Financial time series analysis : Chaos and neurodynamics approach

This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. Quantitative measurements based on Chaos theory, are used, to decide a-priori whether a time series, or a portion of a time series is predictable, while Chaos theory based qualitative tools are used to provide further observations and analysis on the predictability, in cases where measurements provide negative answers. Phase space reconstruction is achieved by time delay embedding resulting in multiple embedded vectors. The cognitive approach suggested, is inspired by the capability of some chartists to predict the direction of an index by looking at the price time series. Thus, in this work, the calculation of the embedding dimension and the separation, in Takens‘ embedding theorem for phase space reconstruction, is not limited to False Nearest Neighbor, Differential Entropy or other specific method, rather, this work is interested in all embedding dimensions and separations that are regarded as different ways of looking at a time series by different chartists, based on their expectations. Prior to the prediction, the embedded vectors of the phase space are classified with Fuzzy-ART, then, for each class a back propagation Neural Network is trained to predict the last element of each vector, whereas all previous elements of a vector are used as features.

How do neighbouring populations affect local population change over time?

This study covers a period when society changed from a pre-industrial agricultural society to a post-industrial service-producing society. Parallel with this social transformation, major population changes took place. In this study, we analyse how local population changes are affected by neighbouring populations. To do so we use the last 200 years of local population change that redistributed population in Sweden. We use literature to identify several different processes and spatial dependencies in the redistribution between a parish and its surrounding parishes. The analysis is based on a unique unchanged historical parish division, and we use an index of local spatial correlation to describe different kinds of spatial dependencies that have influenced the redistribution of the population. To control inherent time dependencies, we introduce a non-separable spatial temporal correlation model into the analysis of population redistribution. Hereby, several different spatial dependencies can be observed simultaneously over time. The main conclusions are that while local population changes have been highly dependent on the neighbouring populations in the 19th century, this spatial dependence have become insignificant already when two parishes is separated by 5 kilometres in the late 20th century. Another conclusion is that the time dependency in the population change is higher when the population redistribution is weak, as it currently is and as it was during the 19th century until the start of industrial revolution.

Effective measures to decrease air contaminants through risk and control visualization : a study of the effective use of QR codes to facilitate safety training

Woodworking industries still consists of wood dust problems. Young workers are especially vulnerable to safety risks. To reduce risks, it is important to change attitudes and increase knowledge about safety. Safety training have shown to establish positive attitudes towards safety among employees. The aim of current study is to analyze the effect of QR codes that link to Picture Mix EXposure (PIMEX) videos by analyzing attitudes to this safety training method and safety in student responses. Safety training videos were used in upper secondary school handicraft programs to demonstrate wood dust risks and methods to decrease exposure to wood dust. A preliminary study was conducted to investigate improvement of safety training in two schools in preparation for the main study that investigated a safety training method in three schools. In the preliminary study the PIMEX method was first used in which students were filmed while wood dust exposure was measured and subsequently displayed on a computer screen in real time. Before and after the filming, teachers, students, and researchers together analyzed wood dust risks and effective measures to reduce exposure to them. For the main study, QR codes linked to PIMEX videos were attached at wood processing machines. Subsequent interviews showed that this safety training method enables students in an early stage of their life to learn about risks and safety measures to control wood dust exposure. The new combination of methods can create awareness, change attitudes and motivation among students to work more frequently to reduce wood dust. 

Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

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

Avaliação de um método de cromatografia em fase gasosa head space e estudo da estabilidade do etanol em amostras de sangue

The ethanol is the most overused psychoactive drug over the world; this fact makes it one of the main substances required in toxicological exams nowadays. The development of an analytical method, adaptation or implementation of a method known, involves a process of validation that estimates its efficiency in the laboratory routine and credibility of the method. The stability is defined as the ability of the sample of material to keep the initial value of a quantitative measure for a defined period within specific limits when stored under defined conditions. This study aimed to evaluate the method of Gas chromatography and study the stability of ethanol in blood samples, considering the variables time and temperature of storage, and the presence of preservative and, with that check if the conditions of conservation and storage used in this study maintain the quality of the sample and preserve the originally amount of analyte present. Blood samples were collected from 10 volunteers to evaluate the method and to study the stability of ethanol. For the evaluation of the method, part of the samples was added to known concentrations of ethanol. In the study of stability, the other side of the pool of blood was placed in two containers: one containing the preservative sodium fluoride 1% and the anticoagulant heparin and the other only heparin, was added ethanol at a concentration of 0.6 g/L, fractionated in two bottles, one being stored at 4ºC (refrigerator) and another at -20ºC (freezer), the tests were performed on the same day (time zero) and after 1, 3, 7, 14, 30 and 60 days of storage. The assessment found the difference in results during storage in relation to time zero. It used the technique of headspace associated with gas chromatography with the FID and capillary column with stationary phase of polyethylene. The best analysis of chromatographic conditions were: temperature of 50ºC (column), 150ºC (jet) and 250ºC (detector), with retention time for ethanol from 9.107 ± 0.026 and the tercbutanol (internal standard) of 8.170 ± 0.081 minutes, the ethanol being separated properly from acetaldehyde, acetone, methanol and 2-propanol, which are potential interfering in the determination of ethanol. The technique showed linearity in the concentration range of 0.01 and 3.2 g/L (0.8051 x + y = 0.6196; r2 = 0.999). The calibration curve showed the following equation of the line: y = x 0.7542 + 0.6545, with a linear correlation coefficient equal to 0.996. The average recovery was 100.2%, the coefficients of variation of accuracy and inter intra test showed values of up to 7.3%, the limit of detection and quantification was 0.01 g/L and showed coefficient of variation within the allowed. The analytical method evaluated in this study proved to be fast, efficient and practical, given the objective of this work satisfactorily. The study of stability has less than 20% difference in the response obtained under the conditions of storage and stipulated period, compared with the response obtained at time zero and at the significance level of 5%, no statistical difference in the concentration of ethanol was observed between analysis. The results reinforce the reliability of the method of gas chromatography and blood samples in search of ethanol, either in the toxicological, forensic, social or clinic

Alcoolemia em vítimas fatais de acidentes de trânsito no Rio Grande do Norte empregando cromatografia em fase gasosa - head space

Alcohol is one of the few psychotropic drugs that their consumption has admitted legally and sometimes encouraged by the society. Studies show alcohol as the highest consumption of drugs among young people and society in general, probably because of its availability and easy access. The abuse causes public health problems, which was closely related to the violence, socioeconomic problems and the high number of automobile accidents. Transit is one of the main sectors affected by the effects of alcohol, observing a high incidence in the studies. About half of automobile accidents occurs after the consumption of alcoholic beverage, and the vast majority of cases related to high concentrations of alcohol in the bloodstream. The relationship of drunk with traffic accidents is in fact evident everywhere in the world, including Brazil, where studies have shown a high relationship between alcohol consumption and traffic accidents. This study determined the alcohol in fatal victims of traffic accidents in the state of Rio Grande do Norte and established the profile of this population compared with those found in Brazil and other countries. Samples of blood of ethanol added to fulfillment of the standardization of chromatographic conditions and procedures for the analysis, being employed in the determination of alcohol in blood samples of 277 victims of traffic accidents, collected at the Institute of Scientific Technical Police of Rio Grande do North (ITEP) in the year 2007. The blood alcohol level was determined in these samples correlated with the sex, age and marital status of the victim and the location, day of week and month when the accident occurred, is doing a statistical analysis and outlining a profile of the victims of an accident at transit in the state of Rio Grande do Norte. The parameters of standardization studied ensured the quality of the analytical method and, consequently, to obtain reliable laboratory results. Being given the best temperature for injector (150 ºC), detector (250 ºC) and column (50 ºC) with a flow of gas in the column of 2mL/minutos and analysis of time of 12 minutes. The method was linear in the range of 0.01 to 3.2 g / L (r2 = 0.9989) with average recovery of 100.2% and precision with coefficient of variation less than 15%. The analysis carried out on victims of fatal road traffic accidents, ethanol detected in the blood in 66.43% of the victims and these, 96% showed concentration ≥ 0.2 g / L, 87.73% of victims were male, while 12.27% female. The younger age group (1535 years) was the most involved (52,35%) and most single (55.60%). The accidents occurred with greater prevalence in the day on Monday (27%) followed by Sunday (24,19%) and Saturday (15,52%) and it was found that the prevalence of injuries varied between the different months of the year, and in February (14.4%) and April (10.47%) the months that had a higher number of accidents, however this oscillation showed no statistically significant difference. Also no significant difference was observed between the tracks of concentration found in men and women. The standardized method showed to be efficient, given satisfactorily to the goals of this work, and the high levels of alcohol found in victims of fatal road traffic accidents are consistent with several studies of literature, and the profile of the victim also supported by presenting in its most young adults, male and single

Em nome da república: escolas e tradições modernas

Our research aims to analyze some institutions of primary education in so-called First Republic in Natal/RN, when they were considered high standard institutions on training, dissemination and creation of national identity and republican traditions. Thus, we investigated to try to understand the creation of the new man and the invention of new traditions to confirm the status of republican modernity in two schools in Natal, the Colegio Americano, a private one, and a standard model of school, Augusto Severo, which is a public one. As a basis we have the history of institutions to analyze, paying close attention to consider the use of imitation in cultural patrimony as well as the use of strategies to distinguish. The concept of ownership follows, for present purposes, their focus of study on observation of diverse and contrasting use of these cultural objects, texts, readings and ideas from research institutions. For analysis of the link which occurs within the school environment, in every period of its history, we used the concept of school culture as a set of rules and practices which define knowledge to teach and conduct the introject. A culture that incorporates the school to keep a set with other religious cultures, political and popular of its time and space. In this sense, the educational institutions which we studied while showing what kind of in this work by preparing cultures, codes, different practices, and specific individuals they have, they were in important locations to provide modern cultural appropriation as a strategy for educational innovation and a factor of rationality and efficiency which could be observed and controlled, so gradually the modern school education was organized to produce its own society. As a challenge of affirmation and incorporating diverse social experiences to produce the modern, civilized man of the Republican time, the school, as part of the social life, which is singular in its practices, not only the set of reforms, decrees, laws and projects, but also as expressions of concept about life and society in terms of material, symbolic and cultural symbols in the social context in modernization. We focused on these two schools, because inside the wide cultural and material status of the city, they were the first republic schools which had the goal of having men and woman together culturally , with a view to adapting them to the modern movement to make them civilized / educated / rational . On this view, we would emphasize that this statement needs a reinvention as a new way through what is made at the schools which production of new spaces, practices, rites and what represents school, making and expressing a new identity, modern, different of the old symbols of the Empire. For this, nothing better than the organization of schooling, emphasizing on educating the individual and his/her responsibilities with the order and progress. We need to understand the past as a result of conflicts, including strengths and limitations within the historical and social context, and the invention of tradition as a process of formalization and ritualization of acts which want to perpetuate, as a reference to a group identity. These are practices and social educative representations which support the understanding of pedagogical and educational ideas at this historical moment, making a new way of being and doing in the Republican universe

Time-periodic perturbation of a Lienard equation with an unbounded homoclinic loop

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

O desejo, o relato e a prática da cidade: de como são produzidos territórios marginais na cidade do príncipe (1880 - 1900)

The theme of this work is the study of marginal territories of the Cidade do Príncipe, sketch in time than today is constituted as the city of Caicó/RN, with the time frame the years 1880 to 1900. Our goal is to investigate the construction of these territories from multiple speech subjects practitioners of the city. Thus, we propose to discover the mapping of the deviation in the city in question, as they were drawn, those who experienced and through which practices. Investigate the construction of these spaces from the speeches, and fill a historiographical gap, allows to find stories sharp, silenced or ignored, abortions and madness in prison, repressed passions and avenged. To meet these spaces the sources are diverse, such as the newspaper O Povo, the Codes of posture, the Reports of Presidents and Heads of Provincial Police and process-crime. Regarding the methodological aspects of research, we decided by discourse analysis, discourse here conceived not only as what is said about someone or something, but as a set of statements circulating at any given time in society, articulating speech, intentions, actions and thought. The city is then considered from their territories, imagined as a space configured in/by the relations power that the dispute, but also as a space for experiences multiple, different feelings, place and non-place, the discipline and mockery, of power and resistance.

O sertão virou verso, o verso virou sertão:sertão e sertanejos representados e ressignificados pela Literatura de Cordel (1900-1940)

Backland¹ are not only geographic spaces limited by physically established borders. It is a space composed by events, experiences, behavior, symbology, manners related to how to live and see the world. It is developed from historical processes and layers of discourses that contact each other, compete among themselves, establish agreement, promote consensus which define, resignify and update them over time. The present paper seeks to analyze and discuss the forms in which discourses produced by cordel literature² sold and consumed in popular locations, from backlands to coast cities, during the first four decades of 20th century, represented the environment, habits, moral codes, cultural traits, social types, rites and beliefs, related to northeastern backlands. The paper also aims to investigate the forms on how discourses produced by representations contributed to the constitution of backlands as a space culturally constructed. Poems from the poet and editor João Martins de Athayde will be used to establish dialogues between discourses produced by cordel and others discursive modalities, such as, newspapers, prose literature, painting, texts of memoirists and historiography, about backlands, analyzing how those representations circulated, were consumed and absorbed by backlands and other spaces inhabitants, contacted and agreed with other types of discourse, supporting the establishment of backlands as a space and countryside people as a social type

Short Lyapunov time: a method for identifying confined chaos

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Evasive Maneuvers in Space Debris Environment and Technological Parameters

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Cauchy-Stieltjes Integral on Time Scales in Banach Spaces and Hysteresis Operators

The play operator has a fundamental importance in the theory of hysteresis. It was studied in various settings as shown by P. Krejci and Ph. Laurencot in 2002. In that work it was considered the Young integral in the frame of Hilbert spaces. Here we study the play in the frame of the regulated functions (that is: the ones having only discontinuities of the first kind) on a general time scale T (that is: with T being a nonempty closed set of real numbers) with values in a Banach space. We will be showing that the dual space in this case will be defined as the space of operators of bounded semivariation if we consider as the bilinearity pairing the Cauchy-Stieltjes integral on time scales.

Cephalometric and three-dimensional assessment of superior posterior airway space after maxillomandibular advancement

The purpose of this study was to quantify cephalometric and three-dimensional alterations of the posterior airway space of patients who underwent maxillomandibular advancement surgery. 20 patients treated by maxillomandibular advancement were selected. The minimal postoperative period was 6 months. The treated patients underwent cone-beam computed tomography at 3 distinct time intervals, preoperative (T1), immediate postoperative period up to 15 days after surgery (T2), and late postoperative period at least 6 months after surgery. The results showed that the maxillomandibular advancement promoted an increase in the posterior airway space in each patient in all the analyses performed, with a statistically significant difference between T2 and T1, and between T3 and T1, p < 0.05. There was a statistical difference between T2 and T3 in the analysis of area and volume, which means that the airway space became narrower after 6 months compared with the immediate postoperative period. The maxillomandibular advancement procedure allowed great linear area and volume increase in posterior airway space in the immediate and late postoperative periods, but there was partial loss of the increased space after 6 months. The linear analysis of airway space has limited results when compared with analysis of area and volume.

Periapical radiographs overestimate root canal wall thickness during post space preparation

Aim To evaluate differences between anatomic and radiographic measurements of root canal wall thickness (RCWT) after each root canal preparation stage during post placement.Methodology Twenty mandibular premolars with a single canal were decoronated and the roots embedded in resin using a teflon muffle. Roots were sectioned horizontally at a pre-established level and canals were prepared for post placement. Endodontic hand files were used for root canal preparation, followed by Gates Glidden drills and Peeso reamers. Standardized radiographs and photographs at pre-established measurement levels were taken before preparation, after root canal instrumentation, after Gates Glidden preparation and after Peeso enlargement. All images were digitized and RCWT at the mesial and distal walls measured (IMAGETOOL 3.0). Differences between radiographic and anatomic measurements were analysed with paired t-tests. ANOVA was used to compare the percentages of radiographic distortions.Results Regardless of the time-point evaluated, RCWT determined by radiographs were greater than the respective anatomic measurements (P < 0.05). The difference detected at each stage was similar and constant (P > 0.05).Conclusions Throughout preparation for post placement, radiographic images overestimated the RCWT by approximately 25%, regardless of the clinical stage evaluated.