Financial time series analysis : Chaos and neurodynamics approach

This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. Quantitative measurements based on Chaos theory, are used, to decide a-priori whether a time series, or a portion of a time series is predictable, while Chaos theory based qualitative tools are used to provide further observations and analysis on the predictability, in cases where measurements provide negative answers. Phase space reconstruction is achieved by time delay embedding resulting in multiple embedded vectors. The cognitive approach suggested, is inspired by the capability of some chartists to predict the direction of an index by looking at the price time series. Thus, in this work, the calculation of the embedding dimension and the separation, in Takens‘ embedding theorem for phase space reconstruction, is not limited to False Nearest Neighbor, Differential Entropy or other specific method, rather, this work is interested in all embedding dimensions and separations that are regarded as different ways of looking at a time series by different chartists, based on their expectations. Prior to the prediction, the embedded vectors of the phase space are classified with Fuzzy-ART, then, for each class a back propagation Neural Network is trained to predict the last element of each vector, whereas all previous elements of a vector are used as features.

Utilidade do exame fundoscópico realizado por não-oftalmologistas na avaliação de pacientes hipertensos

O objetivo deste estudo foi avaliar a utilidade da oftalmoscopia direta realizada por não-oftalmologistas em 400 pacientes hipertensos não diabéticos. Em um estudo transversal, analisou-se a associação entre exame fundoscópico, categorizado em normal e anormal e de acordo com uma classificação de Keith, Wagener e Barker (KW) modificada, com pressão arterial, duração da hipertensão e anormalidades eletrocardiográficas. Associações entre pressão arterial e anormalidades eletrocardiográficas também foram realizadas. As anormalidades de fundo-de-olho foram mais freqüentes em pacientes com pressão arterial diastólica maior que 105 mmHg (P = 0,001), pressão sistólica maior que 180 mmHg (P < 0,001) e com duração da hipertensão maior que 3 anos (P = 0.003). Também houve maior freqüência de anormalidades à fundoscopia em pacientes com estágios mais graves de hipertensão segundo a classificação do V Joint National Committee (V-JNC). Não houve associação entre gravidade da hipertensão e as classes KW 1 e KW 2: 34,5% dos pacientes classificados como KW 1 tinham pressão diastólica acima de 105 mmHg, contra somente 25,3% daqueles classificados como KW 2. Esta categoria também foi mais freqüente em todos os estágios de hipertensão segundo o V-JNC. As anormalidades da classe 3 de KW foram pouco freqüentes, ocorrendo em somente 2,5% dos pacientes da coorte. Em um modelo de regressão logística, o estreitamento arteriolar difuso foi associado com maior pressão diastólica (P = 0,002) e maior idade (P < 0,001). Anormalidades de cruzamentos arteriovenosos foram associados com maior pressão sangüínea sistólica (P = 0,003) e duração da hipertensão maior do que 3 anos (P = 0,024). O valor preditivo positivo de qualquer anormalidade fundoscópica estimar a gravidade da hipertensão foi de 75,20% e o valor preditivo negativo, 41,75%. Observou-se maior proporção de eletrocardiograma anormal (qualquer anormalidade) e de sobrecarga ventricular esquerda em pacientes com pressão diastólica maior que 105 mmHg (P = 0,039 e P = 0,032 respectivamente) e com sistólica maior que 180 mmHg (P = 0,034 e P = 0,001 respectivamente). Anormalidades entre oftalmoscopia e eletrocardiograma não mostraramse associadas. Os resultados deste estudo demostraram que, apesar das anormalidades fundoscópicas terem sido mais freqüentes em hipertensos mais graves, o exame de fundode- olho não proporcionou uma idéia acurada da gravidade da hipertensão na maioria dos pacientes examinados por internistas e cardiologistas e, que a classificação de Keith, Wagener e Barker teve uma aplicação limitada. A observação de um cruzamento arteriovenoso alterado sugere que a pressão sistólica seja elevada. A presença de estreitamento arteriolar difuso é mais freqüente em pacientes mais velhos e naqueles com pressão diastólica elevada.

O migrante na escola: um estudo de caso

O trabalho se propoe a retratar a realidade da criança migrante na região de destino, mais especificamente no contexto escolar. Tomando por base observações realizadas numa escola do Municipio de Nova Iguaçu, são sugeridas modificações nos curriculos plenos com vistas a um melhor atendimento ao aluno migrante, enquanto sujeito ao processo educativo formal . A criança que migra para a Baixada Fluminense, geralmente, detem um código restrito e depara-se, na escola, com outro semelhante ao seu, utilizado pelo aluno não migrante e com um código elaborado veiculado por aquela instituiçao. Embora se considere o código linguistico um obstáculo de difícil transposição, ao fim de algum tempo, o aluno migrante consegue "imitar" o dos colegas que, tal como ele, integram a população de baixa renda. Já o código difundido pela escola é de dificil absorção pelos seus alunos que nao vivenciam experiências e condutas das classes dominantes que ele procura expressar e caracterizar. No processo de ajustamento e acomodação da criança à sociedade de classes, cabe ao curriculo escolar estabelecer relações de poder e controle expressas nos principios de classificação e emolduramento. A fim de propiciar uma educação voltada para a mudança, os curriculos plenos, muito embora desempenham um papel secundário, devem ser organizados com a participação de representantes de diferentes segmentos da escola buscando preservar valores e traços culturais distintos e estruturados a partir de uma reflexão sobre a realidade.

Demand and supply: price elasticities and corporate performance in the UK

This paper investigates the relationship between consumer demand and corporate performance in several consumer industries in the UK, using two independent datasets. It uses data on consumer expenditures and the retail price index to estimate Almost Ideal Demand Systems on micro-data and compute timevarying price elasticities of demand for disaggregated commodity groups. Then, it matches the product definitions to the Standard Industry Classification and uses the estimated elasticities to investigate the impact of consumer behaviour on firm-level profitability equations. The time-varying household characteristics are ideal instruments for the demand effects in the firms' supply equation. The paper concludes that demand elasticities have a significant and tangible impact on the profitability of UK firms and that this impact can shed some light on the relationship between market structure and economic performance.

Gonad development and hormone titres in Loggerhead Sea Turtles (Caretta caretta) in the NE Atlantic

The study proposed to describe sexual development in pelagic stage loggerhead sea turtles Caretta caretta and compare this to hatchlings and adults. It is meant as an ontogenic approach, in order to understand reproductive development and population composition and their dynamics in the pelagic environment. The study focused on the pelagic loggerheads that are found in the waters offshore Madeira Island (Portugal) in the North-eastern Atlantic and use it as a developmental habitat. The innovating character of this work relied on the lack of any description regarding the gonad ontogenesis and reproductive development for the pelagic stage in any of the 7 existing sea turtle species, all of them in danger of extinction. Three methods were used to diagnose the sex of each juvenile individual and asses the level of reproductive development: (1) laparoscopy, (2) gonad biopsy and (3) the assessment of two sex steroids circulating levels, namely testosterone and estradiol. In order to cover all life stages and compare data obtained for the juvenile stage, hatchlings and nesting female adults were sampled at the nearest nesting rookery at Boa Vista Island in the Cape Verde Archipelago. Gonads from dead hatchlings were collected for gonad histology and blood was collected from nesting females for sex steroids assessment. Laparoscopies revealed to be a valid sexing method for the juvenile stage, since gonads are morphologically differentiated at these size classes. Moreover, laparoscopy was validated using gonad histology. Gonad histology of juveniles showed that gonads are already completely differentiated into ovaries or testes at the size classes examined, but development seems to be quiescent. Males present already developed seminiferous tubules with spermatogonia lining the interior of the seminiferous tubule. Female gonads present oocytes at different development stages, but only oocytes up to stage III were observed. The maximum oocyte diameter in each individual correlated with body size, suggesting that reproductive development is an on-going process in juvenile females. The circulating levels of both testosterone and estradiol in juveniles of both sexes were very low and consistently lower than the ones observed in the nesting females from Boa Vista Island. No bimodal distribution was found for any of the sex steroids analysed and thus circulating hormone levels were not a reliable tool for sexing juvenile individuals with a non-invasive technique. The ratio testosterone:estradiol did not show a bimodal distribution either. The levels of testosterone correlated with sea surface temperature. The fact that temperatures observed during this study were below 24ºC might have hindered a differential testosterone pattern between juvenile males and females. Sex ratios for this population were generated according to laparoscopy results and compared among years and size classes. An overall sex ratio of 2 females for each male was found, but they varied among size classes but not among years. Possible causes for the sex ratios observed are discussed. This study is a contribution to our knowledge on the pelagic stage of loggerhead turtles, namely on the population structure regarding sex ratio, which is a vital tool for implementing conservation strategies.

Content in metallic ions of wines from the Madeira and Azores archipelagos

This study determines for the first time Na, K, Ca, Mg, Fe, Cu, Zn, Mn, Sr, Li and Rb contents in wines from the archipelagos of Madeira and Azores (Portugal). The greater part of the mean content for the different parameters fell within the ranges described in the literature, except for sodium whose higher content may be due to the effect of marine spray. ANOVA was used to establish the metals with significant differences in mean content between the wines from both archipelagos, between table and liquor wines of Madeira, and between wines of Pico and Terceira Islands from the Azores archipelago. Principal component analysis shows differences in the wines according to the wine-making process and/or the equipment employed. Stepwise linear discriminant analysis achieves a good classification and validation of wines according to the archipelago of origin, and the island in the case of Azores wines.

Project Pró-Natal: population-based study of perinatal and infant mortality in Natal, Northeast Brazil

RAMOS, Ana Maria de Oliveira et al. Project Pró-Natal: population-based study of perinatal and infant mortality in Natal, Northeast Brazil. Pediatric and Developmental Pathology, v.3, n.1, p.29-35, 2000

Sleep and school education

Sleep has emerged in the past decades as a key process for memory consolidation and restructuring. Given the universality of sleep across cultures, the need to reduce educational inequality, the low implementation cost of a sleep-based pedagogy, and its global scalability, it is surprising that the potential of improved sleep as a means of enhancing school education has remained largely unexploited. Students of various socio-economic status often suffer from sleep deficits. In principle, the optimization of sleep schedules both before and after classes should produce large positive benefits for learning. Here we review the biological and psychological phenomena underlying the cognitive role of sleep, present the few published studies on sleep and learning that have been performed in schools, and discuss potential applications of sleep to the school setting. Translational research on sleep and learning has never seemed more appropriate.

Economic analysis of cucumber and lettuce intercropping under greenhouse in the winter-spring

A análise econômica complementa a avaliação da eficiência dos cultivos consorciados, considerando além da produção física das culturas, o preço dos produtos segundo sua classificação qualitativa e época do ano. Avaliou-se economicamente consórcios de alface crespa e pepino, em duas populações de plantas, no inverno-primavera, em casa de vegetação, em Jaboticabal, SP, Brasil. Foram calculados o custo operacional total (COT), a receita bruta (RB) e o lucro operacional (LO) das culturas do pepino e alface em monocultura e em consórcio. A mão-de-obra foi a componente com maior participação no COT das culturas em consórcio e monocultura. Maiores RB e LO foram observadas nos cultivos consorciados estabelecidos com o transplante da alface e do pepino no mesmo dia, independente da densidade populacional. Considerando-se o lucro operacional e o índice de uso eficiente da área, recomenda-se o cultivo consorciado com transplante da alface até 10 dias após o transplante (DAT) do pepino, com duas linhas, e ao 0 DAT do pepino cultivado com uma linha no canteiro

Máquina de vetores-suporte intervalar

The Support Vector Machines (SVM) has attracted increasing attention in machine learning area, particularly on classification and patterns recognition. However, in some cases it is not easy to determinate accurately the class which given pattern belongs. This thesis involves the construction of a intervalar pattern classifier using SVM in association with intervalar theory, in order to model the separation of a pattern set between distinct classes with precision, aiming to obtain an optimized separation capable to treat imprecisions contained in the initial data and generated during the computational processing. The SVM is a linear machine. In order to allow it to solve real-world problems (usually nonlinear problems), it is necessary to treat the pattern set, know as input set, transforming from nonlinear nature to linear problem. The kernel machines are responsible to do this mapping. To create the intervalar extension of SVM, both for linear and nonlinear problems, it was necessary define intervalar kernel and the Mercer s theorem (which caracterize a kernel function) to intervalar function

Sensoriamento remoto e geoprocessamento aplicados ao uso da terra em microbacias hidrográficas, Botucatu - SP

O presente trabalho teve como objetivo identificar e quantificar o uso da terra em dez microbacias ocorrentes na bacia do Rio Capivara, município de Botucatu - SP, a partir da estruturação de um banco de dados utilizando o Sistema de Informações Geográficas (SIG) - IDRISI. Os resultados mostram que as classes de uso da terra, uso agrícola e pastagem, foram as mais significativas, pois ocuparam mais da metade da área das microbacias. O alto índice de uso da terra por pastagens, capoeiras, reflorestamento e matas reflete a predominância de solos arenosos com baixa fertilidade. As imagens obtidas do satélite LANDSAT 5 permitiram o mapeamento do uso da terra de maneira rápida, além de fornecer um excelente banco de dados para futuro planejamento e gerenciamento das atividades agropecuárias regionais. O SIG-IDRISI permitiu identificar, por meio de seus diferentes módulos para georreferenciamento, classificação digital e modelo matemático, as classes de uso da terra com rapidez.

Efficient supervised optimum-path forest classification for large datasets

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

Ferramentas quimiométricas aplicadas a classificação de amostras de leite em pó e quantificação de proteínas

In this work we used chemometric tools to classify and quantify the protein content in samples of milk powder. We applied the NIR diffuse reflectance spectroscopy combined with multivariate techniques. First, we carried out an exploratory method of samples by principal component analysis (PCA), then the classification of independent modeling of class analogy (SIMCA). Thus it became possible to classify the samples that were grouped by similarities in their composition. Finally, the techniques of partial least squares regression (PLS) and principal components regression (PCR) allowed the quantification of protein content in samples of milk powder, compared with the Kjeldahl reference method. A total of 53 samples of milk powder sold in the metropolitan areas of Natal, Salvador and Rio de Janeiro were acquired for analysis, in which after pre-treatment data, there were four models, which were employed for classification and quantification of samples. The methods employed after being assessed and validated showed good performance, good accuracy and reliability of the results, showing that the NIR technique can be a non invasive technique, since it produces no waste and saves time in analyzing the samples

Apoiando a construção de testes de aceitação automatizados a partir da especificação de requisitos

Automation has become increasingly necessary during the software test process due to the high cost and time associated with such activity. Some tools have been proposed to automate the execution of Acceptance Tests in Web applications. However, many of them have important limitations such as the strong dependence on the structure of the HTML pages and the need of manual valuing of the test cases. In this work, we present a language for specifying acceptance test scenarios for Web applications called IFL4TCG and a tool that allows the generation of test cases from these scenarios. The proposed language supports the criterion of Equivalence Classes Partition and the tool allows the generation of test cases that meet different combination strategies (i.e., Each-Choice, Base-Choice and All Combinations). In order to evaluate the effectiveness of the proposed solution, we used the language and the associated tool for designing and executing Acceptance Tests on a module of Sistema Unificado de Administração Pública (SUAP) of Instituto Federal Rio Grande do Norte (IFRN). Four Systems Analysts and one Computer Technician, which work as developers of the that system, participated in the evaluation. Preliminary results showed that IFL4TCG can actually help to detect defects in Web applications

Coeficientes de incidência do dengue e sua relação com os diferenciais intra-urbanos segundo condições de vida no município do Natal, Rio Grande do Norte

This study sprang from the hypothesis that spatial variations in the morbidity rate for dengue fever within the municipality of Natal are related to intra-city socioeconomic and environmental variations. The objective of the project was to classify the different suburbs of Natal according to their living conditions and establish if there was any correlation between this classification and the incidence rate for dengue fever, with the aim of enabling public health planners to better control this disease. Data on population density, access to safe drinking water, rubbish collection, sewage disposal facilities, income level, education and the incidence of dengue fever during the years 2001 and 2003 was drawn from the Brazilian Demographic Census 2000 and from the Reportable Disease Notification System -SINAN. The study is presented here in the form of two papers, corresponding to the types of analysis performed: a classification of the urban districts into quartiles according to the living conditions which exist there, in the first article; and the incidence of dengue fever in each of these quartiles, in the second. By applying factorial analysis to the chosen socioeconomic and environmental indicators for the year 2000, a compound index of living condition (ICV) was obtained. On the basis of this index, it was possible to classify the urban districts into quartiles. On undertaking this grouping (paper 1), a heterogeneous distribution of living conditions was found across the city. As to the incidence rate for dengue fever (paper 2), it was discovered that the quartile identified as having the best living conditions presented incidence rates of 15.62 and 15.24 per 1000 inhabitants respectively in the years 2001 and 2003; whereas the quartile representing worst living conditions showed incidence rates of 25.10 and 10.32 for the comparable periods. The results suggest that dengue fever occurs in all social classes, and that its incidence is not related in any evident way to the chosen formula for living conditions