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Publications

Publications by Nicolau Filipe Santos

2015

Performance of state space and ARIMA models for consumer retail sales forecasting

Authors
Ramos, P; Santos, N; Rebelo, R;

Publication
ROBOTICS AND COMPUTER-INTEGRATED MANUFACTURING

Abstract
Forecasting future sales is one of the most important issues that is beyond all strategic and planning decisions in effective operations of retail businesses. For profitable retail businesses, accurate demand forecasting is crucial in organizing and planning production, purchasing, transportation and labor force. Retail sales series belong to a special type of time series that typically contain trend and seasonal patterns, presenting challenges in developing effective forecasting models. This work compares the forecasting performance of state space models and ARIMA models. The forecasting performance is demonstrated through a case study of retail sales of five different categories of women footwear: Boots, Booties, Flats, Sandals and Shoes. On both methodologies the model with the minimum value of Akaike's Information Criteria for the in-sample period was selected from all admissible models for further evaluation in the out-of-sample. Both one-step and multiple-step forecasts were produced. The results show that when an automatic algorithm the overall out-of-sample forecasting performance of state space and ARIMA models evaluated via RMSE, MAE and MAPE is quite similar on both one-step and multi-step forecasts. We also conclude that state space and ARIMA produce coverage probabilities that are close to the nominal rates for both one-step and multi-step forecasts.

2014

A tabu search for the permutation flow shop problem with sequence dependent setup times

Authors
Santos, N; Rebelo, R; Pedroso, JP;

Publication
IJDATS

Abstract
In this work we present a tabu search metaheuristic method for solving the permutation flow shop scheduling problem with sequence dependent setup times and the objective of minimising total weighted tardiness. The problem is well known for its practical applications and for the difficulty in obtaining good solutions. The tabu search method proposed is based on the insertion neighbourhood, and is characterised by the selection and evaluation of a small subset of this neighbourhood at each iteration; this has consequences both on diversification and intensification of the search. We also propose a speed-up technique based on book keeping information of the current solution, used for the evaluation of its neighbours. © 2014 Inderscience Enterprises Ltd.

2017

Kidney exchange simulation and optimization

Authors
Santos, N; Tubertini, P; Viana, A; Pedroso, JP;

Publication
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY

Abstract
One of the challenges in a kidney exchange program (KEP) is to choose policies that ensure an effective and fair management of all participating patients. In order to understand the implications of different policies of patient allocation and pool management, decision makers should be supported by a simulation tool capable of tackling realistic exchange pools and modeling their dynamic behavior. In this paper, we propose a KEP simulator that takes into consideration the wide typology of actors found in practice (incompatible pairs, altruistic donors, and compatible pairs) and handles different matching policies. Additionally, it includes the possibility of evaluating the impact of positive crossmatch of a selected transplant, and of dropouts, in a dynamic environment. Results are compared to those obtained with a complete information model, with knowledge of future events, which provides an upper bound to the objective values. Final results show that shorter time intervals between matches lead to higher number of effective transplants and to shorter waiting times for patients. Furthermore, the inclusion of compatible pairs is essential to match pairs of specific patient-donor blood type. In particular, O-blood type patients benefit greatly from this inclusion.

2021

Fairness models for multi-agent kidney exchange programmes *

Authors
Klimentova, X; Viana, A; Pedroso, JP; Santos, N;

Publication
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE

Abstract
Nowadays there are several countries running independent kidney exchange programmes (KEPs). These programmes allow a patient with kidney failure, having a willing healthy but incompatible donor, to receive a transplant from a similar pair where the donor is compatible with him. Since in general larger patient-donor pools allow for more patients to be matched, this prompts independent programmes (agents) to merge their pools and collaborate in order to increase the overall number of transplants. Such collaboration does however raise a problem: how to assign transplants to agents so that there is a balance between the contribution each agent brings to the merged pool and the benefit it gets from the collaboration. In this paper we propose a new Integer Programming model for multi-agent kidney exchange programmes (mKEPs). It considers the possible existence of multiple optimal solutions in each matching period of a KEP and, in consecutive matching periods, selects the optimal solution among the set of alternative ones in such a way that in the long-term the benefit each agent gets from participating in the mKEP is balanced accordingly to a given criterion. This is done by use of a memory mechanism. Extensive computational tests show the benefit of mKEPs, when compared to independent KEPs, in terms of potential increase in the number of transplants. Furthermore, they show that, under different policies, the number of additional transplants each agent receives can vary significantly. More importantly, results show that the proposed methodology consistently obtains more stable results than methodologies that do not use memory.