Analysis of financial indices by means of the windowed Fourier transform

The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems.

The effect of fractional order in variable structure control

This paper studies fractional variable structure controllers. Two cases are considered namely, the sliding reference model and the control action, that are generalized from integer into fractional orders. The test bed consists in a mechanical manipulator and the effect of the fractional approach upon the system performance is evaluated. The results show that fractional dynamics, both in the switching surface and the control law are important design algorithms in variable structure controllers.

Hybrid adaptive control of a dragonfly model

Dragonflies show unique and superior flight performances than most of other insect species and birds. They are equipped with two pairs of independently controlled wings granting an unmatchable flying performance and robustness. In this paper, it is presented an adaptive scheme controlling a nonlinear model inspired in a dragonfly-like robot. It is proposed a hybrid adaptive (HA) law for adjusting the parameters analyzing the tracking error. At the current stage of the project it is considered essential the development of computational simulation models based in the dynamics to test whether strategies or algorithms of control, parts of the system (such as different wing configurations, tail) as well as the complete system. The performance analysis proves the superiority of the HA law over the direct adaptive (DA) method in terms of faster and improved tracking and parameter convergence.

O controlo interno nos serviços e fundos autónomos

Mestrado em Auditoria

A estratégia através da gestão de processos - estudo empírico em empresas de sistemas de informação certificada pela NP EN ISO 9001:2008

Mestrado em Controlo da Gestão e dos Negócios

Scalable and efficient data processing in networked control systems

Network control systems (NCSs) are spatially distributed systems in which the communication between sensors, actuators and controllers occurs through a shared band-limited digital communication network. However, the use of a shared communication network, in contrast to using several dedicated independent connections, introduces new challenges which are even more acute in large scale and dense networked control systems. In this paper we investigate a recently introduced technique of gathering information from a dense sensor network to be used in networked control applications. Obtaining efficiently an approximate interpolation of the sensed data is exploited as offering a good tradeoff between accuracy in the measurement of the input signals and the delay to the actuation. These are important aspects to take into account for the quality of control. We introduce a variation to the state-of-the-art algorithms which we prove to perform relatively better because it takes into account the changes over time of the input signal within the process of obtaining an approximate interpolation.

A divulgação do risco nas demonstrações financeiras : uma análise ao anexo das sociedades não financeiras portuguesas

Mestrado em Auditoria

Towards a flexible and dynamic replication control for distributed real-time embedded systems with QoS interdependencies

Replication is a proven concept for increasing the availability of distributed systems. However, actively replicating every software component in distributed embedded systems may not be a feasible approach. Not only the available resources are often limited, but also the imposed overhead could significantly degrade the system's performance. The paper proposes heuristics to dynamically determine which components to replicate based on their significance to the system as a whole, its consequent number of passive replicas, and where to place those replicas in the network. The results show that the proposed heuristics achieve a reasonably higher system's availability than static offline decisions when lower replication ratios are imposed due to resource or cost limitations. The paper introduces a novel approach to coordinate the activation of passive replicas in interdependent distributed environments. The proposed distributed coordination model reduces the complexity of the needed interactions among nodes and is faster to converge to a globally acceptable solution than a traditional centralised approach.

Aplicação da lei de Benford e a importância do controlo interno

Mestrado em Contabilidade

Flexible and dynamic replication control for interdependent distributed real-time embedded systems

Replication is a proven concept for increasing the availability of distributed systems. However, actively replicating every software component in distributed embedded systems may not be a feasible approach. Not only the available resources are often limited, but also the imposed overhead could significantly degrade the system’s performance. This paper proposes heuristics to dynamically determine which components to replicate based on their significance to the system as a whole, its consequent number of passive replicas, and where to place those replicas in the network. The activation of passive replicas is coordinated through a fast convergence protocol that reduces the complexity of the needed interactions among nodes until a new collective global service solution is determined.

A scalable and efficient approach for obtaining measurements in CAN-Based control systems

The availability of small inexpensive sensor elements enables the employment of large wired or wireless sensor networks for feeding control systems. Unfortunately, the need to transmit a large number of sensor measurements over a network negatively affects the timing parameters of the control loop. This paper presents a solution to this problem by representing sensor measurements with an approximate representation-an interpolation of sensor measurements as a function of space coordinates. A priority-based medium access control (MAC) protocol is used to select the sensor messages with high information content. Thus, the information from a large number of sensor measurements is conveyed within a few messages. This approach greatly reduces the time for obtaining a snapshot of the environment state and therefore supports the real-time requirements of feedback control loops.

The importance of control monitoring systems in wind parks maintenance

The objective of every wind energy producer is to reduce operational costs associated to the production as a way to increase profits. One other issue that must be looked carefully is the equipment maintenance. Increase the availability of wind turbines by reducing the downtime associated to failures is a good strategy to achieve the main goal of increase profits. As a way to help in the definition of the best maintenance strategies, condition monitoring systems (CMS) have an important role to play. Informatics tools to make the condition monitoring of the wind turbines were developed and are now being installed as a way to help producers reducing the operational costs. There are a lot of developed systems to do the monitoring of a wind turbine or the whole wind park, in this paper will be made an overview of the most important systems.

New Shop Floor Control Approaches for Virtual Enterprises

The virtual enterprise paradigm seems a fit response to face market instability and the volatile nature of business opportunities increasing enterprise’s interest in similar forms of networked organisations. The dynamic environment of a virtual enterprise requires that partners in the consortium own reconfigurable shop floors. This paper presents new approaches to shop floor control that meet the requirements of the new industrial paradigms and argues on work re-organization at shop floor level.

Control of baker’s yeast fermentation: PID and fuzzy algorithms

A MATLAB/SIMULINK-based simulator was employed for studies concerning the control of baker’s yeast fed-batch fermentation. Four control algorithms were implemented and compared: the classical PID control, two discrete versions- modified velocity and position algorithms, and a fuzzy law. The simulation package was seen to be an efficient tool for the simulation and tests of control strategies of the nonlinear process.

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.