Previsão de retornos intradiários através de regressões usando funções-núcleo

As contribuições deste artigo são duas. A primeira, um método de avaliação de regressões não lineares para a previsão de retornos intradiários de ações no mercado brasileiro é discutido e aplicado, com o objetivo de maximizar o retorno de um portfólio simulado de compras e vendas. A segunda, regressões usando funções-núcleo associadas ao particionamento da amostra por vizinhos mais próximos são realizadas. Algumas variáveis independentes utilizadas são indicadores técnicos, cujos parâmetros são otimizados dentro da amostra de estimação. Os resultados alcançados são positivos e superam, em uma análise quartil a quartil, os resultados produzidos por um modelo benchmark de autorregressão linear

The Free Trade Area of the Americas : positive outcomes for Brazil and the global community

This document discusses Brazil and the Free Trade Area of the Americas (FTAA). Since the FTAA is only a proposed agreement and trade apparatus at the moment, NAFTA is used as a working model and its influence on and benefit for Mexico and that country’s economy.

The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes

This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise provides evidence in our favour. The main result point to that flow aggregates from long memory processes shall be less biased than stock ones, although both retain the degree of long memory. This result is illustrated with the daily US Dollar/ French Franc exchange rate series.

Processo de implantação de um sistema integrado de gestão em uma organização pública à luz da teoria da hospitalidade :um estudo de caso

In the present time, public organizations are employing more and more solutions that uses information technology in order to ofer more transparency and better services for all citizens. Integrated Systems are IT which carry in their kernel features of integration and the use of a unique database. These systems bring several benefits and face some obstacles that make their adoption difficult. The conversion to a integrated system may take years and, thus, the study of the adoption of this IT in public sector organizations become very stimulant due to some peculiarities of this sector and the features of this technology. First of all, information about the particular integrated system in study and about its process of conversion are offered. Then, the researcher designs the configuration of the conversion process aim of this study the agents envolved and the moments and the tools used to support the process in order to elaborate the methodology of the conversion process understood as the set of procedures and tools used during all the conversion process. After this, the researcher points out, together with all the members of the conversion team, the negative and positive factors during the project. Finally, these factors were analysed through the Hospitality Theory lens which, in the researcher opinion, was very useful to understand the elements, events and moments that interfered in the project. The results consolidated empirically the Hospitality Theory presumptions, showing yet a limitation of this theory in the case in study

Análise da distribuição espaço-temporal de dengue e da infestação larvária no município de Tupã, Estado de São Paulo

INTRODUÇÃO: O vírus da dengue é transmitido pela picada do mosquito Aedes aegypti e, o atual programa de controle não atinge o objetivo de impedir sua transmissão. Este trabalho objetivou analisar a relação entre a distribuição espaço-temporal de casos de dengue e os indicadores larvários no município de Tupã, de janeiro de 2004 a dezembro de 2007. MÉTODOS: Foram construídos indicadores larvários por quarteirão e totalidade do município. Utilizou-se o método cross-lagged correlation para avaliar a correlação entre casos de dengue e indicadores larvários. Foi utilizado estimador kernel para análise espacial. RESULTADOS: A correlação cruzada defasada entre casos de dengue e indicadores larvários foi significativa. Os mapas do estimador Kernel da positividade de recipientes indicam uma distribuição heterogênea, ao longo do período estudado. Nos dois anos de transmissão, a epidemia ocorreu em diferentes regiões. CONCLUSÕES: Não ficou evidenciada relação espacial entre infestação larvária e ocorrência de dengue. A incorporação de técnicas de geoprocessamento e análise espacial no programa, desde que utilizados imediatamente após a realização das atividades, podem contribuir com as ações de controle, indicando os aglomerados espaciais de maior incidência.

Análises espaciais na identificação das áreas de risco para a esquistossomose mansônica no município de Lauro de Freitas, Bahia, Brasil

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Classificação de imagens de ambientes coralinos: uma abordagem empregando uma combinação de classificadores e máquina de vetor de suporte

The use of the maps obtained from remote sensing orbital images submitted to digital processing became fundamental to optimize conservation and monitoring actions of the coral reefs. However, the accuracy reached in the mapping of submerged areas is limited by variation of the water column that degrades the signal received by the orbital sensor and introduces errors in the final result of the classification. The limited capacity of the traditional methods based on conventional statistical techniques to solve the problems related to the inter-classes took the search of alternative strategies in the area of the Computational Intelligence. In this work an ensemble classifiers was built based on the combination of Support Vector Machines and Minimum Distance Classifier with the objective of classifying remotely sensed images of coral reefs ecosystem. The system is composed by three stages, through which the progressive refinement of the classification process happens. The patterns that received an ambiguous classification in a certain stage of the process were revalued in the subsequent stage. The prediction non ambiguous for all the data happened through the reduction or elimination of the false positive. The images were classified into five bottom-types: deep water; under-water corals; inter-tidal corals; algal and sandy bottom. The highest overall accuracy (89%) was obtained from SVM with polynomial kernel. The accuracy of the classified image was compared through the use of error matrix to the results obtained by the application of other classification methods based on a single classifier (neural network and the k-means algorithm). In the final, the comparison of results achieved demonstrated the potential of the ensemble classifiers as a tool of classification of images from submerged areas subject to the noise caused by atmospheric effects and the water column

Estimates for the Poisson kernel and Hardy spaces on compact manifolds

We study Hardy spaces on the boundary of a smooth open subset or R-n and prove that they can be defined either through the intrinsic maximal function or through Poisson integrals, yielding identical spaces. This extends to any smooth open subset of R-n results already known for the unit ball. As an application, a characterization of the weak boundary values of functions that belong to holomorphic Hardy spaces is given, which implies an F. and M. Riesz type theorem. (C) 2004 Elsevier B.V. All rights reserved.

Waveshapes of continuing currents and properties of M-components in natural positive cloud-to-ground lightning

This work analyses the waveshapes of continuing currents and parameters of M-components in positive cloud-to-ground (CG) flashes through high-speed GPS synchronized videos. The dataset is composed of only long continuing currents (with duration longer than 40 ms) and was selected from more than 800 flashes recorded in Sao Jose dos Campos (45.864 degrees W, 23.215 degrees S) and Uruguaiana (29.806 degrees W, 57.005 degrees S) in Southeast and South of Brazil, respectively, during 2003 to 2007 summers. The videos are compared with data obtained by the Brazilian Lightning Location System (BrasilDAT) in order to determine the polarity of each flash and select only positive cases. There are only two studies of waveshapes of continuing currents in the literature. One is based on direct current measurements of triggered lightning, in which four different types of waveshapes were observed; and the other is based on measurements of luminosity variations in high-speed videos of CG negative lightning, in which besides the four types above mentioned two additional types were observed. The present work is an extension of the latter, using the same method but now applied to obtain the waveshapes of positive CG lightning. As far as the authors know, this is the first report on M-components in positive continuing currents. We also have used the luminosity-versus-time graphs to observe their occurrence and measure some parameters (duration, elapsed time and time between two successive M-components), whose statistics are presented and compared in detail to the data for negative flashes. We have plotted a histogram of the M-components elapsed time over the total duration of the continuing current for positive flashes, which presented an exponential decay (correlation coefficient: 0.83), similar to what has been observed for negative flashes. (C) 2008 Elsevier B.V. All rights reserved.

Positive leader characteristics from high-speed video observations

Based on analyses of high-speed video recordings of cloud-to-ground lightning in Brazil and the USA, the characteristics of positive cloud-to-ground (+CG) leaders are presented. The high frame rates permitted the average, 2-dimensional speeds of development along the paths of the channels to be resolved with good accuracy. The values range from 0.3 to 6.0 x 10(5) ms(-1) with a mean of 2.7 x 10(5) ms(-1). Contrary to what is usually assumed, downward +CG leader speeds are similar to downward -CG leader speeds. Our observations also show that the speeds tend to increase by a factor of 1.1 to 6.5 as they approach the ground. The presence of short duration, recoil leaders (RLs) during the development of positive leaders reveal a highly branched structure that is not usually recorded when using conventional photographic and video cameras. The existence of the RLs may help to explain observations of UHF-VHF radiation during the development of +CG flashes.

A method for plotting the complementary root locus using the root-locus (positive gain) rules

The root-locus method is a well-known and commonly used tool in control system analysis and design. It is an important topic in introductory undergraduate engineering control disciplines. Although complementary root locus (plant with negative gain) is not as common as root locus (plant with positive gain) and in many introductory textbooks for control systems is not presented, it has been shown a valuable tool in control system design. This paper shows that complementary root locus can be plotted using only the well-known construction rules to plot root locus. It can offer for the students a better comprehension on this subject. These results present a procedure to avoid problems that appear in root-locus plots for plants with the same number of poles and zeros.

Mitigation of symmetry condition in positive realness for adaptive control

Feasibility of nonlinear and adaptive control methodologies in multivariable linear time-invariant systems with state-space realization (A, B, C) is apparently limited by the standard strictly positive realness conditions that imply that the product CB must be positive definite symmetric. This paper expands the applicability of the strictly positive realness conditions used for the proofs of stability of adaptive control or control with uncertainty by showing that the not necessarily symmetric CB is only required to have a diagonal Jordan form and positive eigenvalues. The paper also shows that under the new condition any minimum-phase systems can be made strictly positive real via constant output feedback. The paper illustrates the usefulness of these extended properties with an adaptive control example. (C) 2006 Elsevier Ltd. All rights reserved.

LMI-based algorithm for strictly positive real systems with static output feedback

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

Positive end-expiratory pressure in acute respiratory distress syndrome: should the 'open lung strategy' be replaced by a 'protective lung strategy'?

In patients with acute respiratory distress syndrome, positive end-expiratory pressure is associated with alveolar recruitment and lung hyperinflation despite the administration of a low tidal volume. The best positive end-expiratory pressure should correspond to the best compromise between recruitment and distension, a condition that coincides with the best respiratory elastance.

Different nutritional-state indicators of HIV-positive individuals undergoing antiretroviral therapy

This study aimed at learning about the nutritional profile of HIV-positive individuals undergoing antiretroviral therapy and at comparing the performance of nutritional-state indicators. A transversal study was performed on 94 patients attending the Tropical Diseases Outpatient Hospital of Botucatu Medical School (FMB)-UNESP. The body mass index (BMI) and the classification by Papini-Berto (PB) were used to evaluate nutritional state, aiming at detecting malnutrition and obesity. The waist-to-hips ratio (W/HR) and waist circumference (WC) were adopted for identification of abdominal obesity and lipodystrophy. According to BMI, most of the individuals were eutrophic, followed by 30.9% overweight and 6.4% malnourished. By using the PB classification, the frequency of malnourished increased (22.3%). The analysis of the PB classification in relation to BMI indicated that the former presented high sensitivity and good specificity for malnutrition diagnosis, namely 100% and 83%, respectively. The prevalence of abdominal obesity was 7.44% according to WC, and a higher prevalence (38.3%) was observed when taking W/HR into account. There was significant positive association between nutritional diagnosis according to PB and T CD4(+) lymphocyte. The results support the use of PB classification for malnutrition detection as well as that of BMI and W/HR for overweight and fat redistribution.