Aspectos concorrenciais no mercado de leite fluido: um teste empírico no município de São Paulo

O objetivo deste trabalho é caracterizar o padrão de concorrência no mercado de leite fluido (longa vida e pasteurizado) na cidade de São Paulo a partir de evidências sobre os movimentos de preços no varejo e do comportamento das margens de mercado. Utilizou-se o modelo originalmente proposto por Houck (1977) acrescido das observações feitas por Carman e Sexton (2005). Essa abordagem separa as variáveis explicativas entre aumentos e diminuições de preços pagos ao produtor. Além de maior clareza na sua estrutura, essa construção permite comparar a defasagem entre esses dois movimentos e estudar a estratégia de preços dos agentes a partir das margens dos intermediários. O período analisado foi de dezembro de 1999 à dezembro de 2005, com dados de preços ao consumidor da FIPE e dados de preços ao produtor da CEPEA/ USP. Identificou-se que o padrão de concorrência do leite longa vida é bastante diverso do encontrado para o leite pasteurizado. Enquanto para o longa vida o padrão de concorrência é mais próximo do modelo competitivo, para o leite pasteurizado o padrão encontrado foi de pouca concorrência. Para compreender essas diferenças, foi discutido o aspecto locacional do varejo e a importância do mercado relevante geográfico. Os resultados permitem algumas inferências para análises setoriais e de políticas públicas voltadas à produção leiteira. O vertiginoso crescimento das vendas de leite longa vida, absorvendo grande parte do mercado antes abastecido pelo leite pasteurizado, trouxe maior concorrência nos segmentos de indústria e distribuição, assim como maior velocidade de transmissão de preços ao longo da cadeia produtiva. Entretanto, a precificação com markups com percentual fixo, observada no leite longa vida, indica que indústria e distribuição gozam de algum poder de mercado e que variações de custo da matéria-prima são repassadas mais que proporcionalmente, em termos absolutos, ao consumidor final.

Demanda de moeda no Brasil : uma análise por meio do Filtro de Kalman

Busca-se como objetivo geral, através da estimação de uma equação de demanda por moeda de longo prazo para o Brasil, período 1980-2001, testar a sua estabilidade, o que implica analisar a evolução dos coeficientes ao longo do tempo, bem como mensurar o desempenho acerca do grau de previsibilidade de demanda futura por encaixes reais, comparando sua eficiência no prognóstico com aquelas que se obteriam utilizando técnicas de estimação Mínimos Quadrados Ordinários (MQO) e Mínimos Quadrados Ordinários Recursivos (MQOR), ambas de caráter não adaptativo. Além disso, como resultado da análise percuciente das trajetórias dos parâmetros, a política monetária exercida no período é recuperada. Os resultados rejeitam a hipótese nula de estabilidade da demanda de moeda, encontrando-se que os parâmetros apresentam flutuações importantes não ilustradas pelo procedimento MQO, tendo se destacado o período 1986-1992 como o mais instável. Como era de se esperar, nos testes de capacidade de previsão, a estimação por meio do Filtro de Kalman supera as demais técnicas, evidenciando a ocorrência de mudanças nos regimes de política.

O filtro sensorial P50 em transtornos neuropsiquiátricos e a sua modulação por cafeína

O paradigma do P50 é uma técnica eletrofisiológica útil na investigação da neurobiologia básica subjacente aos defeitos de processamento sensorial que caracterizam algumas doenças mentais, mais tradicionalmente associados à esquizofrenia. Nessa tese replica-se e amplia-se o estudo do filtro sensorial P50 em algumas condições neurológicas e psiquiátricas. Foram replicados os achados de perda de supressão na esquizofrenia, na doença de Parkinson e no transtorno de estresse pós-traumático (avaliando pioneiramente vítimas de violência urbana). O filtro sensorial P50 em populações com transtorno de pânico, com transtorno obsessivo-compulsivo e na doença de Machado-Joseph, uma ataxia cerebelar, foi avaliado pela primeira vez. Em todas estas patologias documentou-se uma perda da supressão do P50. Também se investigou os efeitos da modulação do filtro sensorial por cafeína (a substância psicoativa mais consumida no mundo todo, um antagonista não-seletivo dos receptores de adenosina do tipo A1 e A2A), administrada por via oral a 24 voluntários saudáveis em diferentes doses (100, 200 e 400 mg e placebo). As doses de 200mg e 400 mg reduziram a supressão do P50. O efeito da cafeína foi independente do gênero e do uso habitual de cafeína. Usuários (n=15) mostraram valores basais diferentes quando comparados aos não usuários (n=9), com amplitudes S2 menores. Os resultados obtidos com a teofilina, num estudo prévio, e com a cafeína foram reanalizados, mostrando uma perda transitória de supressão do P50 mais pronunciada à direita, sugerindo uma alteração no padrão de lateralização do filtro sensorial P50 mediada pelo uso de metil-xantinas. Estes achados reforçam a participação da adenosina na modulação do filtro sensorial P50 e indicam que a ingestão de cafeína deva ser controlada neste tipo de estudo. Dessa forma, demonstra-se que uma supressão do P50 alterada é um achado pouco específico. Uma vez que a supressão do P50 pode ser alterada por uma situação habitual como o uso de bebidas que contém cafeína, é possível que a perda da supressão não seja necessáriariamente ruim, mesmo que ela esteja potencialmente associada a uma vulnerabilidade maior para doenças neuropsiquiátricas.

Estimativa de provisões de IBNR utilizando espaço de estados e filtro de Kalman : um caso brasileiro

Esta dissertação pretende discutir a provisão de sinistros do tipo IBNR, bem como qual a melhor forma de estimar estas provisões. Para tanto, serão utilizados dados reais de uma grande seguradora Brasileira para um produto de seguro de um ramo Não Vida. Serão utilizados no cálculo o clássico método Chain Ladder e em contrapartida um modelo de Espaço de Estados e Filtro de Kalman, discutindo as flexibilidades, vantagens e desvantagens de se utilizar tal metodologia.

Previsão da estrutura a termo de taxa de juros aplicando o Filtro de Kalman ao modelo Vasicek: o caso brasileiro

Este trabalho tem o objetivo de testar a qualidade preditiva do Modelo Vasicek de dois fatores acoplado ao Filtro de Kalman. Aplicado a uma estratégia de investimento, incluímos um critério de Stop Loss nos períodos que o modelo não responde de forma satisfatória ao movimento das taxas de juros. Utilizando contratos futuros de DI disponíveis na BMFBovespa entre 01 de março de 2007 a 30 de maio de 2014, as simulações foram realizadas em diferentes momentos de mercado, verificando qual a melhor janela para obtenção dos parâmetros dos modelos, e por quanto tempo esses parâmetros estimam de maneira ótima o comportamento das taxas de juros. Os resultados foram comparados com os obtidos pelo Modelo Vetor-auto regressivo de ordem 1, e constatou-se que o Filtro de Kalman aplicado ao Modelo Vasicek de dois fatores não é o mais indicado para estudos relacionados a previsão das taxas de juros. As limitações desse modelo o restringe em conseguir estimar toda a curva de juros de uma só vez denegrindo seus resultados.

Obtenção de filtro cerâmico a partir da diatomita e casca de arroz carbonizada visando tratamento de efluente têxtil

The effluents released by the textile industry have high concentrations of alkali, carbohydrates, proteins, in addition to colors containing heavy metals. Therefore, a filter was prepared aiming primarily to the removal of color. In order to prepare this filter, rice hulls and diatomite were used, which have in their structure, basically amorphous hydrated silica. The silica exists in three crystalline forms: quartz, tridymite and cristobalite. In accordance with the above considerations, this study was divided into two stages; the first corresponds to the preparation of the filter and the second to carry out the tests in the effluent/filter in order to verify the efficiency of the color removal. First, the raw material was subjected to a chemical analysis and XRD, and then the diatomite was mixed, via humid, with a planetarium windmill with 20 %, 40 %, 60 % and 80 % of rice husk ash. To the mixture, 5 % carboxymethylcellulose (CMC) was added as a binder at room temperature. The samples were uniaxially compacted into metallic matrix of 0.3 x 0.1 cm² of area at a pressure of 167 MPa by means of hydraulic press and then sintered at temperatures of 1,000 °C, 1,200 °C and 1,400 °C for 1 h and submitted to granulometry test using laser, linear retraction, water absorption, apparent porosity and resistance to bending, DTA, TMA and XRD. To examine the pore structure of the samples scanning electron microscope (SEM) was used. Also tests were carried out in a mercury porosimeter to verify the average size of the pores and real density of the samples. In the second stage, samples of the effluent were collected from a local industry, whose name will be preserved, located in Igapó, in the State of Rio Grande do Norte - RN. The effluent was first pretreated before filtration and then subjected to a treatment of flotation. The effluent was then characterized before and after filtration, with parameters of color, turbidity, suspended solids, pH, chemical and biochemical oxygen demand (COD and BOD). Thus, through the XRD analysis the formation of cristobalite α in all samples was observed. The best average size of pore was found to be 1.75 μm with 61.04 % apparent porosity, thus obtaining an average 97.9 % color removal and 99.8 % removal of suspended solid

Estudo comparativo da utilização do nitrogênio como fluido alternativo após a injeção de vapor

Currently, due to part of world is focalized to petroleum, many researches with this theme have been advanced to make possible the production into reservoirs which were classified as unviable. Because of geological and operational challenges presented to oil recovery, more and more efficient methods which are economically successful have been searched. In this background, steam flood is in evidence mainly when it is combined with other procedures to purpose low costs and high recovery factors. This work utilized nitrogen as an alternative fluid after steam flood to adjust the best combination of alternation between these fluids in terms of time and rate injection. To describe the simplified economic profile, many analysis based on liquid cumulative production were performed. The completion interval and injection fluid rates were fixed and the oil viscosity was ranged at 300 cP, 1.000 cP and 3.000 cP. The results defined, for each viscosity, one specific model indicating the best period to stop the introduction of steam and insertion of nitrogen, when the first injected fluid reached its economic limit. Simulations in physics model defined from one-eighth nine-spot inverted were realized using the commercial simulator Steam, Thermal and Advanced Processes Reservoir Simulator STARS of Computer Modelling Group CMG

Simulador de dano à formação, aplicado ao Projeto e à execução da perfuração de poços de petróleo

With the high oil price variability, the petroleum and the reservoir engineers are usually face to face on how they can evaluate the well performance and productivity. They can improve high productivity from the well construction to the secondary recoveries, but they have never tried a measurement in the drilling operations about the lower productivity index. As a rule, frequently the drilling operations hear from the reservoir engineering and geology that, if there is a formation damage, probably some drilling operations practices were not done properly or the good practice in petroleum engineering or mud engineering were not observed. The study in this working search is an attempt of how to measure a formation damage just from the project drilling to the drilling operations, with datum from the fields in Brazilian northeast and putting into practice a Simulator developed from the modeling on the theory offered by different experts and sources in formation damage

Filtro kl/dvs para atenuação do ruído "ground roll"

In geophysics there are several steps in the study of the Earth, one of them is the processing of seismic records. These records are obtained through observations made on the earth surface and are useful for information about the structure and composition of the inaccessible parts in great depths. Most of the tools and techniques developed for such studies has been applied in academic projects. The big problem is that the seismic processing power unwanted, recorded by receivers that do not bring any kind of information related to the reflectors can mask the information and/or generate erroneous information from the subsurface. This energy is known as unwanted seismic noise. To reduce the noise and improve a signal indicating a reflection, without losing desirable signals is sometimes a problem of difficult solution. The project aims to get rid of the ground roll noise, which shows a pattern characterized by low frequency, low rate of decay, low velocity and high amplituds. The Karhunen-Loève Transform is a great tool for identification of patterns based on the eigenvalues and eigenvectors. Together with the Karhunen-Loève Transform we will be using the Singular Value Decomposition, since it is a great mathematical technique for manipulating data

Implementação experimental de filtro ativo paralelo de potência com aplicação a gerador de indução trifásico

This work describes the experimental implementation of a shunt active power filter applied to a three-phase induction generator. The control strategy of active filter turned to the excitation control of the machine and to decrease the harmonics in the generator output current. Involved the implementation of a digital PWM switching, and was made a comparison of two techniques for obtaining the reference currents. The first technique is based on the synchronous dq reference method and the second on the theory of instantaneous power. The comparison is performed via simulation and experimental results. To obtain the experimental results, was mounted a bench trial and the control and communications needed were implemented using DSP - MS320F2812. The simulation results and experimental data proved the efficiency of the filter to apply, highlighting the technique of instantaneous power

Estratégia de controle robusto para filtro ativo paralelo sem detecção de harmônicos de correntes

Conventional control strategies used in shunt active power filters (SAPF) employs real-time instantaneous harmonic detection schemes which is usually implements with digital filters. This increase the number of current sensors on the filter structure which results in high costs. Furthermore, these detection schemes introduce time delays which can deteriorate the harmonic compensation performance. Differently from the conventional control schemes, this paper proposes a non-standard control strategy which indirectly regulates the phase currents of the power mains. The reference currents of system are generated by the dc-link voltage controller and is based on the active power balance of SAPF system. The reference currents are aligned to the phase angle of the power mains voltage vector which is obtained by using a dq phase locked loop (PLL) system. The current control strategy is implemented by an adaptive pole placement control strategy integrated to a variable structure control scheme (VS¡APPC). In the VS¡APPC, the internal model principle (IMP) of reference currents is used for achieving the zero steady state tracking error of the power system currents. This forces the phase current of the system mains to be sinusoidal with low harmonics content. Moreover, the current controllers are implemented on the stationary reference frame to avoid transformations to the mains voltage vector reference coordinates. This proposed current control strategy enhance the performance of SAPF with fast transient response and robustness to parametric uncertainties. Experimental results are showing for determining the effectiveness of SAPF proposed control system

Estudos e projetos de filtro interdigital em microfita para aplicação prática ao transponder do satélite ITASAT

This work shows a theoretical analysis together with numerical and experimental results of transmission characteristics from the microstrip bandpass filters with different geometries. These filters are built over isotropic dielectric substrates. The numerical analysis is made by specifical commercial softwares, like Ansoft Designer and Agilent Advanced Design System (ADS). In addition to these tools, a Matlab Script was built to analyze the filters through the Finite-Difference Time-Domain (FDTD) method. The filters project focused the development of the first stage of filtering in the ITASAT s Transponder receptor, and its integration with the others systems. Some microstrip filters architectures have been studied, aiming the viability of implementation and suitable practical application for the purposes of the ITASAT Project due to its lowspace occupation in the lower UHF frequencies. The ITASAT project is a Universityexperimental project which will build a satellite to integrate the Brazilian Data Collect System s satellite constellation, with efforts of many Brazilian institutes, like for example AEB (Brazilian Spatial Agency), ITA (Technological Institute of Aeronautics), INPE/CRN (National Institute of Spatial Researches/Northeastern Regional Center) and UFRN (Federal University of Rio Grande do Norte). Comparisons were made between numerical and experimental results of all filters, where good agreements could be noticed, reaching the most of the objectives. Also, post-work improvements were suggested.

Controle vetorial para velocidade de um motor de indução trifásico utilizando estimador filtro de Kalman

This paper describes the study, computer simulation and feasibility of implementation of vector control speed of an induction motor using for this purpose the Extended Kalman Filter as an estimator of rotor flux. The motivation for such work is the use of a control system that requires no sensors on the machine shaft, thus providing a considerable cost reduction of drives and their maintenance, increased reliability, robustness and noise immunity as compared to control systems with conventional sensors

Simulação computacional da interação fluido-estrutura em bombas de cavidades progressivas

The pumping through progressing cavities system has been more and more employed in the petroleum industry. This occurs because of its capacity of elevation of highly viscous oils or fluids with great concentration of sand or other solid particles. A Progressing Cavity Pump (PCP) consists, basically, of a rotor - a metallic device similar to an eccentric screw, and a stator - a steel tube internally covered by a double helix, which may be rigid or deformable/elastomeric. In general, it is submitted to a combination of well pressure with the pressure generated by the pumping process itself. In elastomeric PCPs, this combined effort compresses the stator and generates, or enlarges, the clearance existing between the rotor and the stator, thus reducing the closing effect between their cavities. Such opening of the sealing region produces what is known as fluid slip or slippage, reducing the efficiency of the PCP pumping system. Therefore, this research aims to develop a transient three-dimensional computational model that, based on single-lobe PCP kinematics, is able to simulate the fluid-structure interaction that occurs in the interior of metallic and elastomeric PCPs. The main goal is to evaluate the dynamic characteristics of PCP s efficiency based on detailed and instantaneous information of velocity, pressure and deformation fields in their interior. To reach these goals (development and use of the model), it was also necessary the development of a methodology for generation of dynamic, mobile and deformable, computational meshes representing fluid and structural regions of a PCP. This additional intermediary step has been characterized as the biggest challenge for the elaboration and running of the computational model due to the complex kinematic and critical geometry of this type of pump (different helix angles between rotor and stator as well as large length scale aspect ratios). The processes of dynamic generation of meshes and of simultaneous evaluation of the deformations suffered by the elastomer are fulfilled through subroutines written in Fortan 90 language that dynamically interact with the CFX/ANSYS fluid dynamic software. Since a structural elastic linear model is employed to evaluate elastomer deformations, it is not necessary to use any CAE package for structural analysis. However, an initial proposal for dynamic simulation using hyperelastic models through ANSYS software is also presented in this research. Validation of the results produced with the present methodology (mesh generation, flow simulation in metallic PCPs and simulation of fluid-structure interaction in elastomeric PCPs) is obtained through comparison with experimental results reported by the literature. It is expected that the development and application of such a computational model may provide better details of the dynamics of the flow within metallic and elastomeric PCPs, so that better control systems may be implemented in the artificial elevation area by PCP

Desenvolvimento e caracterização de soluções ternárias água-glicerol-propilenoglicol como fluido refrigerante secundário

Conselho Nacional de Desenvolvimento Científico e Tecnológico