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

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

Fachada flexível para casa padronizada em condomínios

The employment of flexibility in the design of façades makes them adaptable to adverse weather conditions, resulting in both minimization of environmental discomfort and improvement of energy efficiency. The present study highlights the potential of flexible façades as a resource to reduce rigidity and form repetition, which are usually employed in condominiums of standardized houses; as such, the work presented herein contributes to field of study of architectural projects strategies for adapting and integrating buildings within the local climate context. Two façade options were designed using as reference the bionics and the kinetics, as well as their applications to architectural constructions. This resulted in two lightweight and dynamic structures, which cater to constraints of comfort through combinations of movements, which control the impact of solar radiation and of cooling in the environment. The efficacy and technical functionality of the façades were tested with comfort analysis and graphic computation software, as well as with physical models. Thus, the current research contributes to the improvement of architectural solutions aimed at using passive energy strategies in order to offer both better quality for the users and for the sustainability of the planet

Influência de variáveis arquitetônicas no desempenho energético de hotéis no clima quente e úmido da cidade de Natal/RN

This master thesis aims to assess the influence of the design decisions on the energy building performance of hotels. The research is based on the integration of field study and computer simulation. Firstly, a detailed field study is carried out to identify the characteristics of hotels in Natal, Rio Grande do Norte. The items assessed are occupancies, light and equipment densities, types of air conditioning, total and monthly energy consumption, among others. A second and more comprehensive field study is carried out to identify the range of occurrence of architectural variables, with a larger number of buildings. A base case is modelled in VisualDOE, based on the first field study. Then, a first set of simulations are run to explore the sensitivity of the variables on the energy consumption. The results analyses were the base of a second set of simulations, which combined the most influential variables. The results of 384 models were assessed, and the impacts of design decisions were quantified. The study discusses tendencies and recommendations, as well as the methods advantages and disadvantages

Análise do comportamento e crescimento do camarão branco Litopenaeus vannamei (Boone, 1931) em diferentes substratos inconsolidados

The aim of this study was to test the sediment preference of L. vannamei shrimp. It was observed shrimp visit frequency, swimming and burying behaviour at different sediment compositions for 24h. Juvenile (0.93 ± 0.29g) and sub-adult shrimps (10.0 ± 1.18g) were obtained from the aquaculture station at Universidade Federal Rural do Semi-Árido UFERSA, and held in a plastic tank (water volume 500 L) supplied with aerated water and kept at constant temperature, pH, and salinity. Shrimp was fed by commercial shrimp dry food. The experimental substrates were composed by A: medium sand + thick sand + very thick sand + gravel; B: very fine sand + fine sand; and C: silt + clay. Thus, six different substrate combinations were tested: A, B, C, A+B, A+C, B+C. To test preference, it was used a cylindrical tank (40 l) divided into six differently substrate compartments. A single shrimp was introduced each tank and the frequency at which this shrimp visited each compartment was recorded over a 24h study period. It was tested 54 shrimp (18 sub-adult males, 18 subadult females and 18 juveniles). For each trial, sediment and water were changed to avoid pheromones and residues influence. Shrimp were weighted and sub-adults were divided by sex: males present petasma and females present thelycum. Data were collected on the experimental day at 19:30; 20:30; 00:30; 1:30; 05:30; 06:30; 13:30 and 14:30 h. At each time point, shrimp were observed for 20-min periods, in which we noted down which compartment the shrimp was occupying at 2-min intervals. Thus, for each period we had eleven observations (88 observations per day). For observations at night, it was used dim red light that did not affect shrimp behaviour. At each 20-min period, it was observed visit frequency in each substrate, if shrimp was burred or not or if it was swimming. There was not significant difference between light and dark burry activity for females. Swimming activity was significantly higher at night, mainly at 00:30 and 01:30 h. All L. vannamei shrimp showed preference for sediment B. This animal presents cyclic activity, spends the day light period buried and swims at night

Diagnóstico das espécies ativas do plasma usado em tratamentos termoquímicos do titânio

Plasma diagnostics by Optical Emission Spectroscopy were performed for electrical discharge in three gas mixture respecting the combinations z N2 y Ar x H2, z N2 y Ar x O2 e z N2 y Ar x CH4, in which the indexes z and y systematically vary from 1 to 4 and x varies from 0 to 4, every one has dimension SCCM, resulting in 80 combinations. From the all obtained spectrums, the species CH (387,1 nm), N2+ (391,4 nm), Hβ (486,1 nm), Hα (656,3 nm), Ar (750,4 nm), O (777,4 nm) e O (842,6 nm) were analyzed because of their abundance and importance on the kinetic of reaction from the plasma to surface, besides their high dependences on the gases flows. Particularly interesting z, y and x combinations were chosen in order to study the influence of active species on the surface modification during the thermochemical treatment. From the mixtures N2 Ar O2 e N2 Ar CH4 were chosen three peculiar proportions which presented luminous intensity profile with unexpected maximum or minimum values, denominated as plasma anomaly. Those plasma concentrations were utilized as atmosphere of titanium treatment maintaining constant the control parameters pressure and temperature. It has been verified a relation among luminous intensity associated to N2+ and roughness, nanohardness and O atoms diffusion into the crystalline lattice of treated titanium and it has been seen which those properties becomes more intense precisely in the higher points found in the optical profile associated to the N2+ specie. Those parameters were verified for the mixture which involved O2 gas. For the mixture which involves CH4 gas, the relation was determinate by roughness, number of nitrogen and carbon atoms diffused into the titanium structure which presented direct proportionality with the luminous intensity referent to the N2+ and CH. It has been yet studied the formation of TiCN phases on the surface which presented to be essentially directly proportional to the increasing of the CH specie and inversely proportional to the increasing of the specie N2+

Estudo paramétrico do processo de injeção de solventes em poços horizontais para reservatórios de óleos pesados

The world has many types of oil that have a range of values of density and viscosity, these are characteristics to identify whether an oil is light, heavy or even ultraheavy. The occurrence of heavy oil has increased significantly and pointing to a need for greater investment in the exploitation of deposits and therefore new methods to recover that oil. There are economic forecasts that by 2025, the heavy oil will be the main source of fossil energy in the world. One such method is the use of solvent vaporized VAPEX which is known as a recovery method which consists of two horizontal wells parallel to each other, with a gun and another producer, which uses as an injection solvent that is vaporized in order to reduce the viscosity of oil or bitumen, facilitating the flow to the producing well. This method was proposed by Dr. Roger Butler, in 1991. The importance of this study is to analyze how the influence some operational reservoir and parameters are important in the process VAPEX, such as accumulation of oil produced in the recovery factor in flow injection and production rate. Parameters such as flow injection, spacing between wells, type of solvent to be injected, vertical permeability and oil viscosity were addressed in this study. The results showed that the oil viscosity is the parameter that showed statistically significant influence, then the choice of Heptane solvent to be injected showed a greater recovery of oil compared to other solvents chosen, considering the spacing between the wells was shown that for a greater distance between the wells to produce more oil

Uso da glicerina oriunda da síntese do biodiesel em sistemas microemulsionados visando aplicação de herbicidas

The program PROBIODIESEL from the Ministry of Science and Technology has substantially increased glycerine, obtained as a sub-product of biodiesel production process, making it necessary to seek alternatives for the use of this co-product. On the other hand, herbicides although play a role of fundamental importance in the agricultural production system in force, have been under growing concern among the various segments of society because of their potential environmental risk. In this work, we used glycerin in microemulsion systems for application of herbicides, to improve efficiency and lower environmental pollution caused by the loss of those products to the environment. To obtain the systems of microemulsinados were used Unitol L90 NP and Renex 40 as surfactants, butanol as co-surfactant, coconut oil as oil phase and aqueous phase as we used solutions of glycerin + water. Through the determination of phase diagrams, the microemulsion region was found in the system E (L90 Unitol, coconut oil and glycerin + water 1:1). Three points were chosen to the aqueous phase rich in characterization and application in the solubilization of glyphosate and atrazine. Three experiments were performed in Horta, Department of Plant Sciences, Plant Science Sector, UFERSA, Mossoró-RN. The first experiment was conducted in randomized complete blocks with 20 treatments and four replications. The treatments consisted of five doses of the herbicide glyphosate (0.0, 0.45, 0.9, 1.35 and 1.8 L ha-1) diluted with four sauces: C1, C2, C3 (microemulsions) and C4 (water). The phytotoxicity of Brachiaria brizantha was measured at 7, 14, 28 and 60 DAA (days after application). At 60 DAA, we evaluated the biomass of plants. The second experiment was developed in randomized complete blocks with 20 treatments and four repetitions. The treatments consisted of five doses of the herbicide atrazine (0.0, 0.4, 0.8, 1.6 and 2.4 L ha-1) diluted with four sauces: C1, C2, C3 (microemulsions) and C4 (water). The phytotoxicity on Zea mays and Talinum paniculatum was evaluated at 2, 7, 20 DAA. The experiment III was developed in randomized complete blocks with 16 treatments and three repetitions. The treatments consisted of 16 combinations among the constituents of the microemulsion: Unitol L90 surfactant (0.0, 1.66, 5.0, 15 %) and glycerin (0.0, 4.44, 13.33 and 40.0 %). The phytotoxicity on Zea mays was evaluated at 1, 7 and 14 DAA. At 14 DAA, we evaluated the biomass of plants. The control plants using the microemulsions was lower than in the water due to the poisoning caused by the initial microemulsions in the leaves of the plants, a fact that hinders the absorption and translocation of the herbicide. There was no toxicity in Zea mays plants caused by the herbicide, however, were highly intoxicated by microemulsions. T. paniculatum was better controlled in spraying with the microemulsions, regardless of the dose of the herbicide. The glycerine did not cause plant damage. Higher poisoning the plants are caused by tensoactive Unitol L90 and higher rates occur with the use of higher concentrations of surfactant and glycerin, or microemulsion. The microemulsions used hampered the action of glyphosate in controlling B. brizantha and caused severe poisoning in corn, and these poisonings attributed mainly to the action of surfactant

Análise da modelagem experimental da perda de injetividade

Injectivity decline, which can be caused by particle retention, generally occurs during water injection or reinjection in oil fields. Several mechanisms, including straining, are responsible for particle retention and pore blocking causing formation damage and injectivity decline. Predicting formation damage and injectivity decline is essential in waterflooding projects. The Classic Model (CM), which incorporates filtration coefficients and formation damage functions, has been widely used to predict injectivity decline. However, various authors have reported significant discrepancies between Classical Model and experimental results, motivating the development of deep bed filtration models considering multiple particle retention mechanisms (Santos & Barros, 2010; SBM). In this dissertation, inverse problem solution was studied and a software for experimental data treatment was developed. Finally, experimental data were fitted using both the CM and SBM. The results showed that, depending on the formation damage function, the predictions for injectivity decline using CM and SBM models can be significantly different

Modelagem matemática para o transporte de partículas sujeitas a múltiplos mecanismos de retenção

Discrepancies between classical model predictions and experimental data for deep bed filtration have been reported by various authors. In order to understand these discrepancies, an analytic continuum model for deep bed filtration is proposed. In this model, a filter coefficient is attributed to each distinct retention mechanism (straining, diffusion, gravity interception, etc.). It was shown that these coefficients generally cannot be merged into an effective filter coefficient, as considered in the classical model. Furthermore, the derived analytic solutions for the proposed model were applied for fitting experimental data, and a very good agreement between experimental data and proposed model predictions were obtained. Comparison of the obtained results with empirical correlations allowed identifying the dominant retention mechanisms. In addition, it was shown that the larger the ratio of particle to pore sizes, the more intensive the straining mechanism and the larger the discrepancies between experimental data and classical model predictions. The classical model and proposed model were compared via statistical analysis. The obtained p values allow concluding that the proposed model should be preferred especially when straining plays an important role. In addition, deep bed filtration with finite retention capacity was studied. This work also involves the study of filtration of particles through porous media with a finite capacity of filtration. It was observed, in this case, that is necessary to consider changes in the boundary conditions through time evolution. It was obtained a solution for such a model using different functions of filtration coefficients. Besides that, it was shown how to build a solution for any filtration coefficient. It was seen that, even considering the same filtration coefficient, the classic model and the one here propposed, show different predictions for the concentration of particles retained in the porous media and for the suspended particles at the exit of the media

Modelagem estocástica do índice de radiação ultravioleta na costa leste do nordeste do Brasil

The increase in ultraviolet radiation (UV) at surface, the high incidence of non-melanoma skin cancer (NMSC) in coast of Northeast of Brazil (NEB) and reduction of total ozone were the motivation for the present study. The overall objective was to identify and understand the variability of UV or Index Ultraviolet Radiation (UV Index) in the capitals of the east coast of the NEB and adjust stochastic models to time series of UV index aiming make predictions (interpolations) and forecasts / projections (extrapolations) followed by trend analysis. The methodology consisted of applying multivariate analysis (principal component analysis and cluster analysis), Predictive Mean Matching method for filling gaps in the data, autoregressive distributed lag (ADL) and Mann-Kendal. The modeling via the ADL consisted of parameter estimation, diagnostics, residuals analysis and evaluation of the quality of the predictions and forecasts via mean squared error and Pearson correlation coefficient. The research results indicated that the annual variability of UV in the capital of Rio Grande do Norte (Natal) has a feature in the months of September and October that consisting of a stabilization / reduction of UV index because of the greater annual concentration total ozone. The increased amount of aerosol during this period contributes in lesser intensity for this event. The increased amount of aerosol during this period contributes in lesser intensity for this event. The application of cluster analysis on the east coast of the NEB showed that this event also occurs in the capitals of Paraiba (João Pessoa) and Pernambuco (Recife). Extreme events of UV in NEB were analyzed from the city of Natal and were associated with absence of cloud cover and levels below the annual average of total ozone and did not occurring in the entire region because of the uneven spatial distribution of these variables. The ADL (4, 1) model, adjusted with data of the UV index and total ozone to period 2001-2012 made a the projection / extrapolation for the next 30 years (2013-2043) indicating in end of that period an increase to the UV index of one unit (approximately), case total ozone maintain the downward trend observed in study period

Termoterapia de banana 'Prata-Anã' no controle de podridões em pós-colheita

O objetivo desse estudo foi determinar a tolerância de banana (Musa spp.) 'Prata-Anã' (AAB) e do fungo Colletotrichum musae à termoterapia no controle de podridões em pós-colheita. Experimentos in vivo e in vitro foram instalados em delineamento inteiramente casualizado, seguindo um esquema fatorial 4x5 (temperatura x tempo). Os tratamentos consistiram na imersão dos frutos (buquês) e do fungo (esporos e micélio) em água aquecida a 47, 50, 53 e 56 ºC, durante 0, 3, 6, 9 e 12 min. A exposição dos frutos a 56 ºC durante 9 min causou escurecimento da casca nas extremidades dos frutos, porém, as características físicas e químicas dos frutos não foram alteradas pelos tratamentos. Frutos inoculados e tratados a 56 ºC durante 6 min não apresentaram podridões nem escurecimento da casca, enquanto aqueles não tratados apresentaram 64% da área lesionada / fruto. A partir das combinações 53 ºC / 9 mi. e 56 ºC / 3 min a germinação de esporos foi reduzida para 4% e 0%, respectivamente. A combinação 56 ºC / 12 min reduziu, mas não paralisou o crescimento micelial. O tratamento 56 ºC / 6 min retardou mas não paralisou o crescimento micelial in vitro, porém foi efetivo no controle completo das podridões in vivo. Esse tratamento evitou a manifestação de podridões no inverno (maio), mas não no verão (novembro), mostrando-se influenciado pelas condições climáticas próximas à colheita dos cachos. A termoterapia pode ser recomendada para controle de podridão em pós-colheita de banana devendo ser ajustada para diferentes estações do ano.

Marcadores genéticos associados com a resposta inflamatória na meningite bacteriana

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Herança da resistência ao enfezamento em milho

Os objetivos deste trabalho foram determinar a herança da resistência ao complexo de enfezamento em milho e determinar as melhores fontes de resistência entre as linhagens estudadas. Foram realizadas as análises dialélica e médias de gerações em linhagens de milho. Para a análise dialélica, foram cruzadas 12 linhagens de milho, em dialélico parcial. Para análises de médias de gerações, foram cruzadas três linhagens resistentes e quatro suscetíveis, para a obtenção das gerações F1, F2, RCP R e RCP S. Os trabalhos foram conduzidos em Jaboticabal, SP. A incidência de enfezamento foi avaliada no estádio fenológico R3. Efeitos significativos quanto à capacidade geral de combinação e capacidade específica de combinação foram obtidos, o que indicou que, no controle do caráter enfezamentos, estão envolvidos tanto os efeitos aditivos quanto os de dominância. Análises de médias de gerações mostraram a presença de poucos genes envolvidos com o controle da resistência, com predominância de efeitos aditivos, o que permite a seleção de genótipos resistentes. As linhagens L02, L03 e L05 poderão ser utilizadas como fontes de resistência, em futuras combinações híbridas.

Efeitos da adubação fosfatada nas relações de interferência inicial entre plantas de milho (Zea mays) e de tiririca (Cyperus rotundus)

O objetivo deste trabalho foi avaliar os efeitos da adubação fosfatada nas relações de interferência inicial entre plantas de milho e de tiririca. Para isso, foi montado um experimento em vasos de 90 L, preenchidos com substrato constituído por areia, terra e substrato Plantmax®. Os tratamentos constaram de combinações de colonização dos vasos por milho e/ou por tiririca nas densidades iniciais de 25 e 50 tubérculos por vaso; essas situações de colonização foram estabelecidas em três condições de adubação fosfatada adicional: 0, 100 e 300 ppm de fósforo. No campo, os vasos foram dispostos no delineamento inteiramente casualizado, com quatro repetições. As relações de interferência entre plantas de milho e de tiririca foram alteradas pela fertilização fosfatada do solo. O milho teve excelente aproveitamento do enriquecimento do solo pelo fósforo e interferiu mais decisivamente sobre a tiririca nos vasos bem fertilizados com esse elemento. Nessas condições, o milho reduziu drasticamente a resposta da tiririca à fertilização fosfatada, em termos de crescimento da parte aérea. A interferência da tiririca reduziu a altura das plantas de milho, a expansão da área foliar e o acúmulo de matéria seca na parte aérea.