Expectativas racionais e modelos econométricos

"[…].As decisões económicas envolvem, muitas vezes, uma perspetiva do futuro, o que motiva a inclusão, nos modelos, de expectativas referentes ao valor futuro de alguma(s) variável(veis). Os modelos neste contexto são designados por «REFV models», sendo de referir que a sigla REFV deriva do inglês «RE Models with Expectation of Future Variables». […] Dado que podem ocorrer acontecimentos inesperados, os resultados respeitantes a previsões futuras nem sempre são fiáveis, isto é, a previsão macroeconómica não é perfeita. No que se refere a eventuais acontecimentos inesperados, salienta-se que, por exemplo, a política económica pode ser diferente daquela que os previsores esperavam quando fizeram as suas previsões, o preço do petróleo pode baixar ou aumentar inesperadamente. Assim, nesta era da informação e da imagem, a inclusão das expectativas racionais em modelos e políticas macroeconómicas (modelos com expectativas racionais de variáveis futuras) é, sem dúvida, uma mais-valia."

Desenvolvimento de um aditivo natural à base de catequina: otimização da extração e estabilização a partir de frutos de Arbutus unedo L.

The common Mediterranean ornamental strawberry-tree (Arbutus unedo L.) produces an edible reddish sweet berry that is found to be bland and tasteless unless it is consumed overripe, otherwise it is discarded or used as basic agricultural sub residue. The bioactive properties of this fruit have been reported and related with phenolic compounds, mainly flavan-3-ols, such as catechin and procyanidins, which has opened the opportunity to exploit their extraction from alternative sources.The common Mediterranean ornamental strawberry-tree (Arbutus unedo L.) produces an edible reddish sweet berry that is found to be bland and tasteless unless it is consumed overripe, otherwise it is discarded or used as basic agricultural sub residue. The bioactive properties of this fruit have been reported and related with phenolic compounds, mainly flavan-3-ols, such as catechin and procyanidins, which has opened the opportunity to exploit their extraction from alternative sources. This study compares and optimizes the maceration, microwave and ultrasound extraction techniques in the recovery of a catechin extract from Arbutus unedo L. fruits and evaluate the stability of flavan-3-ols during storage and application processes. To obtain conditions that maximize the catechin extraction yield, a response surface methodology was used. Maceration and microwave extractions were found to be the most effective methods, capable of yielding 1.38±0.1 and 1.70±0.3 mg of catechin/g dry weight (dw) in the corresponding optimal extraction conditions. The optimal conditions for maceration were 93.2±3.7 min, 79.6±5.2 ºC and 23.1±3.7 % of ethanol, while for the microwave extraction were 42.2±4.1 min, 137.1±8.1 ºC and 12.1±1.1 % of ethanol. The microwave system was a quicker solution, conducting to slightly higher yields of catechin than maceration, but this one needed lower temperatures to reach similar yields. The ultrasound method was the least effective solution in terms of catechin yield extraction (0.71±0.1 mg/g at 42.4±3.6 min, 314.9±21.2 W and 40.3±3.8 %. ethanol). The stability was tested with of the catechin-enriched extract (60% flavan-3-ols and 22% catechin), obtained under the best maceration conditions, was tested. Therefore, catechin-enriched extracts were submitted to physical and chemical stability studies, considering the main affecting variables (time, temperature and pH): i) a stability study of the extracts during storage as powder system; and ii) a stability study of the extracts in simulated food environment (aqueous solution system). The measured responses were the flavan-3-ols and catechin contents, determined by HPLC-DAD, and the antioxidant activity of the extracts evaluated by hydrophilic assays. Mechanistic and phenomenological equations were used to describe the responses, and the optimal conditions for flavan-3-ols (including catechin) stability as powder extract during a month were pH= 5.4 and T= -20ºC; while its stability in aqueous solution remained during the 24 h of application at pH<4 and T<30ºC. This study compares and optimizes the maceration, microwave and ultrasound extraction techniques in the recovery of a catechin extract from Arbutus unedo L. fruits and evaluate the stability of flavan-3-ols during storage and application processes. To obtain conditions that maximize the catechin extraction yield, a response surface methodology was used. Maceration and microwave extractions were found to be the most effective methods, capable of yielding 1.38±0.1 and 1.70±0.3 mg of catechin/g dry weight (dw) in the corresponding optimal extraction conditions. The optimal conditions for maceration were 93.2±3.7 min, 79.6±5.2 ºC and 23.1±3.7 % of ethanol, while for the microwave extraction were 42.2±4.1 min, 137.1±8.1 ºC and 12.1±1.1 % of ethanol. The microwave system was a quicker solution, conducting to slightly higher yields of catechin than maceration, but this one needed lower temperatures to reach similar yields. The ultrasound method was the least effective solution in terms of catechin yield extraction (0.71±0.1 mg/g at 42.4±3.6 min, 314.9±21.2 W and 40.3±3.8 %. ethanol). The stability was tested with of the catechin-enriched extract (60% flavan-3-ols and 22% catechin), obtained under the best maceration conditions, was tested. Therefore, catechin-enriched extracts were submitted to physical and chemical stability studies, considering the main affecting variables (time, temperature and pH): i) a stability study of the extracts during storage as powder system; and ii) a stability study of the extracts in simulated food environment (aqueous solution system). The measured responses were the flavan-3-ols and catechin contents, determined by HPLC-DAD, and the antioxidant activity of the extracts evaluated by hydrophilic assays. Mechanistic and phenomenological equations were used to describe the responses, and the optimal conditions for flavan-3-ols (including catechin) stability as powder extract during a month were pH= 5.4 and T= -20ºC; while its stability in aqueous solution remained during the 24 h of application at pH<4 and T<30ºC.

Abordagem rítmica probabilística aplicada em análises de fluxo e estabilidade de taludes

Tese (doutorado)—Universidade de Brasília, Faculdade de Tecnologia, Programa de Pós-Graduação em Geotecnia, 2015.

Evolução da distribuição da lontra (lutra lutra L.) na península ibérica: modelos a diferentes escalas e a sua projeção no espaço e no tempo

A Lontra Euroasiática foi alvo de quatro prospeções na Península Ibérica (1990-2008). Em 2003, foi publicado um modelo de distribuição da lontra, com base nos dados de presença/ausência das prospeções publicadas em 1998. Dadas as suas características, este tipo de modelos pode tornar-se um elemento chave nas estratégias de recuperação da lontra como também, de outras espécies, se comprovada a sua fiabilidade e capacidade de antecipar tendências na distribuição das mesmas. Assim, esta dissertação confrontou as previsões do modelo com os dados de distribuição de 2008, a fim de identificar potências áreas de discordância. Os resultados revelam que, o modelo de distribuição de lontra proposto, apesar de ter por base dados de 1998 e de não considerar explicitamente processos biológicos, conseguiu captar o essencial da relação espécie-ambiente, resultando num bom desempenho preditivo para a distribuição da mesma em Espanha, uma década depois da sua construção; Evolution of otter (Lutra lutra L.) distribution in the Iberian Peninsula: Models at different scales and their projection through space and time Abstract: The Eurasian otter was already surveyed four times in the Iberian Peninsula (1990-2008). In 2003, a distribution model for the otter based on presence/absence data from the survey published in 1998, was published. This type of models has advantages that can make it in a key element for otter conservation strategies and also, for other species, but only, if their reliability and capability to predict species distribution tendencies are validated. The present thesis compares the model predictions with 2008 data, in order to find potential mismatch areas. Results suggest that, although the distribution model for the otter was based on data from 1998 and, doesn’t include explicitly biological mechanisms, it managed to correctly identify the essence of the species-environment relationship, what was translated in a good predictive performance for its actual distribution in Spain, after a decade of its construction.

Numerical prediction of thermal and dynamic characteristics of a fireinduced ceiling-jet

The aim of this thesis is to test the ability of some correlative models such as Alpert correlations on 1972 and re-examined on 2011, the investigation of Heskestad and Delichatsios in 1978, the correlations produced by Cooper in 1982, to define both dynamic and thermal characteristics of a fire induced ceiling-jet flow. The flow occurs when the fire plume impinges the ceiling and develops in the radial direction of the fire axis. Both temperature and velocity predictions are decisive for sprinklers positioning, fire alarms positions, detectors (heat, smoke) positions and activation times and back-layering predictions. These correlative models will be compared with a 3D numerical simulation software CFAST. For the results comparison of temperature and velocity near the ceiling. These results are also compared with a Computational Fluid Dynamics (CFD) analysis, using ANSYS FLUENT.

Modelagem univariada e regressão múltipla na análise da oferta e do preço do boi gordo no mercado brasileiro

Dissertação (mestrado)—Universidade de Brasília, Faculdade de Agronomia e Medicina Veterinária, Programa de Pós-Graduação em Agronegócios, 2016.

Cuidar dos que cuidam - uma abordagem às necessidades dos cuidadores informais

(INTRODUÇÃO): A constante e acelerada evolução científica e tecnológica na área da saúde, contribuiu para o aumento da esperança média de vida e, consequentemente, um aumento da população com 65 e mais anos. De acordo com o Programa Nacional para a Saúde das Pessoas Idosas (DGS, 2006) prevê-se que em 2025, só na Europa, o grupo etário mais idoso (idades acima dos 80 anos) passe de 21,4 milhões para 35,7 milhões. Concomitantemente, segundo as previsões das Nações Unidas, prevê-se que em 2050 a média de idades, em Portugal, possa chegar aos 50 anos. De acordo com dados do Instituto Nacional de Estatística (INE, 2010) a evolução da população residente em Portugal tem vindo a denotar um contínuo envelhecimento demográfico, como resultado das tendências de aumento da longevidade e de decréscimo da fecundidade. A média de idades em Portugal, em 2015, segundo o INE (2011) era de 44 anos, valor que evidencia o envelhecimento da população quando comparado com a média de 37.9 anos, no ano 2000 e de 32.2 anos em 1985.

Justification the strategy of enterprise development: PJSC Elektrotermometriya: case study

The research is orientated to the actual issues of strategic management of industrial enterprises. The theoretical aspects of strategic management are generalized, its role is certain in organization development, methods and processes of strategic management are investigational. In this context the main objective of study is based on the strategic analysis of PJSC «Elektrotermometriya», formation ways to improve the strategic management of the company with regard to the readiness of the company to strategic changes and conducting of developments and recommendations for improvement activity of the enterprise. To answer to the main objective it was conducted the strategic analysis of activity of PJSC «Elektrotermometriya». The results proved the basic strategy to achieve the strategic goal of PJSC «Elektrotermometriya». According to the life cycle, and based on the current conditions of its functioning, is appropriate to use the strategy of gradual growth. Forecast implementing strategies defined by the optimistic, probable and pessimistic forecasts. According to the pessimistic forecast the company should use a strategy of stabilization, while to the optimistic and the most likely scenario - moderate growth strategy. Thus to achieve the main strategic goals according to each scenario PJSC «Elektrotermometriya» should use set of functional strategies and define the business strategy.

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

Modelação matemática para identificar o valor de T-Score

A osteoporose é uma patologia esquelética sistémica, caracterizada pela diminuição da massa óssea, provocando uma diminuição da resistência do osso e, consequentemente um aumento do risco de fraturas no indivíduo. Neste estudo pretende-se prever o valor que permite determinar se um paciente tem ou não osteoporose, denominado de T-Score. Normalmente este valor é obtido através de um exame de densitometria óssea, a absorciometria de raios-X de dupla energia (DEXA). Além disso, pretendeu-se converter os valores de T-Score e a densidade mineral óssea (DMO) (ou bone mineral density - BMD) para os vários equipamentos existentes para este exame. Para finalizar, criou-se um documento PDF com as previsões e as conversões alcançadas.

Desenvolvimento e avaliação de um sistema de cálculo de dose independente para controle de qualidade de IMRT do tipo jaws-only

Dissertação (mestrado)—Universidade de Brasília, Faculdade Gama, Programa de Pós-Graduação em Engenharia Biomédica, 2015.

Essays on mixed-frequency data : forecasting and unit root testing

Doutoramento em Economia

Huambo Microbiology Laboratory : economical and financial viability

Mestrado em Finanças

Terrenos de marinha: terras públicas com função social? um estudo da orla marítima de natal

This work has as its theme the social function of terrenos de marinha. Theresearch universe is the terrenos de marinha of Natal coastline, focusing on thefulfillment of its social function. Prescribed by law since the colonial period with thepurpose of protecting the coast and free movement of people and goods, theywere swathes of land not available to private use by individuals. With the transitionfrom the allotments system to the purchase and sale, regard to land access,crystallized with the creation of the Land Law in the nineteenth century, the land isheld as merchandise and terrenos de marinha, following this logic, also acquireexchange value and become capable of enjoyment by private individuals, with thecondition of tax payments to the state. This is seen until the twentieth century,when in 1988, primarily because of the Federal Constitution promulgation, begins anew cycle when is possible to use on terrenos de marinha the principle of thesocial function of property. From this perspective this study aims to identify thesocial function of terrenos de marinha in Natal, focusing on the public destinationand the use value of the city coastline. To this end, it was made a data collection inthe on-line information system of the Federal Heritage Department of Rio Grandedo Norte (SPU / RN) and in the terrenos de marinha areas, in order to find out ifthey had public or private use, or if they were empty lots, as well as if thepopulation access to the shore exist. Interviews with managers of the SPU weremade. The empirical study showed that the social function of terrenos de marinhain the city of Natal still didn´t happen, considering the constant existence of vacantlots in their areas, the lack of access in significant portions of the coastline and thereduced areas directed to common use along the coastline, minimizing its potentialof enjoyment by the population. It concludes by pointing to the existence of a newtransition phase on the terrenos de marinha, in witch, gradually, come up lawprovisions in the legal system and public policies to expand the purely taxcollection function attributed to this land for two centuries. In this direction, thesocial function of terrenos de marinha is embodied in concomitant adjustment ofthe tax collection function and the rescue of coastline use value, national heritageand a place for sociability and social relations development

Photovoltaic power forecast modeling with artificial neural networks

Dissertação de Mestrado, Engenharia Eletrónica e Telecomunicações, Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2016