Inteligência artificial aplicada na previsão de mercados financeiros

Neste documento, são investigados vários métodos usados na inteligência artificial, com o objetivo de obter previsões precisas da evolução dos mercados financeiros. O uso de ferramentas lineares como os modelos AR, MA, ARMA e GARCH têm muitas limitações, pois torna-se muito difícil adaptá-los às não linearidades dos fenómenos que ocorrem nos mercados. Pelas razões anteriormente referidas, os algoritmos como as redes neuronais dinâmicas (TDNN, NARX e ESN), mostram uma maior capacidade de adaptação a estas não linearidades, pois não fazem qualquer pressuposto sobre as distribuições de probabilidade que caracterizam estes mercados. O facto destas redes neuronais serem dinâmicas, faz com que estas exibam um desempenho superior em relação às redes neuronais estáticas, ou outros algoritmos que não possuem qualquer tipo de memória. Apesar das vantagens reveladas pelas redes neuronais, estas são um sistema do tipo black box, o que torna muito difícil extrair informação dos pesos da rede. Isto significa que estes algoritmos devem ser usados com precaução, pois podem tornar-se instáveis.

Real-time tracking and reporting of dynamic events in hierarchical wireless sensor networks

Wireless Sensor Networks (WSNs) are highly distributed systems in which resource allocation (bandwidth, memory) must be performed efficiently to provide a minimum acceptable Quality of Service (QoS) to the regions where critical events occur. In fact, if resources are statically assigned independently from the location and instant of the events, these resources will definitely be misused. In other words, it is more efficient to dynamically grant more resources to sensor nodes affected by critical events, thus providing better network resource management and reducing endto- end delays of event notification and tracking. In this paper, we discuss the use of a WSN management architecture based on the active network management paradigm to provide the real-time tracking and reporting of dynamic events while ensuring efficient resource utilization. The active network management paradigm allows packets to transport not only data, but also program scripts that will be executed in the nodes to dynamically modify the operation of the network. This presumes the use of a runtime execution environment (middleware) in each node to interpret the script. We consider hierarchical (e.g. cluster-tree, two-tiered architecture) WSN topologies since they have been used to improve the timing performance of WSNs as they support deterministic medium access control protocols.

Dynamic artificial neural network for electricity market prices forecast

This paper presents an artificial neural network applied to the forecasting of electricity market prices, with the special feature of being dynamic. The dynamism is verified at two different levels. The first level is characterized as a re-training of the network in every iteration, so that the artificial neural network can able to consider the most recent data at all times, and constantly adapt itself to the most recent happenings. The second level considers the adaptation of the neural network’s execution time depending on the circumstances of its use. The execution time adaptation is performed through the automatic adjustment of the amount of data considered for training the network. This is an advantageous and indispensable feature for this neural network’s integration in ALBidS (Adaptive Learning strategic Bidding System), a multi-agent system that has the purpose of providing decision support to the market negotiating players of MASCEM (Multi-Agent Simulator of Competitive Electricity Markets).

Dynamic QoS-Aware coalition formation

Users of wireless devices increasingly demand access to multimedia content with speci c quality of service requirements. Users might tolerate di erent levels of service, or could be satis ed with di erent quality combinations choices. However, multimedia processing introduces heavy resource requirements on the client side. Our work tries to address the growing demand on resources and performance requirements, by allowing wireless nodes to cooperate with each other to meet resource allocation requests and handle stringent constraints, opportunistically taking advantage of the local ad-hoc network that is created spontaneously, as nodes move in range of each other, forming a temporary coalition for service execution. Coalition formation is necessary when a single node cannot execute a speci c service, but it may also be bene cial when groups perform more e ciently when compared to a single s node performance.

Quantifying the channel quality for interference-aware wireless sensor networks

Reliability of communications is key to expand application domains for sensor networks. SinceWireless Sensor Networks (WSN) operate in the license-free Industrial Scientific and Medical (ISM) bands and hence share the spectrum with other wireless technologies, addressing interference is an important challenge. In order to minimize its effect, nodes can dynamically adapt radio resources provided information about current spectrum usage is available. We present a new channel quality metric, based on availability of the channel over time, which meaningfully quantifies spectrum usage. We discuss the optimum scanning time for capturing the channel condition while maintaining energy-efficiency. Using data collected from a number of Wi-Fi networks operating in a library building, we show that our metric has strong correlation with the Packet Reception Rate (PRR). This suggests that quantifying interference in the channel can help in adapting resources for better reliability. We present a discussion of the usage of our metric for various resource allocation and adaptation strategies.

Improving quality-of-service in wireless sensor networks by mitigating “Hidden-Node Collisions”

Wireless sensor networks (WSNs) emerge as underlying infrastructures for new classes of large-scale networked embedded systems. However, WSNs system designers must fulfill the quality-of-service (QoS) requirements imposed by the applications (and users). Very harsh and dynamic physical environments and extremely limited energy/computing/memory/communication node resources are major obstacles for satisfying QoS metrics such as reliability, timeliness, and system lifetime. The limited communication range of WSN nodes, link asymmetry, and the characteristics of the physical environment lead to a major source of QoS degradation in WSNs-the ldquohidden node problem.rdquo In wireless contention-based medium access control (MAC) protocols, when two nodes that are not visible to each other transmit to a third node that is visible to the former, there will be a collision-called hidden-node or blind collision. This problem greatly impacts network throughput, energy-efficiency and message transfer delays, and the problem dramatically increases with the number of nodes. This paper proposes H-NAMe, a very simple yet extremely efficient hidden-node avoidance mechanism for WSNs. H-NAMe relies on a grouping strategy that splits each cluster of a WSN into disjoint groups of non-hidden nodes that scales to multiple clusters via a cluster grouping strategy that guarantees no interference between overlapping clusters. Importantly, H-NAMe is instantiated in IEEE 802.15.4/ZigBee, which currently are the most widespread communication technologies for WSNs, with only minor add-ons and ensuring backward compatibility with their protocols standards. H-NAMe was implemented and exhaustively tested using an experimental test-bed based on ldquooff-the-shelfrdquo technology, showing that it increases network throughput and transmission success probability up to twice the values obtained without H-NAMe. H-NAMe effectiveness was also demonstrated in a target tracking application with mobile robots - over a WSN deployment.

Dynamic cluster scheduling for cluster-tree WSNs

While Cluster-Tree network topologies look promising for WSN applications with timeliness and energy-efficiency requirements, we are yet to witness its adoption in commercial and academic solutions. One of the arguments that hinder the use of these topologies concerns the lack of flexibility in adapting to changes in the network, such as in traffic flows. This paper presents a solution to enable these networks with the ability to self-adapt their clusters’ duty-cycle and scheduling, to provide increased quality of service to multiple traffic flows. Importantly, our approach enables a network to change its cluster scheduling without requiring long inaccessibility times or the re-association of the nodes. We show how to apply our methodology to the case of IEEE 802.15.4/ZigBee cluster-tree WSNs without significant changes to the protocol. Finally, we analyze and demonstrate the validity of our methodology through a comprehensive simulation and experimental validation using commercially available technology on a Structural Health Monitoring application scenario.

Distributed Sensing of Fluid Dynamic Phenomena with the XDense Sensor Grid Network

IEEE International Conference on Cyber Physical Systems, Networks and Applications (CPSNA'15), Hong Kong, China.

Sensor Integration for Smart Cities Using Multi-Hop Networks

Smart Cities are designed to be living systems and turn urban dwellers life more comfortable and interactive by keeping them aware of what surrounds them, while leaving a greener footprint. The Future Cities Project [1] aims to create infrastructures for research in smart cities including a vehicular network, the BusNet, and an environmental sensor platform, the Urban Sense. Vehicles within the BusNet are equipped with On Board Units (OBUs) that offer free Wi-Fi to passengers and devices near the street. The Urban Sense platform is composed by a set of Data Collection Units (DCUs) that include a set of sensors measuring environmental parameters such as air pollution, meteorology and noise. The Urban Sense platform is expanding and receptive to add new sensors to the platform. The parnership with companies like TNL were made and the need to monitor garbage street containers emerged as air pollution prevention. If refuse collection companies know prior to the refuse collection which route is the best to collect the maximum amount of garbage with the shortest path, they can reduce costs and pollution levels are lower, leaving behind a greener footprint. This dissertation work arises in the need to monitor the garbage street containers and integrate these sensors into an Urban Sense DCU. Due to the remote locations of the garbage street containers, a network extension to the vehicular network had to be created. This dissertation work also focus on the Multi-hop network designed to extend the vehicular network coverage area to the remote garbage street containers. In locations where garbage street containers have access to the vehicular network, Roadside Units (RSUs) or Access Points (APs), the Multi-hop network serves has a redundant path to send the data collected from DCUs to the Urban Sense cloud database. To plan this highly dynamic network, the Wi-Fi Planner Tool was developed. This tool allowed taking measurements on the field that led to an optimized location of the Multi-hop network nodes with the use of radio propagation models. This tool also allowed rendering a temperature-map style overlay for Google Earth [2] application. For the DCU for garbage street containers the parner company provided the access to a HUB (device that communicates with the sensor inside the garbage containers). The Future Cities use the Raspberry pi as a platform for the DCUs. To collect the data from the HUB a RS485 to RS232 converter was used at the physical level and the Modbus protocol at the application level. To determine the location and status of the vehicles whinin the vehicular network a TCP Server was developed. This application was developed for the OBUs providing the vehicle Global Positioning System (GPS) location as well as information of when the vehicle is stopped, moving, on idle or even its slope. To implement the Multi-hop network on the field some scripts were developed such as pingLED and “shark”. These scripts helped upon node deployment on the field as well as to perform all the tests on the network. Two setups were implemented on the field, an urban setup was implemented for a Multi-hop network coverage survey and a sub-urban setup was implemented to test the Multi-hop network routing protocols, Optimized Link State Routing Protocol (OLSR) and Babel.

Quality-of-service aware routing for static and mobile IPv6-based low-power and lossy sensor networks using RPL

The Internet of Things (IoT) has emerged as a paradigm over the last few years as a result of the tight integration of the computing and the physical world. The requirement of remote sensing makes low-power wireless sensor networks one of the key enabling technologies of IoT. These networks encompass several challenges, especially in communication and networking, due to their inherent constraints of low-power features, deployment in harsh and lossy environments, and limited computing and storage resources. The IPv6 Routing Protocol for Low Power and Lossy Networks (RPL) [1] was proposed by the IETF ROLL (Routing Over Low-power Lossy links) working group and is currently adopted as an IETF standard in the RFC 6550 since March 2012. Although RPL greatly satisfied the requirements of low-power and lossy sensor networks, several issues remain open for improvement and specification, in particular with respect to Quality of Service (QoS) guarantees and support for mobility. In this paper, we focus mainly on the RPL routing protocol. We propose some enhancements to the standard specification in order to provide QoS guarantees for static as well as mobile LLNs. For this purpose, we propose OF-FL (Objective Function based on Fuzzy Logic), a new objective function that overcomes the limitations of the standardized objective functions that were designed for RPL by considering important link and node metrics, namely end-to-end delay, number of hops, ETX (Expected transmission count) and LQL (Link Quality Level). In addition, we present the design of Co-RPL, an extension to RPL based on the corona mechanism that supports mobility in order to overcome the problem of slow reactivity to frequent topology changes and thus providing a better quality of service mainly in dynamic networks application. Performance evaluation results show that both OF-FL and Co-RPL allow a great improvement when compared to the standard specification, mainly in terms of packet loss ratio and average network latency. 2015 Elsevier B.V. Al

The European challenge of KMN and innovation: a skills and competence portfolio for knowledge worker in SME's

Versão editor: http://www.isegi.unl.pt/docentes/acorreia/documentos/European_Challenge_KM_Innovation_2004.pdf

Ankle dynamic in stroke patients: agonist vs. antagonist muscle relations

O documento em anexo encontra-se na versão post-print (versão corrigida pelo editor).

Self-optimization for dynamic scheduling in manufacturing systems

Scheduling is a critical function that is present throughout many industries and applications. A great need exists for developing scheduling approaches that can be applied to a number of different scheduling problems with significant impact on performance of business organizations. A challenge is emerging in the design of scheduling support systems for manufacturing environments where dynamic adaptation and optimization become increasingly important. In this paper, we describe a Self-Optimizing Mechanism for Scheduling System through Nature Inspired Optimization Techniques (NIT).

A hybrid intelligent system for distributed dynamic scheduling

This chapter addresses the resolution of dynamic scheduling by means of meta-heuristic and multi-agent systems. Scheduling is an important aspect of automation in manufacturing systems. Several contributions have been proposed, but the problem is far from being solved satisfactorily, especially if scheduling concerns real world applications. The proposed multi-agent scheduling system assumes the existence of several resource agents (which are decision-making entities based on meta-heuristics) distributed inside the manufacturing system that interact with other agents in order to obtain optimal or near-optimal global performances.

MASDSheGATS – Scheduling System for Dynamic Manufacturing Environments

This chapter addresses the resolution of scheduling in manufacturing systems subject to perturbations. The planning of Manufacturing Systems involves frequently the resolution of a huge amount and variety of combinatorial optimisation problems with an important impact on the performance of manufacturing organisations. Examples of those problems are the sequencing and scheduling problems in manufacturing management, routing and transportation, layout design and timetabling problems.