Análise de volatilidade, integração de preços e previsibilidade para o mercado brasileiro de camarão

The present paper has the purpose of investigate the dynamics of the volatility structure in the shrimp prices in the Brazilian fish market. Therefore, a description of the initial aspects of the shrimp price series was made. From this information, statistics tests were made and selected univariate models to be price predictors. Then, it was verified the existence of relationship of long-term equilibrium between the Brazilian and American imported shrimp and if, confirmed the relationship, whether or not there is a causal link between these assets, considering that the two countries had presented trade relations over the years. It is presented as an exploratory research of applied nature with quantitative approach. The database was collected through direct contact with the Companhia de Entrepostos e Armazéns Gerais de São Paulo (CEAGESP) and on the official website of American import, National Marine Fisheries Service - National Oceanic and Atmospheric Administration (NMFS- NOAA). The results showed that the great variability in the active price is directly related with the gain and loss of the market agents. The price series presents a strong seasonal and biannual effect. The average structure of price of shrimp in the last 12 years was R$ 11.58 and external factors besides the production and marketing (U.S. antidumping, floods and pathologies) strongly affected the prices. Among the tested models for predicting prices of shrimp, four were selected, which through the prediction methodologies of one step forward of horizon 12, proved to be statistically more robust. It was found that there is weak evidence of long-term equilibrium between the Brazilian and American shrimp, where equivalently, was not found a causal link between them. We concluded that the dynamic pricing of commodity shrimp is strongly influenced by external productive factors and that these phenomena cause seasonal effects in the prices. There is no relationship of long-term stability between the Brazilian and American shrimp prices, but it is known that Brazil imports USA production inputs, which somehow shows some dependence productive. To the market agents, the risk of interferences of the external prices cointegrated to Brazilian is practically inexistent. Through statistical modeling is possible to minimize the risk and uncertainty embedded in the fish market, thus, the sales and marketing strategies for the Brazilian shrimp can be consolidated and widespread

Proposta de método para avaliação do desempenho térmico de residências unifamiliares em clima quente e úmido

Nowadays, evaluation methods to measure thermal performance of buildings have been developed in order to improve thermal comfort in buildings and reduce the use of energy with active cooling and heating systems. However, in developed countries, the criteria used in rating systems to asses the thermal and energy performance of buildings have demonstrated some limitations when applied to naturally ventilated building in tropical climates. The present research has as its main objective to propose a method to evaluate the thermal performance of low-rise residential buildings in warm humid climates, through computational simulation. The method was developed in order to conceive a suitable rating system for the athermal performance assessment of such buildings using as criteria the indoor air temperature and a thermal comfort adaptive model. The research made use of the software VisualDOE 4.1 in two simulations runs of a base case modeled for two basic types of occupancies: living room and bedroom. In the first simulation run, sensitive analyses were made to identify the variables with the higher impact over the cases´ thermal performance. Besides that, the results also allowed the formulation of design recommendations to warm humid climates toward an improvement on the thermal performance of residential building in similar situations. The results of the second simulation run was used to identify the named Thermal Performance Spectrum (TPS) of both occupancies types, which reflect the variations on the thermal performance considering the local climate, building typology, chosen construction material and studied occupancies. This analysis generates an index named IDTR Thermal Performance Resultant Index, which was configured as a thermal performance rating system. It correlates the thermal performance with the number of hours that the indoor air temperature was on each of the six thermal comfort bands pre-defined that received weights to measure the discomfort intensity. The use of this rating system showed to be appropriated when used in one of the simulated cases, presenting advantages in relation to other evaluation methods and becoming a tool for the understanding of building thermal behavior

Análise de agrupamentos dos dados de DFA oriundos de perfis elétricos de indução de poços de petróleo

The main objective of this study is to apply recently developed methods of physical-statistic to time series analysis, particularly in electrical induction s profiles of oil wells data, to study the petrophysical similarity of those wells in a spatial distribution. For this, we used the DFA method in order to know if we can or not use this technique to characterize spatially the fields. After obtain the DFA values for all wells, we applied clustering analysis. To do these tests we used the non-hierarchical method called K-means. Usually based on the Euclidean distance, the K-means consists in dividing the elements of a data matrix N in k groups, so that the similarities among elements belonging to different groups are the smallest possible. In order to test if a dataset generated by the K-means method or randomly generated datasets form spatial patterns, we created the parameter Ω (index of neighborhood). High values of Ω reveals more aggregated data and low values of Ω show scattered data or data without spatial correlation. Thus we concluded that data from the DFA of 54 wells are grouped and can be used to characterize spatial fields. Applying contour level technique we confirm the results obtained by the K-means, confirming that DFA is effective to perform spatial analysis

Análise de DFA e de agrupamento do perfil de densidade de poços de petróleo

In recent years, the DFA introduced by Peng, was established as an important tool capable of detecting long-range autocorrelation in time series with non-stationary. This technique has been successfully applied to various areas such as: Econophysics, Biophysics, Medicine, Physics and Climatology. In this study, we used the DFA technique to obtain the Hurst exponent (H) of the profile of electric density profile (RHOB) of 53 wells resulting from the Field School of Namorados. In this work we want to know if we can or not use H to spatially characterize the spatial data field. Two cases arise: In the first a set of H reflects the local geology, with wells that are geographically closer showing similar H, and then one can use H in geostatistical procedures. In the second case each well has its proper H and the information of the well are uncorrelated, the profiles show only random fluctuations in H that do not show any spatial structure. Cluster analysis is a method widely used in carrying out statistical analysis. In this work we use the non-hierarchy method of k-means. In order to verify whether a set of data generated by the k-means method shows spatial patterns, we create the parameter Ω (index of neighborhood). High Ω shows more aggregated data, low Ω indicates dispersed or data without spatial correlation. With help of this index and the method of Monte Carlo. Using Ω index we verify that random cluster data shows a distribution of Ω that is lower than actual cluster Ω. Thus we conclude that the data of H obtained in 53 wells are grouped and can be used to characterize space patterns. The analysis of curves level confirmed the results of the k-means

Um Modelo híbrido para previsão de curvas de produção de petróleo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Modelagem estocástica do índice de radiação ultravioleta na costa leste do nordeste do Brasil

The increase in ultraviolet radiation (UV) at surface, the high incidence of non-melanoma skin cancer (NMSC) in coast of Northeast of Brazil (NEB) and reduction of total ozone were the motivation for the present study. The overall objective was to identify and understand the variability of UV or Index Ultraviolet Radiation (UV Index) in the capitals of the east coast of the NEB and adjust stochastic models to time series of UV index aiming make predictions (interpolations) and forecasts / projections (extrapolations) followed by trend analysis. The methodology consisted of applying multivariate analysis (principal component analysis and cluster analysis), Predictive Mean Matching method for filling gaps in the data, autoregressive distributed lag (ADL) and Mann-Kendal. The modeling via the ADL consisted of parameter estimation, diagnostics, residuals analysis and evaluation of the quality of the predictions and forecasts via mean squared error and Pearson correlation coefficient. The research results indicated that the annual variability of UV in the capital of Rio Grande do Norte (Natal) has a feature in the months of September and October that consisting of a stabilization / reduction of UV index because of the greater annual concentration total ozone. The increased amount of aerosol during this period contributes in lesser intensity for this event. The increased amount of aerosol during this period contributes in lesser intensity for this event. The application of cluster analysis on the east coast of the NEB showed that this event also occurs in the capitals of Paraiba (João Pessoa) and Pernambuco (Recife). Extreme events of UV in NEB were analyzed from the city of Natal and were associated with absence of cloud cover and levels below the annual average of total ozone and did not occurring in the entire region because of the uneven spatial distribution of these variables. The ADL (4, 1) model, adjusted with data of the UV index and total ozone to period 2001-2012 made a the projection / extrapolation for the next 30 years (2013-2043) indicating in end of that period an increase to the UV index of one unit (approximately), case total ozone maintain the downward trend observed in study period

Integração de modelos espaciais e temporais para predições de níveis freáticos extremos

O objetivo deste trabalho foi avaliar cenários de níveis freáticos extremos, em bacia hidrográfica, por meio de métodos de análise espacial de dados geográficos. Avaliou-se a dinâmica espaço‑temporal dos recursos hídricos subterrâneos em área de afloramento do Sistema Aquífero Guarani. As alturas do lençol freático foram estimadas por meio do monitoramento de níveis em 23 piezômetros e da modelagem das séries temporais disponíveis de abril de 2004 a abril de 2011. Para a geração de cenários espaciais, foram utilizadas técnicas geoestatísticas que incorporaram informações auxiliares relativas a padrões geomorfológicos da bacia, por meio de modelo digital de terreno. Esse procedimento melhorou as estimativas, em razão da alta correlação entre altura do lençol e elevação, e agregou sentido físico às predições. Os cenários apresentaram diferenças quanto aos níveis considerados extremos - muito profundos ou muito superficiais - e podem subsidiar o planejamento, o uso eficiente da água e a gestão sustentável dos recursos hídricos na bacia.

Estado nutricional, desempenho motor e marcadores dermatoglíficos em escolares púberes

A fase da puberdade é o período em que ocorrem as maiores transformações características da adolescência. Por essa razão, este estudo objetivou identificar o estado nutricional, desempenho motor e marcadores dermatoglíficos em 2363 escolares púberes selecionados de forma estratificada, de ambos os sexos, com idades variando de 6 a 15 anos, matriculados no Ensino Fundamental (2ª a 9ª Séries) do ensino público no estado do Rio Grande do Norte. Foram avaliados o estado nutricional (Índice de Massa Corporal); as qualidades físicas básicas ( testes de coordenação, equilíbrio, agilidade, flexibilidade, força e velocidade); o potencial genético (método da dermatoglifia) e o estágio maturacional (auto avaliação de Tanner); Com relação ao estado nutricional observou-se que escolares acima do peso apresentam valores mais baixos em relação ao seu desempenho motor sendo esses valores, mais significativos nos meninos. No que se refere à maturação sexual, os resultados apontaram que os meninos atingem os estágios maturacionais primeiro que as meninas, não tendo encontrado correlação entre o potencial genético e os demais indicadores o que nos permite concluir que os escolares do estado do Rio Grande do Norte, principalmente os do sexo masculino sofrem influência significativa de seu estado nutricional e seu estágio maturacional no que diz respeito ao seu desempenho motor. Essa dissertação apresenta relação de interdisciplinaridade, tendo o seu conteúdo uma aplicação nos campos da Educação Física, Nutrição, Medicina e Enfermagem.

A concepção de professores do ensino fundamental (1ª e 4ª) sobre a saúde do escolar

Com a criação dos Parâmetros Curriculares Nacional (PCNs), a saúde passou a ser um tema transversal que deve ser trabalhado por todos os níveis de ensino em toda a escola, principalmente pelos professores do ensino fundamental, os quais têm uma grande responsabilidade no processo de formação dos valores e de condutas dos escolares. Com o objetivo de investigar a concepção dos professores de ensino fundamental (1ª a 4ª séries) sobre a saúde do escolar, este estudo teve como amostra 45 professoras lotadas em 04 escolas públicas e 04 escolas privadas no município de Natal/RN. Para a coleta dos dados foi utilizado um questionário semi-estruturado, sendo os mesmos analisados por meio da análise temática. A faixa etária com maior prevalência foi a superior a 40 anos, com 58% de professoras. Com relação ao grau de formação acadêmica das docentes investigadas, 47% delas tem o terceiro grau completo e, 40% possuem apenas formação no magistério. No que se refere ao tema transversal saúde, 27% das professoras não realizaram estudos sobre o mesmo e, 40% das docentes não se sentiam preparadas para desenvolver esse conteúdo, apontando como principal fator limitante à falta de conhecimento mais profundo sobre saúde e a falta de material didático adequado. Sobre a importância em se trabalhar a saúde, 29% das respostas referiram-se aos cuidados com a saúde, e 20% em prevenir e conhecer doenças. Pode-se concluir que é necessária uma capacitação específica referente à temática em questão, o que deve ser acompanhada de políticas públicas que incentivem o profissional da educação e ofereça estrutura ao ambiente escolar

Dunas costeiras de Jenipabu: Status de conservação e diretrizes para restauração da vegetação

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Eficiência nos gastos públicos em educação fundamental: uma análise nos municípios do estado do Rio Grande do Norte, 2007 e 2011

This paper aims to measure the degree of efficiency in the allocation of public resources in education from the FUNDEB in elementary education in the towns of Rio Grande do Norte in 2007 and 2011. To do so, we must determine to evaluate the efficiency in the allocation of public resources in municipal education in the early and last grades of elementary education; verify that the towns that achieved higher levels of efficiency that were allocated the largest volumes of resources in primary education and analyze which towns reached the worst and the best levels of efficiency in the allocation of public resources in education. This is on the assumption that the relation between the educational policies of local governments and concern for efficiency in the allocation of resources in education is limited only to increase spending on education. It is intended from the model of Data Envelopment analysis, (DEA), with Variable Returns to Scale (VRS), estimate the efficiency of spending on education and municipal pubic purging the problem of outliers. Estimations show that the municipalities of Rio Grande do Norte do not allocate their resources in public elementary education efficiently

Consumo familiar: efeitos da valorização do salário mínimo nas decisões de gasto das famílias brasileiras, nordestinas e potiguares, no período de 1995 a 2011

This research objectify to analyze the effects of minimum wage recovery in the household consumption in the Brazil, northeastern region of the Brazil and the state of the Rio Grande do Norte, in the period of 1995 to 2011. This is because the search for the strengthening of the internal market, via incentive policies to private demand has assumed prominence in the Government agenda. Thus, under the justification of the fierce debate about the effectiveness of countercyclical policies of Brazil, in view of the recent economic crisis, aims to: 1) retake the theoretical debate and, to a certain extent, the evolution of the theory of household consumption, as well as some conclusions about their connection with the minimum wage; 2) to describe the experiences and the effects of this legislation in economic history, with emphasis on the Brazilian case; 3) to present some of the available statistics to research bases, with attention to the specifics of each and the empirical results found for consumption in Brazil; 4) to estimate the effects of minimum wage variation in household consumption in Brazil (BR), northeast (NE) and Rio Grande do Norte (RN). From this, in order to quantify this relationship, makes inferences from the effects of the wage bill and the minimum wage on consumption, in quarterly series (with ad hoc adjustment from the "weights" of each quarter), from classic model of multiple linear regression. The hypothesis is that released: increments in income, derived from the policy of minimum wage recovery will influence directly the household consumption. However, when comparing the results between the units analyzed, the expressiveness of the northeastern families of Brazil and Rio Grande do Norte families front national dynamics with income linked to this floor, drives most significant impacts spending decisions in NE and RN, thus reducing regional disparities in the consumer. The results indicate contrary evidence, because while for the BR a unitary variation in minimum wage increases the consumption in units monetary 1.28, to the NE and RN these parameters are respectively 1.05 and 1.09

Crescimento econômico e restrição externa: evidências empíricas na economia brasileira (1991-2010)

This study aims to investigate the influence of the balance of payments constrained on economic growth in Brazil from 1991 to 2010. With this order, are shown some of the Keynesian balance of payments constrained growth models, inspired by Thirlwall (1979) and Kaldor (1970), which are supported by important points in common, such as adherence to the principle of effective demand. Given that within this theoretical perspective, there is no consensus about the best model to explain the growth rate allowed by the balance of payments constraint, the results are presented by the representative of the empirical literature that addresses the topic, which are necessary for understand the Brazilian case. From the estimation of the income elasticity of imports (0.85) via autoregressive vectors with error correction (VEC), it was calculated five growth rates of income, as predicted by the models of Thirlwall (1979), Thirlwall and Hussain (1982), Moreno-Brid (1998, 2003) and Lourenço et al. (2011) and compared with the actual growth rate. The empirical analysis has shown that: it can not reject the presence of external constraint in the Brazilian economy, there is a strong similarity in growth rates provided by different modeling suggest that growth with external constraint. In addition, when using data in quarterly for the period after 1990 there are no factors that could cause instability in the parameters of the import function (income elasticity and price elasticity of imports) within the period, which indicates that the structural break widely associated with the year 1994 was not confirmed by this study

Tornar-se, ser e viver do professorado: entre regularidades e variações identitárias

The main aim of this research has been to analyze the identity patterns of the teacher s staff of fundamental education public schools in the Metropolitan Area of Natal-RN. It sets out from the hypothesis that being a teacher within this context grows out of the regularities of a specific habitus, which, according to Bourdieu, develops into mental schemes of thought and action within a specific social group. This habitus forms the basis on which is built the social representation of being a teacher prevailing in the group, as well as the symbolic differences that typify its identity variations. Three data sources have been fundamental in building up this thesis: (a) formative essays of students graduating from a Higher Teacher s Formation Course, as well as observing some of the public defense of these essays during field work; (b) a questionnaire aimed at classifying economically, socially, and culturally a sample of public teachers of the Natal-RN county; and (c) submitting a sub-sample of this group to the process of Multiple Classification Procedures (MCP). The analysis of data was done according to the multidimensional, non-parametric statistical procedures of both the Category Content Analysis and Enunciation Analysis methods. The results of the analysis took into account an ample set of variables, its associations and implications, the cultural and social profile of the population under scrutiny, their life styles, as well as the strategies they developed in the process of becoming a teacher, and the social representation of being a teacher . We came to the conclusion that the social identity of the teachers corps, or as we prefer to say it being a teacher , is a result of a set of regularities produced by the habitus that gives social shape and meaning to the existence of the group proper. We note the existence of identity variations caused by the variables (a) educational level; and (b) mode of action in fundamental education (if these are the first or last grades where the subjects operate). However, these variations will not break the power of the regularities that give shape, meaning, and social visibility to the group. The social representation of being a teacher points to the tensions, ambiguities, and trends inherent to common sense, as well as to a strong tendency to reassign a new meaning to being a teacher. Our thesis, therefore, is that the identity configuration of the teachers corps under scrutiny is characterized by an integrative synthesis, by-product of a habitus that is superimposed, and at the same time co-exists with different identity variations

Historiando a política de formação de professores em serviço da UFRN

Les préoccupations gérées par les changements de l éducation nationale poussés par les réformes mises en places par le gouvernement de Fernando Henrique Cardoso, notamment la politique nationale de formation de professeurs, et le besoin de connaître comment ces réformes ont été incorporées par l Université Fédérale de Rio Grande do Norte - UFRN, constituent les questions centrales développées par cette thèse. Cette étude propose à montrer, à partir d une approche socio-historique, la façon comment la législation éducationnelle brésilienne sur la formation de professeurs pour l éducation basique expresse la politique de l État brésilien et, en même temps, comment le PROBÁSICA signifie une réponse de l UFRN à cette politique. En ce sens, cette recherche, selon sa perspective exploratoire, descriptive et analytique a privilégié plusieurs techniques et procédés de collectes des données conforme au modèle de la recherche participative, à savoir : enquête semi- structurée, observations directes, contacts formels et informels; enregistrement des opinions de professeurs, coordinateurs pédagogiques et étudiants; repérage, systématisation et analyses de plusieurs documents. L analyse des données, qui a été faite d une façon fondamentalement qualitative, a révélé que le PROBÁSICA a sa genèse à l intérieur de l UFRN et représente, en même temps, une réponse de cette université à la demande de la catégorie et la politique de formation de professeurs. Nous espérons que cette étude suscite d autres recherches qui développent des discussions sur les relations entre l État brésilien, ses politiques éducationnelles et les pratiques pédagogiques de formation de professeurs