Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon

This work aims to compare the forecast efficiency of different types of methodologies applied to Brazilian Consumer inflation (IPCA). We will compare forecasting models using disaggregated and aggregated data over twelve months ahead. The disaggregated models were estimated by SARIMA and will have different levels of disaggregation. Aggregated models will be estimated by time series techniques such as SARIMA, state-space structural models and Markov-switching. The forecasting accuracy comparison will be made by the selection model procedure known as Model Confidence Set and by Diebold-Mariano procedure. We were able to find evidence of forecast accuracy gains in models using more disaggregated data

Forecasting daily volatility using high frequency financial data

Aiming at empirical findings, this work focuses on applying the HEAVY model for daily volatility with financial data from the Brazilian market. Quite similar to GARCH, this model seeks to harness high frequency data in order to achieve its objectives. Four variations of it were then implemented and their fit compared to GARCH equivalents, using metrics present in the literature. Results suggest that, in such a market, HEAVY does seem to specify daily volatility better, but not necessarily produces better predictions for it, what is, normally, the ultimate goal. The dataset used in this work consists of intraday trades of U.S. Dollar and Ibovespa future contracts from BM&FBovespa.

Multi-Agent Simulation of Urban Social Dynamics for Spatial Load Forecasting

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A Cellular Automaton Approach to Spatial Electric Load Forecasting

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for Neutral Minimal Supersymmetric Standard Model Higgs Bosons Decaying to Tau Pairs in pp Collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for physics beyond the standard model in opposite-sign dilepton events in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The use of simulation for forecasting the number of docks necessary in an expedition department

The simulation is a very powerful tool to develop more efficient systems, hence it is been widely used with the goal of productivity improvement. Its results, if compared with other methods, are not always optimum; however, if the experiment is rightly elaborated, its results will represent the real situation, enabling its use with a good level of reliability. This work used the simulation (through the ProModel (R) software) in order to study, understand, model and improve the expenditure system of an enterprise, with a premise of keeping the production-delivery flow considering quick, controlled and reliable conditions.

Application of ARX neural networks to model the rate of penetration of petroleum wells drilling

Bit performance prediction has been a challenging problem for the petroleum industry. It is essential in cost reduction associated with well planning and drilling performance prediction, especially when rigs leasing rates tend to follow the projects-demand and barrel-price rises. A methodology to model and predict one of the drilling bit performance evaluator, the Rate of Penetration (ROP), is presented herein. As the parameters affecting the ROP are complex and their relationship not easily modeled, the application of a Neural Network is suggested. In the present work, a dynamic neural network, based on the Auto-Regressive with Extra Input Signals model, or ARX model, is used to approach the ROP modeling problem. The network was applied to a real oil offshore field data set, consisted of information from seven wells drilled with an equal-diameter bit.

Towards forecasting and mitigating ionospheric scintillation effects on GNSS

The effect of the ionosphere on the signals of Global Navigation Satellite Systems (GNSS), such as the Global Positionig System (GPS) and the proposed European Galileo, is dependent on the ionospheric electron density, given by its Total Electron Content (TEC). Ionospheric time-varying density irregularities may cause scintillations, which are fluctuations in phase and amplitude of the signals. Scintillations occur more often at equatorial and high latitudes. They can degrade navigation and positioning accuracy and may cause loss of signal tracking, disrupting safety-critical applications, such as marine navigation and civil aviation. This paper addresses the results of initial research carried out on two fronts that are relevant to GNSS users if they are to counter ionospheric scintillations, i.e. forecasting and mitigating their effects. On the forecasting front, the dynamics of scintillation occurrence were analysed during the severe ionospheric storm that took place on the evening of 30 October 2003, using data from a network of GPS Ionospheric Scintillation and TEC Monitor (GISTM) receivers set up in Northern Europe. Previous results [1] indicated that GPS scintillations in that region can originate from ionospheric plasma structures from the American sector. In this paper we describe experiments that enabled confirmation of those findings. On the mitigation front we used the variance of the output error of the GPS receiver DLL (Delay Locked Loop) to modify the least squares stochastic model applied by an ordinary receiver to compute position. This error was modelled according to [2], as a function of the S4 amplitude scintillation index measured by the GISTM receivers. An improvement of up to 21% in relative positioning accuracy was achieved with this technnique.

Spatial electric load forecasting using a local movement approach

An agent based model for spatial electric load forecasting using a local movement approach for the spatiotemporal allocation of the new loads in the service zone is presented. The density of electrical load for each of the major consumer classes in each sub-zone is used as the current state of the agents. The spatial growth is simulated with a walking agent who starts his path in one of the activity centers of the city and goes to the limits of the city following a radial path depending on the different load levels. A series of update rules are established to simulate the S growth behavior and the complementarity between classes. The results are presented in future load density maps. The tests in a real system from a mid-size city show a high rate of success when compared with other techniques. The most important features of this methodology are the need for few data and the simplicity of the algorithm, allowing for future scalability. © 2009 IEEE.

Model of wetland development of the Amapá coast during the late Holocene

Os tipos de vegetação atual, sequências sedimentares, dados de pólen e datações por radiocarbono obtidas em três testemunhos de sedimento da planície costeira de Calçoene foram utilizados para estabelecer uma história paleoecológica durante o Holoceno superior das zonas úmidas costeiras do Amapá conforme as mudanças no regime de inundação, nível do mar e clima. Baseado nestes três registros, quatro fases de desenvolvimento da vegetação são apresentadas e provavelmente refletem a interação entre o fluxo de energia na acumulação do sedimento e a influência das águas salobras e doces na vegetação. Este trabalho sugere alternâncias entre períodos caracterizados por influências marinha e fluvial. O perfil longitudinal não revelou a ocorrência de manguezais nos sedimentos depositados por volta de 2100 anos A.P. Durante a segunda fase, a lama preencheu progressivamente as depressões e canais de maré. Provavelmente, os manguezais iniciaram seu desenvolvimento nas margens dos canais, e os campos herbáceos nos setores elevados. A terceira fase é caracterizada por uma interrupção no desenvolvimento dos manguezais e a expansão da vegetação de várzea devido a uma diminuição na influência das águas marinhas. A última fase é representada pela expansão de manguezais e várzeas. A correlação entre os padrões atuais de distribuição das unidades geobotânicas e a paleovegetação indica que os manguezais e as florestas de várzea estão migrando sobre os campos herbáceos nos setores topograficamente mais elevados do litoral em estudo, o que pode estar relacionado a um aumento do nível relativo do mar.

Estimation of a preference map of new consumers for spatial load forecasting simulation methods using a spatial analysis of points

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Analysis of NDVI time series using cross-correlation and forecasting methods for monitoring sugarcane fields in Brazil

Brazil is the largest sugarcane producer in the world and has a privileged position to attend to national and international market places. To maintain the high production of sugarcane, it is fundamental to improve the forecasting models of crop seasons through the use of alternative technologies, such as remote sensing. Thus, the main purpose of this article is to assess the results of two different statistical forecasting methods applied to an agroclimatic index (the water requirement satisfaction index; WRSI) and the sugarcane spectral response (normalized difference vegetation index; NDVI) registered on National Oceanic and Atmospheric Administration Advanced Very High Resolution Radiometer (NOAA-AVHRR) satellite images. We also evaluated the cross-correlation between these two indexes. According to the results obtained, there are meaningful correlations between NDVI and WRSI with time lags. Additionally, the adjusted model for NDVI presented more accurate results than the forecasting models for WRSI. Finally, the analyses indicate that NDVI is more predictable due to its seasonality and the WRSI values are more variable making it difficult to forecast.

Ensemble forecasting in the Mediterranean sea

A new methodology is being devised for ensemble ocean forecasting using distributions of the surface wind field derived from a Bayesian Hierarchical Model (BHM). The ocean members are forced with samples from the posterior distribution of the wind during the assimilation of satellite and in-situ ocean data. The initial condition perturbations are then consistent with the best available knowledge of the ocean state at the beginning of the forecast and amplify the ocean response to uncertainty only in the forcing. The ECMWF Ensemble Prediction System (EPS) surface winds are also used to generate a reference ocean ensemble to evaluate the performance of the BHM method that proves to be eective in concentrating the forecast uncertainty at the ocean meso-scale. An height month experiment of weekly BHM ensemble forecasts was performed in the framework of the operational Mediterranean Forecasting System. The statistical properties of the ensemble are compared with model errors throughout the seasonal cycle proving the existence of a strong relationship between forecast uncertainties due to atmospheric forcing and the seasonal cycle.

Wind forecasting over complex terrain

[EN]In this paper we introduce a new methodology for wind field forecasting over complex terrain. The idea is to use the predictions of the HARMONIE mesoscale model as the input data for an adaptive finite element mass consistent wind model [1, 2]. A description of the HARMONIE Non-Hydrostatic Dynamics can be found in [3]. The HARMONIE results (obtained with a maximum resolution about 1 Km) are refined in a local scale (about a few meters)...