoring was made by transported sediment and organic matter collection after each event. Field infiltration experiments were made at 16 points randomly distributed within the plot area by using a constant head infiltrometer during drought and rainy seasons, respectively. Infiltration data revealed high spatial and temporal variability. It was observed that during the beginning of the rainy period, 77% of the events showed runoff coefficient less than 0.05. As the rainy season began, soil water increase produced annual species germination. High intensity storms resulted in runoff coefficients varying between 0.33 and 0.42. Once the annual species was established, it was observed that approximately 39% of the events produced no runoff, which reflects an increase on soil water retention capacity caused by the vegetation. A gradual runoff reduction during the rainy season emphasizes the effect of vegetative density increase. Soil erosion observed data allowed to fit an empirical relationship involving soil loss and precipitation height, which was used to analyze the plot installation impact on soil erosion. Observed soil loss in 2006 and 2007 was 230 Kg/ha and 54 Kg/ha, respectively

Democratização do acesso a água no semi-árido: o caso da comunidade rural de Pendências dos Emídios no município de Serrinha/RN

Brazil lives a time of experimentation and maturity as it pertains to managing the use of water, which comes institutionalising increasingly social participation. In Rio Grande do Norte, since 1997, the government has been developing actions accordingly, through the State Department of Water Resources, which has implemented a programme of adutoras within the State and created Water Users Associations, in the installation of dessalinizadores for places where the Adutora was not necessary or not yet arrived, so that should be managed by communities through associations of users. Since 2003, Civil Society Organisations - CSOs come through ASA - Articulation in the Semi-arid Brazilian, implementing the P1MC - Program of Training and Mobilization for Social Living with the Semi-Arid (One Million Rural Cisternas), in its third year of implementation in Rio Grande do Norte, in the spirit of working together with the semi arid. In the municipality of Serrinha / RN which incorporates the Semi-arid region, we find in the rural community of Pendêcias dos Emídios the experience of the State and Civil Society, which referred to a discussion about the environmental sustainability of these initiatives. The general objective of this work is to examine the strategies for participatory management in the use and access to water in the community of Pendêcias dos Emídios of the municipality of Serrinha / RN, to understand how those experiences can contribute to environmental sustainability. The methodology used envolvel bibliographic research in categories involving each article, the analysis of the terms of reference of each strategy as part of the documentary research, the application forms covering 40 families benefited, and interviews based on comprehensive analysis of the speech. This study is divided into 02 articles, where the first is a discussion held on collective action and environmental sustainability, and the second is held a discussion about the sustainability of the initiatives underway to access water. The results of the discussion held on 02 articles that had their empirical built from the experience of the Commonwealth of Pendências dos Emídios revealed how far will the ability of the State to promote collective action and the limitations of the perception of sustainability that permeates these initiatives in the search for democratic access to water in semi-arid

A CASE tool for the modeling of methods and information systems

MODSI is a multi-models tool for information systems modeling. A modeling process in MODSI can be driven according to three different approaches: informal, semi-formal and formal. The MODSI tool is therefore based on the linked usage of these three modeling approaches. It can be employed at two different levels: the meta-modeling of a method and the modeling of an information system.In this paper we start presenting different types of modeling by making an analysis of their particular features. Then, we introduce the meta-model defined in our tool, as well as the tool functional architecture. Finally, we describe and illustrate the various usage levels of this tool.

Modeling hourly and daily fractions of UV, PAR and NIR to global solar radiation under various sky conditions at Botucatu, Brazil

In this analysis, using available hourly and daily radiometric data performed at Botucatu, Brazil, several empirical models relating ultraviolet (UV), photosynthetically active (PAR) and near infrared (NIR) solar global components with solar global radiation (G) are established. These models are developed and discussed through clearness index K(T) (ratio of the global-to-extraterrestrial solar radiation). Results obtained reveal that the proposed empirical models predict hourly and daily values accurately. Finally. the overall analysis carried Out demonstrates that the sky conditions are more important in developing correlation models between the UV component and the global solar radiation. The linear regression models derived to estimate PAR and NIR components may be obtained without sky condition considerations within a maximum variation of 8%. In the case of UV, not taking into consideration the sky condition may cause a discrepancy of up to 18% for hourly values and 15% for daily values. (C) 2008 Elsevier Ltd. All rights reserved.

Diurnal evolution of solar radiation at the surface in the city of São Paulo: Seasonal variation and modeling

Seasonal variations in the diurnal evolution of the global, diffuse and direct solar radiation at the surface, the clearness index, diffuse fraction and direct fraction are described in detail for the City of Sao Paulo, Brazil. The description is based on measurements of global and diffuse solar radiation carried out over 5.25 years. The diffuse component was measured with a shadow-band device. The annual evolution of the amplitude of the diurnal cycle of all radiometric parameters indicates a seasonal pattern with two distinct periods: autumn-winter and spring-summer. About 10% of the observed period was characterized by clear sky days. This seasonal variation is determined by a larger incidence of clear sky days in the autumn-winter period. Reductions of up to 10% in hourly and daily values of global radiation were observed in conjunction with an increase in particulate matter concentration on clear sky days. The pollution effect may be responsible for the discrepancy, of 16%, found between local and more regional estimates of global solar radiation in Sao Paulo. The diurnal evolution of hourly values of monthly-averaged global and diffuse solar radiation were successfully estimated by the empirical expressions derived here. Daily values of monthly-averaged global solar radiation were satisfactorily estimated using the Angstrom expression.

Extração semi-automática de edificações com análise do modelo numérico de elevações

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

Controle semi-ativo de vibrações usando lógica nebulosa e fluido magnetoreológico

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Controle semi-ativo de vibrações com fluido magnetoreológico utilizando LMis e lógica nebulosa otimizada por algoritmo genético

Pós-graduação em Engenharia Mecânica - FEIS

Cyanobacteria detection in Guarapiranga Reservoir (São Paulo State, Brazil) using Landsat TM and ETM+ images

Algae bloom is one of the major consequences of the eutrophication of aquatic systems, including algae capable of producing toxic substances. Among these are several species of cyanobacteria, also known as blue-green algae, that have the capacity to adapt themselves to changes in the water column. Thus, the horizontal distribution of cyanobacteria harmful algae blooms (CHABs) is essential, not only to the environment, but also for public health. The use of remote sensing techniques for mapping CHABs has been explored by means of bio-optical modeling of phycocyanin (PC), a unique inland waters cyanobacteria pigment. However, due to the small number of sensors with a spectral band of the PC absorption feature, it is difficult to develop semi-analytical models. This study evaluated the use of an empirical model to identify CHABs using TM and ETM+ sensors aboard Landsat 5 and 7 satellites. Five images were acquired for applying the model. Besides the images, data was also collected in the Guarapiranga Reservoir, in São Paulo Metropolitan Region, regarding the cyanobacteria cell count (cells/mL), which was used as an indicator of CHABs biomass. When model values were analyzed excluding calibration factors for temperate lakes, they showed a medium correlation (R²=0.81, p=0.036), while when the factors were included the model showed a high correlation (R²=0.96, p=0.003) to the cyanobacteria cell count. The empirical model analyzed proved useful as an important tool for policy makers, since it provided information regarding the horizontal distribution of CHABs which could not be acquired from traditional monitoring techniques.

Coupling remote sensing bio-optical and three-dimensional hydrodynamic modeling to study the phytoplankton dynamics in a tropical hydroelectric reservoir

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

Green and competitive: empirical evidence from ISO 9001 certified Brazilian companies

There are many arguments in the literature on environmental management stating that companies that have a significant environmental performance tend to be more competitive, because environmental management tends to generate positive effects on their operational performance. Despite the fact that such arguments are widely accepted, there is little empirical evidence yet of such a relationship in manufacturing contexts that are rarely studied thus far, such as those of developing countries. The paper aims to discuss these issues. Design/methodology/approach – With the objective of testing the positive relationship between environmental performance and operational performance, this research presents the data of a survey conducted with 75 ISO 9001-certified Brazilian companies. Such data were analyzed by means of structural equation modeling. Findings – The paper discovered that, indeed, environmental management relates in a positive, significant manner and large effect to the operational performance of companies.

Development and evolution of caste dimorphism in honeybees - a modeling approach

The difference in phenotypes of queens and workers is a hallmark of the highly eusocial insects. The caste dimorphism is often described as a switch-controlled polyphenism, in which environmental conditions decide an individual's caste. Using theoretical modeling and empirical data from honeybees, we show that there is no discrete larval developmental switch. Instead, a combination of larval developmental plasticity and nurse worker feeding behavior make up a colony-level social and physiological system that regulates development and produces the caste dimorphism. Discrete queen and worker phenotypes are the result of discrete feeding regimes imposed by nurses, whereas a range of experimental feeding regimes produces a continuous range of phenotypes. Worker ovariole numbers are reduced through feeding-regime-mediated reduction in juvenile hormone titers, involving reduced sugar in the larval food. Based on the mechanisms identified in our analysis, we propose a scenario of the evolutionary history of honeybee development and feeding regimes.

Flexibility and modeling in business processes: a multi-dimensional relationship

Over the last few years, Business Process Management (BPM) has achieved increasing popularity and dissemination. An analysis of the underlying assumptions of BPM shows that it pursues two apparently contradicting goals: on the one hand it aims at formalising work practices into business process models; on the other hand, it intends to confer flexibility to the organization - i.e. to maintain its ability to respond to new and unforeseen situations. This paper analyses the relationship between formalisation and flexibility in business process modelling by means of an empirical case study of a BPM project in an aircraft maintenance company. A qualitative approach is adopted based on the Actor-Network Theory. The paper offers two major contributions: (a) it illustrates the sociotechnical complexity involved in BPM initiatives; (b) it points towards a multidimensional understanding of the relation between formalization and flexibility in BPM projects.

Modeling and Identification of an Open-frame Underwater Vehicle: The Yaw Motion Dynamics

A semi-autonomous unmanned underwater vehicle (UUV), named LAURS, is being developed at the Laboratory of Sensors and Actuators at the University of Sao Paulo. The vehicle has been designed to provide inspection and intervention capabilities in specific missions of deep water oil fields. In this work, a method of modeling and identification of yaw motion dynamic system model of an open-frame underwater vehicle is presented. Using an on-board low cost magnetic compass sensor the method is based on the utilization of an uncoupled 1-DOF (degree of freedom) dynamic system equation and the application of the integral method which is the classical least squares algorithm applied to the integral form of the dynamic system equations. Experimental trials with the actual vehicle have been performed in a test tank and diving pool. During these experiments, thrusters responsible for yaw motion are driven by sinusoidal voltage signal profiles. An assessment of the feasibility of the method reveals that estimated dynamic system models are more reliable when considering slow and small sinusoidal voltage signal profiles, i.e. with larger periods and with relatively small amplitude and offset.