State detection in a financial portfolio: a self-organizing maps approach for financial time series

This study analyses financial data using the result characterization of a self-organized neural network model. The goal was prototyping a tool that may help an economist or a market analyst to analyse stock market series. To reach this goal, the tool shows economic dependencies and statistics measures over stock market series. The neural network SOM (self-organizing maps) model was used to ex-tract behavioural patterns of the data analysed. Based on this model, it was de-veloped an application to analyse financial data. This application uses a portfo-lio of correlated markets or inverse-correlated markets as input. After the anal-ysis with SOM, the result is represented by micro clusters that are organized by its behaviour tendency. During the study appeared the need of a better analysis for SOM algo-rithm results. This problem was solved with a cluster solution technique, which groups the micro clusters from SOM U-Matrix analyses. The study showed that the correlation and inverse-correlation markets projects multiple clusters of data. These clusters represent multiple trend states that may be useful for technical professionals.

Environmental data management in the Sado Estuary

Estuaries are perhaps the most threatened environments in the coastal fringe; the coincidence of high natural value and attractiveness for human use has led to conflicts between conservation and development. These conflicts occur in the Sado Estuary since its location is near the industrialised zone of Peninsula of Setúbal and at the same time, a great part of the Estuary is classified as a Natural Reserve due to its high biodiversity. These facts led us to the need of implementing a model of environmental management and quality assessment, based on methodologies that enable the assessment of the Sado Estuary quality and evaluation of the human pressures in the estuary. These methodologies are based on indicators that can better depict the state of the environment and not necessarily all that could be measured or analysed. Sediments have always been considered as an important temporary source of some compounds or a sink for other type of materials or an interface where a great diversity of biogeochemical transformations occur. For all this they are of great importance in the formulation of coastal management system. Many authors have been using sediments to monitor aquatic contamination, showing great advantages when compared to the sampling of the traditional water column. The main objective of this thesis was to develop an estuary environmental management framework applied to Sado Estuary using the DPSIR Model (EMMSado), including data collection, data processing and data analysis. The support infrastructure of EMMSado were a set of spatially contiguous and homogeneous regions of sediment structure (management units). The environmental quality of the estuary was assessed through the sediment quality assessment and integrated in a preliminary stage with the human pressure for development. Besides the earlier explained advantages, studying the quality of the estuary mainly based on the indicators and indexes of the sediment compartment also turns this methodology easier, faster and human and financial resource saving. These are essential factors to an efficient environmental management of coastal areas. Data management, visualization, processing and analysis was obtained through the combined use of indicators and indices, sampling optimization techniques, Geographical Information Systems, remote sensing, statistics for spatial data, Global Positioning Systems and best expert judgments. As a global conclusion, from the nineteen management units delineated and analyzed three showed no ecological risk (18.5 % of the study area). The areas of more concern (5.6 % of the study area) are located in the North Channel and are under strong human pressure mainly due to industrial activities. These areas have also low hydrodynamics and are, thus associated with high levels of deposition. In particular the areas near Lisnave and Eurominas industries can also accumulate the contamination coming from Águas de Moura Channel, since particles coming from that channel can settle down in that area due to residual flow. In these areas the contaminants of concern, from those analyzed, are the heavy metals and metalloids (Cd, Cu, Zn and As exceeded the PEL guidelines) and the pesticides BHC isomers, heptachlor, isodrin, DDT and metabolits, endosulfan and endrin. In the remain management units (76 % of the study area) there is a moderate impact potential of occurrence of adverse ecological effects and in some of these areas no stress agents could be identified. This emphasizes the need for further research, since unmeasured chemicals may be causing or contributing to these adverse effects. Special attention must be taken to the units with moderate impact potential of occurrence of adverse ecological effects, located inside the natural reserve. Non-point source pollution coming from agriculture and aquaculture activities also seem to contribute with important pollution load into the estuary entering from Águas de Moura Channel. This pressure is expressed in a moderate impact potential for ecological risk existent in the areas near the entrance of this Channel. Pressures may also came from Alcácer Channel although they were not quantified in this study. The management framework presented here, including all the methodological tools may be applied and tested in other estuarine ecosystems, which will also allow a comparison between estuarine ecosystems in other parts of the globe.

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.

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

IEEE CIRCUITS AND SYSTEMS MAGAZINE, Third Quarter

Time-frequency and time-scale characterisation of the beat-by-beat high-resolution electrocardiogram

Proceedings of the Sixth Portuguese Conference on Bioemedical Engineering faro, Portugal

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

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

Real time mobile system for support in firefighting environments

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

Estimation of vegetation carbon stock in Portugal using land use/ land cover data

Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies

New low-power 1.5-bit time-interleaved MDAC based on MOS capacitor amplification

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

Comparative analysis of time-frequency methods estimating the time-varying microstructure of sleep EEG spindles

Proceedings of the Information Technology Applications in Biomedicine, Ioannina - Epirus, Greece, October 26-28, 2006

Potential dementia biomarkers based on the time-varying microstructure of sleep EEG spindles

Proceedings of the 29th Annual International Conference of the IEEE EMBS Cité Internationale, Lyon, France August 23-26, 2007