Desenvolvimento de metodologia de análise de indicadores de sustentabilidade como ferramenta para tomada de decisão utilizando lógica fuzzy

Dissertação (Mestrado em Tecnologia Nuclear)

Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

Quantificação do ião cálcio nas uvas e vinhos brancos por espectroscopia de infravermelho

Com o objetivo de diminuir a incidência das leveduras encapsulas em alginato se aglomerarem na segunda fermentação em garrafa e reduzir custos associados à sua eliminação, pretendeu-se utilizar a metodologia NIR para determinar a quantidade de cálcio no vinho. Foram quantificados outros minerais para avaliar hipotéticos antagonismos iónicos. Observou-se também que este controlo de qualidade poderá ser efetuado no mosto. Atualmente este controlo é realizado por metodologias de análise de referência bastante morosas como EAA. Contudo a metodologia NIR demonstrou ser uma boa alternativa no controlo dos parâ-metros de qualidade na produção de vinho espumante, permitindo a diminuição do tempo de análise e de resíduos. No desenvolvimento dos modelos matemáticos para a calibração do NIR utilizaram-se 79 vinhos brancos e 60 amostras de mosto. Foram desenvolvidos 11 modelos de calibração onde o coeficiente de correlação foi, em aproximadamente 58% dos casos, maior que 0,99; ABSTRACT: In order to reduce the incidence of alginate beads aggregation during the second fermentation in the bottle and to reduce costs associated with their disposal, it was used the NIR technology to quantify calcium content in the wine. Other minerals were also quantified in order to evaluate possible ionic antagonisms. Quality control is usually done in the base wine but it can also be evaluated in the must. Currently this control was carried out by reference analysis methodologies generally rather slow as AAS. However NIR proved to be a good alternative technique in the control of quality parameters of wine production, allowing the reduction of the analysis time and waste. In order to develop mathematical models for the calibration of NIR it was used 79 white wine samples and 60 must samples. Eleven calibration models have been developed, where the correlation coeffi-cient was, in approximately 58% of cases, greater than 0,99.

Opciones reales en la gerencia de proyectos

Teniendo en cuenta el escaso conocimiento y utilización de las opciones reales a la hora de realizar la evaluación financiera de un proyecto, se evidencia una oportunidad de elaborar un estado del arte de esta metodología con el fin de comparar las ventajas y las desventajas respecto a los métodos tradicionales más utilizados -- Para el desarrollo de la investigación se recurrió a información secundaria dentro de las bases de datos de la universidad EAFIT y su biblioteca, donde se encontraron artículos y material académico que arrojaron datos significativos que contribuyeron al cumplimiento de los objetivos -- Dentro de los resultados se encentra que el VPN y la TIR son las metodologías más comunes para la evaluación de proyectos en gran medida por su sencilla aplicación -- Por otro lado, las opciones reales son poco utilizadas por desconocimiento y por la aparente complejidad de su aplicación -- La mayor desventaja que presentan las metodologías tradicionales es que son estáticas, rígidas, orientadas al corto plazo y no manejan eficazmente la incertidumbre, mientras que las opciones reales tienen en cuenta la flexibilidad estratégica incorporada en un proyecto

Energy norm a-posteriori error estimation for hp-adaptive discontinuous Galerkin methods for elliptic problems in three dimensions

We develop the energy norm a-posteriori error estimation for hp-version discontinuous Galerkin (DG) discretizations of elliptic boundary-value problems on 1-irregularly, isotropically refined affine hexahedral meshes in three dimensions. We derive a reliable and efficient indicator for the errors measured in terms of the natural energy norm. The ratio of the efficiency and reliability constants is independent of the local mesh sizes and weakly depending on the polynomial degrees. In our analysis we make use of an hp-version averaging operator in three dimensions, which we explicitly construct and analyze. We use our error indicator in an hp-adaptive refinement algorithm and illustrate its practical performance in a series of numerical examples. Our numerical results indicate that exponential rates of convergence are achieved for problems with smooth solutions, as well as for problems with isotropic corner singularities.

Análise de correlação canónica : extensões e aplicações

Neste trabalho apresentamos a teoria da análise de correlação canónica, uma técnica de análise estatística multivariada para o estudo da relação, simultânea, entre dois, três ou mais grupos de variáveis. Descrevemos a natureza da correlação canónica com três ou mais variáveis, com modelos matemáticos, fazendo uma síntese dos métodos de generalização de correlação canónica nomeadamente o método Ssqcor, método Sumcor, método Ecart, método Maxvar, método Minvar, e o método de Carroll. Apresentamos uma aplicação utilizando dados provenientes do cálculo do Índice de Preços no Consumidor IPC, produzido pelo INE - STP (Instituto Nacional de Estatística de São Tomé e Príncipe), referente ao período 2010 a 2014. Estamos interessados em conhecer as correlações canónicas entre grupos de variáveis relacionadas com o cabaz de produtos pré-estabelecido para o cálculo do índice de preços no consumidor, concretamente os produtos alimentares (PA), produtos para bebidas (PB) e produtos não alimentares (PNA), constituindo assim os três grandes grupos de variáveis da nossa pesquisa.

Large-scale neural dynamics: simple and complex

We review the use of neural field models for modelling the brain at the large scales necessary for interpreting EEG, fMRI, MEG and optical imaging data. Albeit a framework that is limited to coarse-grained or mean-field activity, neural field models provide a framework for unifying data from different imaging modalities. Starting with a description of neural mass models we build to spatially extended cortical models of layered two-dimensional sheets with long range axonal connections mediating synaptic interactions. Reformulations of the fundamental non-local mathematical model in terms of more familiar local differential (brain wave) equations are described. Techniques for the analysis of such models, including how to determine the onset of spatio-temporal pattern forming instabilities, are reviewed. Extensions of the basic formalism to treat refractoriness, adaptive feedback and inhomogeneous connectivity are described along with open challenges for the development of multi-scale models that can integrate macroscopic models at large spatial scales with models at the microscopic scale.

Multiscale Modeling and Simulation of Stepped Crystal Surfaces

A primary goal of this dissertation is to understand the links between mathematical models that describe crystal surfaces at three fundamental length scales: The scale of individual atoms, the scale of collections of atoms forming crystal defects, and macroscopic scale. Characterizing connections between different classes of models is a critical task for gaining insight into the physics they describe, a long-standing objective in applied analysis, and also highly relevant in engineering applications. The key concept I use in each problem addressed in this thesis is coarse graining, which is a strategy for connecting fine representations or models with coarser representations. Often this idea is invoked to reduce a large discrete system to an appropriate continuum description, e.g. individual particles are represented by a continuous density. While there is no general theory of coarse graining, one closely related mathematical approach is asymptotic analysis, i.e. the description of limiting behavior as some parameter becomes very large or very small. In the case of crystalline solids, it is natural to consider cases where the number of particles is large or where the lattice spacing is small. Limits such as these often make explicit the nature of links between models capturing different scales, and, once established, provide a means of improving our understanding, or the models themselves. Finding appropriate variables whose limits illustrate the important connections between models is no easy task, however. This is one area where computer simulation is extremely helpful, as it allows us to see the results of complex dynamics and gather clues regarding the roles of different physical quantities. On the other hand, connections between models enable the development of novel multiscale computational schemes, so understanding can assist computation and vice versa. Some of these ideas are demonstrated in this thesis. The important outcomes of this thesis include: (1) a systematic derivation of the step-flow model of Burton, Cabrera, and Frank, with corrections, from an atomistic solid-on-solid-type models in 1+1 dimensions; (2) the inclusion of an atomistically motivated transport mechanism in an island dynamics model allowing for a more detailed account of mound evolution; and (3) the development of a hybrid discrete-continuum scheme for simulating the relaxation of a faceted crystal mound. Central to all of these modeling and simulation efforts is the presence of steps composed of individual layers of atoms on vicinal crystal surfaces. Consequently, a recurring theme in this research is the observation that mesoscale defects play a crucial role in crystal morphological evolution.

Análise de sobrevivência ao cancro colo-retal nos períodos 2000-2001 e 2007-2008 na região norte de Portugal

O cancro colo-retal é um dos tipos de cancro mais comuns, em ambos os sexos, tendo em conta os dados existentes nos registos oncológicos nas mais diversas regiões do globo, facto que acontece também na região Norte de Portugal. O objetivo desta dissertação foi utilizar métodos de análise de sobrevivência tradicional e de análise de sobrevivência relativa, em dados do cancro colo-retal, considerando um período de observação de 5 anos. Os dados analisados são provenientes do Registo Oncológico Regional do Norte (RORENO), obtendo-se, após inspeção e tratamento prévio, um total de 2855 pacientes aos quais foi diagnosticado cancro colo-retal em dois períodos distintos, 2000-2001 e 2007- 2008. Pretendeu-se também determinar de que forma as covariáveis influenciam a sobrevivência, e como esta evoluiu entre essas duas coortes. Dado não existir informação sobre as causas de morte, foi objetivo deste estudo estimar que parte da mortalidade observada se deve à doença em questão e que parte se deve a outras causas que afetam a mortalidade da população geral. Foram, também, estimados os coeficientes das covariáveis consideradas para os modelos adotados. Todos os resultados foram obtidos utilizando como recurso o software R e seus pacotes adequados. Utilizaram-se diversos métodos tais como Kaplan-Meier, Cox, Ederer II e Net Survival, sendo este último considerado o mais adequado a este tipo de estudo pois é considerado pela comunidade científica o único estimador centrado para análise de sobrevivência relativa e cujas propriedades estatísticas permitem a sua utilização em estudos comparativos entre países. Verificou-se, por este estimador, que não existem diferenças significativas na sobrevivência em função do sexo, idade, distrito ou localização do cancro (cólon ou reto). Por outro lado verificaram-se diferenças significativas para a sobrevivência em função do estadio e das coortes, registando-se um acréscimo global de 8.5% na sobrevivência aos 5 anos de 2000-2001 para 2007-2008. Por fim destacam-se alguns aspetos que merecem atenção em estudos futuros.

ENHANCEMENT OF THERMAL INACTIVATION OF CRONOBACTER SAKAZAKII WITH INCLUSION OF PARABENS

Parabens are a family of p-hydroxybenzoic acid esters, which have antimicrobial activity over a broad pH range (4-8). This study was designed to evaluate the enhanced thermal inactivation of Cronobacter sakazakii by the inclusion of “parabens” and to ultimately develop mathematical models to describe this effect. A heat-resistant strain, Cronobacter sakazakii 607, was heated at three mild heating temperatures in combination with treatments with five parabens in various concentrations. Results showed the presence of parabens significantly enhanced thermal inactivation in a concentration-dependent manner, and the effect increased with increasing alkyl chain length. The concentration of parabens, alkyl side chain length, and heating temperature acted synergistically, causing bacterial inactivation even at low temperatures that were not effective in killing C. sakazakii. The survival data were used to develop primary and secondary mathematical models that accurately describe how this synergistic activity can be applied in the food industry.

Assimetrias no crescimento e no desenvolvimento económico: um diagnóstico tridimensional da região do Algarve

Dissertação de Mestrado, Gestão Empresarial, Faculdade de Economia, Universidade do Algarve, 2015

Síntese de pigmento cerâmico ferrita de cobalto utilizando planejamento experimental

Synthetic inorganic pigments are the most widely used in ceramic applications because they have excellent chemical and thermal stability and also, in general, a lower toxicity to man and to the environment. In the present work, the ceramic black pigment CoFe2O4 was synthesized by the polymerization Complex method (MPC) in order to form a material with good chemical homogeneity. Aiming to optimize the process of getting the pigment through the MPC was used a fractional factorial design 2(5-2), with resolution III. The factors studied in mathematical models were: citric acid concentration, the pyrolysis time, temperature, time and rate of calcination. The response surfaces using the software statistica 7.0. The powders were characterized by thermal analysis (TG/DSC), x-ray diffraction (XRD), scanning electron microscopy (SEM) and spectroscopy in the UV-visible. Based on the results, there was the formation of phase cobalt ferrite (CoFe2O4) with spinel structure. The color of the pigments obtained showed dark shades, from black to gray. The model chosen was appropriate since proved to be adjusted and predictive. Planning also showed that all factors were significant, with a confidence level of 95%

Análise comparativa entre simuladores de linha de fluxo e diferenças finitas para um reservatório de petróleo submetido a injeção de água

Water injection is the most widely used method for supplementary recovery in many oil fields due to various reasons, like the fact that water is an effective displacing agent of low viscosity oils, the water injection projects are relatively simple to establish and the water availability at a relatively low cost. For design of water injection projects is necessary to do reservoir studies in order to define the various parameters needed to increase the effectiveness of the method. For this kind of study can be used several mathematical models classified into two general categories: analytical or numerical. The present work aims to do a comparative analysis between the results presented by flow lines simulator and conventional finite differences simulator; both types of simulators are based on numerical methods designed to model light oil reservoirs subjected to water injection. Therefore, it was defined two reservoir models: the first one was a heterogeneous model whose petrophysical properties vary along the reservoir and the other one was created using average petrophysical properties obtained from the first model. Comparisons were done considering that the results of these two models were always in the same operational conditions. Then some rock and fluid parameters have been changed in both models and again the results were compared. From the factorial design, that was done to study the sensitivity analysis of reservoir parameters, a few cases were chosen to study the role of water injection rate and the vertical position of wells perforations in production forecast. It was observed that the results from the two simulators are quite similar in most of the cases; differences were found only in those cases where there was an increase in gas solubility ratio of the model. Thus, it was concluded that in flow simulation of reservoirs analogous of those now studied, mainly when the gas solubility ratio is low, the conventional finite differences simulator may be replaced by flow lines simulator the production forecast is compatible but the computational processing time is lower.

Factores asociados a la mortalidad en el síndrome de Sjögren

Antecedentes: El síndrome de Sjögren (SS) es una patología crónica, autoinmune, de características multifactoriales en su etiología. También es conocida como una epitelitis autoinmune, caracterizada por síntomas secos como xeroftalmia y xerostomía, pero que también puede tener compromiso sistémico, dado por manifestaciones extra-glandulares. En la actualidad es poco reconocida como tal, y por lo tanto, la tasa de sobrevida en estos pacientes se encuentra disminuida pero poco tenida en cuenta a la hora de la valoración de ellos. Este trabajo describe la evidencia encontrada acerca de las causas de mortalidad y sus factores asociados luego de realizar una revisión sistemática de la literatura. Objetivos: El objetivo de este estudio fue reunir de forma exhaustiva y sistemática toda la evidencia empírica, publicada o no, que cumpla los criterios de búsqueda y elegibilidad sobre factores asociados al incremento de la mortalidad o disminución en la sobrevida de los pacientes con diagnóstico de SS. Métodos: Se realizó una revisión sistemática de la literatura mediante una búsqueda exhaustiva de todos los estudios publicados en las bases de datos electrónicas preestablecidas, hasta abril de 2015, con el fin de determinar las causas más frecuentes de mortalidad en pacientes con SS y los factores asociados a ella. Resultados: Se encontraron 4,654 resultados que coincidían con los criterios de búsqueda establecidos; de estos, 33 cumplieron con los criterios de inclusión y se distribuyeron de la siguiente forma: el 66.6% (22/33) correspondieron a estudios de corte cohorte, 30.3% (10/33) a estudios de corte transversal y el 3.03% (1/33) a estudios casos y controles. Se obtuvieron resultados en cuanto a frecuencias de mortalidad, razón estandarizada de mortalidad, tasas de supervivencia, causas más frecuentes de mortalidad y sus factores asociados. Conclusiones: La mortalidad reportada en los diferentes estudios fue entre el 1.2% hasta el 30%. Aquellos estudios que reportaron una tasa de mortalidad inferior al 5%, tuvieron un tiempo de seguimiento menor 8 años [1,7,33,60,64,86]. La mayoría de los casos sigue un curso relativamente estable, pero hay un porcentaje importante que presenta otras manifestaciones sistémicas con mayor frecuencia de complicaciones durante la evolución del SS. Por tanto, son los que requieren un seguimiento más estrecho, debido a una mayor necesidad de tratamiento sistémico y al mayor riesgo de ingreso hospitalario y de mortalidad, especialmente por el desarrollo de procesos linfoproliferativos B. La presencia de factores pronósticos en el paciente con SS obligará a realizar un seguimiento clínico e inmunológico mucho más estrecho, lo cual permitirá identificar lo antes posible las complicaciones que puedan aparecer e instaurar las correspondientes medidas terapéuticas, para aumentar las tasas de supervivencia.

Prevalencia e incidencia de cáncer en habitantes de Sibaté, y georeferenciación de casos 2010-2014

Introducción: El Cáncer es prevenible en algunos casos, si se evita la exposición a sustancias cancerígenas en el medio ambiente. En Colombia, Cundinamarca es uno de los departamentos con mayores incrementos en la tasa de mortalidad y en el municipio de Sibaté, habitantes han manifestado preocupación por el incremento de la enfermedad. En el campo de la salud ambiental mundial, la georreferenciación aplicada al estudio de fenómenos en salud, ha tenido éxito con resultados válidos. El estudio propuso usar herramientas de información geográfica, para generar análisis de tiempo y espacio que hicieran visible el comportamiento del cáncer en Sibaté y sustentaran hipótesis de influencias ambientales sobre concentraciones de casos. Objetivo: Obtener incidencia y prevalencia de casos de cáncer en habitantes de Sibaté y georreferenciar los casos en un periodo de 5 años, con base en indagación de registros. Metodología: Estudio exploratorio descriptivo de corte transversal,sobre todos los diagnósticos de cáncer entre los años 2010 a 2014, encontrados en los archivos de la Secretaria de Salud municipal. Se incluyeron unicamente quienes tuvieron residencia permanente en el municipio y fueron diagnosticados con cáncer entre los años de 2010 a 2104. Sobre cada caso se obtuvo género, edad, estrato socioeconómico, nivel académico, ocupación y estado civil. Para el análisis de tiempo se usó la fecha de diagnóstico y para el análisis de espacio, la dirección de residencia, tipo de cáncer y coordenada geográfica. Se generaron coordenadas geográficas con un equipo GPS Garmin y se crearon mapas con los puntos de la ubicación de las viviendas de los pacientes. Se proceso la información, con Epi Info 7 Resultados: Se encontraron 107 casos de cáncer registrados en la Secretaria de Salud de Sibaté, 66 mujeres, 41 hombres. Sin división de género, el 30.93% de la población presento cáncer del sistema reproductor, el 18,56% digestivo y el 17,53% tegumentario. Se presentaron 2 grandes casos de agrupaciones espaciales en el territorio estudiado, una en el Barrio Pablo Neruda con 12 (21,05%) casos y en el casco Urbano de Sibaté con 38 (66,67%) casos. Conclusión: Se corroboro que el análisis geográfico con variables espacio temporales y de exposición, puede ser la herramienta para generar hipótesis sobre asociaciones de casos de cáncer con factores ambientales.