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

Dissertação de mestrado em Estatística

Forecasting human entrances at a commercial store using facial recognition data

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

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.

Real-Time models to predict the use of vasopressors in monitored patients

The needs of reducing human error has been growing in every field of study, and medicine is one of those. Through the implementation of technologies is possible to help in the decision making process of clinics, therefore to reduce the difficulties that are typically faced. This study focuses on easing some of those difficulties by presenting real-time data mining models capable of predicting if a monitored patient, typically admitted in intensive care, will need to take vasopressors. Data Mining models were induced using clinical variables such as vital signs, laboratory analysis, among others. The best model presented a sensitivity of 94.94%. With this model it is possible reducing the misuse of vasopressors acting as prevention. At same time it is offered a better care to patients by anticipating their treatment with vasopressors.

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.

Modelos de apoio às decisão na conceção e planeamento de um armazém

Programa Doutoral em Engenharia Industrial e de Sistemas.

Single line for assembly just-in-sequence multiple models

Programa Doutoral em Líderes para as Indústrias Tecnológicas

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.

Investigations on relational control of time perception

Tese de Doutoramento em Psicologia Básica

Predicting triage waiting time in maternity emergency care by means of data mining

Healthcare organizations often benefit from information technologies as well as embedded decision support systems, which improve the quality of services and help preventing complications and adverse events. In Centro Materno Infantil do Norte (CMIN), the maternal and perinatal care unit of Centro Hospitalar of Oporto (CHP), an intelligent pre-triage system is implemented, aiming to prioritize patients in need of gynaecology and obstetrics care in two classes: urgent and consultation. The system is designed to evade emergency problems such as incorrect triage outcomes and extensive triage waiting times. The current study intends to improve the triage system, and therefore, optimize the patient workflow through the emergency room, by predicting the triage waiting time comprised between the patient triage and their medical admission. For this purpose, data mining (DM) techniques are induced in selected information provided by the information technologies implemented in CMIN. The DM models achieved accuracy values of approximately 94% with a five range target distribution, which not only allow obtaining confident prediction models, but also identify the variables that stand as direct inducers to the triage waiting times.

Predicting pre-triage waiting time in a maternity emergency room through data mining

An unsuitable patient flow as well as prolonged waiting lists in the emergency room of a maternity unit, regarding gynecology and obstetrics care, can affect the mother and child’s health, leading to adverse events and consequences regarding their safety and satisfaction. Predicting the patients’ waiting time in the emergency room is a means to avoid this problem. This study aims to predict the pre-triage waiting time in the emergency care of gynecology and obstetrics of Centro Materno Infantil do Norte (CMIN), the maternal and perinatal care unit of Centro Hospitalar of Oporto, situated in the north of Portugal. Data mining techniques were induced using information collected from the information systems and technologies available in CMIN. The models developed presented good results reaching accuracy and specificity values of approximately 74% and 94%, respectively. Additionally, the number of patients and triage professionals working in the emergency room, as well as some temporal variables were identified as direct enhancers to the pre-triage waiting time. The imp lementation of the attained knowledge in the decision support system and business intelligence platform, deployed in CMIN, leads to the optimization of the patient flow through the emergency room and improving the quality of services.

Real-Time decision support using data mining to predict blood pressure critical events in intensive medicine patients

Patient blood pressure is an important vital signal to the physicians take a decision and to better understand the patient condition. In Intensive Care Units is possible monitoring the blood pressure due the fact of the patient being in continuous monitoring through bedside monitors and the use of sensors. The intensivist only have access to vital signs values when they look to the monitor or consult the values hourly collected. Most important is the sequence of the values collected, i.e., a set of highest or lowest values can signify a critical event and bring future complications to a patient as is Hypotension or Hypertension. This complications can leverage a set of dangerous diseases and side-effects. The main goal of this work is to predict the probability of a patient has a blood pressure critical event in the next hours by combining a set of patient data collected in real-time and using Data Mining classification techniques. As output the models indicate the probability (%) of a patient has a Blood Pressure Critical Event in the next hour. The achieved results showed to be very promising, presenting sensitivity around of 95%.