Conselho Nacional de Desenvolvimento CientÃfico e TecnolÃgico / O presente trabalho objetiva realizar previsÃes mensais da sÃrie do imposto de renda para o perÃodo de 2002. A metodologia empregada para alcanÃar essa finalidade consiste na utilizaÃÃo da tÃcnica de combinaÃÃo de previsÃes. Especificamente, combinam-se os resultados de previsÃo advindos de trÃs mÃtodos diferentes: tÃcnica do alisamento exponencial, metodologia de Box-Jenkins (modelos ARIMA) e modelos vetoriais de correÃÃo de erro. Obtida a previsÃo final, compara-se este resultado com os valores reais observados da sÃrie do imposto de renda para o ano de 2002 a fim de verificar o desempenho e a acurÃcia do modelo. / The main objective of this work was to generate predictions, at a monthly frequency, from 1990 to 2001, of income tax revenue. The methodology used was the one of forecast combining. Specifically, exponential smoothing, an ARIMA and VAR with error correction models were pooled to obtain final prediction. Ex-post forecast errors were used to test the performance of the model. Results indicated that combining performs better than individual models, and errors are in an acceptable interval for this type of prediction.

nÃo hà / Esta dissertaÃÃo tem por objetivo calcular as taxas de sobrevivÃncia dos participantes de Fundos de PensÃo do setor elÃtrico nacional, bem como encontrar o modelo paramÃtrico de sobrevivÃncia que melhor represente os dados em estudo. Para desenvolvimento do trabalho utilizamos dados de 14 entidades com informaÃÃes de participantes ativos e aposentados, com exceÃÃo dos invÃlidos, referentes ao perÃodo de 2001 a 2009, totalizando um nÃmero total de 100.000 vidas analisadas. Para calcular as taxas brutas de sobrevivÃncia, utilizamos o mÃtodo indireto, descrito em Ferreira (1985). ApÃs o cÃlculo das taxas originais, efetuamos o processo de suavizaÃÃo por mÃdias mÃveis, visando corrigir as flutuaÃÃes indesejadas obtidas na curva bruta de sobrevivÃncia. Mesmo apÃs o processo de suavizaÃÃo, optamos por restringir o estudo Ãs idades dentro do intervalo de 25 a 85 anos, dado o baixo nÃmero de Ãbitos e expostos nas idades supramencionadas. A partir da curva suavizada, aplicamos os modelos paramÃtricos de sobrevivÃncia de Gompertz, Gompertz-Makeham, Thiele e Helingman-Pollard, para testar o melhor ajuste da equaÃÃo. Os resultados mostraram que nenhum dos modelos paramÃtricos analisados se mostrou com robustez estatÃstica suficiente para se proceder a uma anÃlise preditiva com confiabilidade aceitÃvel. / This paper aims to calculate the survival rates of the participants of the Pension Funds electricity sector as well as finding the parametric survival model that best represents the data in the study. For development work we used data from 14 organizations with information of participants and retirees, with the exception of the disabled, for the period 2001 to 2009, amounting to a total of 100,000 lives analyzed. To calculate the crude rates of survival using the indirect method described in Ferreira (1985). After calculation of the original rates, we make the process of smoothing by moving averages in order to correct the unwanted fluctuations in the curve obtained crude survival. Even after the smoothing process, we chose to restrict the study to age within the range of 25 to 85 years, given the low number of deaths at ages above and exposed. From the smooth curve we apply the parametric models of survival Gompertz, Gompertz-Makeham, Thiele and Helingman-Pollard, to test the best fit of the equation. The results showed that none of the models proved to be analyzed with parametric statistical robust enough to conduct a predictive analysis with acceptable reliability.

Submitted by Neusa Fagundes (neusa.fagundes@unioeste.br) on 2017-09-21T19:55:37Z No. of bitstreams: 1 Nelson_Betzek2017.pdf: 5172812 bytes, checksum: f7d31be6f4ffc5866da87c134845a423 (MD5) / Made available in DSpace on 2017-09-21T19:55:37Z (GMT). No. of bitstreams: 1 Nelson_Betzek2017.pdf: 5172812 bytes, checksum: f7d31be6f4ffc5866da87c134845a423 (MD5) Previous issue date: 2017-02-17 / The use of computer systems for the management of agricultural procedures has been an emerging need. However, applications used for this purpose generally present restrictions on functionality, operating licenses, operating system and others. Thus, the Software for the Definition of Management Units (SDUM) was developed. This thesis aimed at implementing computational routines that will be integrated into SDUM, which are able to identify automatically the best parameters for the ordinary kriging (KRI) interpolation methods and inverse distance weighting (IDW). These routines were applied to the sample data of selected attributes to define MZs in two agricultural areas. For each dataset 300 different adjustments were tested for the semivariogram. The best parameters were used to measure data by KRI as well as twelve different values for IDW exponent. Area A was considered homogeneous because it did not present statistic different mean between classes. While for area B, the best result was subdivided into two distinct classes. MZs usually present isolated cells or patches, in such a way that crop management becomes difficult. In this context, another goal was to implement routines able of adjusting MZs, to smooth and to improve continuity. Three sampled areas were subdivided into two, three, four and five classes, and then adjusted for five times. Isolated pixels and almost all patches were eliminated, especially the methods with 5 × 5 mask. So, it can be concluded that the computational routines implemented were efficient and able to identify the best adjustment for the semivariogram as well as the best exponent for IDW, also smoothing and improving MZs continuity. / A utilização de sistemas computacionais para gerência de procedimentos agrícolas é necessidade premente. Porém, aplicativos utilizados com este objetivo geralmente possuem limitações quanto a funcionalidades, licenças de uso, sistema operacional, dentre outras. Por este motivo, foi desenvolvido o Software para Definição de Unidades de Manejo (SDUM). Esta tese teve como objetivo a implementação de rotinas computacionais que serão integradas ao SDUM, capazes de identificar automaticamente os melhores parâmetros para os métodos de interpolação Krigagem ordinária (KRI) e inverso da distância elevado a uma potência (IDW). Estas rotinas foram aplicadas aos dados amostrais de atributos selecionados para definir as ZMs em duas áreas agrícolas. Para cada conjunto de dados foram testados 300 diferentes ajustes para o semivariograma. Os melhores parâmetros foram utilizados para mensurar dados por KRI, e doze diferentes valores para expoente do IDW. A área A foi considerada homogênea por não apresentar média estatisticamente diferente entre as classes. E, para a área B, o melhor resultado obtido foi subdividi-la em duas classes distintas. As ZMs geralmente apresentam células isoladas ou manchas, dificultando a operacionalização da lavoura. Neste contexto, outro objetivo foi a implementação de rotinas capazes de retificar as ZMs a fim de suavizar e melhorar a continuidade. Três áreas amostrais foram subdividas em duas, três, quatro e cinco classes, e então, retificadas por cinco vezes. Pixels isolados e praticamente todas as manchas foram eliminados, com destaque para os métodos com máscara 5 × 5. Pode-se concluir que as rotinas computacionais implementadas foram eficientes e capazes de identificar o melhor ajuste para o semivariograma, bem como o melhor expoente para IDW, além de suavizar e melhorar a continuidade das ZMs.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2017-03-02T13:24:53Z No. of bitstreams: 1 guilhermeguilherminoneto.pdf: 1186805 bytes, checksum: c3c46b18aeea88b1e1d4b4fa3d1a36e5 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-03-06T19:39:48Z (GMT) No. of bitstreams: 1 guilhermeguilherminoneto.pdf: 1186805 bytes, checksum: c3c46b18aeea88b1e1d4b4fa3d1a36e5 (MD5) / Made available in DSpace on 2017-03-06T19:39:48Z (GMT). No. of bitstreams: 1 guilhermeguilherminoneto.pdf: 1186805 bytes, checksum: c3c46b18aeea88b1e1d4b4fa3d1a36e5 (MD5) Previous issue date: 2014-08-20 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Previsões de demanda em curto prazo são fundamentais para o planejamento e o controle da produção em sistemas de energia elétrica. Como não é viável manter estoques de segurança para compensar demandas inesperadas, a programação da geração é baseada em previsões feitas com antecedência de algumas horas. Ao longo dos anos, muitos métodos foram testados para a resolução do problema. Dentre os mais populares estão os univariados, em que a demanda é escrita como uma função linear de seu comportamento histórico e prevista por técnicas estatísticas. Também é frequente o uso de métodos multivariados, que levam em conta o efeito não- linear de variáveis climáticas, como a temperatura do ar, sobre o comportamento do consumidor. Para este caso, a literatura recente sugere o uso de previsores de inteligência computacional, como as redes neurais artificiais. Embora alguns autores afirmem que deve-se considerar métodos multivariados, outros defendem que, para previsões de curto prazo (horizonte de poucas horas), a inclusão de variáveis climáticas traz poucos benefícios, posto que seus efeitos levam mais tempo para serem percebidos. Neste trabalho, experimentamos diversos métodos univariados e multivariados a fim de comparar seu desempenho sobre uma base de dados da cidade do Rio de Janeiro. Para estes dados, mostramos que é possível obter, por meio de um simples previsor linear univariado (um modelo de curva de carga cuja componente-padrão é prevista pelo amortecimento de Holt-Winters-Taylor), resultados próximos aos de técnicas mais complexas, porém, com as vantagens de maior robustez, parcimônia e economia de recursos computacionais. / Short-term demand forecasts a are vital part of the production plan and control on electrical power systems. As it is not possible to keep large inventories to meet sudden demand increases, the generation scheduling is based on forecasts made for some hours ahead. Throughout the years, many methods have been proposed in order to solve the problem. Among the most popular are the univariate ones, on which the demand is written as a linear function of its historical behavior and forecast by statistical techniques. It is also common to use multivariate methods, which take into account also the nonlinear effects produced on the demand by weather-related variables, such as the air temperature. For this case, recent papers suggest the use of computational intelligence devices, such as artificial neural networks. Although some authors claim that multivariate methods must be considered, some others state that, on a short-run (lead-times up to a few hours), adding weather-related variables brings little benefits, because its effects might take a longer time to affect the demand. On this work, we experiment a large amount of univariate and multivariate methods aiming to compare its performance over a dataset from the city of Rio de Janeiro. For these data, we show that is possible to obtain, via a simple linear univariate method (a load curve model where the standard load is forecast by the Holt-Winters-Taylor smoothing), results that are close enough to those achieved by more complex techniques, but bringing the advantages of more robustness, parsimony and computational economy.

Submitted by Geandra Rodrigues (geandrar@gmail.com) on 2018-10-24T12:50:06Z No. of bitstreams: 1 taisdemedeirospedreira.pdf: 1862768 bytes, checksum: 0c6ee31fd9be772b5b609051a207f61f (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2018-11-23T12:17:19Z (GMT) No. of bitstreams: 1 taisdemedeirospedreira.pdf: 1862768 bytes, checksum: 0c6ee31fd9be772b5b609051a207f61f (MD5) / Made available in DSpace on 2018-11-23T12:17:19Z (GMT). No. of bitstreams: 1 taisdemedeirospedreira.pdf: 1862768 bytes, checksum: 0c6ee31fd9be772b5b609051a207f61f (MD5) Previous issue date: 2018-09-05 / As previsões a curto prazo da carga elétrica (de algumas horas até alguns dias à frente) são essenciais para o planejamento, controle e operação dos sistemas de energia, tanto por por razões técnicas quanto financeiras. Como não é possível estocar grandes quantidades, torna-se indispensável um maneira eficaz de programar a produção da energia para que ela atenda a demanda. Por conta disso, uma grande literatura desenvolveu-se sobre o assunto. Devido à complexidade das séries de carga e à dependência não-linear destas carga em relação a diversas variáveis exógenas, os sistemas de previsão mais frequentemente propostos em trabalhos recentes são aqueles baseados em algoritmos complexos de inteligência computacional. No entanto, métodos lineares simples ainda são muito comumente usados, por si sós ou em combinação com técnicas não-lineares. Um desses métodos é o de Holt-Winters-Taylor, que é uma adaptação do conhecido método de amortecimento exponencial de Holt-Winters para que múltiplas sazonalidades possam ser modelados concomitantemente. Este trabalho implementa três variantes deste método HWT e analisa seus desempenhos em duas séries de dados reais de carga. Verificou-se que uma combinação linear dessas variantes nitidamente supera o método HWT original e fornece previsões precisas, com um baixo custo computacional. / Short-term load forecasts (forecasts for horizons ranging from a few hours to a few days ahead) are essential for the planning, controling and operation of energy systems, both for technical and financial reasons. Since it is not feasible to store energy in large quantities, an efficient way to forecast energy demand becomes indispensable. Because of this, a large literature has developed on the subject. Due to the complexity of load series and the nonlinear relationship of the load with exogenous variables, the most frequently proposed forecasting systems in recent papers are those based on complex algorithms of computational intelligence. However, simple linear methods are still very frequently used, either alone or in combination with non-linear techniques. One of these methods is Holt-Winters-Taylor (HWT), which is an adaptation of the well-known Holt-Winters exponential smoothing method, modified so that multiple seasonalities can be modeled at the same time. In this paper, we implement three variants of this HWT method and analyze their performances over two sets of actual load data. We found that a linear combination of these variants clearly outperforms the original HWT method, and provides accurate forecasts at a low computational cost.

Orientador: Jansle Vieira Rocha / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Agrícola / Made available in DSpace on 2018-08-25T12:57:44Z (GMT). No. of bitstreams: 1 Manabe_VictorDanilo_M.pdf: 5304321 bytes, checksum: 80a3f7d1cb298d39ab607a7a6015ab38 (MD5) Previous issue date: 2014 / Resumo: O aumento na produção da cana-de-açúcar vem gerando grande discussão sobre a sustentabilidade da produção e a sua influência direta na mudança de uso da terra, principalmente em áreas de pastagem e cultura anual. O estudo da dinâmica da cana-de-açúcar tem influência direta em questões como a composição da produção agrícola, nos impactos sobre a biodiversidade, no desenvolvimento social e humano e na definição de políticas públicas. Índice de vegetação, através de séries temporais de imagens, tem sido utilizado para mapeamento de uso da terra de grandes áreas (estados, países ou regiões), através de produtos do sensor MODerate resolution Imaging Spectroradiometer (MODIS). Este trabalho avaliou o desempenho de diferentes técnicas de filtragem em séries temporais e também realizou detecção automatizada de áreas de cana-de-açúcar e principais usos da terra para os anos de 2005, 2008 e 2012, e consequente mudança de uso da terra, utilizando séries temporais NDVI/MODIS, no estado de Mato Grosso. Foi utilizado o NDVI dos produtos MOD13Q1 e MYD13Q1 do sensor MODIS para identificação das áreas de diferentes usos da terra. Primeiramente foram avaliados os filtros Savitz-Golay , HANTS e Flat Bottom de maneira individual e também com a combinação Flat Bottom + HANTS e Flat Bottom + Savitz-Golay, nas séries de dados somente referentes ao NDVI MODIS/Terra e em conjunto com NDVI MODIS/Aqua. Tendo o resultado, que a utilização MODIS/Terra e MODIS/Aqua trouxe melhora significativa no resultado da classificação, quando utilizado em conjunto a algum filtro de série temporal, sendo o Savitzky-Golay, o que apresentou melhor resultado na diferenciação dos alvos. Na identificação e mapeamento automatizado, de áreas de cana-de-açúcar e outros principais usos da terra para a região (cultura anual, pastagem, cerrado e mata), para os anos de 2005, 2008 e 2012, os valores de acertos para cana-de-açúcar foram de 83%, 82% e 85% nos anos 2005, 2008 e 2012, respectivamente, e o acerto total foram de 89%, 88% e 89%, também para os anos 2005, 2008 e 2012. Ao cruzar os mapeamentos, foi possível realizar a análise da mudança de uso da terra para cana-de-açúcar. A certeza na mudança de uso da terra, quando implementa em áreas anteriormente destinadas a agricultura anual foi de 80% e 82%, na comparação de 2005 para 2008 e 2008 para 2012, respectivamente. No uso anterior de pastagem e cerrado este valor apresentou valores de 69% e 30%, respectivamente, na mudança de 2005 para 2008, e 66% e 34%, respectivamente, na mudança de 2008 para 2012. O resultado na analise de mudança de usa da terra teve a predominância de áreas de pastagem como principal uso anterior a cana-de-açúcar, seguida pela agricultura e o cerrado como responsável pelo restante do uso anterior da terra. Assim, o método para identificação da mudança de uso da terra apresentou um erro a ser considero, porém a tendência de ocorrência se apresenta de maneira consistente / Abstract: The production increase of sugarcane has generated discussion about the sustainability of production and its direct impact on the land use change, especially in pasture and annual crops areas. The study of the dynamics of sugarcane has a direct impact on issues such as the composition of agricultural production, the impacts on biodiversity, social and human development and the definition of public policies. Vegetation index through time series images have been used to map land use of large areas (states, countries or regions) using sensor Moderate Resolution Imaging Spectroradiometer (MODIS). This study evaluated the performance of different time series smoothing techniques and also held automated detection of sugarcane areas and main land uses for the years 2005, 2008 and 2012, and the consequent land use change, using NDVI/MODIS time series in Mato Grosso state. It was used NDVI product of MOD13Q1 and MYD13Q1 to identify areas of different land uses. At first, Savitz-Golay, Hants and Flat Bottom individually and also the combination Flat Bottom + Hants and Flat Bottom + Savitz-Golay, it was applied on NDVI time series data only related to MODIS/Terra and in conjunction with MODIS/Aqua. The result was that the use MODIS/Terra and MODIS/Aqua brought significant improvement in the overall classification, when used in conjunction with any time series smoothing, and the Savitzky-Golay showed better results in the differentiation of targets. The mapping areas of sugarcane and other major land uses (annual crops, grassland, savanna and forest), for the years 2005, 2008 and 2012, the number of right answers for sugarcane were 83 %, 82 % and 85 % in the years 2005, 2008 and 2012, respectively, and total accuracy were 89 %, 88 % and 89 %, also for the years 2005, 2008 and 2012. When crossing the maps, it was possible to perform the analysis of the land use change to cane sugar. The certainty of change in land use, when deploy in areas previously designed to annual agriculture was 80 % and 82 % in 2005 compared to 2008 and 2008 compared to 2012 respectively. The past use of grassland and savannah, this value, showed values of 69 % and 30 %, respectively, in the change from 2005 to 2008, and 66 % and 34 %, respectively, in the change from 2008 to 2012. The result of the study of land use changing had the predominance of grazing areas as the former principal use sugarcane, followed by agriculture and savanna as responsible for the remainder of the previous land use. Thus, the method to identifying the change of land use has an error to consider, but the trend appears to occur consistently / Mestrado / Planejamento e Desenvolvimento Rural Sustentável / Mestre em Engenharia Agrícola

This report covers an investigation of the methods and algorithms required to plan and perform semi-autonomous photo missions on Apple iPad devices using data exported from Google Earth. Flight time was to be minimized, taking wind velocity and aircraft performance into account. Google Earth was used both to define what photos to take, and to define the allowable mission area for the aircraft. A benchmark mission was created containing 30 photo operations in a 250 by 500 m area containing several no-fly-areas. The report demonstrates that photos taken in Google Earth can be reproduced in reality with good visual resemblance. High quality paths between all possible photo operation pairs in the benchmark mission could be found in seconds using the Theta* algorithm in a 3D grid representation with six-edge connectivity (Up, Down, North, South, East, West). Smoothing the path in a post-processing step was shown to further increase the quality of the path at a very low computational cost. An optimal route between the operations in the benchmark mission, using the paths found by Theta*, could be found in less than half a minute using a Branch-and-Bound algorithm. It was however also found that prematurely terminating the algorithm after five seconds yielded a route that was close enough to optimal not to warrant running the algorithm to completion.

Cette thèse présente un algorithme automatique pour la construction d’un modèle NURBS volumique à partir d’un modèle représenté par ses bords (maillages ou splines). Ce type de modèle est indispensable dans le cadre de l’analyse isogéométrique utilisant les NURBS comme fonctions de forme. Le point d’entrée de l’algorithme est une triangulation du bord du modèle. Après deux étapes de décomposition, le modèle est approché par un polycube. Ensuite un paramétrage surfacique entre le bord du modèle et celui du polycube est établi en calculant un paramétrage global aligné à un champ de direction interpolant les directions de courbure principales du modèle. Finalement, le paramétrage volumique est obtenu en se basant sur ce paramétrage surfacique. Dans le contexte des études paramétriques basées sur des paramètres de formes géométriques, cette méthode peut être appliquée aux techniques de réduction de modèles pour obtenir la même représentation pour des objets ayant différentes géométries mais la même topologie. / This thesis presents an effective method to automatically construct trivariate tensor-product spline models of complicated geometry and arbitrary topology. Our method takes as input a solid model defined by its triangulated boundary. Using cuboid decomposition, an initial polycube approximating the input boundary mesh is built. This polycube serves as the parametric domain of the tensor-product spline representation required for isogeometric analysis. The polycube's nodes and arcs decompose the input model locally into quadrangular patches, and globally into hexahedral domains. Using aligned global parameterization, the nodes are re-positioned and the arcs are re-routed across the surface in a way to achieve low overall patch distortion, and alignment to principal curvature directions and sharp features. The optimization process is based on one of the main contributions of this thesis: a novel way to design cross fields with topological (i.e., imposed singularities) and geometrical (i.e., imposed directions) constraints by solving only sparse linear systems. Based on the optimized polycube and parameterization, compatible B-spline boundary surfaces are reconstructed. Finally, the interior volumetric parameterization is computed using Coon's interpolation and the B-spline surfaces as boundary conditions. This method can be applied to reduced order modeling for parametric studies based on geometrical parameters. For models with the same topology but different geometries, this method allows to have the same representation: i.e., meshes (or parameterizations) with the same topology.

In this thesis, I examine earnings management issues in the UK context. The thesis consists of three essays. The first chapter investigates whether managers base their trade-off decisions among real earnings management, accruals-based earnings management, and classification shifting, on the costs, constraints and timing of each strategy in the UK. The empirical evidence suggests that some, but not all, costs and constraints play a role in managers’ trade-off decisions. Further, contrasting between firms that are most likely to have manipulated earnings and firms that are not likely to have manipulated earnings, I find no difference in the relation of constraints towards all earnings management forms. This indicates that cost and constraints do not capture entirely what they are designed to, in the first place. Finally, I document evidence that is consistent with managers using real and accruals-based earnings management as substitutes but fail to find evidence that classification shifting acts as a substitute. The second essay studies the effect of income smoothing via accruals-based and real earnings management on the relationship between current stock returns, current earnings and future earnings. I measure income smoothing as the contemporaneous correlation between changes in earnings management proxies and pre-managed income. Using a sample of non-financial publicly listed firms in the UK, I show that both accruals-based and real income smoothing measures are associated with significantly positive share price anticipation of earnings. These results are robust to different stock returns specifications, income smoothing measure calculations, abnormal accruals models and accumulation periods of stock returns. In the third and final essay, I investigate the impact of the level of accruals-based and real earnings management on measures of the amount of performance commentary in annual reports for a large sample of UK public firms. I use automated textual analysis to construct disclosure scores based on the amount of performance and causal commentary. The results suggest that firms with higher levels of earnings management have lower levels of disclosure of performance and causal commentary. The presence of bad news for the firm (missed analyst forecast, underperformance or earnings decline) affects the relationship between disclosure and accruals-based earnings management but not the relationship between disclosure and real earnings management.

In this Master Thesis there are summarized basic methods for modelling time series, such as linear regression with seasonal dummy variables, exponential smoothing and SARIMA processes. The thesis is aimed on modelling and forecasting seasonal time series using these methods. Goals of the Thesis are to introduce and compare these methods using a set of 2184 seasonal time series followed by evaluation their prediction abilities. The main benefit of this Master Thesis is understanding of different aspects of forecasting time series and empirical verification of advantages and disadvantages these methods in field of creating predictions.