Método de desagregação temporal para a previsão da taxa de desemprego em Portugal

Dissertação de mestrado em Estatística

Roteiro metodológico para o estudo dos moinhos e aproveitamentos hidráulicos no concelho de Lousada

A Agência Portuguesa do Ambiente é possuidora de um valioso arquivo, resultante da atividade centenária desenvolvida pelos diferentes organismos com tutela sobre a gestão da água e o planeamento dos recursos hídricos, que importa conhecer e divulgar. O Arquivo Histórico dos Serviços Hidráulicos é um dos mais ricos acervos locais do País, reunindo um conjunto de milhares de documentos, que vão do século XIX à atualidade, constituindo um repositório documental com características ímpares e um testemunho da identidade, memória e história dos Serviços Hidráulicos. Os processos arquivados contam casos de estudo que percorrem os usos das águas públicas para diferentes fins e as modalidades da sua utilização, das quais queremos destacar os aproveitamentos hidráulicos e a laboração de moinhos. Com este artigo, pretendemos apresentar um roteiro metodológico para o estudo das formas de organização dos processos existentes no arquivo sobre os moinhos e aproveitamentos hidráulicos, no concelho de Lousada, no que respeita aos documentos e peças anexas, bem como aos modelos administrativos subjacentes.

Forecasting human entrances at a commercial store using facial recognition data

Dissertação de mestrado integrado em Engenharia e Gestão de Sistemas de Informação

New control algorithm for single-phase series active power filter

This paper presents a single-phase Series Active Power Filter (Series APF) for mitigation of the load voltage harmonic content, while maintaining the voltage on the DC side regulated without the support of a voltage source. The proposed series active power filter control algorithm eliminates the additional voltage source to regulate the DC voltage, and with the adopted topology it is not used a coupling transformer to interface the series active power filter with the electrical power grid. The paper describes the control strategy which encapsulates the grid synchronization scheme, the compensation voltage calculation, the damping algorithm and the dead-time compensation. The topology and control strategy of the series active power filter have been evaluated in simulation software and simulations results are presented. Experimental results, obtained with a developed laboratorial prototype, validate the theoretical assumptions, and are within the harmonic spectrum limits imposed by the international recommendations of the IEEE-519 Standard.

Predicting SO2 pollution incidents by means of additive models with optimum variable selection

The aim of this paper is to predict time series of SO2 concentrations emitted by coal-fired power stations in order to estimate in advance emission episodes and analyze the influence of some meteorological variables in the prediction. An emission episode is said to occur when the series of bi-hourly means of SO2 is greater than a specific level. For coal-fired power stations it is essential to predict emission epi- sodes sufficiently in advance so appropriate preventive measures can be taken. We proposed a meth- odology to predict SO2 emission episodes based on using an additive model and an algorithm for variable selection. The methodology was applied to the estimation of SO2 emissions registered in sampling lo- cations near a coal-fired power station located in Northern Spain. The results obtained indicate a good performance of the model considering only two terms of the time series and that the inclusion of the meteorological variables in the model is not significant.

Application of wavelets to the study of political history

\The idea that social processes develop in a cyclical manner is somewhat like a `Lorelei'. Researchers are lured to it because of its theoretical promise, only to become entangled in (if not wrecked by) messy problems of empirical inference. The reasoning leading to hypotheses of some kind of cycle is often elegant enough, yet the data from repeated observations rarely display the supposed cyclical pattern. (...) In addition, various `schools' seem to exist which frequently arrive at di erent conclusions on the basis of the same data." (van der Eijk and Weber 1987:271). Much of the empirical controversies around these issues arise because of three distinct problems: the coexistence of cycles of di erent periodicities, the possibility of transient cycles and the existence of cycles without xed periodicity. In some cases, there are no reasons to expect any of these phenomena to be relevant. Seasonality caused by Christmas is one such example (Wen 2002). In such cases, researchers mostly rely on spectral analysis and Auto-Regressive Moving-Average (ARMA) models to estimate the periodicity of cycles.1 However, and this is particularly true in social sciences, sometimes there are good theoretical reasons to expect irregular cycles. In such cases, \the identi cation of periodic movement in something like the vote is a daunting task all by itself. When a pendulum swings with an irregular beat (frequency), and the extent of the swing (amplitude) is not constant, mathematical functions like sine-waves are of no use."(Lebo and Norpoth 2007:73) In the past, this di culty has led to two di erent approaches. On the one hand, some researchers dismissed these methods altogether, relying on informal alternatives that do not meet rigorous standards of statistical inference. Goldstein (1985 and 1988), studying the severity of Great power wars is one such example. On the other hand, there are authors who transfer the assumptions of spectral analysis (and ARMA models) into fundamental assumptions about the nature of social phenomena. This type of argument was produced by Beck (1991) who, in a reply to Goldstein (1988), claimed that only \ xed period models are meaningful models of cyclic phenomena".We argue that wavelet analysis|a mathematical framework developed in the mid-1980s (Grossman and Morlet 1984; Goupillaud et al. 1984) | is a very viable alternative to study cycles in political time-series. It has the advantage of staying close to the frequency domain approach of spectral analysis while addressing its main limitations. Its principal contribution comes from estimating the spectral characteristics of a time-series as a function of time, thus revealing how its di erent periodic components may change over time. The rest of article proceeds as follows. In the section \Time-frequency Analysis", we study in some detail the continuous wavelet transform and compare its time-frequency properties with the more standard tool for that purpose, the windowed Fourier transform. In the section \The British Political Pendulum", we apply wavelet analysis to essentially the same data analyzed by Lebo and Norpoth (2007) and Merrill, Grofman and Brunell (2011) and try to provide a more nuanced answer to the same question discussed by these authors: do British electoral politics exhibit cycles? Finally, in the last section, we present a concise list of future directions.

A proactive intelligent decision support system for predicting the popularity of online news

"Lecture notes in computer science series, ISSN 0302-9743, vol. 9273"

Automatic generation of ETL physical systems from BPMN conceptual models

ETL conceptual modeling is a very important activity in any data warehousing system project implementation. Owning a high-level system representation allowing for a clear identification of the main parts of a data warehousing system is clearly a great advantage, especially in early stages of design and development. However, the effort to model conceptually an ETL system rarely is properly rewarded. Translating ETL conceptual models directly into something that saves work and time on the concrete implementation of the system process it would be, in fact, a great help. In this paper we present and discuss a hybrid approach to this problem, combining the simplicity of interpretation and power of expression of BPMN on ETL systems conceptualization with the use of ETL patterns to produce automatically an ETL skeleton, a first prototype system, which has the ability to be executed in a commercial ETL tool like Kettle.

Development of a methodology to incorporate risk and uncertainty in electricity power planning

Dissertação de mestrado em Engenharia Industrial

Development of a thermoelectric generator for the exhaust of a vehicle

Dissertação de mestrado integrado em Engenharia Mecânica

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Introduction [to Contact force models for multibody dynamics]

"Series: Solid mechanics and its applications, vol. 226"

Pure elastic contact force models

"Series: Solid mechanics and its applications, vol. 226"

Dissipative contact force models

"Series: Solid mechanics and its applications, vol. 226"

Contact force models for multibody dynamics

"Series: Solid mechanics and its applications, vol. 226"