A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

A calibration approach based on Takagi-Sugeno fuzzy inference system for digital electronic compasses

Recently, the development of industrial processes brought on the outbreak of technologically complex systems. This development generated the necessity of research relative to the mathematical techniques that have the capacity to deal with project complexities and validation. Fuzzy models have been receiving particular attention in the area of nonlinear systems identification and analysis due to it is capacity to approximate nonlinear behavior and deal with uncertainty. A fuzzy rule-based model suitable for the approximation of many systems and functions is the Takagi-Sugeno (TS) fuzzy model. IS fuzzy models are nonlinear systems described by a set of if then rules which gives local linear representations of an underlying system. Such models can approximate a wide class of nonlinear systems. In this paper a performance analysis of a system based on IS fuzzy inference system for the calibration of electronic compass devices is considered. The contribution of the evaluated IS fuzzy inference system is to reduce the error obtained in data acquisition from a digital electronic compass. For the reliable operation of the TS fuzzy inference system, adequate error measurements must be taken. The error noise must be filtered before the application of the IS fuzzy inference system. The proposed method demonstrated an effectiveness of 57% at reducing the total error based on considered tests. (C) 2011 Elsevier Ltd. All rights reserved.

Resource use pattern analysis for predicting resource availability in opportunistic grids

This work presents a method for predicting resource availability in opportunistic grids by means of use pattern analysis (UPA), a technique based on non-supervised learning methods. This prediction method is based on the assumption of the existence of several classes of computational resource use patterns, which can be used to predict the resource availability. Trace-driven simulations validate this basic assumptions, which also provide the parameter settings for the accurate learning of resource use patterns. Experiments made with an implementation of the UPA method show the feasibility of its use in the scheduling of grid tasks with very little overhead. The experiments also demonstrate the method`s superiority over other predictive and non-predictive methods. An adaptative prediction method is suggested to deal with the lack of training data at initialization. Further adaptative behaviour is motivated by experiments which show that, in some special environments, reliable resource use patterns may not always be detected. Copyright (C) 2009 John Wiley & Sons, Ltd.

Three-Dimensional Stress Distribution in the Human Periodontal Ligament in Masticatory, Parafunctional, and Trauma Loads: Finite Element Analysis

Background: The presence of the periodontal ligament (PDL) makes it possible to absorb and distribute loads produced during masticatory function and other tooth contacts into the alveolar process via the alveolar bone proper. However, several factors affect the integrity of periodontal structures causing the destruction of the connective matrix and cells, the loss of fibrous attachment, and the resorption of alveolar bone. Methods: The purpose of this study was to evaluate the stress distribution by finite element analysis in a PDL in three-dimensional models of the upper central incisor under three different load conditions: 100 N occlusal loading at 45 degrees (model 1: masticatory load); 500 N at the incisal edge at 45 degrees (model 2: parafunctional habit); and 800 N at the buccal surface at 90 degrees (model 3: trauma case). The models were built from computed tomography scans. Results: The stress distribution was quite different among the models. The most significant values (harmful) of tensile and compressive stresses were observed in models 2 and 3, with similarly distinct patterns of stress distributions along the PDL. Tensile stresses were observed along the internal and external aspects of the PDL, mostly at the cervical and middle thirds. Conclusions: The stress generation in these models may affect the integrity of periodontal structures. A better understanding of the biomechanical behavior of the PDL under physiologic and traumatic loading conditions might enhance the understanding of the biologic reaction of the PDL in health and disease. J Periodontol 2009;80:1859-1867.

Analysis of source-follower buffers implemented with graded-channel SOI nMOSFETs operating at cryogenic temperatures

This work studies the operation of source-follower buffers implemented with standard and graded-channel (GC) fully depleted (FD) SCI nMOSFETs at low temperatures. The analysis is performed by comparing the voltage gain of buffers implemented with GC and standard SOI nMOS transistors considering devices with the same mask channel length and same effective channel length. It is shown that the use of GC devices allows for achieving improved gain in all inversion levels in a wide range of temperatures. In addition, this improvement increases as temperature is reduced. It is shown that GC transistors can provide virtually constant gain, while for standard devices, the gain departs from the maximum value depending on the temperature and inversion level imposed by the bias current and input voltage. Two-dimensional numerical simulations were performed in order to study the reasons for the enhanced gain of GC MOSFETs at low temperatures. (C) 2009 Elsevier Ltd. All rights reserved.

On state representations of time-varying nonlinear systems

This work considers a nonlinear time-varying system described by a state representation, with input u and state x. A given set of functions v, which is not necessarily the original input u of the system, is the (new) input candidate. The main result provides necessary and sufficient conditions for the existence of a local classical state space representation with input v. These conditions rely on integrability tests that are based on a derived flag. As a byproduct, one obtains a sufficient condition of differential flatness of nonlinear systems. (C) 2009 Elsevier Ltd. All rights reserved.

Anodic porous alumina structural characteristics study based on SEM image processing and analysis

The present work reports the porous alumina structures fabrication and their quantitative structural characteristics study based on mathematical morphology analysis by using the SEM images. The algorithm used in this work was implemented in 6.2 MATLAB software. Using the algorithm it was possible to obtain the distribution of maximum, minimum and average radius of the pores in porous alumina structures. Additionally, with the calculus of the area occupied by the pores, it was possible to obtain the porosity of the structures. The quantitative results could be obtained and related to the process fabrication characteristics, showing to be reliable and promising to be used to control the pores formation process. Then, this technique could provide a more accurate determination of pore sizes and pores distribution. (C) 2008 Elsevier Ltd. All rights reserved.

CALCINED SLUDGE SINTERING EVALUATION BY HEATING MICROSCOPY THERMAL ANALYSIS

Aiming the use of the sewage sludge produced in one of the largest Brazilian wastewater treatment stations as a raw material for the ceramic industry, the sintering process of the ashes produced from its calcination was evaluated by heating microscopy thermal analysis (HMTA). From the microprocessed images, a method was developed to obtain HMTA dimensional change curves as a function of temperature, equivalent to those usually obtained from dilatometers or by thermomechanical analysis (TMA). The final product after sintering at 1050 degrees C, characterized by X-ray fluorescence spectrometry, scanning electron microscopy and X-ray dispersive energy, indicates the presence of a vitreous phase containing phosphorus, which explains the good sintering properties of the studied calcined sludge, as shown from its HMTA dimensional change curve.

Nonlinear Interactions in a Piezoceramic Bar Transducer Powered by a Vacuum Tube Generated by a Nonideal Source

Interactions between the oscillations of piezoceramic transducer and the mechanism of as excitation-the generator of the electric current of limited power-supply-are analyzed in this paper In practical situations, the dynamics of the forcing function on a vibrating system cannot be considered as given a priori, and it must be taken as a consequence of the dynamics of the whole system. In other words, the forcing source has limited power as that provided by a dc motor for an example, and thus its own dynamics is influenced by that of the vibrating system being forced. This increases the number of degrees of freedom of the problem, and it is called a nonideal problem. In this work, we present certain phenomena as Sommerfeld effect, jump, saturation, and stability, through the influences of the parameters of the governing equations motion. [DOI: 10.1115/1.3007909]

Harmonic distortion analysis of double gate graded-channel MOSFETs operating in saturation

In this work we present an analysis of harmonic distortion (HD) in graded-channel (GC) gate-all-a round (GAA) devices operating in saturation region for analog applications. The study has been performed through device characterization and two-dimensional process and device simulations. The overall study has been done on the total and third order HDs. When applied in the saturation regime as an amplifier, the GC outperforms conventional GAA transistors presenting simultaneously higher transconductance, lower drain output conductance and more than 15 dB improved linearity. The influence of channel length reduction on the H D is also analyzed. Although slight linearity degradation is observed in both the conventional and the GC devices when reducing the channel length, the HD presented by the GC transistor is significantly lower than the one showed by conventional device for any Studied channel length. This allows AC input signal amplitude up to 20 times higher than the conventional GAA for a same specified distortion level. (C) 2008 Elsevier Ltd. All rights reserved.

Isolation and analysis of bioactive isoflavonoids and chalcone from a new type of Brazilian propolis

Activity-directed fractionation and purification processes were employed to identify isoflavonoids with antioxidant and antimicrobial activities from Brazilian red propolis. Crude propolis was extracted with ethanol (80%. v/v) and fractioned by liquid-liquid extraction technique using hexane and chloroform. Since chloroform fraction showed strong antioxidant and antimicrobial activities it was purified and isolated using various chromatographic techniques. Comparing our spectral data (UV, NMR, and mass spectrometry) with values found in the literature, we identified two bioactive isoflavonoids (vestitol and neovestitol), together with one chalcone (isoliquiritigenin). Vestitol presented higher antioxidant activity against beta-carotene consumption than neovestitol. The antimicrobial activity of these three compounds against Staphylococcus aureus, Streptococcus mutans, and Actinomyces naeslundii was evaluated and we concluded that isoliquiritigenin was the most active one with lower MIC, ranging from 15.6 to 62.5 mu g/mL. Our results showed that Brazilian red propolis has biologically active isoflavonoids that may be used as a mild antioxidant and antimicrobial for food preservation. (C) 2010 Elsevier B.V. All rights reserved.