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

Características limnológicas e estrutura trófica das comunidades de peixes de alguns lagos naturais e artificiais do Rio Grande do Norte

Artificial lakes must differ from natural lakes in important structural and functional aspects that need to be understood so that these ecosystems can be properly managed. The aim of this work was to test the hypothesis that the artificial lakes (impoundments) in the semi-arid region of the Rio Grande do Norte State are more eutrophic and turbid and have different trophic structure when compared to the natural coastal lakes that occur in the humid eastern coast of the State. To test this hypothesis, 10 natural lakes and 8 artificial lakes with about 100 ha were sampled between September and November 2005 for the determination of some limnological variables and the abundance of the main fish species, which were grouped in three trophic guilds: facultative piscivores, facultative planktivores and omnivores. The results show that the artificial lakes had significantly higher concentrations of total nitrogen, total phosphorus, chlorophyll a , total and volatile suspended solids than the natural lakes. Results also show that the values of pH, total alkalinity, electric conductivity, turbidity as well as the coefficient of vertical attenuation of light were significantly higher in the artificial lakes than in the natural lakes. In the artificial lakes, the abundance of facultative planktivores was significantly higher, while the abundance of facultative piscivores significantly lower than in the natural lakes. There was no significant difference in the abundance of omnivorous fish between the two types of lakes. These results suggest that the increase in turbidity together with the other changes in the water quality of the artificial lakes, modifies the trophic structure of the fish communities reducing the importance of piscivores and the length of the food chains

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

O papel das estruturas lineares, artificiais e naturais, como locais de refúgio de micromamíferos

Avaliámos a importância das bermas das estradas como áreas de refúgio para pequenos mamíferos, em paisagens Mediterrânicas intensivamente pastoreadas, e comparámos esta possível função das estradas como refúgio com o papel fundamental das galerias ripícolas como reservatórios de diversidade biológica. Para esse efeito, foram realizadas capturas de micromamíferos em dois segmentos de estrada e em duas ribeiras da região de Évora. Foram capturados 457 indivíduos de cinco espécies diferentes. Mus spretus foi a espécie mais capturada, seguida de Crocidura russula e Apodemus sylvaticus. M. spretus apresentou uma maior abundância nas bermas de estrada do que na vegetação ripicola, enquanto que a abundância de C. russula e A. sylvaticus era semelhante para ambos os habitats. O número de capturas das três espécies foi bastante superior dentro dos habitats lineares do que na matriz circundante. Os indivíduos de M. spretus eram maiores nas ribeiras, mas significativamente menores fora dos habitats lineares, e os indivíduos de C. russula apresentavam uma melhor condição corporal nas bermas das estradas. Tanto as estradas como as ribeiras exerceram um forte efeito de barreira aos movimentos dos micromamíferos. Concluímos então que as bermas das estradas actuam como habitat de refúgio em áreas sub-óptimas das paisagens Mediterrânicas. ABSTRACT: We assessed the importance of road verges as refuge areas for small mammals, in highly intensified grazed pastures on a Mediterranean landscape, and compared road function as refuge with the fundamental role of riparian galleries as reservoirs of biological diversity. For this purpose, a small mammal trapping study was undertaken on road verges and on small stream sides. We sampled two road segments and two streams in the vicinity of Évora, Portugal. We captured a total of 457 individuals of five different species. Mus spretus was the most common species captured, followed by Crocidura russula and Apodemus sylvaticus. M. spretus was more abundant on road verges than on riparian strips, whilst the abundance of C. russula and A. sylvaticus were similar in the two habitats. Captures of the three species were much higher inside both linear habitats than on the surrounding matrix. M. spretus were bigger on stream sites but significantly smaller outside the linear habitats and C. russula had better body conditions on roads. 8oth roads and streams exerted a strong barrier effect to small mammals' movements. We conclude that roadside verges act as refuge habitat in sub-optimal Mediterranean landscapes.

MANEJO de plantas de cobertura para sistema de rotação de culturas: programa 24: Centro-Oeste/Sudeste.

A prática de se utilizar plantas de cobertura associadas a um sistema diversificado de rotação de culturas para uso em plantio direto tem ajudado de forma sistemática na melhoria da qualidade dos solos da região e impactado de forma positiva na produtividade de grãos e de cereais, como soja e milho. A agrônoma e pesquisadora da Embrapa Cerrados Arminda Moreira de Carvalho e o extensionista da Emater Distrito Federal Marconi Moreira trazem mais informações sobre essa prática.

MANEJO de plantas de cobertura para sistemas de rotação de cultura: programa 24: Norte.

A prática de se utilizar plantas de cobertura associadas a um sistema diversificado de rotação de culturas para uso em plantio direto tem ajudado de forma sistemática na melhoria da qualidade dos solos da região e impactado de forma positiva na produtividade de grãos e de cereais, como soja e milho. A agrônoma e pesquisadora da Embrapa Cerrados Arminda Moreira de Carvalho e o extensionista da Emater Distrito Federal Marconi Moreira trazem mais informações sobre essa prática.

Um sistema para a inferência de variáveis usando redes neurais artificiais

This work aims to obtain a low-cost virtual sensor to estimate the quality of LPG. For the acquisition of data from a distillation tower, software HYSYS ® was used to simulate chemical processes. These data will be used for training and validation of an Artificial Neural Network (ANN). This network will aim to estimate from available simulated variables such as temperature, pressure and discharge flow of a distillation tower, the mole fraction of pentane present in LPG. Thus, allowing a better control of product quality

Características limnológicas e estrutura trófica das comunidades de peixes de alguns lagos naturais e artificiais do Rio Grande do Norte

Artificial lakes must differ from natural lakes in important structural and functional aspects that need to be understood so that these ecosystems can be properly managed. The aim of this work was to test the hypothesis that the artificial lakes (impoundments) in the semi-arid region of the Rio Grande do Norte State are more eutrophic and turbid and have different trophic structure when compared to the natural coastal lakes that occur in the humid eastern coast of the State. To test this hypothesis, 10 natural lakes and 8 artificial lakes with about 100 ha were sampled between September and November 2005 for the determination of some limnological variables and the abundance of the main fish species, which were grouped in three trophic guilds: facultative piscivores, facultative planktivores and omnivores. The results show that the artificial lakes had significantly higher concentrations of total nitrogen, total phosphorus, chlorophyll a , total and volatile suspended solids than the natural lakes. Results also show that the values of pH, total alkalinity, electric conductivity, turbidity as well as the coefficient of vertical attenuation of light were significantly higher in the artificial lakes than in the natural lakes. In the artificial lakes, the abundance of facultative planktivores was significantly higher, while the abundance of facultative piscivores significantly lower than in the natural lakes. There was no significant difference in the abundance of omnivorous fish between the two types of lakes. These results suggest that the increase in turbidity together with the other changes in the water quality of the artificial lakes, modifies the trophic structure of the fish communities reducing the importance of piscivores and the length of the food chains

Análise da força e amplitude articular de rotação do ombro e avaliação da performance do remate em atletas de andebol masculino

Projeto de Graduação apresentado à Universidade Fernando Pessoa como parte dos requisitos para obtenção do grau de Licenciada em Fisioterapia

Análise geoambiental de paisagens rurais montanhosas da Serra do Mar utilizando redes neurais artificiais. Subsídios a sustentabilidade ambiental de ecossistemas frágeis e fragmentados sob interferência antrópica.

2012

Comparação entre imagens Aster e Landsat 7 na classificação de níveis de degradação de pastagens utilizando redes neurais artificiais.

O presente estudo teve como objetivo comparar a eficiência dos dados dos sensores Aster e ETM+/Landsat 7 na classificação do uso e cobertura da terra, com ênfase nos níveis de degradação das pastagens na Zona da Mata Mineira, através da utilização de redes neurais artificiais. Foram testadas três composições de uma imagem do sensor Aster e uma do ETM+/Landsat 7, para definição das melhores feições discriminantes para o classificador. As classes de uso e cobertura consideradas foram: floresta, café, área urbana/solo exposto e três níveis de degradação das pastagens (moderado, forte e muito forte). Utilizou-se o simulador de redes neurais Java Neural Network Simulator e o algoritmo empregado foi o back-propagation. Dentre as composições de imagens testadas o melhor resultado foi alcançado com a utilização das 9 bandas do Aster (30m) como variáveis discriminantes, que também permitiu uma melhor discriminação dos níveis de degradação das pastagens considerados. Este resultado é atribuído à melhor resolução espectral desta composição de imagem quando comparada às demais. Dentre as classes consideradas, a pastagem no nível de degradação muito forte foi a que apresentou o maior erro de classificação, em todas as composições, sendo bastante confundida com a pastagem no nível de degradação forte.

Resistência à penetração em área irrigada sob diferentes níveis de investimento, rotação e sucessão e culturas.

2016

Caracterização de dois equipamentos de beneficiamento e classificação de tomates para mesa

On the last years, in Brazil, sorting and classifying fruits and vegetables using packing lines have increased. This work aimed at characterizing the cleaning process for fresh market tomatoes at two packing lines, one imported and one national located at Campinas, São Paulo State. Characterization included data, number, types and brushes velocity, water use, fruit standing time and cleaning efficiency. Standing time was measured correlating to fruit diameter (CEAGESP). For measuring cleaning efficiency an equipment was developed that was mainly composed of a ring involved with white cloth. Samples were taken before and after the cleaning step and evaluated using a colorimeter HUNTER Lab. The results showed a strong difference between the two equipments. The imported equipment showed lower number on brushes and rotation than national one, however a higher water consumption. For imported equipments this relation was not found. Both packing lines showed the same cleaning efficiency. Cleaning efficiency is related to be an interaction among the studies parameters, and it could be necessary a better management than the one used on both equipments.

Otimização da eficiência de limpeza em equipamento de beneficiamento de tomate de mesa

The post-harvesting cleaning process in fresh market tomatoes production is essential to the consumer acceptance, since the degree of dirtiness of the fruits is directly related to its quality. However, the washing stage of the cleaning process of commercial packinghouse demands an excessive water volume, bringing serious environmental concerns. The objective of this work was to compare the cleaning efficiency in two cleaning systems through the evaluation of different operational conditions of the cleaning process, related with the brush rotation, water flow and fruit standing time under the system. It was compared the conventional system utilized in commercial equipment with a system using commercial sprays. The results showed that the cleaning efficiency was not directly related to the water volume used, but to the water pressure, standing time and brushes rotation. Therefore, the use of commercial sprays can bring benefits to the cleaning efficiency, increasing it up to 13%, and to the environmental, decreasing water consumption.