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.

Multidimensional scaling for orthodontic root resorption

The paper investigates the risk factors for the severity of orthodontic root resorption. The multidimensional scaling (MDS) visualization method is used to investigate the experimental data from patients who received orthodontic treatment at the Department of Orthodontics and Dentofacial Orthopedics, Faculty of Dentistry, “Carol Davila” University of Medicine and Pharmacy, during a period of 4 years. The clusters emerging in the MDS plots reveal features and properties not easily captured by classical statistical tools. The results support the adoption of MDS for tackling the dentistry information and overcoming noise embedded into the data. The method introduced in this paper is rapid, efficient, and very useful for treating the risk factors for the severity of orthodontic root resorption.

Is multidimensional scaling suitable for mapping the input respiratory impedance in subjects and patients?

This paper presents the application of multidimensional scaling (MDS) analysis to data emerging from noninvasive lung function tests, namely the input respiratory impedance. The aim is to obtain a geometrical mapping of the diseases in a 3D space representation, allowing analysis of (dis)similarities between subjects within the same pathology groups, as well as between the various groups. The adult patient groups investigated were healthy, diagnosed chronic obstructive pulmonary disease (COPD) and diagnosed kyphoscoliosis, respectively. The children patient groups were healthy, asthma and cystic fibrosis. The results suggest that MDS can be successfully employed for mapping purposes of restrictive (kyphoscoliosis) and obstructive (COPD) pathologies. Hence, MDS tools can be further examined to define clear limits between pools of patients for clinical classification, and used as a training aid for medical traineeship.

Characterization approach to modified glassy carbon electrode-nanofilm system within multidimensional scaling

The aim of this work is to characterize the nanofilm consisting of the benzoic acid-modified glassy carbon (GC) electrode system through multidimensional scaling space analysis. The surface modification is based on the electrochemical reaction between the GC electrode and benzoic acid-diazonium salt (BA-DAS). As a result, the nonofilms regarding the benzoic acid-glassy carbon (BA-GC) electrode surface was obtained. For the analysis of the naonfilm of BC-GC electrode system, the IR spectra of the modified BA-GC electrode surface, GC surface and BA-DAS were recorded in the spectral range of 599.84 – 3996.34 [cm–1]. The IR data vectors of the above three forms were processed by the using the multidimensional scaling space approach to demonstrate the existence of a nanofilm on the modified BA-GC electrode system. Two- and three-dimensional MDS profiles obtained by application of multidimensional scaling approach to the data sets {CG1,...,CG10}, {BA-GC1,...,BA-GC10} and {FILM1,...,FILM10} allow a good recognition of the nanofilm on the modified glassy carbon (GC) electrode system.

Multidimensional scaling analysis of electricity market prices

This paper studies the impact of energy and stock markets upon electricity markets using Multidimensional Scaling (MDS). Historical values from major energy, stock and electricity markets are adopted. To analyze the data several graphs produced by MDS are presented and discussed. This method is useful to have a deeper insight into the behavior and the correlation of the markets. The results may also guide the construction models, helping electricity markets agents hedging against Market Clearing Price (MCP) volatility and, simultaneously, to achieve better financial results.

Multidimensional scaling visualization of earthquake phenomena

Earthquakes are associated with negative events, such as large number of casualties, destruction of buildings and infrastructures, or emergence of tsunamis. In this paper, we apply the Multidimensional Scaling (MDS) analysis to earthquake data. MDS is a set of techniques that produce spatial or geometric representations of complex objects, such that, objects perceived to be similar/distinct in some sense are placed nearby/distant on the MDS maps. The interpretation of the charts is based on the resulting clusters since MDS produces a different locus for each similarity measure. In this study, over three million seismic occurrences, covering the period from January 1, 1904 up to March 14, 2012 are analyzed. The events, characterized by their magnitude and spatiotemporal distributions, are divided into groups, either according to the Flinn–Engdahl seismic regions of Earth or using a rectangular grid based in latitude and longitude coordinates. Space-time and Space-frequency correlation indices are proposed to quantify the similarities among events. MDS has the advantage of avoiding sensitivity to the non-uniform spatial distribution of seismic data, resulting from poorly instrumented areas, and is well suited for accessing dynamics of complex systems. MDS maps are proven as an intuitive and useful visual representation of the complex relationships that are present among seismic events, which may not be perceived on traditional geographic maps. Therefore, MDS constitutes a valid alternative to classic visualization tools, for understanding the global behavior of earthquakes.

Analysis of Forest Fires by means of Pseudo Phase Plane and Multidimensional Scaling Methods

Forest fires dynamics is often characterized by the absence of a characteristic length-scale, long range correlations in space and time, and long memory, which are features also associated with fractional order systems. In this paper a public domain forest fires catalogue, containing information of events for Portugal, covering the period from 1980 up to 2012, is tackled. The events are modelled as time series of Dirac impulses with amplitude proportional to the burnt area. The time series are viewed as the system output and are interpreted as a manifestation of the system dynamics. In the first phase we use the pseudo phase plane (PPP) technique to describe forest fires dynamics. In the second phase we use multidimensional scaling (MDS) visualization tools. The PPP allows the representation of forest fires dynamics in two-dimensional space, by taking time series representative of the phenomena. The MDS approach generates maps where objects that are perceived to be similar to each other are placed on the map forming clusters. The results are analysed in order to extract relationships among the data and to better understand forest fires behaviour.

Multidimensional Scaling Visualization using Parametric Similarity Indices

In this paper, we apply multidimensional scaling (MDS) and parametric similarity indices (PSI) in the analysis of complex systems (CS). Each CS is viewed as a dynamical system, exhibiting an output time-series to be interpreted as a manifestation of its behavior. We start by adopting a sliding window to sample the original data into several consecutive time periods. Second, we define a given PSI for tracking pieces of data. We then compare the windows for different values of the parameter, and we generate the corresponding MDS maps of ‘points’. Third, we use Procrustes analysis to linearly transform the MDS charts for maximum superposition and to build a global MDS map of “shapes”. This final plot captures the time evolution of the phenomena and is sensitive to the PSI adopted. The generalized correlation, the Minkowski distance and four entropy-based indices are tested. The proposed approach is applied to the Dow Jones Industrial Average stock market index and the Europe Brent Spot Price FOB time-series.

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.

Analysis of Electricity Market Prices Using Multidimensional Scaling

This paper studies the impact of the energy upon electricity markets using Multidimensional Scaling (MDS). Data from major energy and electricity markets is considered. Several maps produced by MDS are presented and discussed revealing that this method is useful for understanding the correlation between them. Furthermore, the results help electricity markets agents hedging against Market Clearing Price (MCP) volatility.

SNC / NCRF 24 – Acontecimentos após a data do balanço e suas implicações fiscais e de auditoria

Orientador Prof. Dr. João Domingues Costa

Geostatistical Mapping of Outfall Plume Dispersion Data gathered with an autonomous underwater vehicle

The main purpose of this study was to examine the applicability of geostatistical modeling to obtain valuable information for assessing the environmental impact of sewage outfall discharges. The data set used was obtained in a monitoring campaign to S. Jacinto outfall, located off the Portuguese west coast near Aveiro region, using an AUV. The Matheron’s classical estimator was used the compute the experimental semivariogram which was fitted to three theoretical models: spherical, exponential and gaussian. The cross-validation procedure suggested the best semivariogram model and ordinary kriging was used to obtain the predictions of salinity at unknown locations. The generated map shows clearly the plume dispersion in the studied area, indicating that the effluent does not reach the near by beaches. Our study suggests that an optimal design for the AUV sampling trajectory from a geostatistical prediction point of view, can help to compute more precise predictions and hence to quantify more accurately dilution. Moreover, since accurate measurements of plume’s dilution are rare, these studies might be very helpful in the future for validation of dispersion models.

An architecture for an effective usage of data mining in business intelligence systems

Business Intelligence (BI) is one emergent area of the Decision Support Systems (DSS) discipline. Over the last years, the evolution in this area has been considerable. Similarly, in the last years, there has been a huge growth and consolidation of the Data Mining (DM) field. DM is being used with success in BI systems, but a truly DM integration with BI is lacking. Therefore, a lack of an effective usage of DM in BI can be found in some BI systems. An architecture that pretends to conduct to an effective usage of DM in BI is presented.

Norma internacional de contabilidade [NIC 10 ]: acontecimento após a data de balanço

Revista Fiscal Maio 2006

Data mining contributions to characterize MV consumers and to improve the suppliers-consumers settlements

This paper deals with the establishment of a characterization methodology of electric power profiles of medium voltage (MV) consumers. The characterization is supported on the data base knowledge discovery process (KDD). Data Mining techniques are used with the purpose of obtaining typical load profiles of MV customers and specific knowledge of their customers’ consumption habits. In order to form the different customers’ classes and to find a set of representative consumption patterns, a hierarchical clustering algorithm and a clustering ensemble combination approach (WEACS) are used. Taking into account the typical consumption profile of the class to which the customers belong, new tariff options were defined and new energy coefficients prices were proposed. Finally, and with the results obtained, the consequences that these will have in the interaction between customer and electric power suppliers are analyzed.