Modelo Nelson-Siegel dinâmico da estrutura a termo da taxa de juros com fatores exógenos macroeconômicos: uma aplicação ao mercado brasileiro

A tradicional representação da estrutura a termo das taxas de juros em três fatores latentes (nível, inclinação e curvatura) teve sua formulação original desenvolvida por Charles R. Nelson e Andrew F. Siegel em 1987. Desde então, diversas aplicações vêm sendo desenvolvidas por acadêmicos e profissionais de mercado tendo como base esta classe de modelos, sobretudo com a intenção de antecipar movimentos nas curvas de juros. Ao mesmo tempo, estudos recentes como os de Diebold, Piazzesi e Rudebusch (2010), Diebold, Rudebusch e Aruoba (2006), Pooter, Ravazallo e van Dijk (2010) e Li, Niu e Zeng (2012) sugerem que a incorporação de informação macroeconômica aos modelos da ETTJ pode proporcionar um maior poder preditivo. Neste trabalho, a versão dinâmica do modelo Nelson-Siegel, conforme proposta por Diebold e Li (2006), foi comparada a um modelo análogo, em que são incluídas variáveis exógenas macroeconômicas. Em paralelo, foram testados dois métodos diferentes para a estimação dos parâmetros: a tradicional abordagem em dois passos (Two-Step DNS), e a estimação com o Filtro de Kalman Estendido, que permite que os parâmetros sejam estimados recursivamente, a cada vez que uma nova informação é adicionada ao sistema. Em relação aos modelos testados, os resultados encontrados mostram-se pouco conclusivos, apontando uma melhora apenas marginal nas estimativas dentro e fora da amostra quando as variáveis exógenas são incluídas. Já a utilização do Filtro de Kalman Estendido mostrou resultados mais consistentes quando comparados ao método em dois passos para praticamente todos os horizontes de tempo estudados.

Inspeção e monitorização de estruturas em engenharia civil: utilização de UAV na inspeção e monitorização

Nesta tese são abordadas as tipologias e metodologias de monitorização e observação de infraestruturas em engenharia civil, nomeadamente através de aplicação de vários métodos de medição, de ensaios e também com implementação de sensores. Esta tese pretende abordar de uma forma mais concreta a utilização de plataformas UAV (Unmanned Aerial Vehicle) que apresentam vantagens consideráveis para ser utilizado na monitorização de infraestruturas devido à rapidez de aquisição de dados, mobilidade, segurança e ao baixo custo de aquisição e exploração. A monitorização com UAV consiste no aproveitamento de uma plataforma que pode transportar variadíssimos equipamentos para registo de dados, como câmaras e sensores de várias ordens, de uma forma rápida, económica e segura. Os UAV’s possibilitam o tratamento rápido da informação por eles recolhida, em tempo real ou em pós-processamento. Os dados recolhidos, dependendo do tipo de infraestruturas e objetivos, podem ser analisados com diversas aplicações que tratam os dados de acordo com as necessidades, tais como, modelação em 3D, modelos de elevação, cálculo de áreas, termografia, fotogrametria, etc. Nesta tese são apresentados alguns casos práticos onde se evidencia a vantagem da utilização do UAV na monitorização de infraestruturas, onde se verifica a rapidez, eficiência e qualidade na recolha de informação com o reduzido custo de exploração.

Sistema de transmissão de dados de uma aplicação remota

O principal objetivo deste projeto foi propor um sistema de aquisição de dados de uma aplicação remota. Existem diversas aplicações que requerem a recolha de informação remota, sendo, para isso, necessário estabelecer um sistema de comunicação dedicado. Este trabalho procurou encontrar as melhores soluções para o problema em causa, testando e avaliado um sistema de comunicação. Para testar o sistema foi desenvolvido um protótipo de monotorização de parâmetros ambientais, que mede periodicamente os valores de temperatura, humidade, luminosidade e pressão atmosférica. A comunicação entre sensores foi realizada com recurso a rádios XBee com protocolo Zigbee. Foi, também, desenvolvido um nó de coordenação que tem como objetivo principal gerir e manter todo o sistema de aquisição de dados. Este protótipo recebe, valida e armazena num cartão SD todos os dados provenientes do nó sensor e periodicamente envia os dados para um servidor com acesso a internet. A aquisição de dados em aplicações remotas, normalmente, é efetuada em zonas de ausência de energia elétrica. Então, tendo em consideração a capacidade reduzida dos sistemas de armazenamento de energia, foram desenvolvidos sistemas de alimentação através de energia solar, focando-se no mínimo de consumo possível. Para a comunicação de longa distância foi implementado e testado um sistema de feixes hertzianos. Estudou-se a propagação, utilizando a banda isenta de licença dos 2,4 GHz. Projetou-se uma ligação entre dois pontos e procedeu-se à validação das áreas de cobertura, a qual requer a estimação do sinal nos pontos de interesse. Verificou-se as zonas de interferência e as zonas onde o sinal é fraco ou está no seu limite. O desenvolvimento deste sistema de comunicação foi fundamentado com a análise e avaliação dos modelos de propagação, juntamente com o software criado em plataforma Matlab. Finalmente foram apresentadas as conclusões e algumas sugestões de trabalhos futuros.

kit educacional para controle e supervisão aplicado a nível

PEREIRA, J. P. ; CASTRO, B. P. S. ; VALENTIM, R. A. M. . Kit Educacional para Controle e Supervisão Aplicado a Nível. Holos, Natal, v. 2, p. 68-72, 2009

Estudo e desenvolvimento de um capacitor eletrolítico de nióbio

It seeks to find an alternative to the current tantalum electrolytic capacitors in the market due to its high cost. Niobium is a potential substitute, since both belong to the same group of the periodic table and because of this have many similar physical and chemical properties. Niobium has several technologically important applications, and Brazil has the largest reserves, around 96%. There are including niobium in reserves of tantalite and columbite in Rio Grande do Norte. These electrolytic capacitors have high capacitance specifies, ie they can store high energy in small volumes compared to other types of capacitors. This is the main attraction of this type of capacitor because is growing demand in the production of capacitors with capacitance specifies increasingly high, this because of the miniaturization of various devices such as GPS devices, televisions, computers, phones and many others. The production route of the capacitor was made by powder metallurgy. The initial niobium powder supplied by EEL-USP was first characterized by XRD, SEM, XRF and laser particle size, to then be sieved into three particle size, 200, 400 e 635mesh. The powders were then compacted and sintered at 1350, 1450 and 1550°C using two sintering time 30 and 60min. Sintering is one of the most important parts of the process as it affects properties as porosity and surface cleaning of the samples, which greatly affected the quality of the capacitor. The sintered samples then underwent a process of anodic oxidation, which created a thin film of niobium pentóxido over the whole porous surface of the sample, this film is the dielectric capacitor. The oxidation process variables influence the performance of the film and therefore the capacitor. The samples were characterized by electrical measurements of capacitance, loss factor, ESR, relative density, porosity and surface area. After the characterizations was made an annealing in air ate 260ºC for 60min. After this treatment were made again the electrical measurements. The particle size of powders and sintering affected the porosity and in turn the specific area of the samples. The larger de area of the capacitor, greater is the capacitance. The powder showed the highest capacitance was with the smallest particle size. Higher temperatures and times of sintering caused samples with smaller surface area, but on the other hand the cleaning surface impurities was higher for this cases. So a balance must be made between the gain that is achieved with the cleaning of impurities and the loss with the decreased in specific area. The best results were obtained for the temperature of 1450ºC/60min. The influence of annealing on the loss factor and ESR did not follow a well-defined pattern, because their values increased in some cases and decreased in others. The most interesting results due to heat treatment were with respect to capacitance, which showed an increase for all samples after treatment

Efeito da adição dos azocorantes DR73 e DB79 nas propriedades do poli(metacrilato de metila)

Currently new polymeric materials have been developed to replace other of traditionally materials classes. The use of dyes allows to expand and to diversify the applications in the polymeric materials development. In this work the behavior and ability of azo dyes Disperse Blue 79 (DB79) and Disperse Red 73 (DR73) on poly(methyl methacrylate) (PMMA) were studied. Two types of mixtures were used in the production of masterbatches: 1) rheometer 2) solution. Processing by extrusion-blow molding of PMMA was carried out in order to evaluate the applications of polymeric films. Thermal analysis were performed by thermogravimetry to evaluate polymer and azo dyes thermal stability. Colorimetric analysis were obtained through monitoring the spectral variations associated with sys/trans/anti azo dyes isomerization process Colorimetric data were treated and evaluated in accordance to the color system RGB and CIEL*ab, by monitoring the color change as function of time. Mechanical properties, characterized by tensile tests, were evaluated and correlated with the presence and content of azo dyes in the samples. Analyses by scanning electronic microscopy (SEM) were performed on the surfaces of samples to check the azo dye dispersion after the mixing process. It was concluded that the production of PMMA/azo dyes is possible and feasible, and the mixtures produced had synergy of properties for use in various applications

Obtenção e caracterização de dióxido de estanho nanoestruturado pelo método de síntese contínua por combustão em solução

Continuous Synthesis by Solution Combustion was employed in this work aiming to obtain tin dioxide nanostructured. Basically, a precursor solution is prepared and then be atomized and sprayed into the flame, where its combustion occurs, leading to the formation of particles. This is a recent technique that shows an enormous potential in oxides deposition, mainly by the low cost of equipment and precursors employed. The tin dioxide (SnO2) nanostructured has been widely used in various applications, especially as gas sensors and varistors. In the case of sensors based on semiconducting ceramics, where surface reactions are responsible for the detection of gases, the importance of surface area and particle size is even greater. The preference for a nanostructured material is based on its significant increase in surface area compared to conventional microcrystalline powders and small particle size, which may benefit certain properties such as high electrical conductivity, high thermal stability, mechanical and chemical. In this work, were employed as precursor solution tin chloride dehydrate diluted in anhydrous ethyl alcohol. Were utilized molar ratio chloride/solvent of 0,75 with the purpose of investigate its influence in the microstructure of produced powder. The solution precursor flux was 3 mL/min. Analysis with X-ray diffraction appointed that a solution precursor with molar ratio chloride/solvent of 0,75 leads to crystalline powder with single phase and all peaks are attributed to phase SnO2. Parameters as distance from the flame with atomizer distance from the capture system with the pilot, molar ratio and solution flux doesn t affect the presence of tin dioxide in the produced powder. In the characterization of the obtained powder techniques were used as thermogravimetric (TGA) and thermodiferential analysis (DTA), particle size by laser diffraction (GDL), crystallographic analysis by X-ray diffraction (XRD), morphology by scanning electron microscopy (SEM), transmission electron microscopy (TEM), specific surface area (BET) and electrical conductivity analysis. The techniques used revealed that the SnO2 exhibits behavior of a semiconductor material, and a potentially promising material for application as varistor and sensor systems for gas

Obtenção de uma porcelana dielétrica a partir de matérias-primas do Rio Grande do Norte

The dielectric porcelain is usually obtained by mixing various raw materials proportions and is used in the production of electronic equipment for various applications, from capacitors of high and low Power to insulators for low, medium, high and extra high voltage, which are used in distribution lines and transmission of electricity.This work was directed to the s tudy of technological properties of technic porcelain, made from raw materials extracted from pegmatites found in the regions of Seridó and the Alto Oeste of Rio Grande do Norte, which are made of kaolin, quartz and feldspar, abundant and high quality in these regions. The technic ceramics were obtained by mixing in appropriate levels, kaolin, feldspar, quartz and clay, the last item from a pottery in the city of Sao Gonçalo do Amarante, Rio Grande do Norte. During the development the following characterizations correlated to raw materials were made: laser particle sizing, x-ray diffraction, DTA and TG. The compositions studied were formed by uniaxial pressing at a pressure of 50 MPa and sintered at temperatures ranging from 1150 to 1350ºC and levels (times) of sintering between 30, 60, 90 and 120 minutes. The characterization of the samples were taken from the analysis of weight loss, linear shrinkage, porosity, stoneware curve, bulk density, flexural strength of three points, SEM and X-ray diffraction, TMA, Dielectric and cross Resistivity. The studied materials can be employed in producing the objects used in electrical engineering such as: insulators for low, medium and high-voltage electrical systems, command devices, bushing insulation for transformers, power capacitors, spark plugs, receptacles for fluorescent and incandescent light bulbs and others

Estudo sobre as potencialidades de compósitos à base de gesso e fibras de coco seco para aplicação na construção civil

The use of gypsum, one of the oldest building materials for the construction industry in the country has been experiencing a significant and steady growth, due to its low cost and some of its properties that confer comparative advantage over other binder materials. Its use comprises various applications including the coating of walls and the production of internal seals and linings. Moreover, the fibers are being increasingly incorporated into arrays fragile in an attempt to improve the properties of the composite by reducing the number of cracks, the opening of the same and its propagation velocity. Other properties, depending on the function of the component material or construction, among these thermal and acoustic performances, are of great importance in the context of buildings and could be improved, that is, having better performance with this embodiment. Conduct a comparative study of physico-mechanical, thermal and acoustic composite gypsum incorporating dry coconut fiber, in the form of blanket, constituted the main objective of this work. Improving the thermal and acoustic performances of precast gypsum, used for lining and internal vertical fences of buildings, was the purpose of development of these composites. To evaluate the effect of fiber content on the properties of the composites were used to manufacture the composite layer with different thicknesses. The composites were fabricated in the form of plates with dimensions of 500x500x24mm. To facilitate the comparative study of the properties were also made with material gypsum boards only. We then determined the physico-mechanical, thermal and acoustical plaster and composites. The results indicated that the composites were significant gains in relation to thermal performance and also acoustic, in certain frequency range, increasing the thickness of the blanket. Concerning other physical-mechanical properties, the results showed that although the compressive strength was lower than for the composite did not occur after a fracture catastrophic failure. The same trend was observed with regard to resistance to bending, since the composites have not suffered sudden rupture and still continued after the load supporting point of maximum load

Desenvolvimento de bioblendas poliméricas a partir de gelatina bovina e de tilápia com amido de milho

The natural raw materials acquired special importance beside the mineral raw materials with the need for using alternative sources to oil, because they can be used to produce biopolymers. Gelatin, produced from the denaturation of collagen, and starch, an abundant polysaccharide in various plants, are examples of biopolymers which have several technological applications, especially in films. The objective of this work is to produce polymeric bioblends with gelatin and corn starch using two types of gelatin: commercial bovine gelatin and gelatin produced from mechanically separated flesh of tilapia (Oreochromis niloticus). For the extraction of tilapia gelatin 3 distinct pretreatments, followed by extraction in distilled water under heating were performed. The properties of gelatin extracted were similar to bovine gelatin, and the differences can be explained by the difference in extraction processes and sources. Blends of commercial gelatin and starch were produced in an internal mixer from a Haake torque rheometer, to study the behavior of the gelatin mixture with starch, thus, the same compositions were processed by twin screw extrusion, to define the mixing parameters. Subsequently, the extrusion of blends of tilapia gelatin and corn starch was carried out in the same twin screw extruder. The physico-chemical, rheological and morphological properties of the blends with thermoplastic starch and gelatin were studied. It was found that various properties vary linearly with increasing concentration of the components. The blends produced are immiscible, and among the two gelatins, tilapia gelatin showed a better interfacial adhesion with the corn starch. Regarding the morphology, gelatins formed the dispersed phase in all compositions studied, even in compositions rich in starch. Can be concluded that the procedure for tilapia gelatin extraction is feasible and advantageous, and the increasing in its scale to a reactor of 30 liters is possible, with a satisfactory yield. The bioblends of bovine gelatin/corn starch and tilapia gelatin/corn starch were successfully produced, and the processing conditions were appropriate

Influência da adição de cinza do bagaço de cana calcinada em sistemas de pastas para cimentação de poços petrolíferos

Cementing operation is one of the most important stages in the oil well drilling processes and has main function to form hydraulic seal between the various permeable zones traversed by the well. However, several problems may occur with the cement sheath, either during primary cementing or during the well production period. Cements low resistance can cause fissures in the cement sheath and compromise the mechanical integrity of the annular, resulting in contamination of groundwater and producing zones. Several researches show that biomass ash, in particular, those generated by the sugarcane industry have pozzolanic activity and can be added in the composition of the cementing slurries in diverse applications, providing improvements in mechanical properties, revenue and cement durability. Due to the importance of a low cost additive that increases the mechanical properties in a well cementing operations, this study aimed to potentiate the use of sugarcane bagasse ash as pozzolanic material, evaluate the mechanisms of action of this one on cement pastes properties and apply this material in systems slurries aimed to cementing a well with 800 m depth and geothermal gradient of 1.7 °F/100 ft, as much primary cementing operations as squeeze. To do this, the ash beneficiation methods were realized through the processes of grinding, sifting and reburning (calcination) and then characterization by X-ray fluorescence, XRD, TG / DTG, specific surface area, particle size distribution by laser diffraction and mass specific. Moreover, the ash pozzolanic activity added to the cement at concentrations of 0%, 20% and 40% BWOC was evaluated by pozzolanic activity index with lime and with Portland cement. The evaluation of the pozzolanic activity by XRD, TG / DTG and compressive strength confirmed the ash reactivity and indicated that the addition of 20% in the composition of cement slurries produces improvement 34% in the mechanical properties of the slurry cured. Cement slurries properties evaluated by rheological measurements, fluid loss, free fluid, slurry sedimentation, thickening time and sonic strength (UCA) were satisfactory and showed the viability of using the sugarcane ash in cement slurries composition for well cementing

Caracterização térmica (TG/DTG, DTA, DSC, DSC-fotovisual) de Hormônios bioidênticos (estriol estradiol)

Bioidentical hormones are defined as compounds that have exactly the same chemical and molecular structure as hormones that are produced in the human body. It is believed that the use of hormones may be safer and more effective than the non-bioidentical hormones, because binding to receptors in the organism would be similar to the endogenous hormone. Bioidentical estrogens have been used in menopausal women, as an alternative to traditional hormone replacement therapy. Thermal data of these hormones are scarce in literature. Thermal analysis comprises a group of techniques that allows evaluating the physical-chemistry properties of a drug, while the drug is subjected to a controlled temperature programming. The thermal techniques are used in pharmaceutical studies for characterization of drugs, purity determination, polymorphism identification, compatibility and evaluation of stability. This study aims to characterize the bioidentical hormones estradiol and estriol through thermal techniques TG/DTG, DTA, DSC, DSC-photovisual. By the TG curves analysis was possible to calculated kinetic parameters for the samples. The kinetic data showed that there is good correlation in the different models used. For both estradiol and estriol, was found zero order reaction, which enabled the construction of the vapor pressure curves. Data from DTA and DSC curves of melting point and purity are the same of literature, showed relation with DSC-photovisual results. The analysis DTA curves showed the fusion event had the best linearity for both hormones. In the evaluation of possible degradation products, the analysis of the infrared shows no degradation products in the solid state

Contribuições sobre estudos térmicos (TG/DTG, DTA, DSC e DSC-Fotovisual) da rifampicina e seus principais produtos de degradação

Since its synthesis over 48 years rifampicin has been extensively studied. The literature reports the characterization of thermal events for rifampicin in nitrogen atmosphere, however, no characterization in synthetic air atmosphere. This paper aims to contribute to the thermal study of rifampicin through thermal (TG / DTG, DTA, DSC and DSC - FOTOVISUAL ) and non-thermal (HPLC, XRPD , IR - FTIR , PCA) and its main degradation products ( rifampicin quinone , rifampicin N-oxide 3- formylrifamicin). Rifampicin study was characterized as polymorph form II from techniques DSC, IR and XRPD. TG curves for rifampicin in synthetic air atmosphere showed higher thermal stability than those in N2, when analyzed Ti and Ea. There was characterized as overlapping events melting and recrystallization under N2 with weight loss in the TG curve, suggesting concomitant decomposition. Images DSCFotovisual showed no fusion event and showed darkening of the sample during analysis. The DTA curve in synthetic air atmosphere was visually different from DTA and DSC curves under N2, suggesting the absence of recrystallization and melting or presence only decomposition. The IV - FTIR analysis along with PCA analysis and HPLC and thermal data suggest that rifampicin for their fusion is concomitant decomposition of the sample in N2 and fusion events and recrystallization do not occur in synthetic air atmosphere. Decomposition products studied in an air atmosphere showed no melting event and presented simultaneously to the decomposition initiation of heating after process loss of water and / or solvent, varying the Ti initiating events. The Coats - Redfern , Madsudhanan , Van Krevelen and Herwitz - Mertzger kinetic parameters for samples , through the methods of OZAWA , in an atmosphere of synthetic air and / or N2 rifampicin proved more stable than its degradation products . The kinetic data showed good correlation between the different models employed. In this way we contribute to obtaining information that may assist studies of pharmaceutical compatibility and stability of substances

Algoritmo memético com infecção viral: uma aplicação ao problema do caixeiro viajante assimétrico

The Combinatorial Optimization is a basic area to companies who look for competitive advantages in the diverse productive sectors and the Assimetric Travelling Salesman Problem, which one classifies as one of the most important problems of this area, for being a problem of the NP-hard class and for possessing diverse practical applications, has increased interest of researchers in the development of metaheuristics each more efficient to assist in its resolution, as it is the case of Memetic Algorithms, which is a evolutionary algorithms that it is used of the genetic operation in combination with a local search procedure. This work explores the technique of Viral Infection in one Memetic Algorithms where the infection substitutes the mutation operator for obtaining a fast evolution or extinguishing of species (KANOH et al, 1996) providing a form of acceleration and improvement of the solution . For this it developed four variants of Viral Infection applied in the Memetic Algorithms for resolution of the Assimetric Travelling Salesman Problem where the agent and the virus pass for a symbiosis process which favored the attainment of a hybrid evolutionary algorithms and computational viable

Estudo do acoplamento entre superfícies seletivas de frequência assimétricas em estruturas de multicamadas

This work presents the development of new microwaves structures, filters and high gain antenna, through the cascading of frequency selective surfaces, which uses fractals Dürer and Minkowski patches as elements, addition of an element obtained from the combination of the other two simple the cross dipole and the square spiral. Frequency selective surfaces (FSS) includes a large area of Telecommunications and have been widely used due to its low cost, low weight and ability to integrate with others microwaves circuits. They re especially important in several applications, such as airplane, antennas systems, radomes, rockets, missiles, etc. FSS applications in high frequency ranges have been investigated, as well as applications of cascading structures or multi-layer, and active FSS. In this work, we present results for simulated and measured transmission characteristics of cascaded structures (multilayer), aiming to investigate the behavior of the operation in terms of bandwidth, one of the major problems presented by frequency selective surfaces. Comparisons are made with simulated results, obtained using commercial software such as Ansoft DesignerTM v3 and measured results in the laboratory. Finally, some suggestions are presented for future works on this subject