Quantitative market and sales forecast accuracy analysis

The main objective of this master’s thesis was to quantitatively study the reliability of market and sales forecasts of a certain company by measuring bias, precision and accuracy of these forecasts by comparing forecasts against actual values. Secondly, the differences of bias, precision and accuracy between markets were explained by various macroeconomic variables and market characteristics. Accuracy and precision of the forecasts seems to vary significantly depending on the market that is being forecasted, the variable that is being forecasted, the estimation period, the length of the estimated period, the forecast horizon and the granularity of the data. High inflation, low income level and high year-on-year market volatility seems to be related with higher annual market forecast uncertainty and high year-on-year sales volatility with higher sales forecast uncertainty. When quarterly market size is forecasted, correlation between macroeconomic variables and forecast errors reduces. Uncertainty of the sales forecasts cannot be explained with macroeconomic variables. Longer forecasts are more uncertain, shorter estimated period leads to higher uncertainty, and usually more recent market forecasts are less uncertain. Sales forecasts seem to be more uncertain than market forecasts, because they incorporate both market size and market share risks. When lead time is more than one year, forecast risk seems to grow as a function of root forecast horizon. When lead time is less than year, sequential error terms are typically correlated, and therefore forecast errors are trending or mean-reverting. The bias of forecasts seems to change in cycles, and therefore the future forecasts cannot be systematically adjusted with it. The MASE cannot be used to measure whether the forecast can anticipate year-on-year volatility. Instead, we constructed a new relative accuracy measure to cope with this particular situation.

Formação de micelas mistas entre o sal biliar colato de sódio e o surfactante aniônico dodecanoato de sódio

Mixed-micelle formation between sodium chlolate (NaC) and the anionic surfactant sodium dodecanoate (SDoD) in Tris-HCl buffer solutions, pH 9.00, varying the molar fraction of the surfactants, was investigated by means of electrical conductivity and steady-state fluorescence of pyrene. The critical micelar concentration (cmc) was measured from the equivalent conductance versus the square root of the molar surfactant concentration plots and the regular solution theory (RST) was used to predict the mixing behavior. The I1/I3 pyrene ratio-surfactant concentration plots were used as an additional technique to follow the behavior and the changes in the micropolarity of the mixed micelles.

New mathematical modeling approach for predicting microbial inactivation by high hydrostatic pressure

A new primary model based on a thermodynamically consistent first-order kinetic approach was constructed to describe non-log-linear inactivation kinetics of pressure-treated bacteria. The model assumes a first-order process in which the specific inactivation rate changes inversely with the square root of time. The model gave reasonable fits to experimental data over six to seven orders of magnitude. It was also tested on 138 published data sets and provided good fits in about 70% of cases in which the shape of the curve followed the typical convex upward form. In the remainder of published examples, curves contained additional shoulder regions or extended tail regions. Curves with shoulders could be accommodated by including an additional time delay parameter and curves with tails shoulders could be accommodated by omitting points in the tail beyond the point at which survival levels remained more or less constant. The model parameters varied regularly with pressure, which may reflect a genuine mechanistic basis for the model. This property also allowed the calculation of (a) parameters analogous to the decimal reduction time D and z, the temperature increase needed to change the D value by a factor of 10, in thermal processing, and hence the processing conditions needed to attain a desired level of inactivation; and (b) the apparent thermodynamic volumes of activation associated with the lethal events. The hypothesis that inactivation rates changed as a function of the square root of time would be consistent with a diffusion-limited process.

Fourier transform, null variety, and Laplacian's eigenvalues

We consider a quantity κ(Ω)—the distance to the origin from the null variety of the Fourier transform of the characteristic function of Ω. We conjecture, firstly, that κ(Ω) is maximised, among all convex balanced domains of a fixed volume, by a ball, and also that κ(Ω) is bounded above by the square root of the second Dirichlet eigenvalue of Ω. We prove some weaker versions of these conjectures in dimension two, as well as their validity for domains asymptotically close to a disk, and also discuss further links between κ(Ω) and the eigenvalues of the Laplacians.

Optimal V. O2max-to-mass ratio for predicting 15 km performance among elite male cross-country skiers

The aim of this study was 1) to validate the 0.5 body-mass exponent for maximal oxygen uptake (V. O2max) as the optimal predictor of performance in a 15 km classical-technique skiing competition among elite male cross-country skiers and 2) to evaluate the influence of distance covered on the body-mass exponent for V. O2max among elite male skiers. Twenty-four elite male skiers (age: 21.4±3.3 years [mean ± standard deviation]) completed an incremental treadmill roller-skiing test to determine their V. O2max. Performance data were collected from a 15 km classicaltechnique cross-country skiing competition performed on a 5 km course. Power-function modeling (ie, an allometric scaling approach) was used to establish the optimal body-mass exponent for V . O2max to predict the skiing performance. The optimal power-function models were found to be race speed = 8.83⋅(V . O2max m-0.53) 0.66 and lap speed = 5.89⋅(V . O2max m-(0.49+0.018lap)) 0.43e0.010age, which explained 69% and 81% of the variance in skiing speed, respectively. All the variables contributed to the models. Based on the validation results, it may be recommended that V. O2max divided by the square root of body mass (mL⋅min−1 ⋅kg−0.5) should be used when elite male skiers’ performance capability in 15 km classical-technique races is evaluated. Moreover, the body-mass exponent for V . O2max was demonstrated to be influenced by the distance covered, indicating that heavier skiers have a more pronounced positive pacing profile (ie, race speed gradually decreasing throughout the race) compared to that of lighter skiers.

Adaptive filter feature identification for structural health monitoring in an aeronautical panel

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Adaptive filter feature identification for structural health monitoring in aeronautical panel

This paper presents an approach for structural health monitoring (SHM) by using adaptive filters. The experimental signals from different structural conditions provided by piezoelectric actuators/sensors bonded in the test structure are modeled by a discrete-time recursive least square (RLS) filter. The biggest advantage to use a RLS filter is the clear possibility to perform an online SHM procedure since that the identification is also valid for non-stationary linear systems. An online damage-sensitive index feature is computed based on autoregressive (AR) portion of coefficients normalized by the square root of the sum of the square of them. The proposed method is then utilized in a laboratory test involving an aeronautical panel coupled with piezoelectric sensors/actuators (PZTs) in different positions. A hypothesis test employing the t-test is used to obtain the damage decision. The proposed algorithm was able to identify and localize the damages simulated in the structure. The results have shown the applicability and drawbacks the method and the paper concludes with suggestions to improve it. ©2010 Society for Experimental Mechanics Inc.

Estimativas da radiação global incidente em superfícies inclinadas com base na razáo de insolação

Estimating equations of global radiation based on the sunshine duration were proposed for horizontal surface and with inclination of 12.85, 22.85 and 32.85° facing the North in Botucatu, SP, Brazil, in monthly, seasonal and annual groupings of data. Simple linear correlations were applied (for definition of the linear and angular coefficients of Angstrom-Prescott model), in a database measured in all three inclinations in different periods (22.85°: 04/1998 to 07/2001; 12.85°: 08/2011 to 02/2003; and 32.85°: 03/2003 to 12/2007) concomitant with horizontal measures and sunshine duration. The statistical performance of the model was analysed by the means absolute error (MBE), the square root of the mean square error (RMSE) and the index adjustment (d). The minimum global radiation transmissivity varied from 14.35% in August (12.85°) to 27.86% in December (32.85°) and the maximum transmissivity ranged between 62.10% and 78.90%, for June (32.85°) and December (12.85°). Increasing the angle of inclination surface increased the scattering and decreased the index of adjustment and performance. The worst results were found for application of the seasonal and annual models in the months of autumn and winter for 32.85° (RMSE below 42.93% and adjustment superior to 0.4693).

Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais utilizando a distribuição t multivariada

The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.

Entropia conjunta de espaço e reqüência espacial estimada através da discriminação de estímulos espaciais com luminância e cromaticidade moduladas por funções de Gábor: implicações para o processamento paralelo de informação no sistema visual humano

O objetivo deste estudo foi estimar a entropia conjunta do sistema visual humano no domínio do espaço e no domínio das freqüências espaciais através de funções psicométricas. Estas foram obtidas com testes de discriminação de estímulos com luminância ou cromaticidade moduladas por funções de Gábor. A essência do método consistiu em avaliar a entropia no domínio do espaço, testando-se a capacidade do sujeito em discriminar estímulos que diferiam apenas em extensão espacial, e avaliar a entropia no domínio das freqüências espaciais, testando-se a capacidade do sujeito em discriminar estímulos que diferiam apenas em freqüência espacial. A entropia conjunta foi calculada, então, a partir desses dois valores individuais de entropia. Três condições visuais foram estudadas: acromática, cromática sem correção fina para eqüiluminância e cromática com correção para eqüiluminância através de fotometria com flicker heterocromático. Quatro sujeitos foram testados nas três condições, dois sujeitos adicionais foram testados na condição cromática sem eqüiluminância fina e um sétimo sujeito também fez o teste acromático. Todos os sujeitos foram examinados por oftalmologista e considerados normais do ponto de vista oftálmico, não apresentando relato, sintomas ou sinais de disfunções visuais ou de moléstias potencialmente capazes de afetar o sistema visual. Eles tinham acuidade visual normal ou corrigida de no mínimo 20/30. O trabalho foi aprovado pela Comissão de Ética em Pesquisa do Núcleo de Medicina Tropical da UFPA e obedeceu às recomendações da Declaração de Helsinki. As funções de Gábor usadas para modulação de luminância ou cromaticidade compreenderam redes senoidais unidimensionais horizontais, moduladas na direção vertical, dentro de envelopes gaussianos bidimensionais cuja extensão espacial era medida pelo desvio padrão da gaussiana. Os estímulos foram gerados usando-se uma rotina escrita em Pascal num ambiente Delphi 7 Enterprise. Foi utilizado um microcomputador Dell Precision 390 Workstation e um gerador de estímulos CRS VSG ViSaGe para exibir os estímulos num CRT de 20”, 800 x 600 pixels, 120 Hz, padrão RGB, Mitsubishi Diamond Pro 2070SB. Nos experimentos acromáticos, os estímulos foram gerados pela modulação de luminância de uma cor branca correspondente à cromaticidade CIE1931 (x = 0,270; y = 0,280) ou CIE1976 (u’ = 0,186; v’= 0,433) e tinha luminância média de 44,5 cd/m2. Nos experimentos cromáticos, a luminância média foi mantida em 15 cd/m2 e foram usadas duas series de estímulos verde-vermelhos. Os estímulos de uma série foram formados por duas cromaticidades definidas no eixo M-L do Espaço de Cores DKL (CIE1976: verde, u’=0,131, v’=0,380; vermelho, u’=0,216, v’=0,371). Os estímulos da outra série foram formados por duas cromaticidades definidas ao longo de um eixo horizontal verde-vermelho definido no Espaço de Cores CIE1976 (verde, u’=0,150, v’=0,480; vermelho, u’=0,255, v’=0,480). Os estímulos de referência eram compostos por redes de três freqüências espaciais diferentes (0,4, 2 e 10 ciclos por grau) e envelope gaussiano com desvio padrão de 1 grau. Os estímulos de testes eram compostos por uma entre 19 freqüências espaciais diferentes em torno da freqüência espacial de referência e um entre 21 envelopes gaussianos diferentes com desvio padrão em torno de 1 grau. Na condição acromática, foram estudados quatro níveis de contraste de Michelson: 2%, 5%, 10% e 100%. Nas duas condições cromáticas foi usado o nível mais alto de contraste agregado de cones permitidos pelo gamut do monitor, 17%. O experimento consistiu numa escolha forçada de dois intervalos, cujo procedimento de testagem compreendeu a seguinte seqüência: i) apresentação de um estímulo de referência por 1 s; ii) substituição do estímulo de referência por um fundo eqüiluminante de mesma cromaticidade por 1 s; iii) apresentação do estímulo de teste também por 1 s, diferindo em relação ao estímulo de referência seja em freqüência espacial, seja em extensão espacial, com um estímulo sonoro sinalizando ao sujeito que era necessário responder se o estímulo de teste era igual ou diferente do estímulo de referência; iv) substituição do estímulo de teste pelo fundo. A extensão espacial ou a freqüência espacial do estímulo de teste foi mudada aleatoriamente de tentativa para tentativa usando o método dos estímulos constantes. Numa série de 300 tentativas, a freqüencia espacial foi variada, noutra série também de 300 tentativas, a extensão espacial foi variada, sendo que cada estímulo de teste em cada série foi apresentado pelo menos 10 vezes. A resposta do indivíduo em cada tentativa era guardada como correta ou errada para posterior construção das curvas psicométricas. Os pontos experimentais das funções psicométricas para espaço e freqüência espacial em cada nível de contraste, correspondentes aos percentuais de acertos, foram ajustados com funções gaussianas usando-se o método dos mínimos quadrados. Para cada nível de contraste, as entropias para espaço e freqüência espacial foram estimadas pelos desvios padrões dessas funções gaussianas e a entropia conjunta foi obtida multiplicando-se a raiz quadrada da entropia para espaço pela entropia para freqüência espacial. Os valores de entropia conjunta foram comparados com o mínimo teórico para sistemas lineares, 1/4π ou 0,0796. Para freqüências espaciais baixas e intermediárias, a entropia conjunta atingiu níveis abaixo do mínimo teórico em contrastes altos, sugerindo interações não lineares entre dois ou mais mecanismos visuais. Este fenômeno occorreu em todas as condições (acromática, cromática e cromática eqüiluminante) e foi mais acentuado para a frequência espacial de 0,4 ciclos / grau. Uma possível explicação para este fenômeno é a interação não linear entre as vias visuais retino-genículo-estriadas, tais como as vias K, M e P, na área visual primária ou em níveis mais altos de processamento neural.

Ação e doses dos inseticidas lufenuron e lambdacialotrina no controle de spodoptera frugiperda (J. e. Smith, 1797) (Lepidoptera: noctuidae)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Predição da emissão de metano entérico de bovinos Nelore

Pós-graduação em Zootecnia - FCAV

Utilização de informações genômicas para o melhoramento genético de características da carne em bovinos da raça Nelore

Pós-graduação em Genética e Melhoramento Animal - FCAV

Determinação de fósforo em biodiesel utilizando eletrodo quimicamente modificado com nanopartículas de ferro

Once petroleum is na exhaustible source of energy, alternative fuels are having more prominence. A much discussed option for replacing fossil fuels is the use of biofuels derived from oils or fats, especially biodiesel. The biodiesel preparation is through a reaction named transesterification, a reaction of triglycerides with a short chain alcohol with a catalyst, producing a mixture of fatty acid esters and glycerol. According to ANP (National Petroleum Agency) specifications, biodiesel can have contaminants due to the catalyst or oil used on its synthesis, such as phosphorus, wich can damage the catalytic converter and cause significant increase in the particles emission. This project aims to develop na alternative method using chemically modified electrodes with iron nanoparticles for determination of phosphorus in biodiesel. For the formation of the iron nanoparticles film on the surface of a glassy carbon electrode, was used a iron sulfate solution. The film was formed after 10 successive cycles, with a scanning speed of 50 mV s-1 and a potential range of -0,9 to -1,25 V. To reduce possible oxides on the surface and activate the electrode, it has been subjected to a cathodic polarization with a potential of -1,25 V for 15 minutes in a sodium hydroxide solution. In cyclic voltammograms obtained in the study of the speed of scanning, there is an increase in the intensity of the anodic and cathodic current peaks. The cathodic peak current varied linearly with the square root of scan rate, showing that the electrode is controlled by diffusion. After successive additions of phosphate there is a linear variation in the current peak in the concentration range of 1,0 x 10-7 a 1,0 x 10-6 mol L-1. To determine if the concentration of phosphorus in real sample, the method of adding standard was used by adding aliquots of phosphate ions in the solution containing soy biodiesel extracted with ....

Predição genômica para o peso ao sobreano via norma de reação em bovinos de corte

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)