Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD

Com a relevância que o mercado de crédito vem ganhando na economia o presente trabalho se propôs a fazer uma revisão conceitual do risco de crédito. Tendo a perda esperada como o principal componente do risco de crédito, o trabalho se aprofundou nesse tema propondo uma maneira nova para o cálculo da mesma. Da maneira que ela é modelada usualmente pressupoem que os parâmetros de PD e LGD são independentes. Alguns autores questionam essa pressuposição e que, se essa dependência não for levada em conta os cálculos de perda esperada e o capital que deveria ser alocado estarão incorretos. Uma alternativa para tratar a correlação é modelar os dois componentes conjuntamente, ao comparar os resultados do modelo usual com o modelo conjunto conclui-se que o erro da estimativa de perda esperada do modelo conjunto foi menor. Não se pode afirmar que o menor erro na estimativa de perda se deve a correlação entre a PD e LGD, porém ao modelar os parâmetros conjuntamente, retira-se essa forte pressuposição.

Antecedentes ao sucesso na operação de PMO’s: um modelo estrutural

O objetivo deste estudo explano-exploratório é determinar os fatores chave de sucesso para a operação de PMOs (Project Management Office) nas organizações. Como meio de alcançar o objetivo traçado, realizou-se o levantamento bibliográfico para: (a) conceituar gerenciamento de projetos e PMOs; (b) identificar as diferentes formas de atuação de PMO; (c) identificar os fatores chave de sucesso na operação de PMOs; (d) identificar os fatores que influenciam o sucesso na operação de PMOs; (e) elaborar um meta-modelo contendo os fatores que influenciam e definem o sucesso na operação de PMOs; (f) desenvolver questionário estruturado como instrumento de coleta de dados e (g) levantar metodologia aplicável para o uso de equações estruturais. Durante o período de aplicação do instrumento de coleta de dados, foram obtidas 553 respostas válidas, preenchidas por especialistas em gerenciamento de projetos, sendo 489 do Brasil e 64 de diversos países no mundo. A partir dos dados obtidos, a pesquisa valeu-se das técnicas de Análise Fatorial Exploratória (AFE), Análise Fatorial Confirmatória (AFC) e Modelagem de Equações Estruturais (SEM) para confirmar o meta-modelo teórico proposto. Verificou-se que o meta-modelo inicial não foi confirmado sendo, portanto, necessário a realização de ajustes, os quais foram implementados com justificativas teóricas adequadas. Ainda assim, o meta-modelo final, obtido após as alterações realizadas, explica cerca de 7% da variância dos fatores de sucesso na operação de PMOs.

MoCHA : arquitetura dedicada para a compensação de movimento em decodificadores de vídeo de alta definição, seguindo o padrão H.264

O padrão H.264 foi desenvolvido pelo JVT, que foi formado a partir de uma união entre os especialistas do VCEG da ITU-T e do MPEG da ISO/IEC. O padrão H.264 atingiu seu objetivo de alcançar as mais elevadas taxas de processamento dentre todos os padrões existentes, mas à custa de um grande aumento na complexidade computacional. Este aumento de complexidade impede, pelo menos na tecnologia atual, a utilização de codecs H.264 implementados em software, quando se deseja a decodi cação de vídeos de alta de nição em tempo real. Essa dissertação propõe uma solução arquitetural de hardware, denominada MoCHA, para compensação de movimento do decodi cador de vídeo de alta de nição, segundo o padrão H.264/AVC. A MoCHA está dividida em três blocos principais, a predição dos vetores de movimento, o acesso à memória e o processamento de amostras. A utilização de uma cache para explorar a redundância dos dados nos acessos à mem ória, em conjunto com melhorias propostas, alcançou economia de acessos à memória superior a 60%, para os casos testados. Quando uma penalidade de um ciclo por troca de linha de memória é imposta, a economia de ciclos de acesso supera os 75%. No processamento de amostras, a arquitetura realiza o processamento dos dois blocos, que dão origem ao bloco bi-preditivo, de forma serial. Dessa forma, são economizados recursos de hardware, uma vez que a duplicação da estrutura de processamento não é requerida. A arquitetura foi validada a partir de simulações, utilizando entradas extraídas de seqüências codi cadas. Os dados extraídos, salvos em arquivos, serviam de entrada para a simulação. Os resultados da simulação foram salvos em arquivos e comparados com os resultados extraídos. O processador de amostras do compensador de movimento foi prototipado na placa XUP Virtex-II Pro. A placa possui um FPGA VP30 da família Virtex-II PRO da Xilinx. O processador PowerPC 405, presente no dispositivo, foi usado para implementar um test bench para validar a operação do processador de amostras mapeado para o FPGA. O compensador de movimento para o decodi cador de vídeo H.264 foi descrito em VHDL, num total de 30 arquivos e cerca de 13.500 linhas de código. A descrição foi sintetizada pelo sintetizador Syplify Pro da Symplicity para o dispositivo XC2VP30-7 da Xilinx, consumindo 8.465 slices, 5.671 registradores, 10.835 LUTs, 21 blocos de memó- ria interna e 12 multiplicadores. A latência mínima para processar um macrobloco é de 233 ciclos, enquanto a máxima é de 590, sem considerar misses na cache. A freqüência máxima de operação foi de 100,5 MHz. A arquitetura projetada é capaz de processar, no pior caso, 36,7 quadros HDTV de 1080 por 1920, inteiramente bi-preditivos, por segundo. Para quadros do tipo P, que não utilizam a bi-predição, a capacidade de processamento sobe para 64,3 quadros por segundo. A arquitetura apresentada para o processamento de quadros bi-preditivos e a hierarquia de memória são, até o momento, inéditas na literatura. Os trabalhos relativos a decodi cadores completos não apresentam a solução para esse processamento. Os resultados apresentados tornam a MoCHA uma solução arquitetural capaz de fazer parte de um decodi cador para vídeos de alta definição.

Protótipo de um microgerador termoelétrico de estado sólido: cogeração a gás

The thermoelectric energy conversion can be performed directly on generators without moving parts, using the principle of SEEBECK effect, obtained in junctions of drivers' thermocouples and most recently in semiconductor junctions type p-n which have increased efficiency of conversion. When termogenerators are exposed to the temperature difference (thermal gradient) eletromotriz a force is generated inducing the appearance of an electric current in the circuit. Thus, it is possible to convert the heat of combustion of a gas through a burner in power, being a thermoelectric generator. The development of infrared burners, using porous ceramic plate, is possible to improve the efficiency of heating, and reduce harmful emissions such as CO, CO2, NOx, etc.. In recent years the meliorate of thermoelectric modules semiconductor (TEG's) has stimulated the development of devices generating and recovery of thermal irreversibility of thermal machines and processes, improving energy efficiency and exergy these systems, especially processes that enable the cogeneration of energy. This work is based on the construction and evaluation of a prototype in a pilot scale, for energy generation to specific applications. The unit uses a fuel gas (LPG) as a primary energy source. The prototype consists of a porous plate burner infrared, an adapter to the module generator, a set of semiconductor modules purchased from Hi-Z Inc. and a heat exchanger to be used as cold source. The prototype was mounted on a test bench, using a system of acquisition of temperature, a system of application of load and instrumentation to assess its functioning and performance. The prototype had an efficiency of chemical conversion of 0.31% for electrical and heat recovery for cogeneration of about 33.2%, resulting in an overall efficiency of 33.51%. The efficiency of energy exergy next shows that the use of primary energy to useful fuel was satisfactory, although the proposed mechanism has also has a low performance due to underuse of the area heated by the small number of modules, as well as a thermal gradient below the ideal informed by the manufacturer, and other factors. The test methodology adopted proved to be suitable for evaluating the prototype

Direct Observation of Tetragonal Distortion in Epitaxial Structures through Secondary Peak Split in a Synchrotron Radiation Renninger Scan

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Desenvolvimento de antenas de microfita e antenas DRA Broadband

The search for ever smaller device and without loss of performance has been increasingly investigated by researchers involving applied electromagnetics. Antennas using ceramics materials with a high dielectric constant, whether acting as a substract element of patch radiating or as the radiant element are in evidence in current research, that due to the numerous advantages offered, such as: low profile, ability to reduce the its dimensions when compared to other devices, high efficiency of ratiation, suitability the microwave range and/or millimeter wave, low temperature coefficient and low cost. The reason for this high efficiency is that the dielectric losses of ceramics are very low when compared to commercially materials sold used in printed circuit boards, such as fiberglass and phenolite. These characteristics make ceramic devices suitable for operation in the microwave band. Combining the design of patch antennas and/or dielectric resonator antenna (DRA) to certain materials and the method of synthesis of these powders in the manufacture of devices, it s possible choose a material with a dielectric constant appropriate for the design of an antenna with the desired size. The main aim of this work is the design of patch antennas and DRA antennas on synthesis of ceramic powders (synthesis by combustion and polymeric precursors - Pe- chini method) nanostructured with applications in the microwave band. The conventional method of mix oxides was also used to obtain nanometric powders for the preparation of tablets and dielectric resonators. The devices manufactured and studied on high dielectric constant materials make them good candidates to have their small size compared to other devices operating at the same frequency band. The structures analyzed are excited by three different techniques: i) microstrip line, ii) aperture coupling and iii) inductive coupling. The efficiency of these techniques have been investigated experimentally and compared with simulations by Ansoft HFSS, used in the accurate analysis of the electromagnetic behavior of antennas over the finite element method (FEM). In this thesis a literature study on the theory of microstrip antennas and DRA antenna is performed. The same study is performed about the materials and methods of synthesis of ceramic powders, which are used in the manufacture of tablets and dielectric cylinders that make up the devices investigated. The dielectric media which were used to support the analysis of the DRA and/or patch antennas are analyzed using accurate simulations using the finite difference time domain (FDTD) based on the relative electrical permittivity (er) and loss tangent of these means (tand). This work also presents a study on artificial neural networks, showing the network architecture used and their characteristics, as well as the training algorithms that were used in training and modeling some parameters associated with the devices investigated

Utilização de RNA´s na construção do diagrama de vida constante de probabilidade de materiais compósitos

The static and cyclic assays are common to test materials in structures.. For cycling assays to assess the fatigue behavior of the material and thereby obtain the S-N curves and these are used to construct the diagrams of living constant. However, these diagrams, when constructed with small amounts of S-N curves underestimate or overestimate the actual behavior of the composite, there is increasing need for more testing to obtain more accurate results. Therewith, , a way of reducing costs is the statistical analysis of the fatigue behavior. The aim of this research was evaluate the probabilistic fatigue behavior of composite materials. The research was conducted in three parts. The first part consists of associating the equation of probability Weilbull equations commonly used in modeling of composite materials S-N curve, namely the exponential equation and power law and their generalizations. The second part was used the results obtained by the equation which best represents the S-N curves of probability and trained a network to the modular 5% failure. In the third part, we carried out a comparative study of the results obtained using the nonlinear model by parts (PNL) with the results of a modular network architecture (MN) in the analysis of fatigue behavior. For this we used a database of ten materials obtained from the literature to assess the ability of generalization of the modular network as well as its robustness. From the results it was found that the power law of probability generalized probabilistic behavior better represents the fatigue and composites that although the generalization ability of the MN that was not robust training with 5% failure rate, but for values mean the MN showed more accurate results than the PNL model

Extração supercrítica do óleo de linhaça: construção do extrator, estudo de parâmetros de processo, avaliação química e antioxidante do produto

The aim of the present study was to extract vegetable oil from brown linseed (Linum usitatissimum L.), determine fatty acid levels, the antioxidant capacity of the extracted oil and perform a rapid economic assessment of the SFE process in the manufacture of oil. The experiments were conducted in a test bench extractor capable of operating with carbon dioxide and co-solvents, obeying 23 factorial planning with central point in triplicate, and having process yield as response variable and pressure, temperature and percentage of cosolvent as independent variables. The yield (mass of extracted oil/mass of raw material used) ranged from 2.2% to 28.8%, with the best results obtained at 250 bar and 50ºC, using 5% (v/v) ethanol co-solvent. The influence of the variables on extraction kinetics and on the composition of the linseed oil obtained was investigated. The extraction kinetic curves obtained were based on different mathematical models available in the literature. The Martínez et al. (2003) model and the Simple Single Plate (SSP) model discussed by Gaspar et al. (2003) represented the experimental data with the lowest mean square errors (MSE). A manufacturing cost of US$17.85/kgoil was estimated for the production of linseed oil using TECANALYSIS software and the Rosa and Meireles method (2005). To establish comparisons with SFE, conventional extraction tests were conducted with a Soxhlet device using petroleum ether. These tests obtained mean yields of 35.2% for an extraction time of 5h. All the oil samples were sterilized and characterized in terms of their composition in fatty acids (FA) using gas chromatography. The main fatty acids detected were: palmitic (C16:0), stearic (C18:0), oleic (C18:1), linoleic (C18:2n-6) and α-linolenic (C18:3n-3). The FA contents obtained with Soxhlet dif ered from those obtained with SFE, with higher percentages of saturated and monounsaturated FA with the Soxhlet technique using petroleum ether. With respect to α-linolenic content (main component of linseed oil) in the samples, SFE performed better than Soxhlet extraction, obtaining percentages between 51.18% and 52.71%, whereas with Soxhlet extraction it was 47.84%. The antioxidant activity of the oil was assessed in the β-carotene/linoleic acid system. The percentages of inhibition of the oxidative process reached 22.11% for the SFE oil, but only 6.09% for commercial oil (cold pressing), suggesting that the SFE technique better preserves the phenolic compounds present in the seed, which are likely responsible for the antioxidant nature of the oil. In vitro tests with the sample displaying the best antioxidant response were conducted in rat liver homogenate to investigate the inhibition of spontaneous lipid peroxidation or autooxidation of biological tissue. Linseed oil proved to be more efficient than fish oil (used as standard) in decreasing lipid peroxidation in the liver tissue of Wistar rats, yielding similar results to those obtained with the use of BHT (synthetic antioxidant). Inhibitory capacity may be explained by the presence of phenolic compounds with antioxidant activity in the linseed oil. The results obtained indicate the need for more detailed studies, given the importance of linseed oil as one of the greatest sources of ω3 among vegetable oils

Sistema de secagem solar para frutos tropicais e modelagem da secagem de banana em um secador de coluna estática

In this study were projected, built and tested an electric solar dryer consisting of a solar collector, a drying chamber, an exhaust fan and a fan to promote forced hot air convection. Banana drying experiments were also carried out in a static column dryer to model the drying and to obtain parameters that can be used as a first approximation in the modeling of an electric solar dryer, depending on the similarity of the experimental conditions between the two drying systems. From the banana drying experiments conducted in the static column dryer, we obtained food weight data as a function of aqueous concentration and temperature. Simplified mathematical models of the banana drying were made, based on Fick s and Fourier s second equations, which were tested with the experimental data. We determined and/or modeled parameters such as banana moisture content, density, thin layer drying curves, equilibrium moisture content, molecular diffusivity of the water in banana DAB, external mass transfer coefficient kM, specific heat Cp, thermal conductivity k, latent heat of water evaporation in the food Lfood, time to heat food, and minimum energy and power required to heat the food and evaporate the water. When we considered the shrinkage of radius R of a banana, the calculated values of DAB and kM generally better represent the phenomenon of water diffusion in a solid. The latent heat of water evaporation in the food Lfood calculated by modeling is higher than the latent heat of pure water evaporation Lwater. The values calculated for DAB and KM that best represent the drying were obtained with the analytical model of the present paper. These values had good agreement with those assessed with a numeric model described in the literature, in which convective boundary condition and food shrinkage are considered. Using parameters such as Cp, DAB, k, kM and Lfood, one can elaborate the preliminary dryer project and calculate the economy using only solar energy rather than using solar energy along with electrical energy

Environmental risk factors for canine toxoplasmosis in a deprived district of Botucatu, SP, Brazil

Toxoplasmosis is a worldwide zoonosis caused by Toxoplasma gondii that can infect a large variety of animals, including humans. The present study aimed to evaluate the frequency of anti-T. gondii antibodies in dogs from a peripheral district of Botucatu and to establish the association among some epidemiological variables in order to evaluate risk factors for toxoplasmosis infection. Serum samples from dogs were screened using an indirect fluorescent antibody (IFA) test. Anti-T. gondii antibody prevalence was 56%. The highest titer was 1024 (1.79%) and the most frequent titers were 16 (57.14%) and 64 (33.93%). The chi-square (X-2) test revealed significant association among variables such as dog access to street, ingestion of raw meat and presence of synantropic animals in the domestic environment. These results demonstrate that toxoplasmosis is present in dogs from Jardim Santa Elisa district.

Comparative analysis of the expression of proliferating cell nuclear antigen, p53, bax, and bcl-2 in oral lichen planus and oral squamous cell carcinoma

Several epidermiologic studies have shown the malignant transformation potential of oral lichen planus; however, this potential is subject of much controversy. To evaluate the expression of proteins related to the cell proliferation and apoptosis processes in oral lichen planus, we compared oral lichen planus with oral squamous cell carcinoma. Twenty-four cases of each lesion were submitted according to streptavidin-biotin technique to evaluate the immunohistochemical expression of proliferating cell nuclear antigen, p53, bax, and bcl-2 proteins. X 2 test showed no statistically significant differences between the expression of p53, bax, and bcl-2 in oral lichen planus and oral squamous cell carcinoma (P > .05). However, the expression of proliferating cell nuclear antigen was significantly lower in oral lichen planus than in oral squamous cell carcinoma (P < .05). No statistically significant differences between the expression of p53, bax, and bcl-2 in oral lichen planus and oral squamous cell carcinoma were observed, which may be an evidence of the potential of malignant transformation of oral lichen planus. (C) 2009 Elsevier B.V. All rights reserved.

Viability of recently harvested and stored Xylopia aromatica (Lam.) Mart. (Annonaceae) seeds

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Referral letters in oral medicine: standard versus non-standard letters

Usually referral letters are the only means of communication between general practitioners and specialists in the health area. However, they are inadequate if important basic data are omitted. The aim of this study was to compare the content of standard and non-standard letters. A total of 1956 files from the Oral Medicine Service were consecutively evaluated (March 1996 to September 2000). Key items were considered for analysis and the results were stored in a database using the Epinfo 6.04 program. The X-2 test (a=0.05) was applied to the results. of the 1956 files examined, 34% (662) had a referral letter, 31% of them being standard letters and 69% non-standard letters. Most standard letters (87%) were from professionals of public health institutions. Most percent discrepancies between standard and non-standard letters were observed for patient address (14.90 vs 1.32%), patient age (54.81 vs 9.47%), chief complaint (32.21 vs 8.37%), fundamental lesion (29.33 vs 13.66%), and symptoms (27.81 vs 15.42%,,). Statistically significant differences were observed for patient age, professional referring the patient, chief complaint, and site of the lesion. The quality and quantity of the information differed significantly between the two types of letters. The standard letters were more complete and contained information commonly absent in the non-standard letters. We suggest the use of standard letters for improving the quality of communication among professionals.

Structural study of a series of synthetic goethites obtained in aqueous solutions containing cadmium(II) ions

The capacity of goethite for Cd-II substitution has been explored in a series of synthetic samples prepared from Fe-III and Cd-II nitrate solutions aged 21 days in alkaline media. The total metal content ([ Fe] + [ Cd]) was 0.071 M in all preparations. The samples have been characterized by chemical and X-ray diffraction analysis; the morphology of the solids is described. The cell parameters for all samples were obtained by the Rietveld fits to the X-ray diffraction data. Refined structures show that for samples prepared at the final molar ratio mu(Cd)less than or equal to5.50 (expressed as mu(Cd) = 100X[Cd]/[Cd] + [Fe]), a (Cd, Fe)-goethite is the only crystalline product. In these samples, the unit cell parameters increased as a function of Cd concentration, indicating Cd incorporation in the structural frame. At the preparative ratio, mu(Cd)=7.03, the incorporation of Cd in the goethite structure is drastically reduced and a probable Cd-substituted hematite is formed together with the Fe,Cd-goethite. (C) 2003 International Centre for Diffraction Data.

Development of new standard procedures for the evaluation of dental composite abrasive wear

This article discusses the development of a test bench and a methodology for the study of composite resin abrasive wear. To evaluate the operation of the test bench and to compare the proposed methodology with other existing ones, a study was made of the five composites most commonly used by dentists.The one-way ANOVA method and the Tukey test were used to statistically analyze the results by multiple comparisons of the groups of resins tested. Using the proposed methodology, these resins were classified in an increasing order of abrasive wear strength, as follows: Charisma (the lowest abrasive wear strength), Tetric, TPH, Herculite and Z-100 (the highest abrasive wear strength) (P < 0.05). In comparison to other methodologies, the results of the proposed methodology presented the lowest coefficient of variation. (C) 2002 Elsevier B.V. B.V. All rights reserved.