Doutorado em Engenharia Elétrica

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Controle de robôs móveis por fusão de sinais de controle usando filtro de informação descentralizado
(Universidade Federal do Espírito Santo, 2002-08-14) Freire, Eduardo Oliveira; Bastos Filho,Teodiano Freire; Sarcinelli Filho, Mário; Carelli, Ricardo; Schneebeli, Hansjörg Andreas; Nasisi, Oscar; Salles, José Leandro Felix; Bergerman, Marcel
This thesis proposes an alternative approach to deal with the problem of mobile robot navigation, which is called fusion of control signals. The proposed technique has presented good results when a robot has to execute relatively complex tasks, like it is shown in the experiments here presented. The technique is developed with basis on the decentralised information filter, whose equations are here derived from the equations of the decentralised Kalman filter and the information filter. Motion controllers available in the literature and others introduced here for the first time are used to produce the control signals that are fused using a decentralised information filter in order to produce the overall output signal to be sent to the actuators. A stability analysis of the proposed architecture is also addressed.
Navegação reativa de robôs móveis com base no fluxo óptico
(Universidade Federal do Espírito Santo, 2002-12-11) Caldeira, Eliete Maria de Oliveira; Schneebeli, Hans Jorg Andreas; Sarcinelli Filho, Mário; Campos, Mário Fernando Montenegro; Rillo, Márcio; Bastos Filho, Teodiano Freire; Salles, Evandro Ottoni Teatini
This Ph. D. Thesis proposes to perform the navigation of mobile robots using a sensing system completely based on the optical flow which is calculated from a sequence of two images acquired by a camera fixed onboard the robot. To check the feasibility of using the proposed sensing system, a control system is designed to give the robot the capability of reacting to environmental changes, while executing the wander behavior with obstacle avoidance. The control system uses only data coming from the visual sensing system based on the optical flow. No modification is required to the robot’s environment, such as adding suitable textures or adjusting illumination. The optical flow is calculated considering that images are acquired when the robot is moving ahead with a null angular velocity. Then, a segmentation algorithm based on the optical flow field is proposed and implemented to detect distinct objects present in the scene. The distance from the robot to each object is then estimated based on the time to impact calculated from the optical flow field. The control system uses the time to impact corresponding to each object to determine a new direction to be followed by the robot. It then sends to the robot actuators the suitable commands to change the robot’s orientation. Both the sensing and control systems are implemented onboard a Pioneer 2-DX mobile robot and are used in a set of experiments, and the results show that the navigation system implemented presents very good performance.
Interpretação automatizada de textos : processamento de anáforas
(Universidade Federal do Espírito Santo, 2005-04-11) Freitas, Sérgio Antônio Andrade de; Lopes, José Gabriel Pereira; Menezes, Crediné Silva de; Cury, Davidson; Garcia, Berilhes Borges; Vicari, Rosa Maria; Tavares, Orivaldo de Lira
This thesis presents a solution to the interpretation of de nite descriptions in Portuguese. For example, consider the following text: (1) a. Mariana bought a new car. b. The engine was damaged. The sentence (1a) introduces two entities: Mariana and a car which is new. The sentence (1b) introduces only one entity the engine. In a human or computer interpretation process, the use of the de nite article the preceeding a noun indicates that the introduced entity was already present at the discourse, i.e., it is an anaphoric entity. The resolution of an anaphora is a reference problem, but in the example (1) there is another problem: although the car is the entity that gives context to the engine, we can not say that the engine is the car (as for a pronominal anaphora). It also must be determined how the engine is related to the car. This is a de nite description problem. The interpretation of any kind of anaphora can be represented by the following equation: R(A, T ) (2) where A denotes an entity introduced by the context interpretation of a pronoun, an ellipsis or a de nite noun phrase, T denotes its antecedent and R is the relation between A and T . The equation's resolution process is summarized as: given A nd T and R. This thesis proposes a methodology to the de nite description interpretation that the relation R is of: part of, member of, subcategorized by and corefers. These relations are obtained by a set of pragmatic rules [Freitas, Lopes e Menezes 2004, Filho e Freitas 2003], which are here de ned (chapter 3). Also if A is not anaphoric then it is acommodated in the discourse context. The computational methodology is implemented in a logic programming system [Damásio, Nejdl e Pereira 1994] that permits an abductive reasoning [Kakas, Kowalski e Toni 1992] at the semantic representation of the discourse [Kamp e Reyle 1993]. The interpretation of the entities is the basis to the Discourse Nominal Structure [Lopes e Freitas 1994] (chapter 4), which allows: (1) to track the most salient entities at each sentence [Freitas e Lopes 1994], (2) to limit the number of possible antecedents [Freitas e Lopes 1996] and (3) to give a discourse entities summary. The result is an integrated metodology to solve anaphors and ellipses. Finally, the Nominal Structure of the Discourse can help the search/index of digital documents.
Uso de acoplamento magnético na melhoria de características de algumas estruturas ZVT
(Universidade Federal do Espírito Santo, 2005-06-10) Menegáz, Paulo José Mello; Vieira, José Luiz de Freitas; Simonetti, Domingos Sávio Lyrio; Hey, Hélio Leães; Souza, Gilberto Costa Drumond; Có, Marcio Almeida; Aragão Filho, Wilson Correia Pinto de
This Dissertation presents two families of non-isolated DC-DC ZVT-PWM converters which employ a magnetic coupling to implement the topological auxiliary voltage source. The first proposed family of converters belongs to the group of ZVT converters with switched auxiliary voltage source. It makes use of a magnetic coupled regenerative snubber applied to the auxiliary switch of the ZVT converter in order to assure a zero voltage transition commutation during its turn-off. The auxiliary switch turn-on occurs at zero current and the main switch presents both the turn-on and the turn-off at zero voltage, as in the conventional ZVT topology. The magnetic coupling is responsible to produce the necessary conditions for the resonant discharge of the snubber capacitor, transferring the energy stored in the capacitance to the converter input and/or output. A more compact topology is achieved by using the leakage inductance of the magnetic coupling as the resonant inductance itself, which reduces the number of magnetic components of the converter. The second proposition belongs to the group of ZVT converters with DC auxiliary voltage source. In this family of converters, a magnetic coupling between the main and the resonant inductors is used in order to guarantee that the auxiliary switch will work at its minimum total loss point. The main and the auxiliary switch commutation remains unchanged if compared to the commutations of the converter without magnetic coupling. Once both the main and the resonant inductors of the converter are built in the same magnetic core, the number of magnetic components is reduced, as well as the number of EMI sources. For both propositions, equations describing the voltage and current behavior of the main elements of the converter are given. Beside this, a design procedure that allows a quick and simple choice of the magnetic coupled cell elements is also presented. At the end of this work, simulation and experimental results obtained by the construction of the proposed converter prototypes are shown. They validate the equations and design procedures developed in the work and demonstrate the improvement achieved by using the proposed enhancement.
Projeto de Topologias Virtuais para Redes Opticas Multiserviço
(Universidade Federal do Espírito Santo, 2005-08-05) Almeida, Renato Tannure Rotta de; Calmon, Luiz de Calazans; 1º membro da banca
Optical communication systems have emerged as the best solution for large scale data transport network implementation, providing optical channels with very high bit rates and covering large distances with low error probability. The entire bandwidth of the optical fibers became available with the development of the wavelength division multiplexing (WDM) technology, which allows several channels of different wavelengths to share the same physical links. The increase in physical link capacity was not the only benefit of WDM. The development of WDM optical devices, e.g., optical switches, multiplexers, demultiplexers, and tunable devices, has allowed the implementation of wavelength-routed optical networks. In such networks, the optical channels, also called lightpaths, are not restricted to the physical link edges. Wavelength routing detaches the lightpath configuration, or virtual topology, from the physical topology, permitting lightpaths to optically bypass intermediate nodes, until it reaches the destination node. In this Thesis we propose a Mixed-Integer Linear Programming (MILP) formulation to design virtual topologies in wavelength-routed optical networks, considering as objective function the minimization of the traffic forwarded electronically at the network nodes. Our goal is twofold. Firstly, to reduce processing requirements of the electronic routers, and secondly, to get the most transparent traffic distribution for a given traffic matrix, using the available optical resources at the nodes. Traffic segregation in classes was also included in the formulation, allowing differentiated routing criteria to each class. The proposed formulation was applied successfully to reasonable sized networks yielding optimal solutions in few minutes. To the best knowledge of the authors, this is the first report of a large MILP formulation that optimizes virtual topology and traffic routing of optical networks with low computational cost.
Desenvolvimento e aplicação de um sistema de diagnóstico Fuzzy baseado em modelos para reatores UASB tratando esgoto sanitário
(Universidade Federal do Espírito Santo, 2005-12-15) Borges, Raquel Machado; Munaro, Celso José; Gonçalves, Ricardo Franci; Sant’Anna Júnior, Geraldo Lippel; Cassini, Sérvio Túlio Alves; Ferreira, Edson de Paula; Rosado Filho, Moacir
This work deals with the development and the application of a model based fuzzy diagnostic system to UASB reactors treating domestic wastewater. The diagnostic system is composed by three integrated modules. The first one estimates the influent chemical oxygen demand concentration. The second module estimates the biogas production in the reactor. The third one uses all information obtained from modules 1 and 2 to provide diagnoses of the plant operational status. The diagnostic system and the models were developed based on fuzzy logic. The diagnostic system was applied to two other UASB reactors treating sewage for validation.
Estabelecimento de estratégias de controle inteligente na laminação de produtos planos
(Universidade Federal do Espírito Santo, 2006-03-24) Rossomando, Francisco Guido; Ferreira, Edson de Paula; Denti Filho, José; Salles, José Leandro Felix; Caccioppoli, José Maria Ramón
In this doctoral thesis we propose a new neural control strategie for the hot strip rolling mill process. The control objective is to minimize strip thickness variation and the strip crown, wich is the main atribute for a good quality product. The sytem model, extremely complex, is presented in a mathematical formulation and is used as a base for a simulation tool. This tool may be used to analyse, compare and validate general control strategies for the thicknes control problem. As a result we show that adaptive strategy presents better performance then a convencional strategy, with real data, kindly given by Siderar S.A., a Argentine steel making plant.
Implementação de controle servo visual e coordenação visuo-motora em robôs manipuladores
(Universidade Federal do Espírito Santo, 2006-05-12) Dâmaso, Renato de Sousa; Bastos Filho, Teodiano Freire; Campos, Tarcisio Passos Ribeiro de; Sarcinelli Filho, Mário; Amaral, Paulo Faria Santos; Ferreira, Édson de Paula; Salles, Evandro Ottoni Teatini; Rosário, João Maurício
This work investigates strategies for controlling a manipulator to approach and grasp an object in its working environment, using visual feedback. Strategies that do not depend on models relating the visual space and the motor space of the manipulator are searched for. Results of the experimental implementations accomplished with an industrial and a prototyped manipulators are presented and analyzed. The main contribution is the proposition of a strategy to experimentally and incrementally build a visuo-motor model to manipulators with binocular visual feedback. Some meaningful characteristics of such a model are the demand of just a few experiments to "learn" the model and the adoption of two data structures to store the estimated parameters, one addressed by the end effector of the manipulator and the other addressed by the position of the object. The model thus obtained can be used to coordinate the manipulator during the execution of the task of interest. Such a system is capable to adapt the visuo-motor model in order to compensate for changes in the manipulator or the visual system, as well as to "remember" information learnt in previous experiments. The method here proposed, the incremental building of the visuo-motor model, is compared to a method of iterative adaptation of Jacobean matrix, and some conclusions are highlighted. As part of such a comparison, results of the implementation of these two methods using the same experimental setup are presented.
Uma abordagem baseada em negociação de agentes para a resolução do problema de alocação dinâmica de navios em berços de terminais portuários
(Universidade Federal do Espírito Santo, 2006-06-01) Rosa, Rodrigo de Alvarenga; Schneebeli, Hans Jorg Andreas; Sichman, Jaime Simão; Alvarenga, Arlindo Gomes de; Varejão, Flávio Miguel; Bortolon, Saulo
This work shows a new approach to solve dynamic and complex logistics problems based upon the fact that in human society several problems are solved by interaction and negotiation between humans, that alone can't solve the problem, but if they join themselves toward the solution of the problem, all of them with their own resources and capabilities, they can reach one solution. It is proposed and defined one methodology inspired by the human society way of solving problems using several negotiation protocols. It was also proposed a negotiation protocol inspired in human emotion gratitude that has the main goal to solve the conflicts that might occur. Based on this proposed methodology, it was developed a computational system to create a virtual society of agents that have their own resources, non shareable, and by the exchange of messages between the agents, they converge to schedule all the solicitations of operations received (ship to load or unload container). This system was developed based on the agent technology and multiagent system. The proposed methodology and the implemented system were applied to a practical and real application of a Maritime Container Terminal. Several tests were done and the results was shown and analyzed for each negotiation protocol.
Amplificadores óticos a fibra sob um ambiente dinâmico
(Universidade Federal do Espírito Santo, 2006-08-18) Freitas, Márcio; Calmon, Luiz de Calazans; Barbero, Andrés Pablo López; Ribeiro, Moisés Renato Nunes; Pontes,Maria José; Segatto, Marcelo Eduardo Vieira; Frasson, Antônio Manoel Ferreira
The recent advance in WDM technologies with the ability of add, drop and in effect construct wavelength-switched and wavelength-routed networks has brought a new dynamic-reconfigurable WDM network. This dynamic environment brings, besides the already well-known transmission impairments (such as chromatic dispersion, nonlinear effects, PMD, ASE, etc), a new set of impairments related to the add-drop possibilities that could severely degrade the system performance. Furthermore, the development of new optical amplifiers that could reach high output power values has also brought an increasing impact of nonlinear effects in the signal propagation at different applications. The optical fiber amplifiers presented in the study are the erbium-doped fiber, the ytterbiumdoped fiber amplifier, the erbium-ytterbium codoped fiber amplifier and the Raman fiber amplifiers. For this study, appropriate numeric models for each amplifier were implemented. This work investigates by numerical simulation how the optical fiber amplifiers and consequently the system performance are affected by the dynamic-reconfigurable traffic. Some contributions about the study of the power transient evolution generated by the optical amplifiers in different transmission bandwidths, under different amplifier configurations and in different applications are presented. It is also presented a contribution for the optimization of control methods to minimize the power transients generated by the optical amplifiers due the add-drop of channels in the system. Moreover, this work also analyzes the impact of high powers generated in the amplification process, and presents some contributions for the study of the nonlinear effects in the signals propagation through the amplifier.
Uma Arquitetura para Ambientes Virtuaisde Conveniencia-Uma proposta Baseada emSistemas Multiagentes
(Universidade Federal do Espírito Santo, 2006-09-29) Jose Francisco de Magalhaes Netto; Orientador1; 1º membro da banca
abstract
Uma contribuição ao modelamento analítico em amplificadores Raman
(Universidade Federal do Espírito Santo, 2007-08-14) Cani, Shirley Peroni Neves; Pontes, Maria José; Segatto, Marcelo Eduardo Vieira; Ribeiro, Moisés Renato Nunes; Almeida, Renato Tannure Rotta de; Giraldi, Maria Thereza Miranda Rocco; Barbero, Andrés Pablo López
The recent advances in high power laser and WDM technologies have contributed to the increasing interest in broadband optical Raman amplifiers. The amplification of signals in such amplifiers occurs due to the stimulated Raman scattering nonlinear effect that occurs along the propagation of pumps and signals in an optical fiber link. The Raman amplifier can be implemented over the entire transmission fiber link, known as distributed Raman amplifier, or over a smaller fiber link in series with the transmission fiber, known as lumped Raman amplifier. One of the challenges in Raman amplifiers is to set the pump power and wavelengths to obtain a desired gain and ripple in a determined signal band. Some methods of optimization have already been proposed, and most of them resort to numerical solutions. This work describes the development of an analytical model of power evolution and signal gain in multi-pumps and multi-signals Raman amplifiers. The analytical model includes in its formulation the Raman interaction among all the frequencies and the polarization effects. Amplified spontaneous emission noise effects and elastic scattering of the light are neglected in the analytical model. The analytical model proposed is validated comparing analytical results with those obtained by numerical solution and experimental data, with a vast combination of input parameters. The comparisons have showed that the analytical model is a reliable and fast tool to design multi-pumps and multi-signal Raman amplifiers.
Projetos de Aprendizagem Mediados por Ambientes Virtuais no Ensino de Engenharia Elétrica
(Universidade Federal do Espírito Santo, 2007-09-28) Cardoso, Edson Pereira; Figueroa, Hugo Enrique Hernandez; Segatto, Marcelo Eduardo Vieira; Menezes, Crediné Silva de; Castro Junior, Alberto Nogueira de; Cury, Davidson; Tavares, Orivaldo de Lira; Queiroz, Sávio Silveira de
The experiences related to the methodology of learning projects have its origin in the formularizations of John Dewey in the beginning of century XX. The conception of project of learning defended in this research unites with the formularizations of Dewey the proposals of the teacher Lea Fagundes. This methodology has the pupil as responsible for its learning and reflects the concepts constructivism of Piaget. The integration and the construction of knowledge saw projects are facilitated with the use of the virtual environments for support to the learning that are software that they allow synchronous interactions or asynchronous besides making possible the register of all the way covered for the student and all the activities of one disciplines. From collected data, in the period of 2003 the 2007, in pertaining to school activities of you discipline of the third period of learning period of the course of Electric Engineering of the Federal University of the Espirito Santo is intended to analyze (a) where measured virtual environments of learning and the appropriation of the information technologies and communication they add in the formation of the engineering student, in actual relation to practical pedagogical the and (b) where measured the learning projects they contribute for the confrontation of the problems that we have, today, in the education of electric engineering.
Modelos fractais para a função de vizinhança na análise topográfica de componentes independentes
(Universidade Federal do Espírito Santo, 2007-10-01) Côco, Klaus Fabian; Salles, Evandro Ottoni Teatini; Sarcinelli Filho, Mário; Mascarenhas, Nelson Delfino D'Avila; Doria Neto, Adrião Duarte; Scheebeli, Hans-Jorg Andreas; Rauber, Thomas Walter
abstract
Uma arquitetura de controle para um robô quadrúpede com comportamento reflexivo de estabilidade
(Universidade Federal do Espírito Santo, 2007-12-07) Lima, Luis Eduardo Martins de; Amaral, Paulo Faria Santos; Moscato, Lucas Antonio; Schneebeli, Hans Jorg Andreas; Sarcinelli Filho, Mário; Bastos Filho, Teodiano Freire
This thesis presents a control architecture for a quadruped Robot with 16 degrees of freedom (4 per leg), the Guará* The proposal to develop this architecture aims to set a problem study platform inherent to mobile four-legged robots, such as the walking generation, the complex movement control, the obstacle transposition, and the stability reflex implementation. The challenge faced herein is to endow the robot with sufficient autonomy in order to process on board, the locomotion control and the obstacle transposition strategies, through the use of an architecture which can let an effective interaction of the robot with the environment in which he is navigating, with reduced computational cost. The proposed architecture is based on the hierarchical control paradigm using reflexive behavior. The hierarchical structure of this architecture concentrates the cinematic modeling processing of the robot and the decision making to define the movements to be fulfilled (in a free locomotion or with the presence of obstacles), in the higher control level that is supervisor level, whereas a net communication CAN (Controller Area Network) is used to distribute the information to be processed in the lower level of control (coordinator and actuator level). To allow the reactive interaction of the robot with the navigation environment, focusing the balance stability, Guará’s control architecture uses a two-axis accelerometer which provides information for fuzzy controllers processed in the coordinator level. This configuration defines reactions against undesirable bending of Guará’s platform (dive and rolling) generated in the course of the locomotion.The usage of the hierarchic control contributes to the robustness of the control architecture, establishing the higher control level (supervisor level), and the flexibility to take over distinct and complex tasks (cinematic and dynamic modeling, environment mapping, among others), while lower levels of the control hierarch concentrate on the tasks which demand immediate responses to external stimulus or balance stabilization of the robot.
AProSiMA - ambiente de resolução cooperativa de problemas baseado em simulação multiagente
(Universidade Federal do Espírito Santo, 2007-12-21) Azevedo, Lívia Lopes; Menezes, Crediné Silva de; Cury, Davidson; Boeres, Maria Claudia Silva; Tavares, Orivaldo de Lira; Castro Junior, Alberto Nogueira de
The complex systems studies has caught researchers ́ attention in several knowledge areas lately, because of increasing interest in the way of systems ́ organization. Examples of complex systems are presented in a variety of situation which we live and they have been largely studied through model of multiagent simulation. However, there is a gap between environments for complex systems studies and their users. This thesis shows a proposal to an environment named AProSiMA, which allows no experts users in program planning, build up their own model of multiagent simulation. The environment still presents like a general proposal to propose a process of cooperative problem solving. By the way it ́s available to the users: acess to information recover and mechanisms to locate experts who may be geographically distributed and invite them to work in a cooperative system looking for a solution to the problem, shared place to discuss and formalize the problems ́ resolution strategies; mechanisms to direct questions and answers to the experts, cooperated groups formation and communication mechanisms which may support up the cooperative work.
Sistema de visão a laser para mapeamento de superfície de navegação de robôs quadrúpedes
(Universidade Federal do Espírito Santo, 2008-08-22) Orlandi, José Geraldo das Neves; Bento Filho, Antônio; Amaral, Paulo Faria Santos; Sarcinelli Filho, Mário; Ferreira, Edson de Paula; Salles, Evandro Ottoni Teatini; Stemmer, Marcelo Ricardo
This work presents, implements and tests a laser vision system to build navigating surface maps and localization of obstacles for quadruped robots. As long as the robot navigates on a pre defined trajectory, the system maps the surface, identifies the obstacles and makes decisions to pass by or to pass over them, depending on their dimensions, thus defining the robot navigation actions towards its trajectory destination point. The vision system uses a CCD camera and a laser microcontrolled system, which generates laser stripes to sweep the surface in front of the robot. The acquired images are then processed by some algorithms, so that the laser profiles inciding over the obstacles are used to generate range images which represent 2½D surface maps. The developed system integrates successive range images to extract relevant data from the obstacles and, together with the robot odometry and kinematics data, performs the surface mapping. A control strategy based on reactive navigation, which uses a binary decision-tree, has been implemented to allow the robot to safely and efficiently navigate on surfaces with obstacles. Experimental results have shown that the system is efficient. The Guará robot, which has been used in the tests, navigated on an environment with unknown obstacles, passing by or passing over them, up to reaching its trajectory destination point.
Contribuições para o projeto de grooming de tráfego sobre redes ópticas WDM
(Universidade Federal do Espírito Santo, 2008-10-10) Resendo, Leandro Colombi; Pires, João José de Oliveira; Ribeiro, Moisés Renato Nunes; Mateus, Geraldo Robson; Almeida, Renato Tannure Rotta de; Garcia, Anilton Salles; Oliveira, Elias Silva de
The Traffic Grooming Problem (TGP) consists in how to arrange low-bandwidth connection requests into high-capacity lightpaths efficiently. TGP solution aims at improving network capacity utilization. The minimal number optoelectronic transceivers that enable accommodating traffic demands is often used as the objec- tive function for solving TGP. However, TGP belongs to a class of NP-hard problems and optimal solutions are only possible to be found within feasible processing time for small networks (e.g., 6 nodes). This work proposes novel Integer Linear Pro- gramming (ILP) models, heuristic and a hybrid solution to TGP for medium-sized (i.e., around 12 nodes) translucent networks. Initially, ILP models using node-link and link-path paradigms are proposed and their solutions are compared. These models lay the foundations for more complex models addressing issues on network design. A hybrid method is then proposed. It makes use of a heuristic for selecting lightpaths (i.e., the virtual topology) and an ILP model to route the traffic demands over both physical and virtual topologies efficiently. The practical implications of such approach is that it allows, for the first time, the quantification of benefits of transparent lightpaths in terms of transceiver count reduction. Moreover, the miti-gation of transit traffic processing in the electronic layer is also analyzed. For large networks the ILP phase in the hybrid approach again becomes the bottleneck for optimal network design and a fully heuristic solution is necessary. This work shows that efficient solutions can be found through a simple and fast tool for network design without the need of complex parameter tuning, as comparisons with results obtained from solving the hybrid model. Finally, the integration of TGP with survivability is proposed. This work puts forward ILP models for an iterative method using two ILP models to design networks with incremental protection with minimal num- ber of transceivers in mesh networks. Dual Node Interconnected (DNI) multi-ring topologies are studied under inter-ring traffic protection using Virtual Ring (VR) and Drop and Continue (D&C) strategies. Results compare optimal solutions that take into account traffic grooming for different network scenarios including opaque vs. translucent configurations and inter vs. intra traffic growth.
Modelo de Seleção de Carteiras Baseado em Erros de Predição
(Universidade Federal do Espírito Santo, 2008-12-18) Freitas, Fábio Daros de; Souza, Alberto Ferreira de; Almeida, Ailson Rosetti de; Salles, Evandro Ottoni Teatini; Zandonade, Eliana; França, Felipe Maia Galvão
This work presents a new prediction errors-based portfoliooptimization model that cap-tures short-term investment opportunities. We used autoregressive moving references neuralnetwork predictors to predict the stock’s returns and derived a risk measure based on thepredictor’s errors of prediction that maintains the same statistical foundation of the mean-variance model. The efficient diversification effects hold by selecting predictors with lowand complimentary error profiles. A large set of experimentswith real data from the Brazil-ian stock market was employed to evaluate our portfolio optimization model, which includedthe examination of the Normality of the errors of prediction. Our main results showed that itis possible to obtain Normal prediction errors with non-Normal series of stock returns, andthat the prediction errors-based portfolio optimization model better captured the short termopportunities, outperforming the mean-variance model andbeating the market index.
Uma proposta de interface cérebro-computador para comando de cadeiras de rodas
(Universidade Federal do Espírito Santo, 2008-12-23) Ferreira, André; Sarcinelli Filho, Mário; Bastos Filho, Teodiano Freire; Oliveira, José Raimundo de; Mill, José Geraldo; Salles, Evandro Ottoni Teatini; Andreão, Rodrigo Varejão
The implementation of a Brain-Computer Interface (BCI) based on visual stimuli (ERD/ ERS) to command a robotic wheelchair and to stablish a communication interface is presented in this Thesis. The BCI has been developed for impaired people who keep the ability to close/open the eyes, in order to generate the brain patterns here discussed. Experiments carried out with such users, including some with severe neuromuscular disorders, have shown quite promising results. For the users without the capacity of closing/opening the eyes, some changes in the BCI are also proposed. The paradigm used in the BCI is changed from visual stimuli to hands motor imagery. Using such paradigm, the user is supposed to imagine some movements of his/her hands in order to send commands to the robotic wheelchair or the communication interface. Experiments involving both visual and motor imagery paradigms with four severely impaired people and four voluntaries without neuromuscular disorders are here reported. The results are discussed in details and show the feasibility of the proposed BCI.

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