Modelamento estocástico da dinâmica do livro de ordens: uma aplicação ao mercado brasileiro

O presente trabalho trata da importância do modelamento da dinâmica do livro de ordens visando a compreensão dessa microestrutura de mercado. Para tanto, objetiva aplicar as técnicas de modelamento do livro de ofertas utilizando o modelo estocástico proposto por Cont, Stoikov e Talreja (2010) ao mercado acionário brasileiro. Uma vez aplicado o modelo, analisamos os resultados obtidos sob a ótica de outros estudos empíricos, como Bouchaud et al. (2002). Após a estimação e análise dos resultados foram realizadas simulações para constatar se os parâmetros encontrados refletem a dinâmica do mercado local, para diferentes cenários de normalização do tamanho das ordens. Por fim, com a análise dos resultados encontrados, foi possível concluir, com algumas ressalvas, que o modelo proposto é válido para o mercado de ações brasileiro, assim como é apresentado o impacto da liquidez dos ativos na comparação aos parâmetros encontrados em outros mercados internacionais.

Molecular analysis of the bacterial diversity in a specialized consortium for diesel oil degradation

Diesel oil is a compound derived from petroleum, consisting primarily of hydrocarbons. Poor conditions in transportation and storage of this product can contribute significantly to accidental spills causing serious ecological problems in soil and water and affecting the diversity of the microbial environment. The cloning and sequencing of the 16S rRNA gene is one of the molecular techniques that allows estimation and comparison of the microbial diversity in different environmental samples. The aim of this work was to estimate the diversity of microorganisms from the Bacteria domain in a consortium specialized in diesel oil degradation through partial sequencing of the 16S rRNA gene. After the extraction of DNA metagenomics, the material was amplified by PCR reaction using specific oligonucleotide primers for the 16S rRNA gene. The PCR products were cloned into a pGEM-T-Easy vector (Promega), and Escherichia coli was used as the host cell for recombinant DNAs. The partial clone sequencing was obtained using universal oligonucleotide primers from the vector. The genetic library obtained generated 431 clones. All the sequenced clones presented similarity to phylum Proteobacteria, with Gammaproteobacteria the most present group (49.8 % of the clones), followed by Alphaproteobacteira (44.8 %) and Betaproteobacteria (5.4 %). The Pseudomonas genus was the most abundant in the metagenomic library, followed by the Parvibaculum and the Sphingobium genus, respectively. After partial sequencing of the 16S rRNA, the diversity of the bacterial consortium was estimated using DOTUR software. When comparing these sequences to the database from the National Center for Biotechnology Information (NCBI), a strong correlation was found between the data generated by the software used and the data deposited in NCBI.

Avaliação do programa escola ativa como política pública para escolas do campo com turmas multisseriadas: a experiência em jardim do seridó/rn (1998-2009)

This work aims at developing an evaluation of the implementation of the Program Escola Ativa as a public policy for rural schools with combined grade classrooms in Jardim do Seridó RN (1998 2009) focusing on the following dimensions: school s physical environment, training, follow up, and didactic usage of the methodology. In order to develop this research we refer to the literature that analyzes the cycle of policies (FREY, 2000). In this approach, evaluation represents an important step in the process of analyzing the implementation of public policies, as a way of measuring up their performance, as well as a guide for realignments and redefinitions (PRESSMAN; WILDAVSKY, 1998). In order to accomplish this function, the evaluator of policies must be acquainted with scientific concepts and methods that consist of describing, interpreting and analyzing the policies in the governmental sphere (MENY; THOENIG, 1992; LIMA JÚNIOR, 1978). In this perspective, we intend to investigate whether in its proposition of minimizing the blanks in the Brazilian educational system, the implementation of the Program would be contributing to the improvement of the political-pedagogical practices in the rural schools with combined grade classrooms in Jardim do Seridó RN. In order to do this research, we have developed a theoretical-methodological matrix made of analysis dimensions, variables, indicators and instruments, such as literary revision, documental analysis, semi-structured interviews with four teachers and three supervisors that work and/or have worked in Escola Ativa in that town in the period comprised among 1998 2009, besides notes taken from field observation and photographs from four rural schools with combined grade classrooms. With this research we have identified that the Program, at a national level, has gone through different phases in its implementation process, for the town was not ready to fully take the responsibilities of the autonomous expansion, in 2002. From that period on, the execution of Escola Ativa has suffered several discontinuities, such as the lack of professional training and supervising. It is also noted that the methodology contributes to the dynamization of the didactic-pedagogical activities and promotes the cooperation and autonomy of the students in the organization and the applicability of the components of the curriculum, especially of Governo Estudantil and Cantinhos de Aprendizagem. Although the directions of the Program (BRASIL, 2005) point out that Escola Ativa has among its principles social transformation, we identified that, isolated, the initiative is not capable of promoting the changes that the rural schools need, namely investments in the physical, material, pedagogical and technological infra-structure, besides the estimation and a career plan for the teachers. In a general draft of the results of this research, we realized that some aspects presented about the peculiarities of Escola Ativa in Jardim do Seridó as a governmental Program, reinforce the need for the public policies to be evaluated, in order to confront critic and operationally the planning with the practice, revising action, whenever necessary

Utilização de medidas biométricas para predizer características da carcaça de cabritos Saanen

Foram determinadas medidas biométricas de caprinos leiteiros com o objetivo de estimar equações que permitam predizer o peso e as características da carcaça de animais sob diferentes condições nutricionais. Realizou-se um experimento em duas fases, utilizando-se 27 cabritos machos da raça Saanen em cada uma, distribuídos nos tratamentos: alimentação à vontade, 30 e 60% de restrição. O peso vivo (PV) inicial foi de 5 kg na Fase 1 e 20 kg na Fase 2, abatendo-se os animais ao atingirem 20 e 35 kg de PV, respectivamente. Foram determinadas as medidas biométricas e avaliada a condição corporal no animal vivo e, após o abate e resfriamento de 24 horas, as medidas da carcaça. Estimaram-se o peso em jejum (PJ), o peso da carcaça fria (PCF) e a compacidade da carcaça, em função das medidas biométricas. O perímetro torácico e o comprimento corporal foram as medidas biométricas que apresentaram melhor ajuste para estimar o PJ, o PCF e a compacidade da carcaça e, por isso, são recomendados, por serem precisos, práticos e de fácil execução.

Generalized linear mixed models for the genetic evaluation of binary reproductive traits: a simulation study

The objective of this study was to evaluate the use of probit and logit link functions for the genetic evaluation of early pregnancy using simulated data. The following simulation/analysis structures were constructed: logit/logit, logit/probit, probit/logit, and probit/probit. The percentages of precocious females were 5, 10, 15, 20, 25 and 30% and were adjusted based on a change in the mean of the latent variable. The parametric heritability (h²) was 0.40. Simulation and genetic evaluation were implemented in the R software. Heritability estimates (ĥ²) were compared with h² using the mean squared error. Pearson correlations between predicted and true breeding values and the percentage of coincidence between true and predicted ranking, considering the 10% of bulls with the highest breeding values (TOP10) were calculated. The mean ĥ² values were under- and overestimated for all percentages of precocious females when logit/probit and probit/logit models used. In addition, the mean squared errors of these models were high when compared with those obtained with the probit/probit and logit/logit models. Considering ĥ², probit/probit and logit/logit were also superior to logit/probit and probit/logit, providing values close to the parametric heritability. Logit/probit and probit/logit presented low Pearson correlations, whereas the correlations obtained with probit/probit and logit/logit ranged from moderate to high. With respect to the TOP10 bulls, logit/probit and probit/logit presented much lower percentages than probit/probit and logit/logit. The genetic parameter estimates and predictions of breeding values of the animals obtained with the logit/logit and probit/probit models were similar. In contrast, the results obtained with probit/logit and logit/probit were not satisfactory. There is need to compare the estimation and prediction ability of logit and probit link functions.

H-N2N : uma arquitetura hierárquica escalável para ambientes de realidade mista de grande porte

In this work, we propose a solution to solve the scalability problem found in collaborative, virtual and mixed reality environments of large scale, that use the hierarchical client-server model. Basically, we use a hierarchy of servers. When the capacity of a server is reached, a new server is created as a sun of the first one, and the system load is distributed between them (father and sun). We propose efficient tools and techniques for solving problems inherent to client-server model, as the definition of clusters of users, distribution and redistribution of users through the servers, and some mixing and filtering operations, that are necessary to reduce flow between servers. The new model was tested, in simulation, emulation and in interactive applications that were implemented. The results of these experimentations show enhancements in the traditional, previous models indicating the usability of the proposed in problems of all-to-all communications. This is the case of interactive games and other applications devoted to Internet (including multi-user environments) and interactive applications of the Brazilian Digital Television System, to be developed by the research group. Keywords: large scale virtual environments, interactive digital tv, distributed

Estimativa da evapotranspiração espacial em uma região semiárida utilizando sensoriamento remoto

With the need to deploy management and monitoring systems of natural resources in areas susceptible to environmental degradation, as is the case of semiarid regions, several works have been developed in order to find effective models and technically and economically viable. Therefore, this study aimed to estimate the daily actual evapotranspiration (ETr) through the application of the Surface Energy Balance Algorithm for Land (SEBAL), from remote sensing products, in a semiarid region, Seridó of the Rio Grande do Norte, and do the validation of these estimates using ETr values obtained by the Penman-Monteith (standard method of the Food and Agriculture Organization-FAO). The SEBAL is based on energy balance method, which allows obtaining the vertical latent heat flux (LE) with orbital images and, consequently, of the evapotranspiration through the difference of flows, also vertical, of heat in the soil (G), sensitive heat (H) and radiation balance (Rn). The study area includes the surrounding areas of the Dourado reservoir, located in the Currais Novos/RN city. For the implementation of the algorithm were used five images TM/Landsat-5. The work was divided in three chapters in order to facilitate a better discussion of each part of the SEBAL processing, distributed as follows: first chapter addressing the spatio-temporal variability of the biophysical variables; second chapter dealing with spatio-temporal distribution of instant and daily radiation balance; and the third chapter discussing the heart of the work, the daily actual evapotranspiration estimation and the validation than to the study area

Projeto e implementação de uma plataforma MP-SoC usando SystemC

This work presents the concept, design and implementation of a MP-SoC platform, named STORM (MP-SoC DirecTory-Based PlatfORM). Currently the platform is composed of the following modules: SPARC V8 processor, GPOP processor, Cache module, Memory module, Directory module and two different modles of Network-on-Chip, NoCX4 and Obese Tree. All modules were implemented using SystemC, simulated and validated, individually or in group. The modules description is presented in details. For programming the platform in C it was implemented a SPARC assembler, fully compatible with gcc s generated assembly code. For the parallel programming it was implemented a library for mutex managing, using the due assembler s support. A total of 10 simulations of increasing complexity are presented for the validation of the presented concepts. The simulations include real parallel applications, such as matrix multiplication, Mergesort, KMP, Motion Estimation and DCT 2D

Detecção e diagnóstico de falhas não-supervisionados baseados em estimativa de densidade recursiva e classificador fuzzy auto-evolutivo

In this work, we propose a two-stage algorithm for real-time fault detection and identification of industrial plants. Our proposal is based on the analysis of selected features using recursive density estimation and a new evolving classifier algorithm. More specifically, the proposed approach for the detection stage is based on the concept of density in the data space, which is not the same as probability density function, but is a very useful measure for abnormality/outliers detection. This density can be expressed by a Cauchy function and can be calculated recursively, which makes it memory and computational power efficient and, therefore, suitable for on-line applications. The identification/diagnosis stage is based on a self-developing (evolving) fuzzy rule-based classifier system proposed in this work, called AutoClass. An important property of AutoClass is that it can start learning from scratch". Not only do the fuzzy rules not need to be prespecified, but neither do the number of classes for AutoClass (the number may grow, with new class labels being added by the on-line learning process), in a fully unsupervised manner. In the event that an initial rule base exists, AutoClass can evolve/develop it further based on the newly arrived faulty state data. In order to validate our proposal, we present experimental results from a level control didactic process, where control and error signals are used as features for the fault detection and identification systems, but the approach is generic and the number of features can be significant due to the computationally lean methodology, since covariance or more complex calculations, as well as storage of old data, are not required. The obtained results are significantly better than the traditional approaches used for comparison

Interpretação sísmica e análise de atributos - área do levantamento sísmico 3D de siririzinho (Bacia Sergipe-Alagoas, NE do Brasil)

The main objective of the present thesis was the seismic interpretation and seismic attribute analysis of the 3D seismic data from the Siririzinho high, located in the Sergipe Sub-basin (southern portion of Sergipe-Alagoas Basin). This study has enabled a better understanding of the stratigraphy and structure that the Siririzinho high experienced during its development. In a first analysis, we used two types of filters: the dip-steered median filter, was used to remove random noise and increase the lateral continuity of reflections, and fault-enhancement filter was applied to enhance the reflection discontinuities. After this filtering step similarity and curvature attributes were applied in order to identify and enhance the distribution of faults and fractures. The use of attributes and filtering greatly contributed to the identification and enhancement of continuity of faults. Besides the application of typical attributes (similarity and curvature) neural network and fingerprint techniques were also used, which generate meta-attributes, also aiming to highlight the faults; however, the results were not satisfactory. In a subsequent step, well log and seismic data analysis were performed, which allowed the understanding of the distribution and arrangement of sequences that occur in the Siririzinho high, as well as an understanding of how these units are affected by main structures in the region. The Siririzinho high comprises an elongated structure elongated in the NS direction, capped by four seismo-sequences (informally named, from bottom to top, the sequences I to IV, plus the top of the basement). It was possible to recognize the main NS-oriented faults, which especially affect the sequences I and II, and faults oriented NE-SW, that reach the younger sequences, III and IV. Finally, with the interpretation of seismic horizons corresponding to each of these sequences, it was possible to define a better understanding of geometry, deposition and structural relations in the area.

Comparação de dois métodos de avaliação da fenologia de plantas, sua interpretação e representação

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

Estimativa da composição corporal e análise de concordância entre analisadores de impedância bioelétrica bipolar e tetrapolar

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

Procedimento MIXED do SAS® para análise de modelos mistos

O modelo misto consiste numa importante classe de modelos que tem sido tradicionalmente analisada por meio de procedimentos da análise de variância. Nos modelos mistos, três aspectos são fundamentais: estimação e testes de hipóteses dos efeitos fixos, predição dos efeitos aleatórios e estimação dos componentes de variância. Na análise de modelos lineares mistos desbalanceados, a estimação dos componentes de variância é de fundamental importância e depende da estrutura de covariâncias e dos métodos de estimação utilizados. Nesse contexto, este artigo pretende apresentar os principais métodos de estimação e de análise utilizados no estudo de modelos lineares mistos com estruturas gerais de covariâncias nos efeitos aleatórios, disponíveis no procedimento MIXED, do SAS (Statistical Analysis System).

Efeitos genéticos aditivos diretos e maternos e heterozigóticos sobre os desempenhos pré e pós-desmama em uma população multirracial Aberdeen Angus × Nelore

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Inferência bayesiana na predição de valores genéticos do peso aos 365 dias de bovinos de corte

Data from purebred Simmental, Nellore and Canchim cattle breeds obtained from the respective Brazilian Associations of Breeders were used to estimate variance components and to predict genetic values for 365 days weight. The results obtained by Bayesian inference were compared to those from Restricted Maximum Likelihood (REML) and Best Linear Unbiased Prediction (BLUP), which are the most commonly used methods of estimation and prediction in animal breeding. The two methods presented similar point estimates but the study of the marginal posterior distributions in the Bayesian approach yields more detailed information about the parameters and other unknowns in the model.