Análise da procura turística através de modelação dinâmica em macro painel de dados

A procura turística efectuada através da Internet, reveste-se de uma importância cada vez maior em consequência do crescimento acentuado do número de reservas online observado nos últimos anos, originando inclusive, o surgimento de um novo tipo de viajante: o turista mais experiente, sofisticado e sábio, o qual procura valores excepcionais nas suas viagens. A análise da procura turística actual não pode negligenciar as características do turismo electrónico, uma vez que o volume de compras de produtos turísticos efectuado através da Internet é cada vez mais acentuado. Neste contexto, os modelos de dados em painel apresentam-se como abordagem indicada para a análise da procura turística. Devido às suas características, que permitem a utilização de dados de séries temporais e seccionais, estes modelos possibilitam a inclusão de variáveis sociais e de variáveis observadas ao longo de um período de tempo. Os resultados da modelação e da estimação da procura turística, através dos dados em painel de grandes dimensões, permitem concluir que o ambiente tecnológico que envolve a actividade turística tem incentivado o aumento da procura turística e que pode ser um dos factores que a determinam na conjuntura que caracteriza a sociedade actual.

Análisis económico de las vacunas 10-valente y 13-valente contra neumococo: revisión sistemática

Introducción: Las vacunas clásicamente han representado un método económico y eficaz para el control y prevención de múltiples enfermedades infecciosas. En los últimos años se han introducido nuevas vacunas contra neumococo a precios elevados, y los diferentes análisis económicos a nivel mundial de estas vacunas no muestran tendencias. El objetivo de este trabajo era resumir la evidencia existente a través de los diferentes estudios económicos evaluando las dos vacunas de segunda generación contra neumococo en la población a riesgo. Metodología: En este trabajo se realizo una revisión sistemática de la literatura en 8 bases de datos localizadas en diferentes partes del mundo y también que tuvieran literatura gris. Los artículos fueron inicialmente evaluados acorde a su titulo y resumen, posteriormente los elegidos se analizaron en su totalidad. Resultados: Se encontraron 404 artículos, de los cuales 20 fueron incluidos en el análisis final. Se encontró que la mayoría de los estudios se realizaron en áreas donde la enfermedad tiene una carga baja, como es Norte América y Europa, mientras que en los lugares del mundo donde la carga es mas alta, se realizaron pocos estudios. De igual manera se observo que la mayoría de los estudios mostraron por los menos ser costo efectivos respecto a la no vacunación, y en su totalidad las dos vacunas de segunda generación mostraron costo efectividad respecto a la vacunación con PCV-7. Los resultados de los estudios son muy heterogéneos, hasta dentro del mismo país, señalando la necesidad de guías para la conducción de este tipo de estudios. De igual manera, la mayoría de los estudios fueron financiados por farmacéuticas, mientras en un numero muy reducido por entes gubernamentales. Conclusiones: La mayoría de los estudios económicos sobre las vacunas de segunda generación contra neumococo han sido realizados en países con un alto índice de desarrollo económico y patrocinados por farmacéuticas. Dado que la mayoría de la carga de la enfermedad se encuentran en regiones con un menor nivel de desarrollo económico se deberían realizar mas en estas zonas. De igual manera, al ser la vacunación un asunto de salud publica y con un importante impacto económico los gobiernos deberían estar mas involucrados en los mismos.

Modelación estocástica y trading algorítmico del spread entre acciones mediante procesos de reversión a la media

Las estrategias de inversión pairs trading se basan en desviaciones del precio entre pares de acciones correlacionadas y han sido ampliamente implementadas por fondos de inversión tomando posiciones largas y cortas en las acciones seleccionadas cuando surgen divergencias y obteniendo utilidad cerrando la posición al converger. Se describe un modelo de reversión a la media para analizar la dinámica que sigue el diferencial del precio entre acciones ordinarias y preferenciales de una misma empresa en el mismo mercado. La media de convergencia en el largo plazo es obtenida con un filtro de media móvil, posteriormente, los parámetros del modelo de reversión a la media se estiman mediante un filtro de Kalman bajo una formulación de estado espacio sobre las series históricas. Se realiza un backtesting a la estrategia de pairs trading algorítmico sobre el modelo propuesto indicando potenciales utilidades en mercados financieros que se observan por fuera del equilibrio. Aplicaciones de los resultados podrían mostrar oportunidades para mejorar el rendimiento de portafolios, corregir errores de valoración y sobrellevar mejor periodos de bajos retornos.

Bank integration and co-movements across housing markets

This paper investigates whether bank integration measured by cross-border bank flows can capture the co-movements across housing markets in developed countries by using a spatial dynamic panel model. The transmission can occur through a global banking channel in which global banks intermediate wholesale funding to local banks. Changes in financial conditions are passed across borders through the banks’ balance-sheet exposure to credit, currency, maturity, and funding risks resulting in house price spillovers. While controlling for country-level and global factors, we find significant co-movement across housing markets of countries with proportionally high bank integration. Bank integration can better capture house price co-movements than other measures of economic integration. Once we account for bank exposure, other spatial linkages traditionally used to account for return co-movements across region – such as trade, foreign direct investment, portfolio investment, geographic proximity, etc. – become insignificant. Moreover, we find that the co-movement across housing markets decreases for countries with less developed mortgage markets characterized by fixed mortgage rate contracts, low limits of loan-to-value ratios and no mortgage equity withdrawal.

Modelagem e controle de um microveículo aéreo: uma aplicação de estabilidade robusta com a técnica backstepping em uma estrutura hexarrotor

In this Thesis, the development of the dynamic model of multirotor unmanned aerial vehicle with vertical takeoff and landing characteristics, considering input nonlinearities and a full state robust backstepping controller are presented. The dynamic model is expressed using the Newton-Euler laws, aiming to obtain a better mathematical representation of the mechanical system for system analysis and control design, not only when it is hovering, but also when it is taking-off, or landing, or flying to perform a task. The input nonlinearities are the deadzone and saturation, where the gravitational effect and the inherent physical constrains of the rotors are related and addressed. The experimental multirotor aerial vehicle is equipped with an inertial measurement unit and a sonar sensor, which appropriately provides measurements of attitude and altitude. A real-time attitude estimation scheme based on the extended Kalman filter using quaternions was developed. Then, for robustness analysis, sensors were modeled as the ideal value with addition of an unknown bias and unknown white noise. The bounded robust attitude/altitude controller were derived based on globally uniformly practically asymptotically stable for real systems, that remains globally uniformly asymptotically stable if and only if their solutions are globally uniformly bounded, dealing with convergence and stability into a ball of the state space with non-null radius, under some assumptions. The Lyapunov analysis technique was used to prove the stability of the closed-loop system, compute bounds on control gains and guaranteeing desired bounds on attitude dynamics tracking errors in the presence of measurement disturbances. The controller laws were tested in numerical simulations and in an experimental hexarotor, developed at the UFRN Robotics Laboratory

Avaliação da capacidade de adsorção do CO2 em zeólita 12X com gases sintéticos e originados da pirólise do lodo de esgoto

This work depicts a study of the adsorption of carbon dioxide on zeolite 13X. The activities were divided into four stages: study batch adsorption capacity of the adsorbent with synthetic CO2 (4%), fixed bed dynamic evaluation with the commercial mixture of gases (4% CO2, 1.11% CO, 1 2% H2, 0.233% CH4, 0.1% C3, 0.0233% C4 argon as inert closing balance), fixed bed dynamic modeling and evaluation of the breakthrough curve of CO2 originated from the pyrolysis of sewage sludge. The sewage sludge and the adsorbent were characterized by analysis TG / DTA, SEM, XRF and BET. Adsorption studies were carried out under the following operating conditions: temperature 40 °C (for the pyrolysis of the sludge T = 600 °C), pressures of 0.55 to 5.05 bar (batch process), flow rate of the gaseous mixture between 50 - 72 ml/min and the adsorbent masses of 10, 15 and 20 g (fixed bed process). The time for the adsorption batch was 7 h and on the fixed bed was around 180 min. The results of this study showed that in batch adsorption process step with zeolite 13X is efficient and the mass of adsorbed CO2 increases with the increases pressure, decreases with temperature increases and rises due the increase of activation temperature adsorbent. In the batch process were evaluated the breakthrough curves, which were compared with adsorption isotherms represented by the models of Langmuir, Freündlich and Toth. All models well adjusted to the experimental points, but the Langmuir model was chosen in view of its use in the dynamic model does not have implications for adsorption (indeterminacy and larger number of parameters such as occurred with others) in solving the equation. In the fixed bed dynamic study with the synthetic gas mixture, 20 g of mass adsorbent showed the maximum adsorption percentage 46.7% at 40 °C temperature and 50 mL/min of flow rate. The model was satisfactorily fitted to the three breakthrough curves and the parameters were: axial dispersion coefficient (0.0165 dm2/min), effective diffusivity inside the particle (dm2/min 0.0884) and external transfer coefficient mass (0.45 dm/min). The breakthrough curve for CO2 in the process of pyrolysis of the sludge showed a fast saturation with traces of aerosols presents in the gas phase into the fixed bed under the reaction process

Caracterização geomorfológica e modelagem de dados espaciais na plataforma continental rasa do RN nos limites da folha Touros

This work focuses the geomorphological characterization and spatial data modeling in the shallow continental shelf within the Folha Touros limits (SB-25-CV-II), based on bathymetric data analysis and remote sensing products interpretation. The Rio Grande do Norte state is located in northeastern Brazil and the work area is located at the transition region between the eastern and northern portions of their coast. The bathymetric surveys were conduced between march and may 2009, using a 10 meters long vessel and 0.70 meters draught, equipped with global positioning system and echo sounder (dual beam, 200KHz , 14°). The fieldwork resulted in 44 bathymetric profiles espaced 1.5 km and 30 km average length. The bathymetric data amount were 111,200 points and were navigated 1395.7 km within na area about 1,850 km2. The bathymetric data were corrected for the tide level, vessel draught and were subsequently entered into a geographic information system for further processing. Analysis of remote sensing products was carried out using Landsat 7/ETM + band 1, from november 1999. The image was used for visualization and mapping submerged features. The results showed the presence of geomorphological features within the study area. Were observed, from the analysis of local bathymetry and satellite image, seven types of geomorphological features. The channels, with two longitudinals channels (e. g. San Roque and Cioba channels) and other perpendicular to the coast (e. g. Touros, Pititinga and Barretas). Coastal reef formations (Maracajaú, Rio do Fogo and Cioba). Longitudinal waves, described in the literature as longitudinal dunes. The occurrence of a transverse dune field. Another feature observed was the oceanic reefs, an rock alignment parallel to the coast. Were identified four riscas , from north to south: risca do Liso, Gameleira, Zumbi, Pititinga (the latter being described for the first time). Finally, an oceanic terrace was observed in the deepest area of study. Image interpretation corroborated with the in situ results, enabling visualization and description for all features in the region. The results were analysed in an integrating method (using the diferent methodologies applied in this work) and it was essential to describe all features in the area. This method allowed us to evaluate which methods generated better results to describe certain features. From these results was possible to prove the existence of submerged features in the eastern shallow continental shelf of Rio Grande do Norte. In this way, the conclusions was (1) this study contributed to the provision of new information about the area in question, particularly with regard to data collection in situ depths, (2) the method of data collection and interpretation proves to be effective because, through this, it was possible to visualize and interpret the features present in the study area and (3) the interpretation and discussion of results in an integrated method, using different methodologies, can provide better results

Estudo multitemporal da dinâmica espacial do estuário Potengi/RN, utilizando como base os dados de Sensoriamento Remoto.

This work was developed in the Potengi river estuary, northern coastal city of Natal, located in the State of Rio Grande do Norte. The objective was to study the dynamics of Multitemporal Space in that estuary, however, analyze how this environment has behaved during the years 1988, 1994 and 2006. The definition of that, there was the fact that during that period, which occurred in that area and more intensive space exploration to practice economic activities as well as a greater and more rapid expansion of urban area. This study was supported by the Remote Sensing, who have been shown today, as an efficient analysis of the environmental studies, through geoprocessing techniques. From the performed analysis it was found that occurred during the period of study (1988 to 2006), a huge change in the design of the estuary of Potengi river. The figures showed the area of vegetation was decreased 65.22%, the deforested area increased by 70.44% and the shrimp activity grow 452.07% and the urban area was increased in 52.65% along that period described. Considering the numbers shown there that the process of occupying space in that area requires attention, because it is an environment that represents a huge contribution to the ecological balance.

A construção e estruturação do território comercial no bairro Alecrim Natal/RN

The study done has as objective the comprehension of the constructed territorial spaces through the commercial perspective, because it is a social practice which enables the dynamic of the space and the appearing of territories. Related to the territory, we emphasized the interest for the idea of used territory treated by Milton Santos, because we agreed with him believing that is the use of the territory which warrants its legitimacy. Then, the spatial dimension chose concentrates itself into the district of Alecrim, localized at the east zone of Natal/RN, where it is recognized by its strong commercial dynamic which was built during years, facing some events which happened in the context of the city. However, this dynamic counts with a hard dichotomy which involves as the considered by the State formal activities, as the informal one. About the commerce of the district, it has characteristics into its activities whose make him to be considered popular, as by the existing products, as by the strong presence of informal workers that constitutes the district s landscape. The informal workers practice expresses one of the multiples constructed alternative territorialities. We believe that this fact has direct relation with the growing process of the exclusion from the formal jobs market. Still talking about the spatial dimension, this real example of the Alecrim district shows how the techniques changes, together with the capitalism process, may influence one entire spatial dynamic across years, involving many agents, since the transient people from somewhere, until the State. Shall the Geography understand the multiple forms from the space, face to the relations that occur into it and also how new territories have been built

Ilha de Santana e Alto de Santa Rita: a produção do espaço a partir do turismo em Caicó e Santa Cruz - RN

Tourism is an activity that uses the spatial objects and also produces and because it creates an economic activity areas for leisure. So for this to occur itdoes need a space reorganized, with infrastructure to receive visitors. And in the process of construction / reconstruction of tourist destination the state comes as a precursor, creating public policies that tourism can develop. Thus, this paper examines the transformation process by which the spaces are aiming to become tourist, and what changes occur in socio-spatial dynamic of the city in which this activity is inserted. The spatial area of study refers to the Alto de Santa Rita, Santa Cruz and the Isla de Santana Tourist Complex in Caicó both in Rio Grande do Norte. The reconstruction of the Island de Santana did not occur randomly, in order that the spatial changes were performed to meet the demand for which Caicó had to perform his greatest social and religious event, the Feast of Santana, which occurs since its colonization in year 1748 and also the Carnival these two events being considered as a strong tourist attraction of the city. And the Santa Rita High was built in order to enter the city of Santa Cruz in the script of religious tourism of the state through the devotion of the patron. The Dissertation isstructured in five parts, the first refers to the introduction of the work, while the second examines how tourism wound to the Rio Grande do Norte and internalizesthe third part deals with the spaces for tourism in these cities, the the fourthidentifies as the symbolism of these spaces influence the transformation and the latter reveals how these spaces affect the socio-economic structure of cities across the events

TIME-OPTIMAL GEOMAGNETIC ATTITUDE MANEUVERS OF AN AXISYMMETRICAL SPINNING SATELLITE

A formulation used to determine the time-optimal geomagnetic attitude maneuvers subject to dynamic and geometric constraints is proposed in this paper. This was obtained by a direct search procedure based on a control function parametrization method, using linear programming to obtain numerical suboptimal solutions by linear perturbation. Due to its characteristics it can be used in small computers and to generate computer programs of general application. The dynamic modeling, the magnetic torque model and the suboptimal control procedure are presented. Simulation runs have verified the feasibility of the formulation thus derived and have shown a notable improvement in performance.

Efeito da salinidade e do esgoto orgânico sobre a comunidade zooplanctônica, com ênfase nos copépodes, do estuário do rio Itanhaém, Estado de São Paulo

The objective of this work is to analyze the effects of salinity and wastewater on the zooplankton community of the Itanhaém river estuary, São Paulo state. Samples of zooplankton as well as physical and chemical variables of water were collected in four sites, located between the coastal line and the superior part of the estuary, including a secondary channel where wastewater is thrown without previous treatment. The samples were collected in low and high tide in winter and summer. Results showed that the estuary presents a temporal and spatial variation of physical and chemical characteristics, especially salinity, in function of the tide and seasonal variation of rain. The high values of salinity occurred in winter and high tide. Zooplankton community was adapted to the dynamic of salinity, and marine and estuarine species occurred in the low part of the estuary in winter. Although the Itanhaém river estuary has the same temporal and spatial dynamic of other estuaries, the values of salinity are low when compared with others located in the southern coast of São Paulo. Consequently, mainly oligohaline and fresh water species constitute the zooplankton community. These characteristics are due to the great drainage area of the Itanhaém river basin. The waste water modified physical and chemical characteristics of water that now presents higher concentrations of nutrients, higher values of suspended matter and lower concentrations of oxygen. It was observed a positive relation between the density of nauplii of copepods and organic pollution in this estuary.

Importancia de los sustratos biogénicos para el cangrejo de piedra Menippe nodifrons Stimpson, 1859 (Brachyura: Eriphioidea)

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Estratégias de identificação paramétrica aplicadas à modelagem dinâmica de um servidor web Apache

Este artigo apresenta um estudo experimental de técnicas de identificação paramétrica aplicadas à modelagem dinâmica de um servidor web Apache. Foi desenvolvido um arranjo experimental para simular variações de carga no servidor. O arranjo é composto por dois computadores PC, sendo um deles utilizado para executar o servidor Apache e o outro utilizado como um gerador de carga, solicitando requisições de serviço ao servidor Apache. Foram estimados modelos paramétricos auto-regressivos (AR) para diferentes pontos de operação e de condição de carga. Cada ponto de operação foi definido em termos dos valores médios para o parâmetro de entrada MaxClients (parâmetro utilizado para definir o número máximo de processos ativos) e a saída percentual de consumo de CPU (Central Processing Unit) do servidor Apache. Para cada ponto de operação foram coletadas 600 amostras, com um intervalo de amostragem de 5 segundos. Metade do conjunto de amostras coletadas em cada ponto de operação foi utilizada para estimação do modelo, enquanto que a outra metade foi utilizada para validação. Um estudo da ordem mais adequada do modelo mostrou que, para um ponto de operação com valor reduzido de MaxClients, um modelo AR de 7a ordem pode ser satisfatório. Para valores mais elevados de MaxClients, os resultados mostraram que são necessários modelos de ordem mais elevada, devido às não-linearidades inerentes ao sistema.