Exploração de dados para soluções de retalho em business intelligence

Dissertação de mestrado integrado em Engenharia de Gestão e Sistemas de Informação

A New Model Of Trend Inflation

This paper introduces a new model of trend (or underlying) inflation. In contrast to many earlier approaches, which allow for trend inflation to evolve according to a random walk, ours is a bounded model which ensures that trend inflation is constrained to lie in an interval. The bounds of this interval can either be fixed or estimated from the data. Our model also allows for a time-varying degree of persistence in the transitory component of inflation. The bounds placed on trend inflation mean that standard econometric methods for estimating linear Gaussian state space models cannot be used and we develop a posterior simulation algorithm for estimating the bounded trend inflation model. In an empirical exercise with CPI inflation we find the model to work well, yielding more sensible measures of trend inflation and forecasting better than popular alternatives such as the unobserved components stochastic volatility model.

Large Time-Varying Parameter VARs

In this paper we develop methods for estimation and forecasting in large timevarying parameter vector autoregressive models (TVP-VARs). To overcome computational constraints with likelihood-based estimation of large systems, we rely on Kalman filter estimation with forgetting factors. We also draw on ideas from the dynamic model averaging literature and extend the TVP-VAR so that its dimension can change over time. A final extension lies in the development of a new method for estimating, in a time-varying manner, the parameter(s) of the shrinkage priors commonly-used with large VARs. These extensions are operationalized through the use of forgetting factor methods and are, thus, computationally simple. An empirical application involving forecasting inflation, real output, and interest rates demonstrates the feasibility and usefulness of our approach.

3D geoelectrical monitoring to follow hydric soil behaviour during rainfall

RESUME Durant les dernières années, les méthodes électriques ont souvent été utilisées pour l'investigation des structures de subsurface. L'imagerie électrique (Electrical Resistivity Tomography, ERT) est une technique de prospection non-invasive et spatialement intégrée. La méthode ERT a subi des améliorations significatives avec le développement de nouveaux algorithmes d'inversion et le perfectionnement des techniques d'acquisition. La technologie multicanale et les ordinateurs de dernière génération permettent la collecte et le traitement de données en quelques heures. Les domaines d'application sont nombreux et divers: géologie et hydrogéologie, génie civil et géotechnique, archéologie et études environnementales. En particulier, les méthodes électriques sont souvent employées dans l'étude hydrologique de la zone vadose. Le but de ce travail est le développement d'un système de monitorage 3D automatique, non- invasif, fiable, peu coûteux, basé sur une technique multicanale et approprié pour suivre les variations de résistivité électrique dans le sous-sol lors d'événements pluvieux. En raison des limitations techniques et afin d'éviter toute perturbation physique dans la subsurface, ce dispositif de mesure emploie une installation non-conventionnelle, où toutes les électrodes de courant sont placées au bord de la zone d'étude. Le dispositif le plus approprié pour suivre les variations verticales et latérales de la résistivité électrique à partir d'une installation permanente a été choisi à l'aide de modélisations numériques. Les résultats démontrent que le dispositif pôle-dipôle offre une meilleure résolution que le dispositif pôle-pôle et plus apte à détecter les variations latérales et verticales de la résistivité électrique, et cela malgré la configuration non-conventionnelle des électrodes. Pour tester l'efficacité du système proposé, des données de terrain ont été collectées sur un site d'étude expérimental. La technique de monitorage utilisée permet de suivre le processus d'infiltration 3D pendant des événements pluvieux. Une bonne corrélation est observée entre les résultats de modélisation numérique et les données de terrain, confirmant par ailleurs que le dispositif pôle-dipôle offre une meilleure résolution que le dispositif pôle-pôle. La nouvelle technique de monitorage 3D de résistivité électrique permet de caractériser les zones d'écoulement préférentiel et de caractériser le rôle de la lithologie et de la pédologie de manière quantitative dans les processus hydrologiques responsables d'écoulement de crue. ABSTRACT During the last years, electrical methods were often used for the investigation of subsurface structures. Electrical resistivity tomography (ERT) has been reported to be a useful non-invasive and spatially integrative prospecting technique. The ERT method provides significant improvements, with the developments of new inversion algorithms, and the increasing efficiency of data collection techniques. Multichannel technology and powerful computers allow collecting and processing resistivity data within few hours. Application domains are numerous and varied: geology and hydrogeology, civil engineering and geotechnics, archaeology and environmental studies. In particular, electrical methods are commonly used in hydrological studies of the vadose zone. The aim of this study was to develop a multichannel, automatic, non-invasive, reliable and inexpensive 3D monitoring system designed to follow electrical resistivity variations in soil during rainfall. Because of technical limitations and in order to not disturb the subsurface, the proposed measurement device uses a non-conventional electrode set-up, where all the current electrodes are located near the edges of the survey grid. Using numerical modelling, the most appropriate arrays were selected to detect vertical and lateral variations of the electrical resistivity in the framework of a permanent surveying installation system. The results show that a pole-dipole array has a better resolution than a pole-pole array and can successfully follow vertical and lateral resistivity variations despite the non-conventional electrode configuration used. Field data are then collected at a test site to assess the efficiency of the proposed monitoring technique. The system allows following the 3D infiltration processes during a rainfall event. A good correlation between the results of numerical modelling and field data results can be observed since the field pole-dipole data give a better resolution image than the pole-pole data. The new device and technique makes it possible to better characterize the zones of preferential flow and to quantify the role of lithology and pedology in flood- generating hydrological processes.

Multivariate contemporaneous-threshold autoregressive models

This paper proposes a contemporaneous-threshold multivariate smooth transition autoregressive (C-MSTAR) model in which the regime weights depend on the ex ante probabilities that latent regime-specific variables exceed certain threshold values. A key feature of the model is that the transition function depends on all the parameters of the model as well as on the data. Since the mixing weights are also a function of the regime-specific innovation covariance matrix, the model can account for contemporaneous regime-specific co-movements of the variables. The stability and distributional properties of the proposed model are discussed, as well as issues of estimation, testing and forecasting. The practical usefulness of the C-MSTAR model is illustrated by examining the relationship between US stock prices and interest rates.

Agent based simulation to optimise emergency departments

Nowadays, many of the health care systems are large and complex environments and quite dynamic, specifically Emergency Departments, EDs. It is opened and working 24 hours per day throughout the year with limited resources, whereas it is overcrowded. Thus, is mandatory to simulate EDs to improve qualitatively and quantitatively their performance. This improvement can be achieved modelling and simulating EDs using Agent-Based Model, ABM and optimising many different staff scenarios. This work optimises the staff configuration of an ED. In order to do optimisation, objective functions to minimise or maximise have to be set. One of those objective functions is to find the best or optimum staff configuration that minimise patient waiting time. The staff configuration comprises: doctors, triage nurses, and admissions, the amount and sort of them. Staff configuration is a combinatorial problem, that can take a lot of time to be solved. HPC is used to run the experiments, and encouraging results were obtained. However, even with the basic ED used in this work the search space is very large, thus, when the problem size increases, it is going to need more resources of processing in order to obtain results in an acceptable time.

The complex history of the olive tree: from Late Quaternary diversification of Mediterranean lineages to primary domestication in the northern Levant.

The location and timing of domestication of the olive tree, a key crop in Early Mediterranean societies, remain hotly debated. Here, we unravel the history of wild olives (oleasters), and then infer the primary origins of the domesticated olive. Phylogeography and Bayesian molecular dating analyses based on plastid genome profiling of 1263 oleasters and 534 cultivated genotypes reveal three main lineages of pre-Quaternary origin. Regional hotspots of plastid diversity, species distribution modelling and macrofossils support the existence of three long-term refugia; namely the Near East (including Cyprus), the Aegean area and the Strait of Gibraltar. These ancestral wild gene pools have provided the essential foundations for cultivated olive breeding. Comparison of the geographical pattern of plastid diversity between wild and cultivated olives indicates the cradle of first domestication in the northern Levant followed by dispersals across the Mediterranean basin in parallel with the expansion of civilizations and human exchanges in this part of the world.

Processament de música basat en el seu contingut

Projecte de recerca elaborat a partir d’una estada a la National University of Singapore Singapur, entre juliol i octubre del 2007. Donada l'explosió de la música a l'internet i la ràpida expansió de les col•leccions de música digital, un repte clau en l'àrea de la informació musical és el desenvolupament de sistemes de processament musical eficients i confiables. L'objectiu de la investigació proposada ha estat treballar en diferents aspectes de l'extracció, modelatge i processat del contingut musical. En particular, s’ha treballat en l'extracció, l'anàlisi i la manipulació de descriptors d'àudio de baix nivell, el modelatge de processos musicals, l'estudi i desenvolupament de tècniques d'aprenentatge automàtic per a processar àudio, i la identificació i extracció d'atributs musicals d'alt nivell. S’han revisat i millorat alguns components d'anàlisis d'àudio i revisat components per a l'extracció de descriptors inter-nota i intra-nota en enregistraments monofónics d'àudio. S’ha aplicat treball previ en Tempo a la formalització de diferents tasques musicals. Finalment, s’ha investigat el processat d'alt nivell de música basandonos en el seu contingut. Com exemple d'això, s’ha investigat com músics professionals expressen i comuniquen la seva interpretació del contingut musical i emocional de peces musicals, i hem usat aquesta informació per a identificar automàticament intèrprets. S’han estudiat les desviacions en paràmetres com to, temps, amplitud i timbre a nivell inter-nota i intra-nota.

Machine learning algorithms for spatial data. Case studies: Environmental pollution, natural hazards, renewable resources

This paper presents general problems and approaches for the spatial data analysis using machine learning algorithms. Machine learning is a very powerful approach to adaptive data analysis, modelling and visualisation. The key feature of the machine learning algorithms is that they learn from empirical data and can be used in cases when the modelled environmental phenomena are hidden, nonlinear, noisy and highly variable in space and in time. Most of the machines learning algorithms are universal and adaptive modelling tools developed to solve basic problems of learning from data: classification/pattern recognition, regression/mapping and probability density modelling. In the present report some of the widely used machine learning algorithms, namely artificial neural networks (ANN) of different architectures and Support Vector Machines (SVM), are adapted to the problems of the analysis and modelling of geo-spatial data. Machine learning algorithms have an important advantage over traditional models of spatial statistics when problems are considered in a high dimensional geo-feature spaces, when the dimension of space exceeds 5. Such features are usually generated, for example, from digital elevation models, remote sensing images, etc. An important extension of models concerns considering of real space constrains like geomorphology, networks, and other natural structures. Recent developments in semi-supervised learning can improve modelling of environmental phenomena taking into account on geo-manifolds. An important part of the study deals with the analysis of relevant variables and models' inputs. This problem is approached by using different feature selection/feature extraction nonlinear tools. To demonstrate the application of machine learning algorithms several interesting case studies are considered: digital soil mapping using SVM, automatic mapping of soil and water system pollution using ANN; natural hazards risk analysis (avalanches, landslides), assessments of renewable resources (wind fields) with SVM and ANN models, etc. The dimensionality of spaces considered varies from 2 to more than 30. Figures 1, 2, 3 demonstrate some results of the studies and their outputs. Finally, the results of environmental mapping are discussed and compared with traditional models of geostatistics.

Knowledge integration within an applied mobile robot summer course

This paper presents the use of a mobile robot platform as an innovative educational tool in order to promote and integrate different curriculum knowledge. Hence, it is presented the acquired experience within a summer course named ldquoapplied mobile roboticsrdquo. The main aim of the course is to integrate different subjects as electronics, programming, architecture, perception systems, communications, control and trajectory planning by using the educational open mobile robot platform PRIM. The summer course is addressed to a wide range of student profiles. However, it is of special interests to the students of electrical and computer engineering around their final academic year. The summer course consists of the theoretical and laboratory sessions, related to the following topics: design & programming of electronic devices, modelling and control systems, trajectory planning and control, and computer vision systems. Therefore, the clues for achieving a renewed path of progress in robotics are the integration of several knowledgeable fields, such as computing, communications, and control sciences, in order to perform a higher level reasoning and use decision tools with strong theoretical base

Bovine tuberculosis in Doñana Biosphere Reserve: the role of wild ungulates as disease reservoirs in the last Iberian lynx strongholds.

Doñana National Park (DNP) in southern Spain is a UNESCO Biosphere Reserve where commercial hunting and wildlife artificial feeding do not take place and traditional cattle husbandry still exists. Herein, we hypothesized that Mycobacterium bovis infection prevalence in wild ungulates will depend on host ecology and that variation in prevalence will reflect variation in the interaction between hosts and environmental risk factors. Cattle bTB reactor rates increased in DNP despite compulsory testing and culling of infected animals. In this study, 124 European wild boar, 95 red deer, and 97 fallow deer were sampled from April 2006 to April 2007 and analyzed for M. bovis infection. Modelling and GIS were used to identify risk factors and intra and inter-species relationships. Infection with M. bovis was confirmed in 65 (52.4%) wild boar, 26 (27.4%) red deer and 18 (18.5%) fallow deer. In the absence of cattle, wild boar M. bovis prevalence reached 92.3% in the northern third of DNP. Wild boar showed more than twice prevalence than that in deer (p<0.001). Modelling revealed that M. bovis prevalence decreased from North to South in wild boar (p<0.001) and red deer (p<0.01), whereas no spatial pattern was evidenced for fallow deer. Infection risk in wild boar was dependent on wild boar M. bovis prevalence in the buffer area containing interacting individuals (p<0.01). The prevalence recorded in this study is among the highest reported in wildlife. Remarkably, this high prevalence occurs in the absence of wildlife artificial feeding, suggesting that a feeding ban alone would have a limited effect on wildlife M. bovis prevalence. In DNP, M. bovis transmission may occur predominantly at the intra-species level due to ecological, behavioural and epidemiological factors. The results of this study allow inferring conclusions on epidemiological bTB risk factors in Mediterranean habitats that are not managed for hunting purposes. Our results support the need to consider wildlife species for the control of bTB in cattle and strongly suggest that bTB may affect animal welfare and conservation.

Evaluation of MPI collectives for HPC applications on distributed virtualized environments

Through this study, we will measure how the collective MPI operations behaves in virtual and physical clusters, and its impact on the application performance. As we stated before, we will use as a test case the Weather Research and Forecasting simulations.

Getting ready for malaria elimination: a check list of critical issues to consider

In recent years, a renewed interest in malaria elimination and eradication has emerged and seems to be rooting in the minds of the scientific community, public health specialists, funding bodies, policy makers and politicians. Malaria eradication will certainly benefit from improved and innovative tools; notwithstanding novel knowledge in fields ranging from basic science to mathematical modelling and health systems research. However, the elimination of malaria also encompasses a broad range of essential aspects that countries and other actors need to consider when thinking of embarking on such an adventure, including the implementation of innovative strategies, the ability to incorporate the most up-to-date evidence into policy, the integration of malaria into the broader health agenda, the strengthening of surveillance and health systems, capacity building, funding, advocacy and, very importantly, research. While in some cases this enthusiasm is clearly justified, some countries are still a long way from realistically advancing towards elimination. This paper attempts to provide guidance on all the necessary issues that should be considered when initiating a malaria elimination program.

Towards smart user models in open environments

Our work is concerned with user modelling in open environments. Our proposal then is the line of contributions to the advances on user modelling in open environments thanks so the Agent Technology, in what has been called Smart User Model. Our research contains a holistic study of User Modelling in several research areas related to users. We have developed a conceptualization of User Modelling by means of examples from a broad range of research areas with the aim of improving our understanding of user modelling and its role in the next generation of open and distributed service environments. This report is organized as follow: In chapter 1 we introduce our motivation and objectives. Then in chapters 2, 3, 4 and 5 we provide the state-of-the-art on user modelling. In chapter 2, we give the main definitions of elements described in the report. In chapter 3, we present an historical perspective on user models. In chapter 4 we provide a review of user models from the perspective of different research areas, with special emphasis on the give-and-take relationship between Agent Technology and user modelling. In chapter 5, we describe the main challenges that, from our point of view, need to be tackled by researchers wanting to contribute to advances in user modelling. From the study of the state-of-the-art follows an exploratory work in chapter 6. We define a SUM and a methodology to deal with it. We also present some cases study in order to illustrate the methodology. Finally, we present the thesis proposal to continue the work, together with its corresponding work scheduling and temporalisation

Mechanical Properties of a Photopolymerizable Hydrogel for Intervertebral Disc Replacement.

We report on the modelling and experimental validation of a photopolymerizable hydrogel for a Nucleus Pulposus replacement.