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[en] MECHANICS OF CONCRETE STRUCTURES WITH CONSIDERATION OF SIZE AND HETEROGENEITY EFFECTS / [pt] MECÂNICA DE ESTRUTURAS DE CONCRETO COM INCLUSÃO DE EFEITOS DE TAMANHO E HETEROGENEIDADEROQUE LUIZ DA SILVA PITANGUEIRA 06 November 2001 (has links)
[pt] Com o objetivo de introduzir a heterogeneidade e o efeito
de escala na modelagem numérica de estruturas de concreto,
este trabalho contribui para um melhor entendimento de
alguns aspectos inerentes a este tipo de estudo.
Apresentam-se uma formalização e generalização do modelo de
dano distribuído, a partir da identificação do processo de
evolução do modelo, desde os trabalhos iniciais até a
adoção de relações de compliância inversa. A referida
formalização contempla as várias possibilidades para
a relação de compliância inicial, variação da direção de
ocorrência de dano, aproximações do tensor tangente do
referido modelo e para as leis de evolução de dano em
tração e em compressão. Discutem-se as limitações dos
métodos incrementais-iterativos clássicos na solução de
problemas fisicamente não-lineares. As formulações secante
e tangente destes métodos, bem como uma revisão dos
procedimentos de controle mais utilizados são apresentadas.
Um método que tem a variação das deformações como parâmetro
controlador é proposto e suas formulações secante e
tangente são mostradas.
As evidências experimentais dos fenômenos associados com a
heterogeneidade e efeito de tamanho em estruturas de
concreto, bem como os estudos teóricos destinados a
representá-los,são discutidos, a partir de um resgate
histórico dos mesmos. Um modelo para consideração dos
efeitos de tamanho e heterogeneidade, via método dos
elementos finitos, que se baseia na aleatoriedade da
ocorrência de fases sólidas no volume estrutural, bem como
nas diferenças das respostas constitutivas associadas a
diferentes tamanhos estruturais, é proposto.
Através de exemplos, os aspectos do trabalho relacionados
com o modelo constitutivo adotado, com os processos de
obtenção de trajetórias de equilíbrio e com o modelo
proposto para tratar a heterogeneidade e o efeito de
tamanho, são discutidos. / [en] This study is a contribution to a better understanding of
some aspects in the numerical modeling of the heterogeneity
and size effects in the analysis of concrete structures.
A general format of the smeared damage model is presented
based on a historical perspective, since the first studies
to the adoption of the inverse compliance relationship. This
format includes diverse initial compliance relations,
change in the direction of the damage approximations to the
tangent tensor and different evolution damage laws for
tension and compression.The limitations of the classical
incremental-iterative methods for the solution of nonlinear
physical problems are discussed. The secant and tangent
formulations of these methods are shown as well as a review
of the most commonly used controlling procedures. A new
method is introduced in which the controlling parameter is
based on the strain variation. Its secant and tangent
formulations are also indicated.A historical review of the
experimental and theoretical studies concerning the aspects
of heterogeneity and size effects in concrete structures is
done. A finite element model is then proposed which
includes both the heterogeneity and size effects. It is
based on the random occurrence of solid phases in the
structural volume as well as on the differences of
constitutive responses due to structural size.Examples
problems are solved which illustrate the employed
constitutive model, the procedures for the determination of
the equilibrium paths and the model to heterogeneity and
size effect.
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[en] OPTIMAL DESIGN OF A HETEROGENEOUS VEHICLE FLEET / [pt] DIMENSIONANDO UMA FROTA HETEROGÊNEA DE VEÍCULOS ÓTIMA EM TAMANHO E COMPOSIÇÃOMANUELA COELHO DOS PASSOS 18 November 2010 (has links)
[pt] Esta dissertação tem como objetivo propor modelos matemáticos e
ferramentas computacionais de assessoria na tomada de decisão para o
dimensionamento da frota ótima de veículos. O trabalho apresenta modelos que
visam reduzir os custos de transporte para uma frota heterogênea de veículos
composta por veículos próprios e terceirizados. Os modelos são baseados em
problemas de Bin Packing, Roteirização de veículos e dimensionamento de
frotas heterogêneas e foram moldados para atender as necessidades da empresa
em estudo. Os resultados obtidos na aplicação de cada modelo foram comparados
e as ferramentas computacionais utilizadas foram analisadas para identificar os
pontos positivos e negativos. Este trabalho também propõe um modelo que
compara a compra de novos veículos com a terceirização das entregas quando a
frota própria não é suficiente para atender a demanda. / [en] This dissertation aims to propose mathematical models and computational
tools to optimize the dimension of a heterogeneous vehicle fleet in his size and
composition. This work shows models that intend to reduce transportation cost for
a heterogeneous fleet compose by own and third vehicles. The models are based
in problems such as BPP- Bin packing problem, VRP – Vehicle routing problem
and linear programming. The problems have been molded to attend the necessities
of the company in the study of case. The results achieved in the application of
each model were compared and the computational tools had been analyzed to
identify positive and negative points. This work also proposes a model that
compares the purchase of new vehicles with the delivery by third company when
the own fleet is not enough to attend the demand.
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Approches d'homogénéisation numériques incrémentales pour le calcul des structures hétérogènes élasto-plastiques et élasto-visco-plastiques / Incrementals numerical homogenization's approaches for the computation of elastoplastic and elasto-viscoplastic heterogeneous structuresHoang, Trung Hieu 16 December 2015 (has links)
Ce travail porte sur le développement de méthodes d'homogénéisation numériques pour les matériaux non linéaires élastoplastiques et élasto-visco plastiques avec pour finalité le calcul de structures hétérogènes faite de ces matériaux sous chargements cycliques. Les techniques proposées se basent sur des approches incrémentales. Dans une première partie, nous développons une méthodologie pour déterminer la taille du VER dans le cas non linéaire pour les types de comportements cités précédemment. Pour cela, une étude de la convergence statistique de paramètres d'une loi semi-analytique incrémentale est menée. Cette méthode permet de diminuer les temps de calcul pour l'identification des paramètres et ainsi qu'une meilleure approximation de la loi de comportement effective, qui peut ensuite être utilisée dans un calcul de structure. Dans une deuxième partie, nous proposons une méthode d'homogénéisation numérique incrémentale dans laquelle l'originalité est de calculer le module tangent effectif par superposition de solutions numériques calculées par éléments finis sur le VER, en exploitant la linéarisation du problème à caque incrément. Un schéma alternatif aux techniques telles que la méthode Eléments finis multi niveaux (FE2) est ainsi développé, avec pour avantage un nombre réduit de calculs éléments finis à effectuer sur le VER. La technique est appliquée au calcul de structures hétérogènes non linéaires élastoplastiques, pour des microstructures anisotropes ou de morphologies complexes, et pour des lois de comportement locales élastoplastiques avec écrouissage isotrope et cinématique / In this work, computational homogenization methods for nonlinear materials with elasto-plastic and elasto-visco-plastic phases are developed, with application to the computation of heterogeneous structures made of these nonlinear materials under cyclic loading. The proposed techniques are based on incremental approaches. In a first part, we develop a methodology to determine the size of an RVE in the nonlinear case for the types of nonlinear behavior mentioned above. For this purpose, a convergence study of the parameters of a semi-analytical incremental constitutive law is carried out. This method allows reducing computational times related to the identification of these parameters and provides a better approximation of the effective constitutive relationship, which can then be used in a structure calculation once identified. In a second part, we propose an incremental computatioal homogenization method in which the originality is to compute directly the effective tangent tensor by superposition of numerical solutions computed by finite elements on an RVE, by taking advantage of the linearization of the problem at each increment. An alternative scheme to classical multilevel finite element techniques (FE2) is then developed, with the advantage of a reduced number of computations to perform on the RVE. The technique is applied to the computation of heterogeneous, nonlinear structures, for anisotropic microstructures or with complex morphologies and for phase with elastoplastic behavior with isotropic and kinematic hardening
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Modélisation morphologique multi-échelles de matériaux cimentaires -- Application à la prédiction de propriétés effectives de diffusion / Morphological multisscale modeling of cementitious materials -- Application to effective diffusive properties predictionBogdan, Mateusz 12 June 2015 (has links)
L'objectif de la présente thèse et de développer un cadre d'étude et de simulation apte à prédire les propriétés effectives de diffusion dans les matériaux cimentaires saturés. Le principe suivi, fondé sur les approches multi-échelles séquencées, permettra de modéliser chaque échelle d'intérêt, depuis le gel des C-S-H, jusqu'au matériau béton, et ainsi via des simulations de prédire les coefficients de diffusion effectifs.Le cadre d'étude est donc fondé sur les points clés suivant :- Des morphologies de type "matrice - inclusion" sont générées via des excursions de champs aléatoires corrélés tri-dimensionnels. Cette approche, combinée avec quelques opérations morphologiques, permet la génération de morphologies inclusionnaires 3D suivant des distributions de tailles imposées. Il est ensuite possible de faire évoluer ces morphologies, depuis un état initial, en fonction d'un modèle prescrit (par exemple en termes de fraction volumiques), via le seuil de l'excursion.- Les cibles morphologiques de chaque échelle considérées tentent de refléter les résultats expérimentaux et modèles les plus communément admis. En supplément, à l'échelle de la pâte de ciment, un modèle "simple" d'hydratation est développé afin de prédire l'évolution de celle-ci dans le temps en termes de fractions volumiques. Le choix a été fait d'utiliser pour fondement un modèle simple (Jennings & Tennis), incorporant des paramètres essentiels, tels que la composition minéralogique du ciment ou le rapport e/c. Des modifications mineures ont été apporté au modèle, afin de prendre en compte de récents résultats expérimentaux, concernant principalement la fin de l'hydratation ainsi que sa cinétique.- Le cadre d'homogénéisation a été construit pour être utilisable à toutes les échelles considérées, et il permet ainsi de prédire les propriétés effectives de diffusion avec des considération énergétiques d'équivalence entre échelles. De façon analogue à la théorie de Hill pour l'élasticité, le cadre d'étude assure une séparation d'échelle cohérente vis-à-vis des propriétés effectives de diffusion.- Enfin, d'un point de vue numérique, les simulations utilisent les méthodes E-FEM, couplées à l'utilisation de maillages non-adaptés sur lesquels les morphologies sont "projetées". De cette façon, les discontinuités géométriques (discontinuité de propriétés matériaux) sont sont assurés par les élément finis enrichis, et ne requièrent pas d'éléments joint, ou de "moyennage" de propriétés.Les résultats de chaque échelle sont utilisés comme paramètres d'entrés pour les échelles suivantes. Depuis l'échelle des hydrates (C-S-H), jusqu'à l'échelle du béton, les coefficients de diffusion effectifs sont ainsi estimés. / The aim of the present Ph.D. is to develop a methodology and a simulation framework able to predict as accurately as possible effective properties regarding diffusion in saturated cement based materials. A sequenced multiscale framework is developed to perform numerical homogenization on diffusive properties, and thus predict effective properties. The general outline is to model every scale in concrete-like materials, from the C-S-H gel, to the concrete scale, and with the help of a proper framework, be able to predict effective properties. The methodology relies on the following key points for every considered scale :- Inclusion-matrix like morphologies are generated through level set methods applied to multi-dimensional correlated random fields. This approach, together with few morphological operations allows to generate 3D morphologies with given particle size distributions (PSD), or pore size distributions. Then, it is also possible, from the initial state, to make those morphologies evolve according to any descriptive model (e.g. in terms of volume fraction), via the level set.- The morphological description of each scale is chosen according to the most acknowledged experimentations and models. In addition, at the cement paste scale, a hydration model was developed to predict the evolution of the cement paste through time, in terms of volume fractions. The choice was made to keep a simple model (Jennings & Tennis), with few but essential input parameters (mineral cement composition, w/c ratio, PSD). It has only been modified to include recent experimental results, such as the maximal hydration degree, or the hydration rates.- The upscaling framework was built to suit every considered scale, and allows to assess effective properties based on energy conservation principles. Similar to Hill's theory for elasticity, the framework is build to ensure to proper scale separation regarding effective diffusion coefficients.- Lastely, the numerical context is based on E-FEM techniques, which allows to use unstructured meshes, on which the morphologies are projected. This way, any material discontinuity in dealt within the FE, and thus does not require averaging properties, or joint elements. Results from every scale will be used as inputs at the higher scales, and effective diffusion coefficients are thus estimated.
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A Conforming to Interface Structured Adaptive Mesh Refinement for Modeling Complex MorphologiesAnand Nagarajan, . January 2019 (has links)
No description available.
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Phase-field Modeling of Fracture in Heterogeneous MaterialsHansen-Dörr, Arne Claus 06 April 2022 (has links)
The prediction of fracture is of utmost importance regarding the design of modern, specifically tailored engineering materials. These materials are often heterogeneous, \ie their properties vary in space. This can either be achieved purposefully by combining two or more constituents to profit from a more resilient composite material, or happen due to unavoidable imperfections. In any case, purely experimental assessment of failure is tedious and circuitous as soon as the structure of interest gets more complex, and the involvement of numerical models is inevitable.
In this work, the phase-field approach to fracture is applied which is able to capture manifold crack phenomena inherently and sidesteps the need for remeshing by describing the crack as a continuous field. The phase-field model is extended to a fully diffuse incorporation of heterogeneities: A static order parameter smoothly transitions from one to the other bulk material constituent, while the weak, brittle interface is incorporated via a continuous fracture toughness distribution. The sharp interface jump conditions still hold for the diffuse representation since a partial rank-1 relaxation is employed in accordance with the unilateral contact condition of the phase-field model. Moreover, a compensation procedure ensures the independence of the interface fracture toughness from interface and phase-field length scales. The model is validated by a comparison to analytical results and the predictive power is demonstrated by the deduction of direction-dependent, effective fracture properties of heterogeneous microstructures. / Die Vorhersage des Bruchverhaltens ist für die Entwicklung moderner, speziell zugeschnittener technischer Werkstoffe von größter Bedeutung. Diese Materialien sind oft heterogen, d.h. ihre Eigenschaften variieren im Raum. Dies kann entweder absichtlich durch die Kombination zweier oder mehrerer Bestandteile erreicht werden, um von einem widerstandsfähigeren Verbundwerkstoff zu profitieren, oder durch unvermeidbare Imperfektionen geschehen. In jedem Fall ist eine rein experimentelle Versagensbewertung komplexer Strukturen mühsam und umständlich, und die Nutzung numerischer Modelle unvermeidlich.
In dieser Arbeit werden Brüche mittels Phasenfeldmethode modelliert, wodurch vielfältige Rissphänomene erfasst werden können und die Notwendigkeit einer Neuvernetzung durch die Beschreibung des Risses als kontinuierliches Feld entfällt. Das Phasenfeldmodell wird um eine vollständig diffuse Einbindung von Heterogenitäten erweitert: Ein statischer Orderparameter beschreibt den glatten Übergang zwischen zwei Bestandteilen des Materials, während die geschwächte, spröde Grenzfläche durch eine kontinuierliche Bruchzähigkeitsverteilung eingebunden wird. Die scharfen Grenzflächensprungbedingungen gelten auch für die diffuse Darstellung, da eine partielle Rang-1 Relaxation in Übereinstimmung mit der unilateralen Rissflächenkontaktbedingung genutzt wird. Darüber hinaus gewährleistet ein Kompensationsverfahren die Unabhängigkeit der Grenzflächenbruchzähigkeit von inhärenten Längenskalen der Grenzfläche und des Rissphasenfelds. Das Modell wird durch einen Vergleich mit analytischen Ergebnissen validiert und die Vorhersagekraft wird durch die Ableitung richtungsabhängiger, effektiver Brucheigenschaften heterogener Mikrostrukturen demonstriert.
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[en] AN ARCHITECTURE TO ONTOLOGY BASED OBJECT CATALOG / [pt] UMA ARQUITETURA PARA CATÁLOGOS DE OBJETOS BASEADOS EM ONTOLOGIASDANIELA FRANCISCO BRAUNER 16 September 2005 (has links)
[pt] O compartilhamento de dados é um fator crítico para o
sucesso das
organizações devido à emergente necessidade de comunicação
com seus parceiros
de negócios. Porém, a heterogeneidade das fontes de dados
é uma das barreiras
para a efetiva interoperabilidade entre sistemas de
informação. Esta dissertação
inicialmente introduz o conceito de Catálogo de Objetos
baseado em Ontologia
(OnOC) como uma estratégia para endereçar o problema de
interoperabilidade
entre diferentes fontes de dados. Um OnOC oferece recursos
para definir e manter
um vocabulário comum, chamado ontologia de referência, que
facilita o
intercâmbio de dados entre diferentes fontes. Em seguida,
propõe uma arquitetura
para OnOCs que combina conceitos tais como catálogos de
metadados, servidores
de ontologias, mediadores e federações de bancos de dados. / [en] Data sharing is a critical factor for the success of
organizations due to the
increasing need to facilitate communication with business
partners. However, data
source heterogeneity proved to be a barrier for the
effective interoperability
between information systems. The concept of an Ontology-
based Object Catalog
(OnOC) is first introduced as a strategy to address the
interoperability problem
between heterogeneous data sources. An OnOC offers support
for the definition
and maintenance of a common vocabulary, called a reference
ontology, that
facilitates data interchange among different sources.
Then, an architecture for
OnOCs is proposed that combines concepts such as metadata
catalogs, ontology
servers, mediators and database federations.
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RhéoSpeckle : un nouvel outil d’étude du comportement multi-échelle des matériaux hétérogènes / RheoSpeckle : a new tool for studying the behavior of heterogeneous materials at multi-scalesAli, Nabil 12 February 2016 (has links)
Ce travail de thèse cherche à mieux caractériser le comportement des matériaux hétérogènes sous cisaillement avec une approche multi-échelles (macro-méso-microscopique).Cela est rendu possible en développant un montage innovant qui couple un rhéomètre à un système d’imagerie de speckle résolue spatialement et temporellement (RheoSpeckle). Nous montrons la validation de notre expérience en l’appliquant sur deux matériaux parfaits : un solide et un liquide. Sur le solide, on mesure le champ de déplacement sur les images de speckle avec une résolution meilleure que 1 µm. Puis on prouve l’élasticité du matériau à l’échelle microscopique. Sur le liquide, la taille des nanoparticules est déterminée avec un excellent accord avec la spécification du fabriquant. Le champ de vitesse dans l’entrefer du Couette est calculé avec une bonne précision sur un temps inférieur à 1 s et avec une résolution spatiale de 100 µm sur 5mm. La dynamique microscopique d’une solution brownienne est étudiée et l’influence du cisaillement sur la décorrélation est déterminée. Nous montrons les capacités de notre expérience à étudier des matériaux hétérogènes en l’appliquant sur une solution concentrée de micelles géantes. La rhéologie linéaire est étudiée en rhéometrie classique mais aussi en utilisant l’imagerie du speckle. La rhéologie non linéaire de ce matériau est déterminé en rhéometrie (macro) mais aussi en calculant le champ de vitesse et l’intensité des images de speckle (méso) ou on caractérise les bandes de cisaillement qui se forment à partir d’un cisaillement critique. En fin la relaxation spatio-temporelle des bandes de cisaillement (micro) est caractérisée. On observe pour la première fois l’existence de deux temps de relaxation après l’arrêt du cisaillement et que la relaxation des bandes est relativement lente. / This work tries to better characterize the behavior of homogeneous and heterogeneous materials under shear with a multi-scale approach (macro-meso-micro-scopic). To do that, we have developed an innovative setup by coupling a rheometer to a speckle imaging geometry witch is spatially and temporally resolved (RheoSpeckle). We validate our experience using two perfect materials: a solid and a pure viscous fluid. On a solid sample, we calculate the displacement field on the speckle images with a resolution better than 1 µm. we demonstrate than, the microscopic elasticity of this material. On a pure viscous fluid, we measured the nanoparticle’s size with excellent accuracy. When a constant shear rate is applied, the velocity profile is measured with a time less than 1 s with a spatial resolution of 100 µm over 5 mm. The microscopic dynamic of a Brownian solution under shear is probed and the shear induced on the decorrelation of the intensity correlation function is studied. We show the capabilities of our experience using a concentrated solution of wormlike micelles. The linear rheology is studied using rheometric measurements and our speckle imaging system. Nonlinear rheology is studied using rheometric measurements (macro), but also by calculating the velocity filed and the intensity of speckle images (meso). With mesocopics measurements, the formation of shear banding is proved and characterized. Finally, the spatio-temporal relaxation (micro) of shear bands of this material is studied. We show for the first time the existence of two relaxations times after shear and that the relaxation of bands is relatively slow.
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Análise do processo de dano em material quase-frágil através da simulação de um modelo de barrasBirck, Gabriel January 2016 (has links)
Diversos materiais de interesse tecnológico podem ser considerados como materiais heterogêneos, onde sua natureza aleatória deve ser considerada para representar corretamente o comportamento não-linear. A avaliação quantitativa do dano em materiais sujeitos a estados de tensão ou deformação tem grande importância devido ao caráter crítico desse fenômeno, que pode crescer de forma abrupta e resultar em uma falha catastrófica da estrutura. Em estudos anteriores, Carpinteri e seus colaboradores apresentaram diferentes aspectos relacionados à caracterização do dano em materiais heterogêneos. Três desses aspectos são discutidos neste trabalho: (i) a proposta do número de fragilidade como medida da fragilidade da estrutura em análise; (ii) a evolução da dimensão fractal em que o processo de dano é desenvolvido; (iii) e os índices globais obtidos pela análise de Emissão Acústica (EA). Neste trabalho, uma versão do método dos elementos discretos formado por barras é utilizada para explorar esses aspectos. Espécimes de material quase-frágil são simulados e, quando possível, os resultados numéricos são comparados com resultados experimentais. Além disso, a discussão dos resultados obtidos é realizada visando compreender o comportamento desse tipo de material, como por exemplo, o fato de que estruturas com diferentes dimensões, porém com o mesmo número de fragilidade, têm comportamentos similares. Ademais, o método numérico empregado é apresentado como uma ferramenta viável para complementar a informação obtida em ensaios experimentais na avaliação do processo de dano. Pelo sinal de EA obtido através do método numérico empregado, obtiveram-se parâmetros para a classificação do tipo de falha e para o cálculo do tensor momento, onde comparando os resultados obtidos pelo modelo numérico e pela EA se observam comportamentos coerentes. / Several materials with technological interest can be considered as heterogeneous materials, where their random nature must be accounted to correctly represent the nonlinear behavior. The quantitative evaluation of damage in materials subjected to stress or strain states have great importance due to the critical nature of this phenomenon, which abruptly can rise to catastrophic failure. In previous studies, Carpinteri and his coworkers have presented different aspects of the damage process characterization in heterogeneous materials. Three of these aspects are discussed in this work: (i) the brittleness number proposal to measure the brittleness level of the analyzed structure, (ii) the relationship of the fractal dimension in which the damage process is developed, (iii) and the global indexes obtained by the Acoustic Emission (AE) analysis. In the present work, a version of discrete element method formed by bars is used to explore these concepts. A set of quasi-brittle material specimen is simulated and, when possible, the numerical results are compared with experimental ones. Moreover, a discussion of the obtained results is carried out aiming to understand the behavior of this kind of material, for instance, the fact that structures with different dimensions, but with the same brittleness number, have similar behavior. In addition, the numerical method is presented as a viable tool to complement information from experimental test on the damage process. From the AE signal obtained by the numerical method, parameters to classify the type of crack and for calculating the moment tensor were obtained, where consistent behaviors are observed by comparing the results of the numerical model and the AE.
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[en] A STATISTICAL INVESTIGATION ON TECHNICAL ANALYSIS / [pt] UMA INVESTIGAÇÃO ESTATÍSTICA SOBRE ANÁLISE TÉCNICAGIULIANO PADILHA LORENZONI 25 October 2006 (has links)
[pt] A análise técnica ou grafismo consiste na identificação
visual de padrões
geométricos em gráficos de séries de preços de mercado com
o objetivo de
antecipar tendências de preço. Esta Dissertação revisita a
questão da validação
estatística da análise técnica, que tem sido estudada na
literatura sem os devidos
cuidados com os problemas de heterogeneidade e de
dependência estatística dos
dados analisados - agrupamento de séries de retornos
referentes a diversos ativos
financeiros distintos. O objetivo central deste estudo
consiste em resolver o
primeiro problema citado, através de uma metodologia para
homogeneizar os
ativos no que concerne às distribuições de probabilidades
de suas séries de
retorno. Os passos gerais desta metodologia envolvem a
identificação dos
processos estocásticos geradores dos retornos dos ativos,
o agrupamento de ativos
semelhantes e, finalmente, a análise de presença, ou
ausência, de informação
advinda dos padrões de preços. Como ilustração, são
analisadas séries de diversos
ativos do mercado financeiro mundial. A nossa investigação
verifica a existência
de conteúdo informativo estatisticamente significante em
dois dos três padrões
usualmente identificados na análise técnica, a saber:
triângulos retângulos e head
& shoulders. / [en] Technical analysis or charting aims on visually
identifying geometrical
patterns in price charts in order to anticipate price
trends. This dissertation revisits
the issue of technical analysis statistical validation,
which has been tackled in the
literature without taking care of the presence of
heterogeneity and statistical
dependence in the analyzed data - agglutinated return time
series from many
distinct securities. The main purpose of this study is to
address the first cited
problem by suggesting a methodology to homogenize the
securities according to
the probability distributions of their return series. The
general steps of the
methodology go through the identification of the data
generating stochastic
processes for the security returns, the clustering of
similar securities and, finally,
the analysis of the presence, or absence, of informational
content coming from
those price patterns. We illustrate the proposed
methodology with several
financial securities of the global market. Our
investigation shows that there is a
statistically significant informational content in two out
of the three common
patterns usually found through technical analysis, namely:
triangles, rectangle and
head & shoulders.
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