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

Uma fonte chaveada de 50kW com correção de fator de potência para alimentação de uma tocha de plasma Indutiva utilizando técnicas de controle digital

This work deals with the development of an experimental study on a power supply of high frequency that provides the toch plasmica to be implemented in PLASPETRO project, which consists of two static converters developed by using Insulated Gate Bipolar Transistor (IGBT). The drivers used to control these keys are triggered by Digital Signal Processor (DSP) through optical fibers to reduce problems with electromagnetic interference (EMI). The first stage consists of a pre-regulator in the form of an AC to DC converter with three-phase boost power factor correction which is the main theme of this work, while the second is the source of high frequency itself. A series-resonant inverter consists of four (4) cell inverters operating in a frequency around 115 kHz each one in soft switching mode, alternating itself to supply the load (plasma torch) an alternating current with a frequency of 450 kHz. The first stage has the function of providing the series-resonant inverter a DC voltage, with the value controlled from the power supply provided by the electrical system of the utility, and correct the power factor of the system as a whole. This level of DC bus voltage at the output of the first stage will be used to control the power transferred by the inverter to the load, and it may vary from 550 VDC to a maximum of 800 VDC. To control the voltage level of DC bus driver used a proportional integral (PI) controller and to achieve the unity power factor it was used two other proportional integral currents controllers. Computational simulations were performed to assist in sizing and forecasting performance. All the control and communications needed to stage supervisory were implemented on a DSP

Modelagem linear e identificação do modelo dinâmico de um robô móvel com acionamento diferencial

This work presents a modelling and identification method for a wheeled mobile robot, including the actuator dynamics. Instead of the classic modelling approach, where the robot position coordinates (x,y) are utilized as state variables (resulting in a non linear model), the proposed discrete model is based on the travelled distance increment Delta_l. Thus, the resulting model is linear and time invariant and it can be identified through classical methods such as Recursive Least Mean Squares. This approach has a problem: Delta_l can not be directly measured. In this paper, this problem is solved using an estimate of Delta_l based on a second order polynomial approximation. Experimental data were colected and the proposed method was used to identify the model of a real robot

Superando os riscos da segurança baseada em perímetro - Uma abordagem com identificação federada através de certificados digitais A3/ICP-Brasil e SAML

The traditional perimeter-based approach for computer network security (the castle and the moat model) hinders the progress of enterprise systems and promotes, both in administrators and users, the delusion that systems are protected. To deal with the new range of threats, a new data-safety oriented paradigm, called de-perimeterisation , began to be studied in the last decade. One of the requirements for the implementation of the de-perimeterised model of security is the definition of a safe and effective mechanism for federated identity. This work seeks to fill this gap by presenting the specification, modelling and implementation of a mechanism for federated identity, based on the combination of SAML and X.509 digital certificates stored in smart-cards, following the A3 standard of ICP-Brasil (Brazilian official certificate authority and PKI)

Aplicações da teoria da percolação à modelagem e simulação de reservatórios de petróleo

In this thesis we study some problems related to petroleum reservoirs using methods and concepts of Statistical Physics. The thesis could be divided percolation problem in random multifractal support motivated by its potential application in modelling oil reservoirs. We develped an heterogeneous and anisotropic grid that followin two parts. The first one introduce a study of the percolations a random multifractal distribution of its sites. After, we determine the percolation threshold for this grid, the fractal dimension of the percolating cluster and the critical exponents ß and v. In the second part, we propose an alternative systematic of modelling and simulating oil reservoirs. We introduce a statistical model based in a stochastic formulation do Darcy Law. In this model, the distribution of permeabilities is localy equivalent to the basic model of bond percolation

On developing efficient applications using conservative distributed simulation paradigm

This paper aims to present, using a set of guidelines, how to apply the conservative distributed simulation paradigm (CMB protocol) to develop efficient applications. Using these guidelines, even a user with little experience on distributed simulation and computer architecture can have good performance on distributed simulations using conservative synchronization protocols for parallel processes.The set of guidelines is focus on a specific application domain, the performance evaluation of computer systems, considering models with coarse granularity and few logical processes and running over two platforms: parallel (high performance communication environment) and distributed (low performance communication environment).

Notes on vibration control of a micro/macromanipulator mounted on a flexible structure

The objective of this study is to describe the design and the implementation of an experimental set-up used to study the dynamics, the experimental identification, and the active vibration control of a flexible structure mounted manipulator system. The system consists of a three-degree-of-freedom cylindrical manipulator system with a flexible link on its tip. A two-degree-of-freedom polar rigid manipulator is mounted on the flexible macromanipulator. The dynamic modelling and experimental modal analysis identification in the frequency domain are being applied to design active digital control strategies for the micro-manipulator system to damp the mechanical vibrations of the flexible structure on the tip of the macro-manipulator system.

Petrologia do magmatismo tardi-brasiliano no Maciço São José de Campestre(RN/PB), com ênfase no Plúton Alcalino Caxexa

The area studied is located on the north-easternmost portion of the Borborema Province, on the so-called São José de Campestre Massif, States of RN and PB, Northeast Brazil. Field relations and petrographic, geochemical and isotope data permitted the separation of five suites of plutonic rocks: alkali-feldspar granite (Caxexa Pluton), which constitutes the main subject of this dissertation, amphibole-biotite granite (Cabeçudo Pluton), biotite microgranite, gabbronorite to monzonite (Basic to Intermediate Suite) and aluminous granitoid. The Caxexa Pluton is laterally associated to the Remígio Pocinhos Shear Zone, with its emplacement along the mylonitic contact between the gneissic basement and the micashists. This pluton corresponds to a syntectonic intrusion elongated in the N-S direction, with about 50 km2 of outcropping surface. It is composed exclusively of alkali-feldspar granites, having clinopyroxene (aegirine-augite and hedenbergite), andradite-rich garnet, sphene and magnetite. It is classified geochemically as high silica rocks (>70 % wt), metaluminous to slightly peraluminous (normative corindon < 1%), with high total alkalis (>10% wt), Sr, iron number (#Fe=90-98) and agpaitic index (0.86-1.00), and positive europium anomaly. The Cabeçudo Pluton is composed of porphyritic rocks, commonly containing basic to intermediate magmatic enclaves often with mingling and mixing textures. Petrographically, it presents k-feldspar and plagioclase phenocrysts as the essential minerals, besides the accessories amphibole, biotite, sphene and magnetite. It is metaluminous and shows characteristics transitional between the calc-alkaline and alkaline series (or monzonitic subalkaline). Its REE content is greater than those ones of the Caxexa Pluton and biotite microgranite, and all spectra have negative europium anomalies. The biotite microgranites occur mainly on the central and eastern portion of the mapped area, as dykes and sheets with decimetric thickness, hosted principally in orthogneisses and micashists. Their field relationships as regards the Caxexa and Cabeçudo plutons suggested that they are late-tectonic intrusions. They are typically biotite granites, having also sphene, amphibole, allanite, opaques and zircon in the accessory assemblage. Geochemically they can be distinguished from the porphyritic types because the biotite microgranites are more evolved, peraluminous, and have more fractionated REE spectra. The Basic to Intermediate rocks form a volumetrically expressive elliptical, kilometric scale body on the Southeast, as well as sheets in micashists. They are classified as gabbronorites to monzonites, with the two pyroxenes and biotite, besides subordinated amounts of amphibole, sphene, ilmenite and allanite. These rocks do not show a well-defined geochemical trend, however they may possibly represent a monzonitic (shoshonitic) series. Their REE spectra have negative europium anomalies and REE contents greater than the other suites. The aluminous granitoids are volumetrically restricted, and have been observed in close association with migmatised micashists bordering the gabbronorite pluton. They are composed of almandine-rich garnet, andalusite, biotite and muscovite, and are akin to the peraluminous suites. Rb-Sr (whole rock) and Sm-Nd (whole-rock and mineral) isotopes furnished a minimum estimate of the crystallization (578±14 Ma) and the final resetting age of the Rb-Sr system (536±4 Ma) in the Caxexa Pluton. The aluminous granitoid has a Sm-Nd garnet age similar to that one of the Caxexa Pluton, that is 574±67 Ma. The strong interaction of shear bands and pegmatite dykes favoured the opening of the Rb-Sr system for the Caxexa Pluton and biotite microgranite. The amphibole-plagioclase geothermometer and the Al-in amphibole geobarometer indicate minimum conditions of 560°C and 7 kbar for the Cabeçudo Pluton, 730°C and 6 kbar for the microgranite and 743°C and 5 kbar for the basic to intermediate suite. The Zr saturation geothermometer reveals temperatures of respectively 855°C, 812°C and 957°C for those suites, whereas the Caxexa Pluton shows temperatures of around 757°C. The Caxexa, Cabeçudo and microgranites suites crystallized under high fO2 (presence of magnetite). On the other hand, the occurrence of ilmenite suggests less oxidant conditions in the basic to intermediate suite. Field relations demonstrate the intrusive character of the granitoids into a tectonically relatively stable continental crust. This is corroborated by petrographic and geochemical data, which suggest a late- or post-collisional tectonic context. It follows that the generation and emplacement of those granitoid suites is related to the latest events of the Brasiliano orogeny. Finally, the relationships between eNd (600 Ma), TDM (Nd) and initial Sr isotope ratio (ISr) do not permit to define the precise sources of the granitoids. Nevertheless, trace element modelling and isotopic comparisons suggest the participation of the metasomatised mantle in the generation of these suites, probably modified by different degrees of crustal contamination. In this way, a metasomatised mantle would not be a particular characteristic of the Neoproterozoic lithosphere, but a remarkable feature of this portion of the Borborema Province since Archaean and Paleoproterozoic times.

Optimisation of a continuous flash fermentation for butanol production using the response surface methodology

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

Sputum cytology in the diagnosis of pulmonary paracoccidioidomycosis

The presence of Paracoccidioides brasiliensis was determined in sputum samples from 50 patients with paracoccidioidomycosis using four different techniques: (a) cell-block preparations stained with silver methenamine, (b) direct microbiologie examination, (c) smears stained with Shorr, and (d) smears stained with silver methenamine. Overall, cell-block preparations and smears stained with silver methenamine proved to be the most sensitive techniques, followed by smears stained with Shorr and direct microbiologic examination in decreasing order of sensitivity. Sputum cytology tended to be less positive in patients with interstitial pulmonary lesions as determined by chest X-ray than in patients with alveolar lesions. In addition to its high sensitivity, cell-block preparation technique allows storage of blocks and slides for further studies. © 1991 Kluwer Academic Publishers.

A case study of the 9 August 1988 South Atlantic storm: Numerical simulations of the wave activity

During 9-11 August 1988, a cyclone developed over Uruguay in the lee of the Andes Mountains and moved over the South Atlantic Ocean, where it redeveloped into an intense storm. This storm was responsible for unusual wave activity along the Brazilian shoreline from 22° to 32°S. The Brazilian news media reported the loss of at least one life, waves of 3 m and higher, and the disappearance of a drainage pipe, which weighed 8000 kg, off the shores of Rio de Janeiro. In this paper, the evolution of this intense storm and the associated ocean wave response is studied through European Centre for Medium-Range Weather Forecasts analyses, a hydrostatic limited-area meteorological model, and a second-generation prognostic wave model. The atmospheric model results indicated the presence of a long-lived and large fetch with surface wind velocities higher than 12 m s -1 directed toward the coast. Some areas with velocities of 20 m s -1 were embedded in the fetch. The wave model forced by this wind field was able to simulate waves with a significant height of 8 m far from the coast and about 4 m in regions very close to the Brazilian coast in agreement with the occurrence reported at Rio de Janeiro. The swell propagation toward the coast of Rio de Janeiro was obstructed by a northeastward 10-m wind during the first 24-h period of the model's integration. During the second 24-h period, the fetch was still large and strong, but the obstacle was removed by a counterclockwise rotation of wind direction favoring the swell and windsea propagation toward the Rio de Janeiro coast.

On the study of the dynamical aspects of parasitemia in the blood cycle of malaria

Malaria is an important cause of morbidity and mortality worldwide. One striking aspect regarding malaria is the fact that individuals living in endemic areas do not develop immunity against the parasite, falling ill whenever they are exposed tothe parasite. The understanding of why immunity is not developed in the usual way against Plasmodium is crucial to the improvement of treatment and prevention. In this work, we study some aspects of the dynamics of the blood cycle of malaria using both modelling and data analysis of observed case-histories described by parasitemia time series. By comparing our simulations with experimental results we have shown that the different behaviour observed among patients may be associated to differences in the efficiency of the immune system to control the infection. © EDP Sciences/Societa Italiana di Fisica/Springer-Verlag 2007.

The influence of zero-value subtraction on the performance of two laser fluorescence devices for detecting occlusal caries in vitro

Background. The aim of this study was to evaluate the influence of zero-value subtraction on the performance of two laser fluorescence (LF) devices developed to detect occlusal caries. Methods. The authors selected 119 permanent molars. Two examiners assessed three areas (cuspal, middle and cervical) of both mesial and distal portions of the buccal surface and one occlusal site using an LF device and an LF pen. For each tooth, the authors subtracted the value measured in the cuspal, middle and cervical areas in the buccal surface from the value measured in the respective occlusal site. Results. The authors observed differences among the readings for both devices in the cuspal, middle and cervical areas in the buccal surface as well as differences for both devices with and without the zero-value subtraction in the occlusal surface. When the authors did not perform the zero-value subtraction, they found statistically significant differences for sensitivity and accuracy for the LF device. When this was done with the LF pen, specificity increased and sensitivity decreased significantly. Conclusions. For the LF device, the zero-value subtraction decreased the sensitivity. For this reason, the authors concluded that clinicians can obtain measures with the LF device effectively without using zero-value subtraction. For the LF pen, however, the absence of the zero-value subtraction changed both the sensitivity and specificity, and so the authors concluded that clinicians should not eliminate this step from the procedure. Clinical Implications. When using the LF device, clinicians might not need to perform the zero-value subtraction; however, for the LF pen, clinicians should do so.

A mechanical analogous model for the power system with Automatic Voltage Regulator

This paper deals with the subject-matter of teaching immaterial issues like power system dynamics where the phenomena and events are not sense-perceptible. The dynamics of the power system are recognized as analogous to the dynamics of a simple mechanical pendulum taken into account the well-known classical model for the synchronous machine. It is shown that even for more sophisticated models including flux decay and Automatic Voltage Regulator the mechanical device can be taken as an analogous, since provided some considerations about variation and control of the pendulum length using certain control laws. The resulting mathematical model represents a mechanical system that can be built for use in laboratory teaching of power system dynamics. © 2010 Praise Worthy Prize S.r.l. - All rights reserved.

Power Oscillation index - A tool for investigation into unbalance phenomena in the distribution Networks

Unbalance and harmonics are two major distortions in the three-phase distribution systems. In this paper an investigation into unbalance phenomena in the distribution networks using instantaneous space vector theory, is presented. Power oscillation index (POI) and effective power factor (PFe) are calculated in the network nodes for several unbalance loading conditions. For system analysis a general power flow algorithm for three-phase four-wire radial distribution networks, based on backward-forward technique, is applied. Results obtained from several case studies using medium and low voltage test feeder with unbalanced load, are presented and discussed. © 2010 Praise Worthy Prize S.r.l. - All rights reserved.