State Space Analysis of Forest Fires

This paper studies forest fires from the perspective of dynamical systems. Burnt area, precipitation and atmospheric temperatures are interpreted as state variables of a complex system and the correlations between them are investigated by means of different mathematical tools. First, we use mutual information to reveal potential relationships in the data. Second, we adopt the state space portrait to characterize the system’s behavior. Third, we compare the annual state space curves and we apply clustering and visualization tools to unveil long-range patterns. We use forest fire data for Portugal, covering the years 1980–2003. The territory is divided into two regions (North and South), characterized by different climates and vegetation. The adopted methodology represents a new viewpoint in the context of forest fires, shedding light on a complex phenomenon that needs to be better understood in order to mitigate its devastating consequences, at both economical and environmental levels.

Fractional State Space Analysis of Economy Systems

This paper examines modern economic growth according to the multidimensional scaling (MDS) method and state space portrait (SSP) analysis. Electing GDP per capita as the main indicator for economic growth and prosperity, the long-run perspective from 1870 to 2010 identifies the main similarities among 34 world partners’ modern economic growth and exemplifies the historical waving mechanics of the largest world economy, the USA. MDS reveals two main clusters among the European countries and their old offshore territories, and SSP identifies the Great Depression as a mild challenge to the American global performance, when compared to the Second World War and the 2008 crisis.

An Exact Schedulability Test for Global FP Using State Space Pruning

Presented at 23rd International Conference on Real-Time Networks and Systems (RTNS 2015). 4 to 6, Nov, 2015, Main Track. Lille, France.

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.

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.

Adaptive modeling and high quality spectral estimation for speech enhancement

In this work an adaptive modeling and spectral estimation scheme based on a dual Discrete Kalman Filtering (DKF) is proposed for speech enhancement. Both speech and noise signals are modeled by an autoregressive structure which provides an underlying time frame dependency and improves time-frequency resolution. The model parameters are arranged to obtain a combined state-space model and are also used to calculate instantaneous power spectral density estimates. The speech enhancement is performed by a dual discrete Kalman filter that simultaneously gives estimates for the models and the signals. This approach is particularly useful as a pre-processing module for parametric based speech recognition systems that rely on spectral time dependent models. The system performance has been evaluated by a set of human listeners and by spectral distances. In both cases the use of this pre-processing module has led to improved results.

Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

Using attractor dynamics to generate decentralized motion control of two mobile robots transporting a long object in coordination

Dynamical systems theory is used here as a theoretical language and tool to design a distributed control architecture for a team of two mobile robots that must transport a long object and simultaneously avoid obstacles. In this approach the level of modeling is at the level of behaviors. A “dynamics” of behavior is defined over a state space of behavioral variables (heading direction and path velocity). The environment is also modeled in these terms by representing task constraints as attractors (i.e. asymptotically stable states) or reppelers (i.e. unstable states) of behavioral dynamics. For each robot attractors and repellers are combined into a vector field that governs the behavior. The resulting dynamical systems that generate the behavior of the robots may be nonlinear. By design the systems are tuned so that the behavioral variables are always very close to one attractor. Thus the behavior of each robot is controled by a time series of asymptotically stable states. Computer simulations support the validity of our dynamic model architectures.

Shannon entropy analysis of the genome code

This paper studies the chromosome information of twenty five species, namely, mammals, fishes, birds, insects, nematodes, fungus, and one plant. A quantifying scheme inspired in the state space representation of dynamical systems is formulated. Based on this algorithm, the information of each chromosome is converted into a bidimensional distribution. The plots are then analyzed and characterized by means of Shannon entropy. The large volume of information is integrated by averaging the lengths and entropy quantities of each species. The results can be easily visualized revealing quantitative global genomic information.

Accessing complexity from genome information

This paper studies the information content of the chromosomes of 24 species. In a first phase, a scheme inspired in dynamical system state space representation is developed. For each chromosome the state space dynamical evolution is shed into a two dimensional chart. The plots are then analyzed and characterized in the perspective of fractal dimension. This information is integrated in two measures of the species’ complexity addressing its average and variability. The results are in close accordance with phylogenetics pointing quantitative aspects of the species’ genomic complexity.

Coordinated transportation of a large object by a team of three robots

Dynamical systems theory in this work is used as a theoretical language and tool to design a distributed control architecture for a team of three robots that must transport a large object and simultaneously avoid collisions with either static or dynamic obstacles. The robots have no prior knowledge of the environment. The dynamics of behavior is defined over a state space of behavior variables, heading direction and path velocity. Task constraints are modeled as attractors (i.e. asymptotic stable states) of the behavioral dynamics. For each robot, these attractors are combined into a vector field that governs the behavior. By design the parameters are tuned so that the behavioral variables are always very close to the corresponding attractors. Thus the behavior of each robot is controlled by a time series of asymptotical stable states. Computer simulations support the validity of the dynamical model architecture.

Coordinated transportation of a large object by a team of two robots

In this paper dynamical systems theory is used as a theoretical language and tool to design a distributed control architecture for a team of two robots that must transport a large object and simultaneously avoid collisions with obstacles (either static or dynamic). This work extends the previous work with two robots (see [1] and [5]). However here we demonstrate that it’s possible to simplify the architecture presented in [1] and [5] and reach an equally stable global behavior. The robots have no prior knowledge of the environment. The dynamics of behavior is defined over a state space of behavior variables, heading direction and path velocity. Task constrains are modeled as attractors (i.e. asymptotic stable states) of a behavioral dynamics. For each robot, these attractors are combined into a vector field that governs the behavior. By design the parameters are tuned so that the behavioral variables are always very close to the corresponding attractors. Thus the behavior of each robot is controlled by a time series of asymptotic stable states. Computer simulations support the validity of the dynamical model architecture.

Analysis of the Van der Pol oscillator containing derivatives of fractional order

In this paper a modified version of the classical Van der Pol oscillator is proposed, introducing fractional-order time derivatives into the state-space model. The resulting fractional-order Van der Pol oscillator is analyzed in the time and frequency domains, using phase portraits, spectral analysis and bifurcation diagrams. The fractional-order dynamics is illustrated through numerical simulations of the proposed schemes using approximations to fractional-order operators. Finally, the analysis is extended to the forced Van der Pol oscillator.

Modelação e previsão de vendas no setor do retalho de calçado

Dissertação apresentada ao Instituto Politécnico do Porto para obtenção do Grau de Mestre em Logística Orientada por: Professora Doutora Patrícia Alexandra Gregório Ramos

Gestão da cadeia de abastecimento de bens de consumo baseada em modelos de previsão lineares

Dissertação apresentada ao Instituto Politécnico do Porto para obtenção do Grau de Mestre em Logística