1000 resultados para análise de séries temporais
Resumo:
No âmbito do conceito de sustentabilidade dos recursos hídricos, foi realizado um estudo para avaliar o estado qualitativo das águas superficiais e subterrâneas de uma área em particular, mais concretamente o concelho do Funchal. Inicialmente, fez-se uma caracterização da região hidrográfica em estudo onde se incluem aspetos geográficos, climáticos, hidrológicos, geomorfológicos e socioecónomicos. Posteriormente, realizou-se uma apresentação gráfica de análises temporais efetuadas a parâmetros biológicos, físico-químicos e microbiológicos às águas superficiais e subterrâneas da região em estudo. Por fim, apresenta-se e propõe-se uma vasta lista de objetivos a manter ou alcançar nos próximos anos, onde se incluem ações prioritárias e recomendações visando, não só a melhoria qualitativa e quantitativa global dos recursos hídricos no concelho mas também a proteção contra poluição e riscos naturais.
Análise de volatilidade, integração de preços e previsibilidade para o mercado brasileiro de camarão
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The present paper has the purpose of investigate the dynamics of the volatility structure in the shrimp prices in the Brazilian fish market. Therefore, a description of the initial aspects of the shrimp price series was made. From this information, statistics tests were made and selected univariate models to be price predictors. Then, it was verified the existence of relationship of long-term equilibrium between the Brazilian and American imported shrimp and if, confirmed the relationship, whether or not there is a causal link between these assets, considering that the two countries had presented trade relations over the years. It is presented as an exploratory research of applied nature with quantitative approach. The database was collected through direct contact with the Companhia de Entrepostos e Armazéns Gerais de São Paulo (CEAGESP) and on the official website of American import, National Marine Fisheries Service - National Oceanic and Atmospheric Administration (NMFS- NOAA). The results showed that the great variability in the active price is directly related with the gain and loss of the market agents. The price series presents a strong seasonal and biannual effect. The average structure of price of shrimp in the last 12 years was R$ 11.58 and external factors besides the production and marketing (U.S. antidumping, floods and pathologies) strongly affected the prices. Among the tested models for predicting prices of shrimp, four were selected, which through the prediction methodologies of one step forward of horizon 12, proved to be statistically more robust. It was found that there is weak evidence of long-term equilibrium between the Brazilian and American shrimp, where equivalently, was not found a causal link between them. We concluded that the dynamic pricing of commodity shrimp is strongly influenced by external productive factors and that these phenomena cause seasonal effects in the prices. There is no relationship of long-term stability between the Brazilian and American shrimp prices, but it is known that Brazil imports USA production inputs, which somehow shows some dependence productive. To the market agents, the risk of interferences of the external prices cointegrated to Brazilian is practically inexistent. Through statistical modeling is possible to minimize the risk and uncertainty embedded in the fish market, thus, the sales and marketing strategies for the Brazilian shrimp can be consolidated and widespread
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This research aims to investigate the Hedge Efficiency and Optimal Hedge Ratio for the future market of cattle, coffee, ethanol, corn and soybean. This paper uses the Optimal Hedge Ratio and Hedge Effectiveness through multivariate GARCH models with error correction, attempting to the possible phenomenon of Optimal Hedge Ratio differential during the crop and intercrop period. The Optimal Hedge Ratio must be bigger in the intercrop period due to the uncertainty related to a possible supply shock (LAZZARINI, 2010). Among the future contracts studied in this research, the coffee, ethanol and soybean contracts were not object of this phenomenon investigation, yet. Furthermore, the corn and ethanol contracts were not object of researches which deal with Dynamic Hedging Strategy. This paper distinguishes itself for including the GARCH model with error correction, which it was never considered when the possible Optimal Hedge Ratio differential during the crop and intercrop period were investigated. The commodities quotation were used as future price in the market future of BM&FBOVESPA and as spot market, the CEPEA index, in the period from May 2010 to June 2013 to cattle, coffee, ethanol and corn, and to August 2012 to soybean, with daily frequency. Similar results were achieved for all the commodities. There is a long term relationship among the spot market and future market, bicausality and the spot market and future market of cattle, coffee, ethanol and corn, and unicausality of the future price of soybean on spot price. The Optimal Hedge Ratio was estimated from three different strategies: linear regression by MQO, BEKK-GARCH diagonal model, and BEKK-GARCH diagonal with intercrop dummy. The MQO regression model, pointed out the Hedge inefficiency, taking into consideration that the Optimal Hedge presented was too low. The second model represents the strategy of dynamic hedge, which collected time variations in the Optimal Hedge. The last Hedge strategy did not detect Optimal Hedge Ratio differential between the crop and intercrop period, therefore, unlikely what they expected, the investor do not need increase his/her investment in the future market during the intercrop
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Spatial-temporal dynamics of zooplankton in the Caravelas river estuary (Bahia, Brazil). The survey was conducted in order to describe the zooplankton community of the estuary Caravelas (Bahia, Brazil), to quantify and relate the patterns of horizontal and vertical transport with the type of tide (neap and spring) and tidal phase (flood and ebb). Zooplankton samples were collected with the aid of a suction pump (300L), filtered in plankton nets (300μm) and fixed in saline formalin 4%. Samples were collected at a fixed point (A1), near the mouth of the estuary, with samples taken at neap tides and spring tides during the dry and rainy seasons. Samples were collected for 13 hours, at intervals of 1 hour in 3 depths: surface, middle and bottom. Simultaneous collection of biological, we measured the current velocity, temperature and salinity of the water through CTD. In the laboratory, samples were selected for analysis in estereomicroscope, with 25 groups identified, with Copepoda getting the highest number of species. The 168 samples obtained from temporal samples were subsampled and processed on equipment ZooScan, with the aid of software ZooProcess at the end were generated 458.997 vingnettes. 8 taxa were identified automatically, with 16 classified as a semi-automatic. The group Copepoda, despite the limited taxonomic refinement ZooScan, obtained 2 genera and 1 species identified automatically. Among the seasons dry and wet groups Brachyura (zoea), Chaetognatha, and the Calanoid copepods (others), Temora spp., Oithona spp. and Euterpina acutifrons were those who had higher frequency of occurrence, appearing in more than 70% of the samples. Copepoda group showed the largest percentage of relative abundance in both seasons. There was no seasonal variation of total zooplankton, with an average density of 7826±4219 org.m-3 in the dry season, and 7959±3675 org.m-3 in the rainy season, neither between the types and phases of the tides, but seasonal differences were significant recorded for the main zooplankton groups. Vertical stratification was seen for the major zooplankton groups (Brachyura, Chaetognatha, Calanoida (other), Oithona spp, Temora spp. e Euterpina acutifrons). The scale of this stratification varied with the type (square or tide) and tidal phase (flood or ebb). The instantaneous transport was more influenced by current velocity, with higher values observed in spring tides to the total zooplankton, however, there was a variation of this pattern depending on the zooplankton group. According to the data import and export of total zooplankton, the outflow of organisms of the estuary was higher than the input. The results suggest that the estuary of Caravelas may influence the dynamics of organic matter to the adjacent coast, with possible consequences in National Marine Park of Abrolhos
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This paper aims to measure the degree of efficiency in the allocation of public resources in education from the FUNDEB in elementary education in the towns of Rio Grande do Norte in 2007 and 2011. To do so, we must determine to evaluate the efficiency in the allocation of public resources in municipal education in the early and last grades of elementary education; verify that the towns that achieved higher levels of efficiency that were allocated the largest volumes of resources in primary education and analyze which towns reached the worst and the best levels of efficiency in the allocation of public resources in education. This is on the assumption that the relation between the educational policies of local governments and concern for efficiency in the allocation of resources in education is limited only to increase spending on education. It is intended from the model of Data Envelopment analysis, (DEA), with Variable Returns to Scale (VRS), estimate the efficiency of spending on education and municipal pubic purging the problem of outliers. Estimations show that the municipalities of Rio Grande do Norte do not allocate their resources in public elementary education efficiently
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Ce travail que nous venons de présenter apport une systématisation sur la viabilité de la praxis de l´éducateur français Célestin Freinet (1896-1996). Il s´agit d´une étude qualificative, recherche-action, développée dans une école coopérative l´ École Freinet à Natal/RN Brésil, auprès des élèves du 5ème et 8ème séries de l´Enseignement Fondamental. Le problème central que nous a amené à cette recherche, a été le fait de vérifier les progressions dans la production scientifique et dans les pratiques des enseignants qui ont à la charge l´Éducation Infantine et les premières séries de l´Enseignement Fondamental. Tout cela en tenant compte en concevoir l´élève en tant que sujet actif de son apprentissage et coresponsable à l´organisation du travail scolaire. Toutefois, qaund-il s´agit des quatre dernières séries de l´Enseignement Fondamental (5ème au 8ème séries), les propositions progressistes sont prises comme quelque chose pratiquement impossible d´en mettre en marche. Pour attenuer la lacune théorique sur le sujet, nous avons offert un texte significatif pour les enseignants d´une façon générale, les chercheurs de l´académie et pour l´écolechamp de la recherché. Tout cela par le fait de ne pas donner de priorité à une technique ou à un principe, en particulier. Cette pédagogie est discutée autant que possible dans son contexte global et aussi sur le comment s´est manifestée dans sa práxis . Nous avons mis en relief les aspects importants pour le fonctionnement de la salle de classe, aussi que les estratégies utilisées pour la construction, communication et documentation des connaissances L´intervention nous a permis de construire l´objet par la réflexion en action, à partir des données obtenues pendant les observations, les entretiens, les enterviews, les moments d´études et de la quête des textes écrits. L´analyse a été faite à la lumière de la methodologie comprehensive (Kaufmann, 1996), entrelacée au materiau empirique et à la théorie. Cette forme d´analyse nous a permis d´obtenir la logique dans l´ensemble comme nous crayons que doit caracteriser la recherche aux Sciences Humaines et Sociales. Les considérations finales mettent l´accent d´un côté sur l´efficacité de la pédagogie Freinet, pour orienter le processus de l´enseignement apprentissage, en tous les dégres de l´enseignement et de l´autre côté nous montre la nécessité urgente de l´équipe de l´école champ de la recherche, de qualifier sa pratique à partir des références théoriques-pratiques de la pédagogie Freinet
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This thesis represents a didactic research linked to the Post-graduation Programme in Education of the Universidade Federal do Rio Grande do Norte which aimed to approach the construction of the geometrical concepts of Volume of the Rectangular Parallelepiped, Area and Perimeter of the Rectangle adding a study of the Area of the Circle. The research was developed along with students from the 6th level of the Elementary School, in a public school in Natal/RN. The pedagogical intervention was made up of three moments: application of a diagnostic evaluation, instrument that enabled the creation of the teaching module by showing the level of the geometry knowledge of the students; introduction of a Teaching Module by Activities aiming to propose a reflexive didactic routing directed to the conceptual construction because we believed that such an approach would favor the consolidation of the learning process by becoming significant to the apprentice, and the accomplishment of a Final Evaluation through which we established a comparison of the results obtained before and after the teaching intervention. The data gathered were analyzed qualitatively by means of a study of understanding categories of mathematical concepts, in addition to using descriptive statistics under the quantitative aspect. Based on the theory of Richard Skemp, about categorization of mathematical knowledge, in the levels of Relational and Instrumental Understanding were achieved in contextual situations and varied proportions, thus enabling a contribution in the learning of the geometrical concepts studied along with the students who took part in the research. We believe that this work may contribute with reflections about the learning processes, a concern which remained during all the stages of the research, and also that the technical competence along with the knowledge about the constructivist theory will condition the implementation of a new dynamics to the teaching and learning processes. We hope that the present research work may add some contribution to the teaching practice in the context of the teaching of Mathematics for the intermediate levels of the Elementary School
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The semiarid rainfall regime is northeastern Brazil is highly variable. Climate processes associated with rainfall are complex and their effects may represent extreme situations of drought or floods, which can have adverse effects on society and the environment. The regional economy has a significant agricultural component, which is strongly influenced by weather conditions. Maximum precipitation analysis is traditionally performed using the intensity-duration-frequency (IDF) probabilistic approach. Results from such analysis are typically used in engineering projects involving hydraulic structures such as drainage network systems and road structures. On the other hand, precipitation data analysis may require the adoption of some kind of event identification criteria. The minimum inter-event duration (IMEE) is one of the most used criteria. This study aims to analyze the effect of the IMEE on the obtained rain event properties. For this purpose, a nine-year precipitation time series (2002- 2011) was used. This data was obtained from an automatic raingauge station, installed in an environmentally protected area, Ecological Seridó Station. The results showed that adopted IMEE values has an important effect on the number of events, duration, event height, mean rainfall rate and mean inter-event duration. Furthermore, a higher occurrence of extreme events was observed for small IMEE values. Most events showed average rainfall intensity higher than 2 mm.h-1 regardless of IMEE. The storm coefficient of advance was, in most cases, within the first quartile of the event, regardless of the IMEE value. Time series analysis using partial time series made it possible to adjust the IDF equations to local characteristics
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This work analyzes the behavior of the adversative connectors in the speech of the user of Natal, with views to suggest implications for the grammar teaching in the high school Portuguese languages classes. It is an investigation that sits on the functionalist paradigm, specifically in the protected ideas for Givón. For so much, data of situations of speech from the corpus Discurso e gramática lingual falada e escrita da cidade do Natal (FURTADO DA CUNHA, 1998). The sample embraces a total of forty interviews, of which the occurrences are cut out whose registrations mark the existence of adversatives constructions in narratives of personal experience and in the opinion reports, modality of oral language, of the mentioned database. The work revisits authors of the grammar, Cunha (1986); Bechara (2006); Perini (2006), among others; authors that contemplate referring approaches to the use of opposition connectors as: Barreto (1999); Tavares (2003); Longhin (2003); Silva (2005); Rocha (2006); Neves (2000, 2006). The results of the panoramic analysis reveal as adversity connectors in use for the habitant of Natal, for recurrence order, the mas, e, aí, agora, só que, no entanto and já. Analyzed the results, the same ones are compared with the treatment presented by the traditional grammar, with application of functional iconicity principle, markdness principle and the prototype of the category is chosen. In the differentiated analysis of the item " agora ", structural profile of the constructions is analyzed that involve the item, semantic profile, times, manners and aspects of the verbs that they wrap up in the constructions in reference, trajectory of grammaticalization and comparison with the prototype of the category. Finally, they are suggested implications of whole the study for the teaching of Portuguese language, in the high school classes
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O extrato de folhas de estévia (Stevia rebaudiana Bertoni) é o único edulcorante utilizado na substituição da sacarose, que pode ser produzido totalmente no Brasil. O objetivo deste estudo foi determinar os comportamentos de características temporais dos estímulos doce e amargo da estevia em doçuras equivalentes a soluções de sacarose (DESS) a 3 e 10%. As curvas tempo-intensidade (T-I) para cada substância foram coletadas utilizando-se o programa Sistema de Coleta de Dados Tempo-Intensidade - SCDTI para Windows, onde os provadores registravam com auxílio do mouse a percepção de cada estímulo solicitado em função do tempo, para cada amostra. Os parâmetros das curvas T-I coletados foram: tempo de intensidade máxima (TImax), intensidade máxima (Imax), tempo onde a intensidade máxima começa a declinar (Td), tempo de platô (Platô), área sob a curva (Área) e tempo total de duração do estímulo (Ttot). Os parâmetros Td, Ttot, Área e Platô das curvas T-I para o estímulo doce nos dois níveis de doçura foram significativamente superiores para estévia, enquanto TImax e Imax foram significativamente menores (p£0,05), sendo que as diferenças entre os valores para as duas substâncias foram muito maiores a DESS a 10%. A sacarose não apresentou nenhum registro para o estímulo amargo tanto a 3 como a 10%, enquanto a estévia apresentou curvas T-I características, com intensidade e o tempo total de duração dependente da concentração.
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O extrato de folhas de estévia (Stévia rebaudiana Bertoni) é o único edulcorante utilizado na substituição da sacarose, que pode ser produzido totalmente no Brasil. Este trabalho objetivou determinar o comportamento de características temporais dos estímulos doce e amargo do extrato de estévia em doçuras equivalentes a soluções de sacarose (DESS) a 3 e 10%. As curvas tempo-intensidade (T-I) para cada substância foram coletadas utilizando-se o programa Sistema de Coleta de Dados Tempo-Intensidade - SCDTI para Windows, onde os provadores registravam com auxílio do mouse a percepção de cada estímulo solicitado em função do tempo, para cada amostra. Os parâmetros das curvas T-I determinados foram: tempo de intensidade máxima (TImax), intensidade máxima (Imax), tempo onde a intensidade máxima começa a declinar (Td), tempo de platô (Platô), área sob a curva (Área) e tempo total de duração do estímulo (Ttot). Os parâmetros Td, Ttot, Área e Platô das curvas T-I para o estímulo doce nos dois níveis de doçura significativamente foram superiores para o extrato de estévia, enquanto TImax e Imax foram significativamente menores (p£ 0,05). As diferenças entre os valores de sacarose e extrato de estévia foram muito maiores a DESS a 10%. A sacarose não apresentou nenhum registro para o estímulo amargo tanto a 3 como a 10%, enquanto a estévia apresentou curvas T-I características, com intensidade e o tempo total de duração dependente da concentração.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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O artigo pretende mostrar os resultados de uma pesquisa cujo objetivo foi analisar o desempenho de alunos do Ensino Médio na identificação de exemplos e não-exemplos de polígonos e poliedros, tendo em vista os atributos definidores e atributos irrelevantes. Participaram da pesquisa 253 alunos, distribuídos em três séries do Ensino Médio de uma escola pública, que responderam um teste de exemplos e não-exemplos. Posteriormente, foram selecionados seis alunos para serem entrevistados sobre seus conhecimentos a respeito dos exemplos e não-exemplos. Os resultados mostraram que os participantes obtiveram uma média baixa (M = 5,59) na tarefa que exigiu a identificação de exemplos e não-exemplos de polígonos e poliedros. A análise das entrevistas mostrou que a maioria dos alunos considerou que o atributo irrelevante dos polígonos analisados não interferiu na resposta. Contudo, evidencia-se, de modo geral, que esses alunos apresentaram um conhecimento conceitual longe do esperado para esse nível de ensino.
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O trabalho estuda construções de orações hipotáticas temporais e construções de orações hipotáticas condicionais, com a finalidade de investigar o grau de gramaticalização que se verifica nesses dois tipos de enunciados. A hipótese é que quanto maior a integração da oração hipotática à nuclear, maior o grau de gramaticalização. Essa maior integração foi medida segundo três grupos de fatores, e os resultados mostraram que, em duas das variáveis avaliadas, as orações condicionais são as mais integradas a seu núcleo, mas, em outra ordem de avaliação, as orações temporais são as mais integradas. Dentro da base funcionalista em que o trabalho se move, esses resultados podem ser interpretados segundo o princípio da existência de competição de motivações no jogo da linguagem, entendendo-se que cada enunciado que se produz é o resultado do equilíbrio dessas pressões.
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Meteorological satellite and radar data comparative analysis allows to correlate the precipitation structures observed in both images. Such analysis would make feasible the extension of the range of ground-based meteorological radars. In addition to the different spatial and temporal resolution of these images this comparative analysis presents difficulties due to the effects of rotation and distortion, besides the different formats, projections, and coordinate systems. This work employed an approach based on a Gaussian adaptive filter in order to compare such images. The statistical results obtained from the comparison of the images are matched to those produced by other methods.