Fractional State Space Analysis of Temperature Time Series

Atmospheric temperatures characterize Earth as a slow dynamics spatiotemporal system, revealing long-memory and complex behavior. Temperature time series of 54 worldwide geographic locations are considered as representative of the Earth weather dynamics. These data are then interpreted as the time evolution of a set of state space variables describing a complex system. The data are analyzed by means of multidimensional scaling (MDS), and the fractional state space portrait (fSSP). A centennial perspective covering the period from 1910 to 2012 allows MDS to identify similarities among different Earth’s locations. The multivariate mutual information is proposed to determine the “optimal” order of the time derivative for the fSSP representation. The fSSP emerges as a valuable alternative for visualizing system dynamics.

Visualizing control systems performance: A fractional perspective

This article presents a novel method for visualizing the control systems behavior. The proposed scheme uses the tools of fractional calculus and computes the signals propagating within the system structure as a time/frequency-space wave. Linear and nonlinear closed-loop control systems are analyzed, for both the time and frequency responses, under the action of a reference step input signal. Several nonlinearities, namely, Coulomb friction and backlash, are also tested. The numerical experiments demonstrate the feasibility of the proposed methodology as a visualization tool and motivate its extension for other systems and classes of nonlinearities.

Performance of state space and ARIMA models for consumer retail sales forecasting

Forecasting future sales is one of the most important issues that is beyond all strategic and planning decisions in effective operations of retail businesses. For profitable retail businesses, accurate demand forecasting is crucial in organizing and planning production, purchasing, transportation and labor force. Retail sales series belong to a special type of time series that typically contain trend and seasonal patterns, presenting challenges in developing effective forecasting models. This work compares the forecasting performance of state space models and ARIMA models. The forecasting performance is demonstrated through a case study of retail sales of five different categories of women footwear: Boots, Booties, Flats, Sandals and Shoes. On both methodologies the model with the minimum value of Akaike's Information Criteria for the in-sample period was selected from all admissible models for further evaluation in the out-of-sample. Both one-step and multiple-step forecasts were produced. The results show that when an automatic algorithm the overall out-of-sample forecasting performance of state space and ARIMA models evaluated via RMSE, MAE and MAPE is quite similar on both one-step and multi-step forecasts. We also conclude that state space and ARIMA produce coverage probabilities that are close to the nominal rates for both one-step and multi-step forecasts.

Serviço de correio eletrónico em ambiente marítimo utilizando redes tolerantes ao atraso

Delay Tolerant Network (DTN) é uma arquitetura de redes que procura resolver os problemas associados à conetividade intermitente de sistemas e possibilita a existência de comunicações em ambientes onde o conjunto de protocolos tradicionais TCP/IP não funciona. A arquitetura DTN é adequada a cenários com uma topologia de rede dinâmica, densidade de nós reduzida, conetividade intermitente e de curta duração entre os nós, e em que as aplicações são tolerantes ao atraso. Nesta dissertação é apresentada uma solução de baixo custo recorrendo ao conceito DTN que permite a utilizadores de embarcações utilizarem o serviço de correio eletrónico no mar. A solução estende o sistema de correio eletrónico ao cenário marítimo recorrendo a estações na costa, comunicação sem fios entre embarcações e entre estas e a estações na costa, e à capacidade das embarcações funcionarem como meios de transporte de dados. Para proceder à validação da proposta apresentada, foi implementado um protótipo com o sistema de correio eletrónico adaptado ao cenário marítimo. O protótipo é constituído por vários nós, configurados de forma a assumir o papel de embarcações, estação da costa e um servidor de e-mail presente na Internet. Os resultados dos testes experimentais realizados em ambiente controlado mostram que os objetivos do trabalho foram alcançados. O serviço de e-mail assente sobre a arquitetura DTN e adaptado ao cenário de comunicações marítimo foi testado em diferentes contextos, e em todos eles, as experiências tiveram resultados positivos.