Data envelopment analysis: eficiência relativa das unidades de tomada de decisão

A avaliação das organizações e a deterntinação da performance obtida pelo exercício da gestão, tem sido uma preocupação constante de gestores e accionistas, embora com objectivos diversos. Nos dias de hoje, a questão coloca-se com maior acuidade quer pela competitividade acrescida quer pela dimensão e complexidade actual das empresas. Pretendemos com este trabalho fazer uma descrição da metodologia DEA - Data Envelopment Analysis - nas suas formulações iniciais mais simples. A metodologia do DEA, pretende obter uma medida única e simples de avaliação da eficiência, combinando um conjunto de outputs e de inputs relativos às diferentes unidades homogéneas que se pretendem avaliar. O método DEA é um método não paramétrico que pelas suas características é particularmente adequado à avaliação de unidades homogéneas não necessariamente lucrativas. Concluímos, em geral, que são úteis e constituem um avanço importante, as informações obtidas através do DEA mas que outros métodos, designadamente rácios e análises de regressão, podem dar um contributo importante para complementar aquela análise.

On the analysis of data emerging in non-linear and complex systemscomparison of two X-Ray prony spectra

New arguments proving that successive (repeated) measurements have a memory and actually remember each other are presented. The recognition of this peculiarity can change essentially the existing paradigm associated with conventional observation in behavior of different complex systems and lead towards the application of an intermediate model (IM). This IM can provide a very accurate fit of the measured data in terms of the Prony's decomposition. This decomposition, in turn, contains a small set of the fitting parameters relatively to the number of initial data points and allows comparing the measured data in cases where the “best fit” model based on some specific physical principles is absent. As an example, we consider two X-ray diffractometers (defined in paper as A- (“cheap”) and B- (“expensive”) that are used after their proper calibration for the measuring of the same substance (corundum a-Al2O3). The amplitude-frequency response (AFR) obtained in the frame of the Prony's decomposition can be used for comparison of the spectra recorded from (A) and (B) - X-ray diffractometers (XRDs) for calibration and other practical purposes. We prove also that the Fourier decomposition can be adapted to “ideal” experiment without memory while the Prony's decomposition corresponds to real measurement and can be fitted in the frame of the IM in this case. New statistical parameters describing the properties of experimental equipment (irrespective to their internal “filling”) are found. The suggested approach is rather general and can be used for calibration and comparison of different complex dynamical systems in practical purposes.

Descoberta de Conhecimento em Dádivas de Sangue

Atualmente, são geradas enormes quantidades de dados que, na maior parte das vezes, não são devidamente analisados. Como tal, existe um fosso cada vez mais significativo entre os dados existentes e a quantidade de dados que é realmente analisada. Esta situação verifica-se com grande frequência na área da saúde. De forma a combater este problema foram criadas técnicas que permitem efetuar uma análise de grandes massas de dados, retirando padrões e conhecimento intrínseco dos dados. A área da saúde é um exemplo de uma área que cria enormes quantidades de dados diariamente, mas que na maior parte das vezes não é retirado conhecimento proveitoso dos mesmos. Este novo conhecimento poderia ajudar os profissionais de saúde a obter resposta para vários problemas. Esta dissertação pretende apresentar todo o processo de descoberta de conhecimento: análise dos dados, preparação dos dados, escolha dos atributos e dos algoritmos, aplicação de técnicas de mineração de dados (classificação, segmentação e regras de associação), escolha dos algoritmos (C5.0, CHAID, Kohonen, TwoSteps, K-means, Apriori) e avaliação dos modelos criados. O projeto baseia-se na metodologia CRISP-DM e foi desenvolvido com a ferramenta Clementine 12.0. O principal intuito deste projeto é retirar padrões e perfis de dadores que possam vir a contrair determinadas doenças (anemia, doenças renais, hepatite, entre outras) ou quais as doenças ou valores anormais de componentes sanguíneos que podem ser comuns entre os dadores.

Zonal prices analysis supported by a data mining based methodology

A methodology based on data mining techniques to support the analysis of zonal prices in real transmission networks is proposed in this paper. The mentioned methodology uses clustering algorithms to group the buses in typical classes that include a set of buses with similar LMP values. Two different clustering algorithms have been used to determine the LMP clusters: the two-step and K-means algorithms. In order to evaluate the quality of the partition as well as the best performance algorithm adequacy measurements indices are used. The paper includes a case study using a Locational Marginal Prices (LMP) data base from the California ISO (CAISO) in order to identify zonal prices.

Analysis and visualization of seismic data using mutual information

Seismic data is difficult to analyze and classical mathematical tools reveal strong limitations in exposing hidden relationships between earthquakes. In this paper, we study earthquake phenomena in the perspective of complex systems. Global seismic data, covering the period from 1962 up to 2011 is analyzed. The events, characterized by their magnitude, geographic location and time of occurrence, are divided into groups, either according to the Flinn-Engdahl (F-E) seismic regions of Earth or using a rectangular grid based in latitude and longitude coordinates. Two methods of analysis are considered and compared in this study. In a first method, the distributions of magnitudes are approximated by Gutenberg-Richter (G-R) distributions and the parameters used to reveal the relationships among regions. In the second method, the mutual information is calculated and adopted as a measure of similarity between regions. In both cases, using clustering analysis, visualization maps are generated, providing an intuitive and useful representation of the complex relationships that are present among seismic data. Such relationships might not be perceived on classical geographic maps. Therefore, the generated charts are a valid alternative to other visualization tools, for understanding the global behavior of earthquakes.

Analysis of financial data series using fractional Fourier transform and multidimensional scaling

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by applying the classical concepts of signal analysis, fractional Fourier transform, and methods of fractional calculus. In a second phase we adopt the multidimensional scaling approach. Stock market indexes are examples of complex interacting systems for which a huge amount of data exists. Therefore, these indexes, viewed from a different perspectives, lead to new classification patterns.

Some reflections on acquisition, processing and analysis of statistical data in forest soils

Beyond the classical statistical approaches (determination of basic statistics, regression analysis, ANOVA, etc.) a new set of applications of different statistical techniques has increasingly gained relevance in the analysis, processing and interpretation of data concerning the characteristics of forest soils. This is possible to be seen in some of the recent publications in the context of Multivariate Statistics. These new methods require additional care that is not always included or refered in some approaches. In the particular case of geostatistical data applications it is necessary, besides to geo-reference all the data acquisition, to collect the samples in regular grids and in sufficient quantity so that the variograms can reflect the spatial distribution of soil properties in a representative manner. In the case of the great majority of Multivariate Statistics techniques (Principal Component Analysis, Correspondence Analysis, Cluster Analysis, etc.) despite the fact they do not require in most cases the assumption of normal distribution, they however need a proper and rigorous strategy for its utilization. In this work, some reflections about these methodologies and, in particular, about the main constraints that often occur during the information collecting process and about the various linking possibilities of these different techniques will be presented. At the end, illustrations of some particular cases of the applications of these statistical methods will also be presented.

Acquisition and data analysis related to changes in some forest soils properties after prescribed fire action

Controlled fires in forest areas are frequently used in most Mediterranean countries as a preventive technique to avoid severe wildfires in summer season. In Portugal, this forest management method of fuel mass availability is also used and has shown to be beneficial as annual statistical reports confirm that the decrease of wildfires occurrence have a direct relationship with the controlled fire practice. However prescribed fire can have serious side effects in some forest soil properties. This work shows the changes that occurred in some forest soils properties after a prescribed fire action. The experiments were carried out in soil cover over a natural site of Andaluzitic schist, in Gramelas, Caminha, Portugal, that had not been burn for four years. The composed soil samples were collected from five plots at three different layers (0-3cm, 3-6cm and 6-18cm) during a three-year monitoring period after the prescribed burning. Principal Component Analysis was used to reach the presented conclusions.

Acqusition and data analysis of the eco-efficiency for the establishment of indicators parameters for industrial environmental sustainability

The industrial activity is inevitably associated with a certain degradation of the environmental quality, because is not possible to guarantee that a manufacturing process can be totally innocuous. The eco-efficiency concept is globally accepted as a philosophy of entreprise management, that encourages the companies to become more competitive, innovative and environmentally responsible by promoting the link between its companies objectives for excellence and its objectives of environmental excellence issues. This link imposes the creation of an organizational methodology where the performance of the company is concordant with the sustainable development. The main propose of this project is to apply the concept of eco-efficiency to the particular case of the metallurgical and metal workshop industries through the development of the particular indicators needed and to produce a manual of procedures for implementation of the accurate solution.

Data analysis applied to the evaluation of a technological nature teaching model as a regional development tool

This paper presents the creation and development of technological schools directly linked to the business community and to higher public education. Establishing themselves as the key interface between the two sectors they make a signigicant contribution by having a greater competitive edge when faced with increasing competition in the tradional markets. The development of new business strategies supported by references of excellence, quality and competitiveness also provides a good link between the estalishment of partnerships aiming at the qualification of education boards at a medium level between the technological school and higher education with a technological foundation. We present a case study as an example depicting the success of Escola Tecnológica de Vale de Cambra.

Optimization of River Water Quality Surveys by Multivariate Analysis of Physicochemical, Bacteriological and Ecotoxicological Data

This study aims to optimize the water quality monitoring of a polluted watercourse (Leça River, Portugal) through the principal component analysis (PCA) and cluster analysis (CA). These statistical methodologies were applied to physicochemical, bacteriological and ecotoxicological data (with the marine bacterium Vibrio fischeri and the green alga Chlorella vulgaris) obtained with the analysis of water samples monthly collected at seven monitoring sites and during five campaigns (February, May, June, August, and September 2006). The results of some variables were assigned to water quality classes according to national guidelines. Chemical and bacteriological quality data led to classify Leça River water quality as “bad” or “very bad”. PCA and CA identified monitoring sites with similar pollution pattern, giving to site 1 (located in the upstream stretch of the river) a distinct feature from all other sampling sites downstream. Ecotoxicity results corroborated this classification thus revealing differences in space and time. The present study includes not only physical, chemical and bacteriological but also ecotoxicological parameters, which broadens new perspectives in river water characterization. Moreover, the application of PCA and CA is very useful to optimize water quality monitoring networks, defining the minimum number of sites and their location. Thus, these tools can support appropriate management decisions.

Scenarios Generation for Multi-Agent simulation of Electricity Markets based on Intelligent Data Analysis

This document presents a tool able to automatically gather data provided by real energy markets and to generate scenarios, capture and improve market players’ profiles and strategies by using knowledge discovery processes in databases supported by artificial intelligence techniques, data mining algorithms and machine learning methods. It provides the means for generating scenarios with different dimensions and characteristics, ensuring the representation of real and adapted markets, and their participating entities. The scenarios generator module enhances the MASCEM (Multi-Agent Simulator of Competitive Electricity Markets) simulator, endowing a more effective tool for decision support. The achievements from the implementation of the proposed module enables researchers and electricity markets’ participating entities to analyze data, create real scenarios and make experiments with them. On the other hand, applying knowledge discovery techniques to real data also allows the improvement of MASCEM agents’ profiles and strategies resulting in a better representation of real market players’ behavior. This work aims to improve the comprehension of electricity markets and the interactions among the involved entities through adequate multi-agent simulation.

Analysis of Consumption Data to Detect Commercial Losses Using Performance Evaluation Methods in a Smart Grid

Electric power networks, namely distribution networks, have been suffering several changes during the last years due to changes in the power systems operation, towards the implementation of smart grids. Several approaches to the operation of the resources have been introduced, as the case of demand response, making use of the new capabilities of the smart grids. In the initial levels of the smart grids implementation reduced amounts of data are generated, namely consumption data. The methodology proposed in the present paper makes use of demand response consumers’ performance evaluation methods to determine the expected consumption for a given consumer. Then, potential commercial losses are identified using monthly historic consumption data. Real consumption data is used in the case study to demonstrate the application of the proposed method.

Integer and Fractional Order Entropy Analysis of Earthquake Data-series

This paper studies the statistical distributions of worldwide earthquakes from year 1963 up to year 2012. A Cartesian grid, dividing Earth into geographic regions, is considered. Entropy and the Jensen–Shannon divergence are used to analyze and compare real-world data. Hierarchical clustering and multi-dimensional scaling techniques are adopted for data visualization. Entropy-based indices have the advantage of leading to a single parameter expressing the relationships between the seismic data. Classical and generalized (fractional) entropy and Jensen–Shannon divergence are tested. The generalized measures lead to a clear identification of patterns embedded in the data and contribute to better understand earthquake distributions.

Entropy Analysis of Industrial Accident Data Series

Complex industrial plants exhibit multiple interactions among smaller parts and with human operators. Failure in one part can propagate across subsystem boundaries causing a serious disaster. This paper analyzes the industrial accident data series in the perspective of dynamical systems. First, we process real world data and show that the statistics of the number of fatalities reveal features that are well described by power law (PL) distributions. For early years, the data reveal double PL behavior, while, for more recent time periods, a single PL fits better into the experimental data. Second, we analyze the entropy of the data series statistics over time. Third, we use the Kullback–Leibler divergence to compare the empirical data and multidimensional scaling (MDS) techniques for data analysis and visualization. Entropy-based analysis is adopted to assess complexity, having the advantage of yielding a single parameter to express relationships between the data. The classical and the generalized (fractional) entropy and Kullback–Leibler divergence are used. The generalized measures allow a clear identification of patterns embedded in the data.