Automatic model selection for forecasting Brazilian stock returns

This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop predictive models for the Brazilian market premium, measured as the excess return over Selic interest rate, Itaú SA, Itaú-Unibanco and Bradesco stock returns. We find that for the market premium, an ADL with error correction is able to outperform the benchmarks in terms of economic performance. For individual stock returns, there is a trade o between statistical properties and out-of-sample performance of the model.

Organizational modeling with a semantic wiki: formalization of content and automatic diagram generation

A key to maintain Enterprises competitiveness is the ability to describe, standardize, and adapt the way it reacts to certain types of business events, and how it interacts with suppliers, partners, competitors, and customers. In this context the field of organization modeling has emerged with the aim to create models that help to create a state of self-awareness in the organization. This project's context is the use of Semantic Web in the Organizational modeling area. The Semantic Web technology advantages can be used to improve the way of modeling organizations. This was accomplished using a Semantic wiki to model organizations. Our research and implementation had two main purposes: formalization of textual content in semantic wiki pages; and automatic generation of diagrams from organization data stored in the semantic wiki pages.

DEMO models based automatic workflow process generation

Nowadays, more than half of the computer development projects fail to meet the final users' expectations. One of the main causes is insufficient knowledge about the organization of the enterprise to be supported by the respective information system. The DEMO methodology (Design and Engineering Methodology for Organizations) has been proved as a well-defined method to specify, through models and diagrams, the essence of any organization at a high level of abstraction. However, this methodology is platform implementation independent, lacking the possibility of saving and propagating possible changes from the organization models to the implemented software, in a runtime environment. The Universal Enterprise Adaptive Object Model (UEAOM) is a conceptual schema being used as a basis for a wiki system, to allow the modeling of any organization, independent of its implementation, as well as the previously mentioned change propagation in a runtime environment. Based on DEMO and UEAOM, this project aims to develop efficient and standardized methods, to enable an automatic conversion of DEMO Ontological Models, based on UEAOM specification into BPMN (Business Process Model and Notation) models of processes, using clear semantics, without ambiguities, in order to facilitate the creation of processes, almost ready for being executed on workflow systems that support BPMN.

ISE-SPL: Uma abordagem baseada em linha de produtos de software aplicada à geração automática de sistemas para educação médica na plataforma E-learning

E-learning, which refers to the use of Internet-related technologies to improve knowledge and learning, has emerged as a complementary form of education, bringing advantages such as increased accessibility to information, personalized learning, democratization of education and ease of update, distribution and standardization of the content. In this sense, this paper aims to develop a tool, named ISE-SPL, whose purpose is the automatic generation of E-learning systems for medical education, making use of concepts of Software Product Lines. It consists of an innovative methodology for medical education that aims to assist professors of healthcare in their teaching through the use of educational technologies, all based on computing applied to healthcare (Informatics in Health). The tests performed to validate the ISE-SPL were divided into two stages: the first was made by using a software analysis tool similar to ISE-SPL, called SPLOT and the second was performed through usability questionnaires to healthcare professors who used ISESPL. Both tests showed positive results, proving it to be an efficient tool for generation of E-learning software and useful for professors in healthcare

Aquatic weed automatic classification using machine learning techniques

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

On the zeros of polynomials: An extension of the Enestrom-Kakeya theorem

This paper presents an extension of the Enestrom-Kakeya theorem concerning the roots of a polynomial that arises from the analysis of the stability of Brown (K, L) methods. The generalization relates to relaxing one of the inequalities on the coefficients of the polynomial. Two results concerning the zeros of polynomials will be proved, one of them providing a partial answer to a conjecture by Meneguette (1994)[6]. (C) 2011 Elsevier B.V. All rights reserved.

Automatic detection of thermal damage in grinding process by artificial neural network

Esse trabalho tem por objetivo o desenvolvimento de um sistema inteligente para detecção da queima no processo de retificação tangencial plana através da utilização de uma rede neural perceptron multi camadas, treinada para generalizar o processo e, conseqüentemente, obter o limiar de queima. em geral, a ocorrência da queima no processo de retificação pode ser detectada pelos parâmetros DPO e FKS. Porém esses parâmetros não são eficientes nas condições de usinagem usadas nesse trabalho. Os sinais de emissão acústica e potência elétrica do motor de acionamento do rebolo são variáveis de entrada e a variável de saída é a ocorrência da queima. No trabalho experimental, foram empregados um tipo de aço (ABNT 1045 temperado) e um tipo de rebolo denominado TARGA, modelo ART 3TG80.3 NVHB.

Power performance evaluation of an electric home fan with triac-based automatic speed control system

In order to provide a low cost system of thermal comfort, a common model of home fan, 40 cm diameter size, had its manual four-button control system replaced by an automatic speed control. The new control system has a temperature sensor feeding a microcontroller that, by using an optic coupling, DIAC or TRIAC-based circuit, varies the RMS value of the fan motor input voltage and its speed, according to the room temperature. Over a wide range of velocity, the fan net power and the motor fan input power were measured working under both control system. The temperature of the motor stator and the voltage waveforms were observed too. Measured values analysis showed that the TRIAC-based control system makes the fan motor work at a very low power factor and efficiency values. The worst case is at low velocity range where the higher fan motor stator temperatures were registered. The poor power factor and efficiency and the harmonics signals inserted in the motor input voltage wave by the TRIAC commutation procedure are correlated.

Stabilizing a class of time delay systems using the Hermite-Biehler theorem

In this paper we use the Hermite-Biehler theorem to establish results for the design of fixed order controllers for a class of time delay systems. We extend results of the polynomial case to quasipolynomials using the property of interlacing in high frequencies of the class of time delay systems considered. (C) 2003 Elsevier B.V. All rights reserved.

Automatic dimming multi-lamp fluorescent management system with active input power factor corrector stage

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

Stability analysis of power systems described with detailed models by automatic method

The power system stability analysis is approached taking into explicit account the dynamic performance of generators internal voltages and control devices. The proposed method is not a direct method in the usual sense since conclusion for stability or instability is not exclusively based on energy function considerations but it is automatic since the conclusion is achieved without an analyst intervention. The stability test accounts for the nonconservative nature of the system with control devices such as the automatic voltage regulator (AVR) and automatic generation control (AGC) in contrast with the well-known direct methods. An energy function is derived for the system with machines forth-order model, AVR and AGC and it is used to start the analysis procedure and to point out criticalities. The conclusive analysis itself is made by means of a method based on the definition of a region surrounding the equilibrium point where the system net torque is equilibrium restorative. This region is named positive synchronization region (PSR). Since the definition of the PSR boundaries have no dependence on modelling approximation, the PSR test conduces to reliable results. (C) 2008 Elsevier Ltd. All rights reserved.

An existence theorem for an analytic first order PDE in the framework of Colombeau's theory

We study the existence of a holomorphic generalized solution u of the PDE[GRAPHICS]where f is a given holomorphic generalized function and (alpha (1),...alpha (m)) is an element of C-m\{0}.

Productive performance of Nile tilapia (Oreochromis niloticus) fed at different frequencies and periods with automatic dispenser

Avaliou-se o desempenho de tilápias-do-nilo (Oreochromis niloticus) produzidas em tanque-rede, providas de dispensadores automáticos de ração, alimentadas em diferentes frequências - uma vez por hora e a cada duas horas - e períodos - durante o dia, à noite ou ambos. Dezoito tanques-rede de 1.0m³ foram colocados em um tanque de 2000m² com dois metros de profundidade e renovação de água de 5%. Cento e setenta tilápias, com peso inicial de 16.0±4.9g foram distribuídas em cada tanque-rede de 1m³ e a taxa alimentar foi ajustada a cada 21 dias junto com as biometrias. As medidas foram coletadas de março a julho (outono e inverno). Observou-se diferença significativa para peso final (P<0.05) entre os tratamentos. O aumento da frequência alimentar melhorou o desempenho produtivo de tilápias-do-nilo produzidas em tanque-rede e permitiu melhor manejo alimentar. A melhor conversão alimentar para alta frequência, 24 vezes dia-1, pode resultar em uma economia de até 360kg de ração por tonelada de peixe produzido, melhorando a sustentabilidade econômica para produção de tilápia e sugerindo menor poluição ambiental.

CIE L*a*b*: comparison of digital images obtained photographically by manual and automatic modes

The aim of this study was to analyze the color alterations performed by the CIE L*a*b* system in the digital imaging of shade guide tabs, which were obtained photographically according to the automatic and manual modes. This study also sought to examine the observers' agreement in quantifying the coordinates. Four Vita Lumin Vaccum shade guide tabs were used: A3.5, B1, B3 and C4. An EOS Canon digital camera was used to record the digital images of the shade tabs, and the images were processed using Adobe Photoshop software. A total of 80 observations (five replicates of each shade according to two observers in two modes, specifically, automatic and manual) were obtained, leading to color values of L*, a* and b*. The color difference (AE) between the modes was calculated and classified as either clinically acceptable or unacceptable. The results indicated that there was agreement between the two observers in obtaining the L*, a* and b* values related to all guides. However, the B1, B3, and C4 shade tabs had AE values classified as clinically acceptable (Delta E = 0.44, Delta E = 2.04 and Delta E = 2.69, respectively). The A3.5 shade tab had a AE value classified as clinically unacceptable (Delta E = 4.17), as it presented higher values for luminosity in the automatic mode (L* = 54.0) than in the manual mode (L* = 50.6). It was concluded that the B1, B3 and C4 shade tabs can be used at any of the modes in digital camera (manual or automatic), which was a different finding from that observed for the A3.5 shade tab.