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Publications

Publications by LIAAD

2004

Robust MOESP type algorithm with improved efficiency on the estimation of input matrices

Authors
Delgado, CJM; dos Santos, PL;

Publication
SICE 2004 ANNUAL CONFERENCE, VOLS 1-3

Abstract
In this paper, a new approach to estimate matrices B and D, in subspace methods, is provided. The starting point was one method proposed by Van Overschee and De Moor (1996). We have derived new (and simpler) expressions and we found that the original method can be rewritten as a weighted least squares problem, involving the future outputs and inputs and the observability matrix.

2004

On subspace system identification algorithms implemented through sequences of modified householder algorithms

Authors
Delgado, CJM; dos Santos, PL;

Publication
MSV'04 & AMCS'04, PROCEEDINGS

Abstract
In this paper we present two subspace identification methods implemented through sequences of modified Householder algorithm. The main idea was to show that subspace identification methods can be represented as sequences of least squares problems and implemented wing QR factorizations. Therefore, it is possible to develop iterative algorithms with most of the advantages of this kind of methods, and still improve the numerical efficiency, in order to deal with real-tme applications and minimize the computational burden.

2004

Recursive MOESP Type Subspace Identification Algorithm

Authors
Delgado, CJM; Santos, PLd;

Publication
ICINCO 2004, Proceedings of the First International Conference on Informatics in Control, Automation and Robotics, Setúbal, Portugal, August 25-28, 2004

Abstract

2004

Exploring the Linear Relations in the Estimation of Matrices B and D in Subspace Identification Methods

Authors
Delgado, CJM; Santos, PLd;

Publication
ICINCO 2004, Proceedings of the First International Conference on Informatics in Control, Automation and Robotics, Setúbal, Portugal, August 25-28, 2004

Abstract

2004

Clickstreams, the basis to establish user navigation patterns on web sites

Authors
Alves, R; Belo, O; Cavalcanti, F; Ferreira, P;

Publication
DATA MINING V: DATA MINING, TEXT MINING AND THEIR BUSINESS APPLICATIONS

Abstract
Collecting and mining clickstream data from c-commerce sites has become increasingly important for marketing, advertising, and traffic analysis activities. Organizations are promoting many initiatives concerning user's navigation pattern discovery, in order to implement better sites, more functional and close to customers' needs. Basically, the main idea is to provide more quality of attendance in their sites, and, consequently, get more profitability. However, clickstream processing is not a simple task. The sequences of clicks are very difficult to handle using conventional techniques, essentially due to their diversity and nature. They include a lot of aspects that reveal the multidimensional perspective of web data. OLAP technology provides today the means and techniques to represent, store and analyse such kinds of multidimensional data. However, it does not offer discovery driven analysis to support traversal pattern identification processes on web sites. Mining traversal pattern techniques can be applied in conjunction with OLAP as an integrated alternative for understanding those particular sequences of clicks. In this paper we present an integrated OLAP and mining approach specially conceived for exploring user navigation patterns based on clickstreams. We also describe the multidimensional structure provided for modelling click sequences and the OLAP operations and mining techniques that can be pushed over data cubes to bring up navigation patterns.

2004

Difference equations for the higher-order moments and cumulants of the INAR(1) model

Authors
Da Silva, ME; Oliveira, VL;

Publication
JOURNAL OF TIME SERIES ANALYSIS

Abstract
Recently, as a result of the growing interest in modelling stationary processes with discrete marginal distributions, several models for integer value time series have been proposed in the literature. One of these models is the INteger-AutoRegressive (INAR) model. Here we consider the higher-order moments and cumulants of the INAR(1) process and show that they satisfy a set of Yule-Walker type difference equations. We also obtain the spectral and bispectral density functions, thus characterizing the INAR(1) process in the frequency domain. We use a frequency domain approach, namely the Whittle criterion, to estimate the parameters of the model. The estimation theory and associated asymptotic theory of this estimation method are illustrated numerically.

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