Modelos de previsão de volatilidade : uma aplicação do modelo GARCH a taxas de câmbio

Com o objetivo de mostrar uma aplicação dos modelos da família GARCH a taxas de câmbio, foram utilizadas técnicas estatísticas englobando análise multivariada de componentes principais e análise de séries temporais com modelagem de média e variância (volatilidade), primeiro e segundo momentos respectivamente. A utilização de análise de componentes principais auxilia na redução da dimensão dos dados levando a estimação de um menor número de modelos, sem contudo perder informação do conjunto original desses dados. Já o uso dos modelos GARCH justifica-se pela presença de heterocedasticidade na variância dos retornos das séries de taxas de câmbio. Com base nos modelos estimados foram simuladas novas séries diárias, via método de Monte Carlo (MC), as quais serviram de base para a estimativa de intervalos de confiança para cenários futuros de taxas de câmbio. Para a aplicação proposta foram selecionadas taxas de câmbio com maior market share de acordo com estudo do BIS, divulgado a cada três anos.

Competitidade brasileira nas exportações fase 2: estudo exploratório

O Brasil vem se beneficiando nos últimos anos da expansão do comércio mundial, como mostram os frequentes recordes obtidos pela balança comercial do país. Porém, se as taxas de crescimento das exportações continuarem aumentando no mesmo ritmo nos próximos anos, os diversos gargalos que impactam negativamente o processo exportador brasileiro podem se agravar ainda mais. Baseada em dados coletados de 258 empresas exportadoras brasileiras, a partir de questionário desenvolvido especificamente para tal fim, essa pesquisa exploratória identificou, quantificou e hierarquizou os principais gargalos que diminuem a competitividade das exportações brasileiras. Esses gargalos foram classificados em grupos macroeconômicos, mercadológicos, idiossincráticos, logísticos, burocráticos, legais, tributários, informacionais e institucionais. A pesquisa se diferencia de trabalhos anteriores por ter sido aplicada a um público diretamente envolvido com as atividades e dificuldades do processo de exportação – os profissionais de comércio exterior – e por considerar toda a gama de gargalos que afetam as exportações. Os estudos anteriores foram sempre focados em certos tipos de gargalos.

O uso da estatística de qui-quadrado no controle de processos

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Globalization and development

Includes bibliography

Ajuste radiométrico de imagens aéreas digitais

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Export competitiveness in an oil and gas economy: the case of Trinidad and Tobago, 1985-2010

The oil and gas sector has led the economy of Trinidad and Tobago since the late 1970s and, more pronouncedly, since 2000, accounting for a large share of gdp, total exports and tax revenue. Its prospects in the medium term could be negatively affected, however, if oil and gas extraction expands in other countries, and if the United States attains energy self-sufficiency. This paper offers an analysis of the evolution and competitiveness of its oil and non-oil exports to both the United States and global markets, based on the revealed comparative advantage (rca) index used by eclac. Other foreign trade indicators are also included to determine the structure of the country’s trading relations. The period from 1985 to 2010 is analysed and the results presented are intended to advocate the diversification of Trinidad and Tobago’s exports into more dynamic and diversified markets.

A importância da descrição em O Guarani (1857), de José de Alencar

Pós-graduação em Letras - FCLAS

Saúde e qualidade de vida de adolescentes de um assentamento rural no Pontal do Paranapanema-SP

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Catch rates of artisanal fisheries targeting Dasyatis guttata (Bloch & Schneider, 1801) in Todos os Santos Bay, northeastern Brazil

Dasyatis guttata has been target of artisanal fisheries in the coast of Bahia (Northeast Brazil) mainly by “arraieira” (gillnet) and “grozeira” (bottom long-line), but until now there is no stock assessment study. One of the important data for this knowledge is reliable indices of abundance. The aims of the present work are to: (1) estimate the best predictor for relative abundance (catch-per-unit-of-effort, CPUE), examining whether catch (production – kg) was related to: soak time of the gear, size of the gillnet or number of hooks, applying generalized linear model (GLM); (2) estimate the annual CPUE (kg/hooks and kg/m) averaged by gear; and (3) assess the temporal CPUE variance. Based on monthly sampling between January 2012 and January 2013, 222 landings by grozeira and 76 by arraiaiera were recorded in the two landing sites in Todos os Santos Bay, Bahia. A total of 14,550 kg (average = 44 kg/month) of D. guttata was captured. Models for both gears were highly significant (P < 0.0001). The analysis indicated that the most appropriate variable for CPUE analysis was the size of the gillnet (P < 0.001) and the number of hooks (P < 0.0001). Soak time of the gear was not significant for both gears (P = 0.4). High residual deviance expresses the complexity of the relations between ecosystem factors and other fisheries factors affecting relative abundance, which were not considered in this study. The average CPUE by grozeira was 6.39 kg/100 hooks ± 8.89 and by arraieira, 1.47 kg/100 m ± 1.66 over the year. Kruskal-Wallis test showed effect of the month on the mean grozeira CPUE (P = <0.001), but no effect (P = 0.096) on the mean arraieira CPUE. Grozeira CPUE values were highest in December and March, and lowest between May to August

EVALUATION OF INTELLIGENT COMPACTION CONTROL IN THE M-189 RECONSTRUCTION PROJECT AT IRON RIVER, MICHIGAN

This research evaluated an Intelligent Compaction (IC) unit on the M-189 highway reconstruction project at Iron River, Michigan. The results from the IC unit were compared to several traditional compaction measurement devices including Nuclear Density Gauge (NDG), Geogauge, Light Weight Deflectometer (LWD), Dynamic Cone Penetrometer (DCP), and Modified Clegg Hammer (MCH). The research collected point measurements data on a test section in which 30 test locations on the final Class II sand base layer and the 22A gravel layer. These point measurements were compared with the IC measurements (ICMVs) on a point-to-point basis through a linear regression analysis. Poor correlations were obtained among different measurements points using simple regression analysis. When comparing the ICMV to the compaction measurements points. Factors attributing to the weak correlation include soil heterogeneity, variation in IC roller operation parameters, in-place moisture content, the narrow range of the compaction devices measurement ranges and support conditions of the support layers. After incorporating some of the affecting factors into a multiple regression analysis, the strength of correlation significantly improved, especially on the stiffer gravel layer. Measurements were also studied from an overall distribution perspective in terms of average, measurement range, standard deviation, and coefficient of variance. Based on data analysis, on-site project observation and literature review, conclusions were made on how IC performed in regards to compaction control on the M-189 reconstruction project.

Adaptation options under climate change for multifunctional agriculture: a simulation study for western Switzerland

Besides its primary role in producing food and fiber, agriculture also has relevant effects on several other functions, such as management of renewable natural resources. Climate change (CC) may lead to new trade-offs between agricultural functions or aggravate existing ones, but suitable agricultural management may maintain or even improve the ability of agroecosystems to supply these functions. Hence, it is necessary to identify relevant drivers (e.g., cropping practices, local conditions) and their interactions, and how they affect agricultural functions in a changing climate. The goal of this study was to use a modeling framework to analyze the sensitivity of indicators of three important agricultural functions, namely crop yield (food and fiber production function), soil erosion (soil conservation function), and nutrient leaching (clean water provision function), to a wide range of agricultural practices for current and future climate conditions. In a two-step approach, cropping practices that explain high proportions of variance of the different indicators were first identified by an analysis of variance-based sensitivity analysis. Then, most suitable combinations of practices to achieve best performance with respect to each indicator were extracted, and trade-offs were analyzed. The procedure was applied to a region in western Switzerland, considering two different soil types to test the importance of local environmental constraints. Results show that the sensitivity of crop yield and soil erosion due to management is high, while nutrient leaching mostly depends on soil type. We found that the influence of most agricultural practices does not change significantly with CC; only irrigation becomes more relevant as a consequence of decreasing summer rainfall. Trade-offs were identified when focusing on best performances of each indicator separately, and these were amplified under CC. For adaptation to CC in the selected study region, conservation soil management and the use of cropped grasslands appear to be the most suitable options to avoid trade-offs.

Bacillus anthracis Diversity and Geographic Potential across Nigeria, Cameroon and Chad: Further Support of a Novel West African Lineage.

Zoonoses, diseases affecting both humans and animals, can exert tremendous pressures on human and veterinary health systems, particularly in resource limited countries. Anthrax is one such zoonosis of concern and is a disease requiring greater public health attention in Nigeria. Here we describe the genetic diversity of Bacillus anthracis in Nigeria and compare it to Chad, Cameroon and a broader global dataset based on the multiple locus variable number tandem repeat (MLVA-25) genetic typing system. Nigerian B. anthracis isolates had identical MLVA genotypes and could only be resolved by measuring highly mutable single nucleotide repeats (SNRs). The Nigerian MLVA genotype was identical or highly genetically similar to those in the neighboring countries, confirming the strains belong to this unique West African lineage. Interestingly, sequence data from a Nigerian isolate shares the anthrose deficient genotypes previously described for strains in this region, which may be associated with vaccine evasion. Strains in this study were isolated over six decades, indicating a high level of temporal strain stability regionally. Ecological niche models were used to predict the geographic distribution of the pathogen for all three countries. We describe a west-east habitat corridor through northern Nigeria extending into Chad and Cameroon. Ecological niche models and genetic results show B. anthracis to be ecologically established in Nigeria. These findings expand our understanding of the global B. anthracis population structure and can guide regional anthrax surveillance and control planning.

Mineralogy, geochemistry and benthic foraminifera of the Gorrondatxe beach section

A distinctive low-carbonate interval interrupts the continuous limestone-marl alternation of the deep-marine Gorrondatxe section at the early Lutetian (middle Eocene) C21r/C21n Chron transition. The interval is characterized by increased abundance of turbidites and kaolinite, a 3 per mil decline in the bulk d13C record, a >1 per mil decline in benthic foraminiferal d13C followed by a gradual recovery, a distinct deterioration in foraminiferal preservation, high proportions of warm-water planktic foraminifera and opportunistic benthic foraminifera, and reduced trace fossil and benthic foraminiferal diversity, thus recording a significant environmental perturbation. The onset of the perturbation correlates with the C21r-H6 event recently defined in the Atlantic and Pacific oceans, which caused a 2°C warming of the seafloor and increased carbonate dissolution. The perturbation was likely caused by the input of 13C-depleted carbon into the ocean-atmosphere system, thus presenting many of the hallmarks of Paleogene hyperthermal deposits. However, from the available data it is not possible to conclusively state that the event was associated with extreme global warming. Based on our analysis, the perturbation lasted 226 kyr, from 47.44 to 47.214 Ma, and although this duration suggests that the triggering mechanism may have been similar to that of the Paleocene-Eocene Thermal Maximum (PETM), the magnitude of the carbon input and the subsequent environmental perturbation during the early Lutetian event were not as severe as in the PETM.

Brachiopods in Early Carboniferous

Changes in Mississippian global paleogeography derived from the reconfiguration of the continents, a reversal in ocean currents and global cooling. Although the tectonic and climatic changes are well-documented, their effects on the distribution of brachiopod fauna are poorly documented. Here we present systematic quantitative analyses on global paleobiogeography based on a global brachiopod database from the Mississippian (i.e., Tournaisian, Visean, and Serpukhovian). The dataset consists of 2123 species of 344 brachiopod genera from 1156 localities. Our results reveal that global provincialism was not evident during the Tournaisian and Visean Stages. Two realms, i.e., the Gondwanan and Paleoequatorial Realms, are recognized during the Tournaisian. The Paleoequatorial Realm dominates during the Visean Stage, whereas the Gondwanan Realm is not documented due to the absence of data points. In contrast to the early and middle Mississippian stages, faunal provincialism is greatly enhanced in the Serpukhovian Stage with Paleotethyan and North American realms easily distinguished. This indicates that the Rheic Ocean was closed before the Serpukhovian due to the collision between Gondwana and Laurussia, that disrupted faunal interchange between the Paleotethys and North America. In addition, the paleolatitude-related thermal gradient was enhanced and the Boreal Realm was distinguished from the Paleotethyan Realm during the onset of the Late Palaeozoic Ice Age (LPIA) in the Serpukhovian. The paleolatitude diversity gradient pattern further shows a distinct shift of diversity center from the southern tropic zone in the Tournaisian and Visean to the northern tropic zone in the Serpukhovian.

Automatic segmentation of relevant textures in agricultural images

One important issue emerging strongly in agriculture is related with the automatization of tasks, where the optical sensors play an important role. They provide images that must be conveniently processed. The most relevantimage processing procedures require the identification of green plants, in our experiments they come from barley and corn crops including weeds, so that some types of action can be carried out, including site-specific treatments with chemical products or mechanical manipulations. Also the identification of textures belonging to the soil could be useful to know some variables, such as humidity, smoothness or any others. Finally, from the point of view of the autonomous robot navigation, where the robot is equipped with the imaging system, some times it is convenient to know not only the soil information and the plants growing in the soil but also additional information supplied by global references based on specific areas. This implies that the images to be processed contain textures of three main types to be identified: green plants, soil and sky if any. This paper proposes a new automatic approach for segmenting these main textures and also to refine the identification of sub-textures inside the main ones. Concerning the green identification, we propose a new approach that exploits the performance of existing strategies by combining them. The combination takes into account the relevance of the information provided by each strategy based on the intensity variability. This makes an important contribution. The combination of thresholding approaches, for segmenting the soil and the sky, makes the second contribution; finally the adjusting of the supervised fuzzy clustering approach for identifying sub-textures automatically, makes the third finding. The performance of the method allows to verify its viability for automatic tasks in agriculture based on image processing