Non-linear time series models

The last three decades have seen quite dramatic changes the way we modeled time dependent data. Linear processes have been in the center stage in modeling time series. As far as the second order properties are concerned, the theory and the methodology are very adequate.However, there are more and more evidences that linear models are not sufficiently flexible and rich enough for modeling purposes and that failure to account for non-linearities can be very misleading and have undesired consequences.

An introduction to the fractional continuous-time linear systems

A brief introduction to the fractional continuous-time linear systems is presented. It will be done without needing a deep study of the fractional derivatives. We will show that the computation of the impulse and step responses is very similar to the classic. The main difference lies in the substitution of the exponential by the Mittag-Leffler function. We will present also the main formulae defining the fractional derivatives.

Modelação das Propriedades mecânicas de juntas soldadas por fricção linear

Dissertação apresentada à Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do Grau de Mestre em Engenharia Mecânica

Estimation and hypothesis testing in mixed linear models

Dissertação apresentada para obtenção do Grau de Doutor em Matemática, Estatística, pela Universidade Nova de Lisboa, faculdade de Ciências e Tecnologia

An introduction to the fractional continuous- time linear systems: the 21st century systems

IEEE CIRCUITS AND SYSTEMS MAGAZINE, Third Quarter

On the initial conditions in continuous-time fractional linear systems

Signal Processing, Vol. 83, nº 11

Fractional discrete-time signal processing: scale conversion and linear prediction

Nonlinear Dynamics, Vol. 29

Introduction to fractional linear systems. Part 1 : continuous-time case

IEE Proceedings - Vision, Image, and Signal Processing, Vol. 147, nº 1

Introduction to fractional linear systems. Part 2: discrete-time case

IEE Proceedings - Vision, Image, and Signal Processing, Vol. 147, nº 1

A fractional linear system view of the fractional brownian motion

Nonlinear Dynamics, Vol. 38

The portuguese pharmaceutial market in the near future - A time series exploration approach

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Modelação e controlo não-linear do sistema motor humano

Mestrado Integrado em Engenharia Electrotécnica e de Computadores

New results on fractional linear prediction

Proceedings of the European Control Conference, ECC’01, Porto, Portugal, September 2001

Multi-bit sigma-delta modulators with enhanced dynamic-range using non-linear DAC for hearing aids

15th IEEE International Conference on Electronics, Circuits and Systems, Malta

The Cristo Rei section (Lower Miocene). Distal fluviatile environments in a marine series, plants, vertebrates and other evidence, age

The section at Cristo Rei shows sandy beds with intercalated clayey lenses (IVb division from the Lisbon Miocene series) that correspond to a major regression event dated from between ca. 17.6 and 17 Ma. They also correspond to a distal position (relatively to the typical fluviatile facies in Lisbon), nearer the basin's axis. Geologic data and paleontological analysis (plant fossils, fishes, crocodilians, land mammals) allow the reconstruction of environments that were represented in the concerned area: estuary with channels and ox-bows; upstream, areas occupied by brackish waters where Gryphaea griphoides banks developped; still farther upstream, freshwaters sided by humid forests and low mountain subtropical forests under warm temperate and rainy conditions, as well as not far away, seasonally dry environments (low density tree or shrub cover, or steppe).