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

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 bioclimática do bairro do Renascença II São Luis-MA: realidade e perspectiva do conforto térmico em espaços externos

The present research concerns about outdoor s thermal comfort conditions in hot-humid climate cities, understanding that life quality is a result of the urban object s type built for the human being in an environment with specific climate and morphological characteristics. It is presented as object of study the correlation between the neighborhood Renascença II s microclimate in São Luis /MA-Brazil, hot-humid climate city, and its urban morphological changes. As well as the thermal comfort s satisfaction level of its outdoor users. The research has as general goal to diagnosis the way these transformations caused by the urbanization influence the Renascença II s microclimate, identifying critical spots of the studied area, in order to contribute with land use recommendations based on bioclimatic architecture concepts and supply bases to urban design decisions adequate to the São Luis climate. It is presented as theoretical bases the urban climate, its concepts and elements. After that, the thermal comfort conditioners and its prediction models of thermal comfort sensation in outdoor are presented. The predictive models are presented along with bioclimatic assessment methods. Finally the use of bioclimatic assessment as an effective tool to identify places that need changes or preservation in order to seek environment quality. The applied methodology was based on the studies of Katzschner (1997), complemented by Oliveira s (1988) and Bustos Romero s (2001) studies that suggest an analysis and evaluation of maps of topography, buildings floors, land use, green areas and land covering, in order to overlap their characteristics and identify climate variable s measurements points; then a quantitative analysis of the climate variables (air temperature and humidity, wind speed and direction) of the chosen points takes place. It was perceived that Renaissance II has no permanence areas as squares or parks, its outdoor has little vegetation and presets high land impermeability and built density levels. The majority of the people interviewed said that was comfortable in a range of air temperature between 27,28ºC and 30,71ºC. The elaboration of a neighborhood master plan is important, which defines strategies for improvement of the life quality of its inhabitants

Adequação bioclimática para os espaços urbanos abertos do centro de Fortaleza, CE

This research presents a study investigating the correlation between the environmental-physycal charcateristics of cities and the formation of its micro-climates. The study was conducted in the central area of Fortaleza characterized as a stable and consolidated area, where the city originated and currently faces serious problems in its urban dynamics. The points of measurements were determined by the elaboration and analysis of topography maps, height of buildings, land use, type of surface coating and vegetation, following the methodology of Katzschner (1997). A zoning map was then determined, according to common morphological characteristics of the 12 measurement points, which were based on a set of Romero s (2001) bioclimatic criteria. Air measurements, temperature, humidity, intensity and direction of winds were made in transect form in two different circuits in the study area, with six points of data collection in each area, in three different times: 6:00 am, 1:00pm and 7:00pm, during two periods of the year: August 2008 and March 2009. The results verified the influence of different environmental-physical types in the behavior of the climatic variables that were collected. A verticalização tão condenada em algumas situações se bem equilibrada e controlada pode reduzir as temperaturas do ar através do sombreamento dos espaços urbanos e possibilidade de maior permeabilidade a ventilação natural. The highest average air temperature and lower humidity were recorded at the point I at all times. This situation may have been in result of the high density, poor vegetation and extended paving of the ground. According to the results, it s clear the positive influence vegetation has on easing air temperature. Another indicator observed that areas with a greater variation in building heights tend to present decreased average air temperature. High rise structure, planned in accordance to urban air quality parameters, can reduce air temperatures by the shading of urban spaces and the possibility of greater penetration of natural ventilation

Ecologia alimentar e reprodutiva da piaba-do-rabo-amarelo, Astyanax cf. lacustris (Reinhardt, 1874) (Osteichthyes: Characidae) na Lagoa do Piató, Assu, Rio Grande do Norte, Brasil

The feeding habits and biological aspects of the reproductive cycle of two-spot astyanax, Astyanax cf. lacustris (Reinhardt, 1874) were investigated. Fish samples were captured on a monthly basis, using gillnets of 4 cm mesh size, from the Piató Lake, Assu, Rio Grande do Norte, during the period of September, 2006 to August, 2007. Physico-chemical parameters, such as, temperature, electrical conductivity and dissolved oxygen of the lake were registered. The monthly values of rainfall also were obtained. The 360 individuals captured, were measured, weighed, dissected, and stomach weight and the stage of gonadal maturity were registered. The stomach contents analyses were carried out based on volumetric method, points, frequency of occurrence and applying the Index of Relative Importance. The degrees of repletion of the stomachs were determined besides the Index of Repletion relating to feeding activity variations and frequency of ingestion with limnological parameters and rainfall. The food items identified were separated into distinct groups according to their origin. Sex ratio and Gonadosomatic Relation of females were verified to determine the spawning period and fecundity. The physico-chemical parameters presented the following annual mean values: temperature = 28.8ºC, electrical conductivity = 992.5 µS.cm-1; dissolved oxygen = 4.9 mg.L-1 during the study period. The annual mean of the rainfall was 63.5 mm. The results indicate that this species present an omnivorous feeding habit with a tendency towards insectivory, with an increase in feeding activity during the dry season. The aquatic oxygen to interfere very importance in the feeding activity than the others factors physico-chemicals of water and rainfall. There was a predominance of females, with a sex proportion of 1M:7F. The macroscopic characteristics of the ovaries and testicles revealed four stages of gonadal development: immature, maturing, mature and spent. A temporal variation was observed for the gonadal development of males and females. There was reproductive activity through out the year, with peaks in the months of February, April and June to correspond with the rain of precipitation of the region. The mean fecundity was 7.681 mature oocytes, varying from 4.476 to 12.036, with mean of 7.681. There was positive relation between fecundity and body mass. Condition Factor is not an efficient indicator of the reproductive period of this species. The species A. cf. lacustris is an opportunist and is well adapted to the conditions of the semi-arid Caatinga Biome

Tratamento termoquímico do titânio auxiliado por plasma de ar - N2 - O2

Discs were grade II cp Ti oxynitride by plasma of Ar - N2 - O2 using different proportions of individual gases. These ratios were established from analysis of optical emission spectroscopy (OES) of plasma species. The proportions that resulted in species whose spectra showed an abrupt change of light intensity were chosen for this study. Nanohardness tests revealed that there was a correlation between the intensity of N2 + species with the hardness, because the treatments where they had a higher intensity, obtained a higher value nanohardness, although the crystalline phases have remained unchanged. With respect to topography, it was observed that in general, the surface roughness is related to the intensities of plasma species, because they may have different values depending on the behavior of the species. Images obtained by optical microscopy revealed a surface with grains of different colors to optical reflectance showed a peak of reflection in the red area. Measures the contact angle and surface tension showed hydrophilic properties and hydrophilic with little variation of polar and dispersive components of surface tension

Aproveitamento de resíduos minerais na formulação de argamassas para a construção civil

Current environmental concerns include the excessive consumption and inefficient use of non-renewable natural resources. The construction industry is considered one of the largest consumers of natural raw materials, significantly contributing to the environmental degradation of the planet. The use of calcareous quarry (RPPC) and porcelain tile polishing residues (RPP) as partial replacements of the cement in mortars is an interesting alternative to minimize the exploration of considerably large amounts of natural resources. The present study aimed at investigating the properties of fresh and hardened mortars produced using residues to replace cement. The residues used were fully characterized to determine their specific mass, unitary mass, particle size distribution and morphology, and composition. The performance of the mortars was compared to that of reference compositions, prepared without residues. A total of 18 compositions were prepared, 16 using residues and 2 reference ones. The mortars were prepared using Portland CP II F 32 cement, CH I hydrated lime, river sand and tap water. The compositions of the mortars were 1:1:6 and 1:0.5:4.5 (vol%), and water to cement ratios of 1.87 and 1.45 were used, respectively. The mortars in the fresh state were evaluated by consistency index, water retention, density of mass and incorporated air content tests. In their hardened state, the mortars were evaluated by apparent mass density, modulus of elasticity, flexural tensile strength, compressive strength and water absorption by capillarity. The mortars were also analyzed by scanning electron microscopy, energy dispersive spectroscopy, X-ray diffraction and fluorescence. Finally, they were classified according to NBR 13281 standards. The mortars prepared using residues partially replacing the cement exhibited lower modulus of elasticity compared to the reference compositions, thus improving the performance in their intended use. On the downside, the water absorption by capillarity was affected by the presence of residues and both the tensile and compressive strength were reduced. However, from the overall standpoint, the replacement of cement by calcareous quarry or porcelain tile polishing residues did not result in significant changes in the properties of the mortars. Therefore, compositions containing these residues can be used in the construction industry

Síntese, aplicação e avaliação do efeito do teor de fósforo da celulose fosfatada em argamassa de alvenaria com aditivo comercial a base de hidroxi-etil-metil celulose (HEMC)

Generally, cellulose ethers improves mortar properties such as water retention, workability and setting time, along with adherence to the substrate. However, a major disadvantage of the addition of cellulose ethers in mortars is the delay in hydration of the cement. In this paper a cellulose phosphate (Cp) was synthesized water soluble and has been evaluated the effect of their incorporation into mortar based on Portland cement. Cellulose phosphate obtained was characterized by spectrophotometry Fourier transform infrared (FTIR), X-ray diffraction (XRD), elemental analysis and scanning electron microscopy (SEM). Mortar compositions were formulated with varying phosphorus content in cellulose and cellulose phosphate concentrations, when used in partial or total replacement of the commercial additive based hydroxyethyl methyl cellulose (HEMC). The mortars formulated with additives were prepared and characterized by: testing in the fresh state (consistency index, water retention, bulk density and air content incorporated) and in the hardened state (absorption by capillarity, density, flexural and compression strength). In mixtures the proportion of sand:cement of 1:5 (v / v) and factor a / c = 1.31 and water were held constant. Overall, the results showed that the celluloses phosphates employed in mortars added acted significantly when partially substituting the commercial additive. With regard to consistency index, water retention and bulk density in the fresh state and absorption by capillarity and bulk density apparent in the hardened state, showed no appreciable differences as compared to the commercial additive. The incorporated air content in the fresh state reduced markedly, but did not affect other properties. The mortars with cellulose phosphate, partially replacing the commercial additive showed an improvement of the properties of flexural strength and compressive strength

Desenvolvimento de argamassa para restauração utilizando resíduo do polimento do porcelanato

The coatings mortars are essential elements of building structures because they execute an important role in protecting walls and are particularly exposed to aggressive action responsible for its degradation over time. The importance of wall coverings has been the subject of discussion and analysis in the conservation and rehabilitation of old buildings. Are sometimes removed and replaced with inappropriate solutions of constructive point of view or architecture. The most commonly used coatings on walls of old buildings is based on traditional hydraulic lime mortars. The present study aims at the formulation of new lime- based mortars and aerial fine aggregate, in order to contribute to a better field of conservation and restoration mortar coating of old buildings. Residue was used for polishing porcelain as fine aggregate, replacing the aggregate (sand), in percentages 05-30% by mass. We conducted a thorough evaluation of the mortar properties in fresh and hardened state by comparing the performance of the same with a reference mortar. The residue used was characterized as the density, bulk density, and particle size laser, scanning electron microscopy, X-ray diffraction and X-ray fluorescence. Formulations were produced 7, 6 with residue and one commonly used formulation, which served as a reference. In the formulations of lime mortars air (hydrated lime powder CH-I) has been adopted a stroke volume (1:3) with constant binder, was varied and the water / binder and aggregate and waste. For evaluation of mortars fresh, proceeded to consistency analysis, specific gravity, water retention and air content embedded. In the hardened state assays were performed in specific gravity, water retention, modulus of elasticity, tensile strength in bending, compressive strength, water absorption by capillary action, adhesion, tensile strength, resistance to shrinkage and salts by of crystallization trials with resources chloride solution, nitrate and sulfate all sodium in prismatic at 90 days of age, in addition to the micro structural analysis of mortars. Based on the results we can see that the mortar formulated with 10% content of waste and the reference free retraction feature more stable closer to neutrality. The composition of 10% was obtained better performance against the action of the salt crystallization. The mortar with 15% residue obtained better density, lower air content embedded and high capacity for water retention developing good workability. The replacement of 20% of waste generates a satisfactory utilization of resistance to compression, flexion and traction grip the base. And, finally, it can be seen that the mortar with 10, 15 and 20% residual show, in principle, good suitability as coatings, thus enabling a final result consistent with durability, workability and aesthetics developing therefore a material with better performance to repair or replace existing mortars in old buildings

Formulação e caracterização de pastas espumadas por incorporação de ar e estabilizantes minerais

Cementing operations may occur at various stages of the life cycle of an oil well since its construction until its definitive abandonment. There are some situations in which the interest zones are depleted or have low fracture pressure. In such cases, the adoption of lowdensity cement slurries is an efficient solution. To this end, there are basically three ways to reduce the density of cement slurries: using microspheres, water extending additives or foamed cement. The objective of this study is to formulate, to study and to characterize lowdensity foamed cement, using an air entrainment surfactant with vermiculite or diatomite as water extenders and stabilizers. The methodology consists on preparation and evaluation of the slurries under the American Petroleum Institute (API) and the Brazilian Association of Technical Standards (ABNT) guidelines. Based on calculated densities between 13 and 15 ppg (1.559 and 1.799 g/cm3), the slurries were prepared with fixed surfactant concentration, varying the concentrations of vermiculite and diatomite and were compared with the base slurries. The results of plastic viscosity, yield point and gel strength and the compressive strength for 24 h showed that the slurries presented suitable rheology and mechanical strength for cementing operations in oil wells, and had their densities reduced between 8.40 and 11.89 ppg (1.007 and 1.426 g/cm3). The conclusion is that is possible, under atmospheric conditions, to obtain light weighted foamed cement slurries with satisfactory rheological and mechanical properties by means of air entrainment and mineral additions with extenders and stabilizers effects. The slurries have great potential for cementing operations; applicability in deep wells, in low fracture gradient formations and in depleted zones and bring cost savings by reducing the cementing consumption

Desenvolvimento de pastas leves utilizando incorporadores de ar para aplicação em poços de petróleo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Estudo dos parâmetros operacionais do processo de combustão in situ em reservatório de petróleo pesado

The occurrence of heavy oil reservoirs have increased substantially and, due to the high viscosity characteristic of this type of oil, conventional recovery methods can not be applied. Thermal methods have been studied for the recovery of this type of oil, with a main objective to reduce its viscosity, by increasing the reservoir temperature, favoring the mobility of the oil and allowing an increasing in the productivity rate of the fields. In situ combustion (ISC) is a thermal recovery method in which heat is produced inside the reservoir by the combustion of part of the oil with injected oxygen, contrasting with the injection of fluid that is heated in the surface for subsequent injection, which leads to loss heat during the trajectory to the reservoir. The ISC is a favorable method for recovery of heavy oil, but it is still difficult to be field implemented. This work had as an objective the parametric analysis of ISC process applied to a semi-synthetic reservoir with characteristics of the Brazilian Northeast reservoirs using vertical production and vertical injection wells, as the air flow injection and the wells completions. For the analysis, was used a commercial program for simulation of oil reservoirs using thermal processes, called Steam, Thermal and Advanced Processes Reservoir Simulator (STARS) from Computer Modelling Group (CMG). From the results it was possible to analyze the efficiency of the ISC process in heavy oil reservoirs by increasing the reservoir temperature, providing a large decrease in oil viscosity, increasing its mobility inside the reservoir, as well as the improvement in the quality of this oil and therefore increasing significantly its recovered fraction. Among the analyzed parameters, the flow rate of air injection was the one which had greater influence in ISC, obtaining higher recovery factor the higher is the flow rate of injection, due to the greater amount of oxygen while ensuring the maintenance of the combustion front

Bioecologia da ictiofauna marinha descartada pelo arrasto camaroeiro em praias da Bacia Potiguar, Brasil

The composition of ichthyofauna discarded by trawling shrimping, their reproductive status and feeding ecology were studied on the beaches of Basin Rio Grande do Norte, Brazil. Fish were collected monthly in the year of 2012. During biometrics, portions of the digestive tract and of gonads were removed, fixed in formalin 10% and Bouin, respectively, for be submitted to histological processing by the techniques of hematoxylin-eosin. Stomach content analyzes were performed using the methods of Frequency of Occurrence and Volumetric and was calculated the repletion index. Throughout the study period were recorded a total of 49 species. The fish assemblages differed between sections monitoring, with the highest abundance, biomass and indices of richness and diversity in sections B, D and C. Already the excerpt A, showed higher values for dominance and equitability. In the cluster analysis according to the faunal similarity was observed the formation of three groups: group I formed by excerpts B and D, group II by excerpt C and group III formed by excerpt A. The assessment of reproductive stage revealed that the fish assemblages discarded by trawling are composed mainly of juveniles. Regarding the feeding ecology, the species Larimus breviceps, Menticirrhus littoralis and Pomadasys corvinaeformis characterized as carnivorous with tendency to carcinofagia. Already Conodon nobilis characterized as carnivorous with tendency to piscivory, but all proved generalist-opportunistic with increase of feeding activity during drought. The dendrogram of grouping of the species developed based on the food items used shows the formation of four groups: Group I consists of species that feed mainly of "gastropod" and "sediment"; group II of "teleost fish"; the group III of "crustacea" and group IV of "echinodermata" and "bivalve". The anatomical and histological characteristics of the digestive tract were consistent with the dietary habits of the analyzed species. In this context, the Costa Branca of Rio Grande do Norte can be considered a feeding site and recruitment for juveniles, which, opportunistically, utilize resources associated with the background

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

Efeitos da temperatura do ar, linhagem e período do dia nas freqüências de ocorrências e tempos de expressão comportamental de matrizes pesadas

Ajustes de comportamento podem ocorrer rapidamente e a custo menor do que os ajustes fisiológicos. Considerando o comportamento social, é sugestivo que a freqüência e a intensidade de interações agressivas, o total de coesão social e a extensão de vícios sociais possam ser utilizados para avaliação de bem-estar. Esta pesquisa apresenta uma análise das interações entre os fatores experimentais, como temperatura, linhagem e período do dia, nos comportamentos de matrizes pesadas alojadas em câmara climática, buscando evidenciar as diferentes reações das aves submetidas a distintas condições ambientais. Os resultados encontrados mostraram diferenças significativas entre os comportamentos expressos pelas diferentes linhagens, reforçando a necessidade do monitoramento em tempo real do bem-estar de matrizes pesadas em alojamentos comerciais, dada a complexidade com que as variáveis ambientais interferem no bem-estar. A pesquisa permitiu concluir também que a avaliação do bem-estar de matrizes pesadas deve considerar o período do dia na observação dos comportamentos.