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

Tecendo vivências e sentidos do câncer infantil : família, doença e redes de apoio social em Natal-RN

This paper discusses the experiences related to the treatment of children´s cancer which had children, their mothers and families as their main characters. They were mainly originated from areas in the countryside and urban poor areas in the State of Rio Grande do Norte. The non-governmental organization Grupo de Apoio à Criança com Câncer (GACC) was the privileged ethnographic location. In this setting, the mother, which was called acompanhante (companion), and the children, defined as pacientes (patients), were often sheltered in reason of therapeutic practices and the treatment undertaken by children in a nearby hospital. This study aims to focus on the therapeutic itinerary, beyond the children´s suffering, dealing with the family as a whole, since the moral values from these popular families imply the complete involvement of the family in relation to the illness and its treatment. Therefore, it is experienced as a family problem. We also intend to understand the construction of meanings to the illness, dealing with the ideological continuity in the relationships between the families and the GACC. These meanings were built in the intersection of these two spheres, which refer particularly to medical, religious and emotional explanations. Ethnographic methods were applied in this research at the entity and another social contexts, such as the family households. I also tried to retrieve the process of treatment outside the GACC, visiting the family context, when doing dense interviews or just having conversations with informants. It was found that the GACC, as a non-governmental organization, generates a negotiation of identities, which develops, then, through the family as a whole, but also through the child and especially the mother, affecting, in some way, their internal organization. Furthermore, the meanings of the experience of illness appeared to be shaped by the family sphere as well as by the logic of public health structures

Caminhos que estruturam cidades: redes técnicas de transporte sobre trilhos e a conformação intra-urbana de Natal

The railroad, from 1870 and on, becomes an usual complaining in the press s and politician elite s speeches, especially because of Natal s geographic isolation. The implantation of two railroads in the capital territory Estrada de Ferro de Natal a Nova Cruz, afterwards part of Great Western Railway Company network, and Estrada de Ferro Central do Rio Grande do Norte had serious implications in the urban environment. While railroad s structures were already consolidated, other transportation mechanisms were being implanted in the first decades of the 20th century, such as trams lines, which, by the way, was a transport modal that also used rails as a dislocation meaning. Considering these questions, we may ask: how come railroads and tramways demands, roads and buildings had influenced the internal organization of Natal? We work with the general hypothesis that the influence of technical networks, composed by tramways and railroads, over Natal s urban space happened in a diversified way, sometimes consolidating social aspects in certain areas, sometimes improving the occupation of others. The impact over the city s territory also happens in a diversified way between the buildings/railroad s complexes and the pathways. The different scale of the train in comparison to the trams velocity, size, noise level, flow, among others is also a cause to the different consequences in urban environment. The main objective of this work is to understand the role of circulation technical networks in the construction process of urban space in Natal, as a way to contribute to the urban historiography about the subject. The time frame adopted, between 1881 and 1937, marks the time path of railroads and tramways in Rio Grande do Norte: 1881 is the year of railroad s first section inauguration from Natal to São José do Mipibu as well of the railroad complex in the Republic Square in Natal; the year of 1937 marks the beginning of tramways declination process in the city. At this time railroads and tramways had to face more intensively the competition of motor vehicles. The theory reference adopted is based on concepts and analysis of authors, such as Flávio Villaça and Roberto Lobato Corrêa references to the concepts of urban structure , localization and accessibility and Gabriel Dupuy to explain the concept of urban technical networks . These references reveal the conflict of different realities in the urban universe interests and values which is an important factor about the construction of urban space. The information sources used were from two distinctive natures: primary, journals of the time studied and official government reports, and secondary, based on other works about the subject. It was also used by this study iconographic source, especially images from the data base of the research group História da Cidade, do Território e do Urbanismo .

Predição não-linear de curvas de produção de petróleo via redes neurais recursivas

One of the main activities in the petroleum engineering is to estimate the oil production in the existing oil reserves. The calculation of these reserves is crucial to determine the economical feasibility of your explotation. Currently, the petroleum industry is facing problems to analyze production due to the exponentially increasing amount of data provided by the production facilities. Conventional reservoir modeling techniques like numerical reservoir simulation and visualization were well developed and are available. This work proposes intelligent methods, like artificial neural networks, to predict the oil production and compare the results with the ones obtained by the numerical simulation, method quite a lot used in the practice to realization of the oil production prediction behavior. The artificial neural networks will be used due your learning, adaptation and interpolation capabilities

Um sistema para a inferência de variáveis usando redes neurais artificiais

This work aims to obtain a low-cost virtual sensor to estimate the quality of LPG. For the acquisition of data from a distillation tower, software HYSYS ® was used to simulate chemical processes. These data will be used for training and validation of an Artificial Neural Network (ANN). This network will aim to estimate from available simulated variables such as temperature, pressure and discharge flow of a distillation tower, the mole fraction of pentane present in LPG. Thus, allowing a better control of product quality

Redes sociais e a lógica do desvio comportamental em relação às normas de trabalho

This paper aim to check a hypothesis that assumes several behaviors related to social work norm´s obeying as a phenomenon that can be explained by actor´s social network structure and the rational choice processes related to the social norm inside that network, principally the payoff´s analysis received by the closest actors, or neighbors, at a social situation. Taking the sociological paradigm of rational action theory as a basis, the focus is on a debate about the logic of social norms, from Émile Durkheim´s method to Jon Elster´s theory, but also including social network analysis´s variables according to Robert Hanneman; and also Vilfredo Pareto´s constants related to human sociability, at the aim to detect elements that can help the scholars to develop an agent based model which could explain the sociological problem of deviance by a better way than the common sense´s view about morality and ethics at a social work environment

Juventude e consumo emocional nas redes sociais da internet. Análise das marcas: Coca-Cola, Pepsi, BlackBerry, Nokia, Riachuelo e C&A

In The paradoxical happiness , Gilles Lipovetsky elects five major paradigmatic models that command the pleasure and happiness in our societies. Starting with the paradigmatic models of penia (where it is emphasized the existential dissatisfaction supplied by the consumption and where advertising has a special place, bombarding consumers and creating consumer needs, in addition to selling a lifestyle rather than the products themselves), and narcissus (model constructed on the basis of self-exaltation and abdication of the social and political) intends to examine the relationship between the consumption exercised by young people and the advertising displayed on social networking sites, focusing on the social media Facebook, observing the virtual fan pages of the following brands: Coca-Cola; Pepsi; BlackBerry, Nokia, Riachuelo and C&A and their relationships with their consumers

Atrás das grades: redes sociais, habitus e interação social no sistema carcerário do RN

Esta tesis trata de discutir y entender los diversos tipos de redes sociales y formas de interacción social presentes en el sistema penitenciario de Rio Grande do Norte. Nuestro problema se basa en un incremento significativo en las tasas de encarcelamiento y la prisión en Brasil y el mundo en los últimos diez años. Asimismo, la aparición del crimen organizado ya, en cierta medida, el control de las prisiones brasileñas, como el Comando Vermelho (CV) y el Primeiro Comando da Capital (PCC), una consecuencia directa de las terribles condiciones de las prisiones de Brasil y aumento de la violencia y el crimen en nuestro país. Para resolver el problema, se optó por utilizar las categorías de análisis de Michel Foucault (prisión y la disciplina), Pierre Bourdieu (habitus y campo), Ervirng Goffman (institución total, de interacción, de fachada y de equipo) y Mark Granovetter, Ricardo Abramovay e João Peixoto, entre otros, la nueva sociología económica (Redes, nodos y lazos) como principal apoyo. También construyó una revisión histórica de la cárcel en Brasil y Rio Grande do Norte hasta llegar al objeto. Esto, en términos de investigación cualitativa, se sumergió en el mundo de las prisiones Dr. Francisco Nogueira Fernandes, conocido como Penitenciario de Alcaçuz, ubicado en el municipio de Nísia Bosque, Rio Grande do Norte. Penitenciaría del Estado de origen, las casas de Alcaçuz seiscientos cuarenta y tres reclusos, divididos en cinco pabellones, un total de ciento cuarenta y siete células. Mediante la observación sistemática y la entrevista cualitativa s semi-estructurada como las principales fuentes de recopilación de datos, hemos tratado de explicar el universo que acabamos de analizar por las Ciencias Sociales. Nos dimos cuenta de que, para cumplir con la escena nacional, regaliz viola de manera flagrante lo que se denomina en la Constitución de 1988 y LEP (Ley de Ejecución Penal), sin tener en cuenta los derechos de los individuos a una porción de una oración con un mínimo de dignidad. Se ha demostrado que las personas que permean el universo proviene de un ambiente de la prisión, la sociabilidad violenta, sedo también tienen un habitus precario. La prisión, espacio disciplinario y un tipo específico de interacción social marcada por el control, contribuye a la profundización de habitus, pero que muestra que no es también como un espacio cerrado en absoluto, sino un lugar donde penetran las redes y dinámicas muy social. Al mismo tiempo, se encontró que más de la presencia de "grupos organizados" es el espacio en las cárceles para la interacción social y las redes sociales que pasan dentro y fuera de su espacio

Emprego de redes neurais artificiais supervisionadas e não supervisionadas no estudo de parâmetros reológicos de excipientes farmacêuticos sólidos

In this paper artificial neural network (ANN) based on supervised and unsupervised algorithms were investigated for use in the study of rheological parameters of solid pharmaceutical excipients, in order to develop computational tools for manufacturing solid dosage forms. Among four supervised neural networks investigated, the best learning performance was achieved by a feedfoward multilayer perceptron whose architectures was composed by eight neurons in the input layer, sixteen neurons in the hidden layer and one neuron in the output layer. Learning and predictive performance relative to repose angle was poor while to Carr index and Hausner ratio (CI and HR, respectively) showed very good fitting capacity and learning, therefore HR and CI were considered suitable descriptors for the next stage of development of supervised ANNs. Clustering capacity was evaluated for five unsupervised strategies. Network based on purely unsupervised competitive strategies, classic "Winner-Take-All", "Frequency-Sensitive Competitive Learning" and "Rival-Penalize Competitive Learning" (WTA, FSCL and RPCL, respectively) were able to perform clustering from database, however this classification was very poor, showing severe classification errors by grouping data with conflicting properties into the same cluster or even the same neuron. On the other hand it could not be established what was the criteria adopted by the neural network for those clustering. Self-Organizing Maps (SOM) and Neural Gas (NG) networks showed better clustering capacity. Both have recognized the two major groupings of data corresponding to lactose (LAC) and cellulose (CEL). However, SOM showed some errors in classify data from minority excipients, magnesium stearate (EMG) , talc (TLC) and attapulgite (ATP). NG network in turn performed a very consistent classification of data and solve the misclassification of SOM, being the most appropriate network for classifying data of the study. The use of NG network in pharmaceutical technology was still unpublished. NG therefore has great potential for use in the development of software for use in automated classification systems of pharmaceutical powders and as a new tool for mining and clustering data in drug development

Por trás de links, sempre existem pessoas: o anonimato como fator de pertencimento no uso de redes sociais on-line em projetos educacionais

The thesis investigated how social networks online that allows anonymous postings can be used by teachers and students to promote the meeting between the sexual education and the needs and expectations of young people face a crosscutting theme, remarkably a taboo. It needs teaching strategies more efficient than those traditionally defended. With this experience, found in a short course about sexuality and health, we sought to go beyond the use of social networks for social entertainment, showing they can be an field that favors the process of teaching and learning. The research was based on the convergence of the communication concepts from Paulo Frere and another from Jürgen Habermas, as well as the philosophical concepts of utopia, ideology and dialectic are interrelated not only among themselves, but also inside an education field. Methodologically in this thesis, we adopted the category of qualitative research; the method is a combination of case study with action research. The technique was the use of questionnaires, data collection was in attendance and the types of data were primary. Finally, we present, then, the idea the communication is not in the middle, but in the trusty relationship established between the interlocutors. In this way, we can think when a student has met their need to be able answer his questions about sex with their teacher through an online social network that allows anonymity and through which the student knows who responds is their teacher, but the teacher can not distinguish the identity of his students, this dialogic relationship serves to get claims of the validity that are characterized as potential communicative action

Redes de educação ambiental: um meio como proposta pedagógica para o mundo entrelaçado

The networks terminology has been growing in different meanings, in which emergent structures coming from one not so recently typology aquired, in the 90 s, fluid shapes impelled by waves without borders of the New Information and Communication Technologies. Ever since, the pattern and the morphology are being multiply and strengthen. With this backdrop, this study deals with the Education for Environment Networks, as a political and social, educative and cultural alternative intervention, as an answer for some contemporary demands. But what are these networks? In wich way they organize themselves to germinate political actions? Where is the core of these actions? What are their limits or potentialities? These are some of the questions that are presented along the study proposed. Therefore, we have in view to unveil the network social and environmental pedagogic dimension, as an alternative proposal towards to the planetary cintzenship formation for persons and coletivity. The study employs the exploration reasearch as the analysis of the organizational reference basis and the dinamics of conections that support the dialogue among the groups that belong to the Education for Environment Networks. We conclude that the networks overcome themselves as a powerfull tool to articulate and moblize people. They establish a potential pedagogic act for political and social intervention, as an alternative proposal for the citizen formation and his world vision. We sinalize that the networks are sometimes limited by the poorness of knowledge that still remains on those who find themselves twisted on them, and on the decreasing optics by those who are absent.

Entre o sol e a liberdade impera a violência: formação de redes para a ação a partir da estratégia saúde da família

The research aimed to analyze the feasibility of forming a network of municipal services to prevent and treat child victims of violence from the Basic Health Units in the Family Mossoró / RN. The research is a qualitative approach and was developed in the form of action research. The population was composed of representatives of institutions of the child and primary care professionals. Data were collected through questionnaires, workshops and semi-structured interview. The results were analyzed from data collected through the questionnaire designed to assess the material, lectures, dialogues and assessments with the team and presented in accordance with the findings of the research. The study was approved by the Ethics in Research UFRN with protocol No. 158/2010, CAAE: 0176.0.051.000-10. Situational diagnosis in the participants answered a questionnaire to characterize and then launched the guiding question of the focus group FHS While professional what your perception towards violence against children? It was felt the fear and ignorance on the part of the unit staff on how to prevent and to refer cases of violence against children and adolescents in the area of coverage of the unit and also realized that the professionals felt victims of occupational violence before the violence has reached proportions that the area of the unit. Mind the need to change strategies to work to combat violence, we plan to conduct focus group workshop to complete the questionnaire, training for protection against occupational violence, and meeting with other bodies responsible visor protecting children and adolescents to draw the flowchart of the victims in safety net. The next moment training to fill the notification form professionals were interested in learning and use this tool to combat violence. At the third meeting in Unity, meeting with representatives of the Child Protection Council, the professional unit showed interest in interacting with the agency to expose and combat violence against children and adolescents. Due to difficulties in the physical structure of the unit was not possible to continue the research and planned every moment, and then completed the data collection with interviews with the participating professionals, to assess the meetings. Therefore, it is considered that action research has also achieved its goals because the team was involved in the collective construction of a proposed change in the practices of referral and prevention of violence against children and adolescents. This involvement was favored using the principles Freirian during the course of the study. However, it is assumed that the network was not fully implemented because it is known that it is in a continual process of improvement and must continue evolving with the unit team.

Heurísticas usando construção de vocabuilário aplicadas ao problema da atribuição de localidades a anéis em redes SONET/SDH

The SONET/SDH Ring Assignment Problem (PALAS) treats to group localities in form of some rings, being respected the traffic's limitations of the equipment. Each ring uses a DXC (Digital Cross Connect) to make the communication with the others, being the DXC the equipment most expensive of the net, minimizing the number total of rings, will minimize the total net cost, problem's objective . This topology in rings provides a bigger capacity of regeneration. The PALAS is a problem in Combinatorial Optimization of NP-hard Class. It can be solved through Heuristics and Metaheuristics. In this text, we use Taboo Search while we keep a set of elite solutions to be used in the formation of a part of the collection of vocabulary's parts that in turn will be used in the Vocabulary Building. The Vocabulary Building will be started case Taboo Search does not reach the best solution for the instance. Three approaches had been implemented: one that only uses vocabulary's parts deriving of Taboo Search, one that it only uses vocabulary's parts randomly generated and a last one that it uses half come of the elite and half randomly generated

Algoritmo evolutivo paralelo para o problema de atribuição de localidades a anéis em redes sonet/sdh

The telecommunications play a fundamental role in the contemporary society, having as one of its main roles to give people the possibility to connect them and integrate them into society in which they operate and, therewith, accelerate development through knowledge. But as new technologies are introduced on the market, increases the demand for new products and services that depend on the infrastructure offered, making the problems of planning of telecommunication networks become increasingly large and complex. Many of these problems, however, can be formulated as combinatorial optimization models, and the use of heuristic algorithms can help solve these issues in the planning phase. This paper proposes the development of a Parallel Evolutionary Algorithm to be applied to telecommunications problem known in the literature as SONET Ring Assignment Problem SRAP. This problem is the class NP-hard and arises during the physical planning of a telecommunication network and consists of determining the connections between locations (customers), satisfying a series of constrains of the lowest possible cost. Experimental results illustrate the effectiveness of the Evolutionary Algorithm parallel, over other methods, to obtain solutions that are either optimal or very close to it

Gestão do Conhecimento e o uso estratégico de Tecnologias de Informação: um estudo em Redes de Franquias no Estado do Rio Grande do Norte

This study discusses the use of information technologies for knowledge management in networks of franchises in the Rio Grande do Norte/Brazil, whose management and operation are complex activities, characterized by the geographic spread of their network unities, creating barriers to communication and information sharing between franchisors, franchisees and final customers. In view of this, the following hypotheses were formulated: the knowledge management can be a positive alternative for improving communication between units; and information technology can eliminate many problems related mainly to capture and share knowledge. In general, it aims to investigate, in qualitative and quantitative aspects, how information technology can support knowledge management in networks of franchises. Specifically purposes to register the existence of managerial practices related to knowledge management in enterprises at the franchising sector; to verify whether they have the technological resources with the potential to facilitate the sharing of information; to identify what are the technologies of information and communication used in the organizational environment; and suggest measures that will facilitate the process of organizational learning, using information technology and communication as tools. It concludes that knowledge management becomes a positive alternative, especially in strengthening of bonds of communication and sharing of knowledge between the franchises. In this regard, information technology must provide all the services of the corporation to facilitate communication between franchisor and franchisee, through a single and integrated system. However, they still show unsuitable for more sophisticated technology platforms