Redes bayesianas aplicadas à modelagem de fraudes em cartão de crédito

Modelos para detecção de fraude são utilizados para identificar se uma transação é legítima ou fraudulenta com base em informações cadastrais e transacionais. A técnica proposta no estudo apresentado, nesta dissertação, consiste na de Redes Bayesianas (RB); seus resultados foram comparados à técnica de Regressão Logística (RL), amplamente utilizada pelo mercado. As Redes Bayesianas avaliadas foram os classificadores bayesianos, com a estrutura Naive Bayes. As estruturas das redes bayesianas foram obtidas a partir de dados reais, fornecidos por uma instituição financeira. A base de dados foi separada em amostras de desenvolvimento e validação por cross validation com dez partições. Naive Bayes foram os classificadores escolhidos devido à simplicidade e a sua eficiência. O desempenho do modelo foi avaliado levando-se em conta a matriz de confusão e a área abaixo da curva ROC. As análises dos modelos revelaram desempenho, levemente, superior da regressão logística quando comparado aos classificadores bayesianos. A regressão logística foi escolhida como modelo mais adequado por ter apresentado melhor desempenho na previsão das operações fraudulentas, em relação à matriz de confusão. Baseada na área abaixo da curva ROC, a regressão logística demonstrou maior habilidade em discriminar as operações que estão sendo classificadas corretamente, daquelas que não estão.

Allergic asthma exhaled breath metabolome: a challenge for comprehensive two-dimensional gas chromatography

Allergic asthma represents an important public health issue, most common in the paediatric population, characterized by airway inflammation that may lead to changes in volatiles secreted via the lungs. Thus, exhaled breath has potential to be a matrix with relevant metabolomic information to characterize this disease. Progress in biochemistry, health sciences and related areas depends on instrumental advances, and a high throughput and sensitive equipment such as comprehensive two-dimensional gas chromatography–time of flight mass spectrometry (GC × GC–ToFMS) was considered. GC × GC–ToFMS application in the analysis of the exhaled breath of 32 children with allergic asthma, from which 10 had also allergic rhinitis, and 27 control children allowed the identification of several hundreds of compounds belonging to different chemical families. Multivariate analysis, using Partial Least Squares-Discriminant Analysis in tandem with Monte Carlo Cross Validation was performed to assess the predictive power and to help the interpretation of recovered compounds possibly linked to oxidative stress, inflammation processes or other cellular processes that may characterize asthma. The results suggest that the model is robust, considering the high classification rate, sensitivity, and specificity. A pattern of six compounds belonging to the alkanes characterized the asthmatic population: nonane, 2,2,4,6,6-pentamethylheptane, decane, 3,6-dimethyldecane, dodecane, and tetradecane. To explore future clinical applications, and considering the future role of molecular-based methodologies, a compound set was established to rapid access of information from exhaled breath, reducing the time of data processing, and thus, becoming more expedite method for the clinical purposes.

Simulador de escoamento multifásico em poços de petróleo (SEMPP)

The multiphase flow occurrence in the oil and gas industry is common throughout fluid path, production, transportation and refining. The multiphase flow is defined as flow simultaneously composed of two or more phases with different properties and immiscible. An important computational tool for the design, planning and optimization production systems is multiphase flow simulation in pipelines and porous media, usually made by multiphase flow commercial simulators. The main purpose of the multiphase flow simulators is predicting pressure and temperature at any point at the production system. This work proposes the development of a multiphase flow simulator able to predict the dynamic pressure and temperature gradient in vertical, directional and horizontal wells. The prediction of pressure and temperature profiles was made by numerical integration using marching algorithm with empirical correlations and mechanistic model to predict pressure gradient. The development of this tool involved set of routines implemented through software programming Embarcadero C++ Builder® 2010 version, which allowed the creation of executable file compatible with Microsoft Windows® operating systems. The simulator validation was conduct by computational experiments and comparison the results with the PIPESIM®. In general, the developed simulator achieved excellent results compared with those obtained by PIPESIM and can be used as a tool to assist production systems development

Modelos matemáticos para estimativa do consumo máximo de oxigênio pela ventilometria de esforço em indivíduos saudáveis

The relation between metabolic demand and maximal oxygen consumption during exercise have been investigated in different areas of knowledge. In the health field, the determination of maximal oxygen consumption (VO2max) is considered a method to classify the level of physical fitness or the risk of cardiocirculatory diseases. The accuracy to obtain data provides a better evaluation of functional responses and allows a reduction in the error margin at the moment of risk classification, as well as, at the moment of determination of aerobic exercise work load. In Brasil, the use of respirometry associated to ergometric test became an opition in the cardiorespiratory evaluation. This equipment allows predictions concerning the oxyredutase process, making it possible to identify physiological responses to physical effort as the respiratory threshold. This thesis focused in the development of mathematical models developed by multiple regression validated by the stepwise method, aiming to predict the VO2max based on respiratory responses to physical effort. The sample was composed of a ramdom sample of 181 healthy individuals, men and women, that were randomized to two groups: regression group and cross validation group (GV). The voluntiars were submitted to a incremental treadmill test; objetiving to determinate of the second respiratory threshold (LVII) and the Peak VO2max. Using the método forward addition method 11 models of VO2max prediction in trendmill were developded. No significative differences were found between the VO2max meansured and the predicted by models when they were compared using ANOVA One-Way and the Post Hoc test of Turkey. We concluded that the developed mathematical models allow a prediction of the VO2max of healthy young individuals based on the LVII

Uma fundamentação matemática para processamento digital de sinais intervalares

This work deals with a mathematical fundament for digital signal processing under point view of interval mathematics. Intend treat the open problem of precision and repesention of data in digital systems, with a intertval version of signals representation. Signals processing is a rich and complex area, therefore, this work makes a cutting with focus in systems linear invariant in the time. A vast literature in the area exists, but, some concepts in interval mathematics need to be redefined or to be elaborated for the construction of a solid theory of interval signal processing. We will construct a basic fundaments for signal processing in the interval version, such as basic properties linearity, stability, causality, a version to intervalar of linear systems e its properties. They will be presented interval versions of the convolution and the Z-transform. Will be made analysis of convergences of systems using interval Z-transform , a essentially interval distance, interval complex numbers , application in a interval filter.

Um sistema para estimação da vazão de gás de poços produzindo por Plunger Lift para vaso separador de teste em plataformas de petróleo

This work intends to analyze the behavior of the gas flow of plunger lift wells producing to well testing separators in offshore production platforms to aim a technical procedure to estimate the gas flow during the slug production period. The motivation for this work appeared from the expectation of some wells equipped with plunger lift method by PETROBRAS in Ubarana sea field located at Rio Grande do Norte State coast where the produced fluids measurement is made in well testing separators at the platform. The oil artificial lift method called plunger lift is used when the available energy of the reservoir is not high enough to overcome all the necessary load losses to lift the oil from the bottom of the well to the surface continuously. This method consists, basically, in one free piston acting as a mechanical interface between the formation gas and the produced liquids, greatly increasing the well s lifting efficiency. A pneumatic control valve is mounted at the flow line to control the cycles. When this valve opens, the plunger starts to move from the bottom to the surface of the well lifting all the oil and gas that are above it until to reach the well test separator where the fluids are measured. The well test separator is used to measure all the volumes produced by the well during a certain period of time called production test. In most cases, the separators are designed to measure stabilized flow, in other words, reasonably constant flow by the use of level and pressure electronic controllers (PLC) and by assumption of a steady pressure inside the separator. With plunger lift wells the liquid and gas flow at the surface are cyclical and unstable what causes the appearance of slugs inside the separator, mainly in the gas phase, because introduce significant errors in the measurement system (e.g.: overrange error). The flow gas analysis proposed in this work is based on two mathematical models used together: i) a plunger lift well model proposed by Baruzzi [1] with later modifications made by Bolonhini [2] to built a plunger lift simulator; ii) a two-phase separator model (gas + liquid) based from a three-phase separator model (gas + oil + water) proposed by Nunes [3]. Based on the models above and with field data collected from the well test separator of PUB-02 platform (Ubarana sea field) it was possible to demonstrate that the output gas flow of the separator can be estimate, with a reasonable precision, from the control signal of the Pressure Control Valve (PCV). Several models of the System Identification Toolbox from MATLAB® were analyzed to evaluate which one better fit to the data collected from the field. For validation of the models, it was used the AIC criterion, as well as a variant of the cross validation criterion. The ARX model performance was the best one to fit to the data and, this way, we decided to evaluate a recursive algorithm (RARX) also with real time data. The results were quite promising that indicating the viability to estimate the output gas flow rate from a plunger lift well producing to a well test separator, with the built-in information of the control signal to the PCV

Um ambiente computacional para modelagem simbólica de sistemas físicos lineares

Este trabalho propõe um ambiente computacional aplicado ao ensino de sistemas de controle, denominado de ModSym. O software implementa uma interface gráfica para a modelagem de sistemas físicos lineares e mostra, passo a passo, o processamento necessário à obtenção de modelos matemáticos para esses sistemas. Um sistema físico pode ser representado, no software, de três formas diferentes. O sistema pode ser representado por um diagrama gráfico a partir de elementos dos domínios elétrico, mecânico translacional, mecânico rotacional e hidráulico. Pode também ser representado a partir de grafos de ligação ou de diagramas de fluxo de sinal. Uma vez representado o sistema, o ModSym possibilita o cálculo de funções de transferência do sistema na forma simbólica, utilizando a regra de Mason. O software calcula também funções de transferência na forma numérica e funções de sensibilidade paramétrica. O trabalho propõe ainda um algoritmo para obter o diagrama de fluxo de sinal de um sistema físico baseado no seu grafo de ligação. Este algoritmo e a metodologia de análise de sistemas conhecida por Network Method permitiram a utilização da regra de Mason no cálculo de funções de transferência dos sistemas modelados no software

Estrutura ANFIS modificada para identificação e controle de plantas com ampla faixa de operação e não linearidade acentuada

In this work a modification on ANFIS (Adaptive Network Based Fuzzy Inference System) structure is proposed to find a systematic method for nonlinear plants, with large operational range, identification and control, using linear local systems: models and controllers. This method is based on multiple model approach. This way, linear local models are obtained and then those models are combined by the proposed neurofuzzy structure. A metric that allows a satisfactory combination of those models is obtained after the structure training. It results on plant s global identification. A controller is projected for each local model. The global control is obtained by mixing local controllers signals. This is done by the modified ANFIS. The modification on ANFIS architecture allows the two neurofuzzy structures knowledge sharing. So the same metric obtained to combine models can be used to combine controllers. Two cases study are used to validate the new ANFIS structure. The knowledge sharing is evaluated in the second case study. It shows that just one modified ANFIS structure is necessary to combine linear models to identify, a nonlinear plant, and combine linear controllers to control this plant. The proposed method allows the usage of any identification and control techniques for local models and local controllers obtaining. It also reduces the complexity of ANFIS usage for identification and control. This work has prioritized simpler techniques for the identification and control systems to simplify the use of the method

Predição de promotores de Bacillus subtilis usando técnicas de aprendizado de máquina

One of the most important goals of bioinformatics is the ability to identify genes in uncharacterized DNA sequences on world wide database. Gene expression on prokaryotes initiates when the RNA-polymerase enzyme interacts with DNA regions called promoters. In these regions are located the main regulatory elements of the transcription process. Despite the improvement of in vitro techniques for molecular biology analysis, characterizing and identifying a great number of promoters on a genome is a complex task. Nevertheless, the main drawback is the absence of a large set of promoters to identify conserved patterns among the species. Hence, a in silico method to predict them on any species is a challenge. Improved promoter prediction methods can be one step towards developing more reliable ab initio gene prediction methods. In this work, we present an empirical comparison of Machine Learning (ML) techniques such as Na¨ýve Bayes, Decision Trees, Support Vector Machines and Neural Networks, Voted Perceptron, PART, k-NN and and ensemble approaches (Bagging and Boosting) to the task of predicting Bacillus subtilis. In order to do so, we first built two data set of promoter and nonpromoter sequences for B. subtilis and a hybrid one. In order to evaluate of ML methods a cross-validation procedure is applied. Good results were obtained with methods of ML like SVM and Naïve Bayes using B. subtilis. However, we have not reached good results on hybrid database

Desenvolvimento de perfis aerodinâmicos a partir de suas características utilizando redes neurais artificiais

One of the current major concerns in engineering is the development of aircrafts that have low power consumption and high performance. So, airfoils that have a high value of Lift Coefficient and a low value for the Drag Coefficient, generating a High-Efficiency airfoil are studied and designed. When the value of the Efficiency increases, the aircraft s fuel consumption decreases, thus improving its performance. Therefore, this work aims to develop a tool for designing of airfoils from desired characteristics, as Lift and Drag coefficients and the maximum Efficiency, using an algorithm based on an Artificial Neural Network (ANN). For this, it was initially collected an aerodynamic characteristics database, with a total of 300 airfoils, from the software XFoil. Then, through the software MATLAB, several network architectures were trained, between modular and hierarchical, using the Back-propagation algorithm and the Momentum rule. For data analysis, was used the technique of cross- validation, evaluating the network that has the lowest value of Root Mean Square (RMS). In this case, the best result was obtained for a hierarchical architecture with two modules and one layer of hidden neurons. The airfoils developed for that network, in the regions of lower RMS, were compared with the same airfoils imported into the software XFoil

Recuperação e purificação de quitosanases usando adsorção em leito expandido com streamline DEAE com modelagem e simulação usando redes neurais

Expanded Bed Adsorption (EBA) is an integrative process that combines concepts of chromatography and fluidization of solids. The many parameters involved and their synergistic effects complicate the optimization of the process. Fortunately, some mathematical tools have been developed in order to guide the investigation of the EBA system. In this work the application of experimental design, phenomenological modeling and artificial neural networks (ANN) in understanding chitosanases adsorption on ion exchange resin Streamline® DEAE have been investigated. The strain Paenibacillus ehimensis NRRL B-23118 was used for chitosanase production. EBA experiments were carried out using a column of 2.6 cm inner diameter with 30.0 cm in height that was coupled to a peristaltic pump. At the bottom of the column there was a distributor of glass beads having a height of 3.0 cm. Assays for residence time distribution (RTD) revelead a high degree of mixing, however, the Richardson-Zaki coefficients showed that the column was on the threshold of stability. Isotherm models fitted the adsorption equilibrium data in the presence of lyotropic salts. The results of experiment design indicated that the ionic strength and superficial velocity are important to the recovery and purity of chitosanases. The molecular mass of the two chitosanases were approximately 23 kDa and 52 kDa as estimated by SDS-PAGE. The phenomenological modeling was aimed to describe the operations in batch and column chromatography. The simulations were performed in Microsoft Visual Studio. The kinetic rate constant model set to kinetic curves efficiently under conditions of initial enzyme activity 0.232, 0.142 e 0.079 UA/mL. The simulated breakthrough curves showed some differences with experimental data, especially regarding the slope. Sensitivity tests of the model on the surface velocity, axial dispersion and initial concentration showed agreement with the literature. The neural network was constructed in MATLAB and Neural Network Toolbox. The cross-validation was used to improve the ability of generalization. The parameters of ANN were improved to obtain the settings 6-6 (enzyme activity) and 9-6 (total protein), as well as tansig transfer function and Levenberg-Marquardt training algorithm. The neural Carlos Eduardo de Araújo Padilha dezembro/2013 9 networks simulations, including all the steps of cycle, showed good agreement with experimental data, with a correlation coefficient of approximately 0.974. The effects of input variables on profiles of the stages of loading, washing and elution were consistent with the literature

NUMERICAL SIMULATION of THE BEHAVIOR of THE BEHAVIOR of REINFORCED CONCRETE BEAMS and COLUMNS BY FEM CAASTEM 2000 PROGRAM

The objective of this paper is the numerical study of the behavior of reinforced concrete beams and columns by non-linear numerical simulations. The numerical analysis is based on the finite element method implemented in CASTEM 2000. This program uses the constitutive elastoplastic perfect model for the steel, the Drucker-Prager model for the concrete and the Newton-Raphson for the solution of non-linear systems. This work concentrates on the determination of equilibrium curves to the beams and force-strain curves to the columns. The numeric responses are confronted with experimental results found in the literature in order to check there liability of the numerical analyses.

Fast-forward/fast-backward substitutions on vector computers

This paper deals with approaches for sparse matrix substitutions using vector processing. Many publications have used the W-matrix method to solve the forward/backward substitutions on vector computer. Recently a different approach has been presented using dependency-based substitution algorithm (DBSA). In this paper the focus is on new algorithms able to explore the sparsity of the vectors. The efficiency is tested using linear systems from power systems with 118, 320, 725 and 1729 buses. The tests were performed on a CRAY Y MP2E/232. The speedups for a fast-forward/fast-backward using a 1729-bus system are near 19 and 14 for real and complex arithmetic operations, respectively. When forward/backward is employed the speedups are about 8 and 6 to perform the same simulations.

On relaxed LMI-based design for fuzzy controllers

Relaxed conditions for stability of nonlinear continuous-time systems given by fuzzy models axe presented. A theoretical analysis shows that the proposed method provides better or at least the same results of the methods presented in the literature. Digital simulations exemplify this fact. This result is also used for fuzzy regulators design. The nonlinear systems are represented by fuzzy models proposed by Takagi and Sugeno. The stability analysis and the design of controllers axe described by LMIs (Linear Matrix Inequalities), that can be solved efficiently using convex programming techniques.

Adaptive filter feature identification for structural health monitoring in an aeronautical panel

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)