Microfounded forecasting

Our focus is on information in expectation surveys that can now be built on thousands (or millions) of respondents on an almost continuous-time basis (big data) and in continuous macroeconomic surveys with a limited number of respondents. We show that, under standard microeconomic and econometric techniques, survey forecasts are an affine function of the conditional expectation of the target variable. This is true whether or not the survey respondent knows the data-generating process (DGP) of the target variable or the econometrician knows the respondents individual loss function. If the econometrician has a mean-squared-error risk function, we show that asymptotically efficient forecasts of the target variable can be built using Hansens (Econometrica, 1982) generalized method of moments in a panel-data context, when N and T diverge or when T diverges with N xed. Sequential asymptotic results are obtained using Phillips and Moon s (Econometrica, 1999) framework. Possible extensions are also discussed.

Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures

We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable con dence intervals on the optimal value of such stochastic programs using the Robust Stochastic Approximation and the Stochastic Mirror Descent (SMD) algorithms. When the objective functions are uniformly convex, we also propose a multistep extension of the Stochastic Mirror Descent algorithm and obtain con dence intervals on both the optimal values and optimal solutions. Numerical simulations show that our con dence intervals are much less conservative and are quicker to compute than previously obtained con dence intervals for SMD and that the multistep Stochastic Mirror Descent algorithm can obtain a good approximate solution much quicker than its nonmultistep counterpart. Our con dence intervals are also more reliable than asymptotic con dence intervals when the sample size is not much larger than the problem size.

Phylogenetic structure of Guinea-Bissau ethnic groups for mitochondrial DNA and Y chromosome genetic systems

The maternal and paternal genetic profile of Guineans is markedly sub-Saharan West African, with the majority of lineages belonging to L0-L3 mtDNA sub-clusters and E3a-M2 and E1-M33 Y chromosome haplogroups. Despite the sociocultural differences among Guinea-Bissau ethnic groups,marked by the supposedly strict admixture barriers, their genetic pool remains largely common. Their extant variation coalesces at distinct timeframes, from the initial occupation of the area to later inputs of people. Signs of recent expansion in mtDNA haplogroups L2a-L2c and NRY E3a-M2 suggest population growth in the equatorial western fringe, possibly supported by an early local agricultural centre, and to which the Mandenka and the Balanta people may relate. Non-West African signatures are traceable in less frequent extant haplogroups, fitting well with the linguistic and historical evidence regarding particular ethnic groups: the Papel and Felupe-Djola people retain traces of their putative East African relatives; U6 and M1b among Guinea-Bissau Bak-speakers indicate partial diffusion to Sahel of North African lineages; U5b1b lineages in Fulbe and Papel represent a link to North African Berbers, emphasizing the great importance of post-glacial expansions; exact matches of R1b-P25 and E3b1-M78 with Europeans likely trace back to the times of the slave trade.

Análise do comportamento reológico de pastas de cimento contendo resíduos de pneu para poços de petróleo

The low tenacity presented by the Portland cement pastes used in the oil wells cementation has been motivating several researches with attention focused on alternative materials. Additives have been developed to generate flexible pastes with mechanical resistance capable to support the expansions and retractions of the metallic covering of the wells that submit to the steam injection, technique very used to increase the recovery factor in oil reservoirs with high viscosity. A fresh paste with inadequate rheological behavior may commit the cementation process seriously, involving flaws that affect the performance of the paste substantially in the hardened state. This work proposes the elaboration and the rheological analysis of Portland cement pastes with addition of residues of rubber tire in several proportions, with the aim of minimizing the damages provoked in the hem cementing of these wells. By thermogravimetric analysis, the particles of eraser that go by the sieve of 0,5mm (35 mesh) opening and treated superficially with NaOH solution of 1 mol/L presented appropriate thermal resistance for wells that submit to thermal cyclic. The evaluation of the study based on the results of the rheological analysis of the pastes, complemented by the mechanical analysis, thickening, stability, tenor of free water and filtrate loss, being used as parameter a paste reference, without rubber addition. The results showed satisfactory rheology, passive of few corrections; considerable loss of mechanical resistance (traction and compression), compensated by earnings of tenacity, however with established limits for its application in oil wells; satisfactory stability, free water and thickening time

Growth of the speckled swimming crab, Arenaeus cribrarius (Lamarck, 1818) (Crustacea, Brachyura, Portunidae), in Ubatuba (SP), Brazil

A total of 2629 individuals of Arenaeus cribrarius (1293 males and 1336 females) were captured in Ubatuba (SP), from August 1996 to July 1997. Individuals were distributed in 5 mm size class carapace width (CW), to verify sex-specific growth-age equations. The Von Bertalanffy model was chosen to determine the growth rate and expressed by CW=120.52[1-e(-1.80t)] for males and CW=100.81[1-e(-1.60t)] for females. The age estimated for the first juvenile stage (t(o)) was 6.1 and 8.3 days for males and females, respectively. The maximum age determined was 1.8 years for males and 2 years for females, which correspond to a maximum size of 115.8 and 96.7 mm, respectively. The maximum size (CWmax) estimated using 95% of asymptotic size was 114.5 mm for males and 95.8 mm for females. Males have a precocious sexual maturity (5 months) when compared to females (6.8 months). The growth rate and size of A. cribrarius are higher than other portunid species, with great interest for aquaculture.

Growth of the hermit crab Clibanarius vittatus (Bosc, 1802) (Crustacea, Anomura, Diogenidae) at São Vicente, São Paulo, Brazil

O presente estudo teve como objetivo analisar o crescimento de machos e fêmeas do ermitão Clibanarius vittatus (Bosc, 1802), da região de São Vicente, São Paulo, Brasil. Foram realizadas coletas mensais de maio/2001 a abril/2003, na Praia dos Pescadores em São Vicente. Os 2.501 animais capturados foram identificados, determinados quanto ao sexo e mensurados quanto ao seu comprimento de escudo cefalotorácico (CEC). Para o estudo sazonal do crescimento, a população foi dividida em classes de tamanho de 5mm de (CEC), e analisada pelo método de Bertalanffy, com o auxílio do software Fisat II. Foram obtidos 703 indivíduos machos e 1.798 fêmeas, com média de tamanho de 8.94±1.80 e 6.61±1.13mm, respectivamente. Constatou-se um padrão de crescimento sazonal, com machos atingindo um tamanho assintótico (14.92mm) superior ao das fêmeas (13.85mm), além de iniciarem o processo de crescimento aproximadamente cinco meses antes destas. Desta forma, é provável que este seja um padrão que auxilia na diminuição da disputa intra-específica por conchas, uma vez que os machos atingiram maior tamanho e estariam disponibilizando conchas menores para as fêmeas.

Morfo-anatomia de plântulas e número cromossômico de Cybistax antisyphilitica (Mart.) Mart. (Bignoniaceae)

Plântulas de Cybistax antisyphilitica (ipê-verde), espécie arbórea que ocorre no Estado de São Paulo, Brasil, foram estudadas morfoanatomicamente e citogeneticamente. As plântulas são eudicotiledôneas, fanerocotiledonares e epigéias. Suas sementes apresentam alas hialinas, assimétricas e de textura papirácea. A raiz é axial com tecido epidérmico irregular. O hipocótilo é verde, glabro e apresenta os elementos do xilema em diferenciação. Os cotilédones são verdes, foliáceos, reniformes, com mesofilo heterogêneo, epiderme pilosa e feixes vasculares colaterais. Os eófilos são glabros, peciolados, de filotaxia oposta, dorsiventrais, hipoestomáticos e possuem mesofilo heterogêneo e assimétrico. Não há diferenças anatômicas significativas entre os eófilos e os metáfilos. O sistema vascular do pecíolo dos metáfilos dispõe-se em forma de ferradura. A espécie apresenta número cromossômico mitótico 2n = 40 com comprimento cromossômico geral médio de 1,042 µm ± 0,140 e amplitude variando de 0,58 µm até 1,60 µm.

Monotonicity and asymptotics of zeros of Sobolev type orthogonal polynomials: A general case

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Maturation and growth curves of Macrobrachium Carcinus (Linnaeus) (Crustacea, Decapoda, Palaemonidae) from Ribeira de Iguape River, southern Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Genetic associations between weight at maturity and maturation rate with ages and weights at first and second calving in Canchim beef cattle

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Egg production curve fitting using nonlinear models for selected and nonselected lines of White Leghorn hens

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

Terapia comunitária integrativa: construção de um espaço de escuta para os trabalhadores na atenção básica da saúde

This research, which appears in the form of a dissertation, entitled: Integrative Therapy Community: construction of a listening space to health care workers in primary care, addresses the Integrative Community Therapy (ICT) as a tool to create meeting spaces between health professionals where they can be receptive among one another. With the completion of this study aimed to analyze the ICT as a therapeutic approach and space of listening and speaking for health professionals cited here in order to identify their anxieties, doubts, worries and uncertainties arising from the context of labor relations and the impact of therapeutic experiences under the view of the participants. It was developed as an action-science research, involving several steps. The field of research was the ICT meetings of workers from the units under the Family Health Strategy of Northern Health Districts I and II of the city of Natal, using a qualitative approach. The interpretation of data collected was based on content analysis proposed by Bardin. Finally, this study showed the ICT as a space for dialogue and sharing, with repercussions on labor relations and expansions beyond the ICT meetings, reaching out to family and social relationships, contributing to creating bonds and solidarity networks. Under the view of the participants it was recognized as an experience that optimized the socialization, promoting the alleviation of suffering and increasing the well-being. Based on the study findings, it is inferred that ICT can be considered a viable tool for the receptiveness and humanized care of health care workers.

Estabilidade e robustez de um controlador adaptativo indireto por um modelo de referência e estrutura variável

In this thesis, it is developed the robustness and stability analysis of a variable structure model reference adaptive controller considering the presence of disturbances and unmodeled dynamics. The controller is applied to uncertain, monovariable, linear time-invariant plants with relative degree one, and its development is based on the indirect adaptive control. In the direct approach, well known in the literature, the switching laws are designed for the controller parameters. In the indirect one, they are designed for the plant parameters and, thus, the selection of the relays upper bounds becomes more intuitive, whereas they are related to physical parameters, which present uncertainties that can be known easier, such as resistances, capacitances, inertia moments and friction coefficients. Two versions for the controller algorithm with the stability analysis are presented. The global asymptotic stability with respect to a compact set is guaranteed for both cases. Simulation results under adverse operation conditions in order to verify the theoretical results and to show the performance and robustness of the proposed controller are showed. Moreover, for practical purposes, some simplifications on the original algorithm are developed

Modelos matemáticos para estimar as exigências de lisina digestível para aves de corte ISA Label

O objetivo neste estudo foi avaliar diferentes modelos ajustados às respostas de ganho de peso obtidas em experimento com aves da linhagem ISA Label no período de 1 a 28 dias de idade. Foram utilizados 480 pintos de ambos os sexos, distribuídos em delineamento inteiramente casualizado, em arranjo fatorial 4 X 2 (níveis de lisina X sexo), com três repetições, com 20 aves por unidade experimental. Uma ração basal foi formulada para atender às exigências das aves, exceto em lisina. Essa ração foi suplementada com L-lisina HCl em substituição ao ácido L-glutâmico, resultando em rações experimentais isonitrogênicas e isoenergéticas contendo 0,85; 0,97; 1,09 e 1,21% de lisina digestível. As respostas de ganho de peso foram ajustadas de acordo com os níveis de lisina da ração pelos modelos Linear Reponse Plateau (LRP), segmentado de duas inclinações, polinomial quadrático e exponencial. A primeira intersecção da equação quadrática com o platô do LRP também foi utilizado para estimar o nível ótimo. Os níveis de lisina digestível estimados pelos modelos LRP, segmentado e quadrático, foram 0,999; 1,010 e 1,116%, respectivamente. Na combinação do modelo quadrático com o LRP, a estimativa da exigência de lisina digestível foi de 1,041%. O modelo exponencial proporcionou estimativa de 1,066%, considerando 95% da resposta assintótica. Com base nos custos com alimentação, esse mesmo modelo gerou estimativas de 1,000 e 1,030% quando o custo do quilograma de L-lisina HCl foi R$ 8,50 e R$ 6,50, respectivamente. Considerando as limitações de cada um dos modelos propostos, o procedimento para estimar as exigências de lisina digestível pela primeira intersecção da equação quadrática com o platô do LRP foi o mais adequado para melhorar o ganho de peso das aves quando variáveis econômicas não foram consideradas.

Identificação de uma planta de corrente de um motor de indução utilizando redes de base radial

The present work describes the use of a mathematical tool to solve problems arising from control theory, including the identification, analysis of the phase portrait and stability, as well as the temporal evolution of the plant s current induction motor. The system identification is an area of mathematical modeling that has as its objective the study of techniques which can determine a dynamic model in representing a real system. The tool used in the identification and analysis of nonlinear dynamical system is the Radial Basis Function (RBF). The process or plant that is used has a mathematical model unknown, but belongs to a particular class that contains an internal dynamics that can be modeled.Will be presented as contributions to the analysis of asymptotic stability of the RBF. The identification using radial basis function is demonstrated through computer simulations from a real data set obtained from the plant