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Publicações

Publicações por José Manuel Oliveira

2016

A Procedure for Identification of Appropriate State Space and ARIMA Models Based on Time-Series Cross-Validation

Autores
Ramos, P; Oliveira, JM;

Publicação
ALGORITHMS

Abstract
In this work, a cross-validation procedure is used to identify an appropriate Autoregressive Integrated Moving Average model and an appropriate state space model for a time series. A minimum size for the training set is specified. The procedure is based on one-step forecasts and uses different training sets, each containing one more observation than the previous one. All possible state space models and all ARIMA models where the orders are allowed to range reasonably are fitted considering raw data and log-transformed data with regular differencing (up to second order differences) and, if the time series is seasonal, seasonal differencing (up to first order differences). The value of root mean squared error for each model is calculated averaging the one-step forecasts obtained. The model which has the lowest root mean squared error value and passes the Ljung-Box test using all of the available data with a reasonable significance level is selected among all the ARIMA and state space models considered. The procedure is exemplified in this paper with a case study of retail sales of different categories of women's footwear from a Portuguese retailer, and its accuracy is compared with three reliable forecasting approaches. The results show that our procedure consistently forecasts more accurately than the other approaches and the improvements in the accuracy are significant.

2014

Neighbors and Relative Location Identification Using RSSI in a Dense Wireless Sensor Network

Autores
Abdellatif, MM; Oliveira, JM; Ricardo, M;

Publicação
2014 13TH ANNUAL MEDITERRANEAN AD HOC NETWORKING WORKSHOP (MED-HOC-NET)

Abstract
Wireless Sensor Networks (WSNs) are made of a large amount of small devices that are able to sense changes in the environment, and communicate these changes throughout the network. An example of such network is a photo voltaic (PV) power plant, where there is a sensor connected to each solar panel. Because such a network covers a large area, the number of sensors can be very large. The task of each sensor is to sense the output of the panel which is then sent to a central node for processing. As the network grows, it becomes impractical and even impossible to configure all these nodes manually. And so, the use of self-organization and auto-configuration algorithms becomes essential. In this paper, two algorithms are proposed that can be used to allow each node in the network to automatically identify its closest neighbors as well as its relative location in the network using the value of the Received Signal Strength indicator (RSSI) of the messages sent back and forth during the setup phase. Results show that the error in neighbor identification decreases as we increase the number of RSSI values used for decision making. Additionally, the number of nodes in the network affects the setup error greatly. However, the value of the error is still acceptable even for high number of simulated columns.

2013

The Effect of Data Aggregation on the Performance of a Wireless Sensor Network Employing a Polling Based Data Collecting Technique

Autores
Abdellatif, MM; Oliveira, JM; Ricardo, M;

Publicação
2013 IFIP WIRELESS DAYS (WD)

Abstract
Wireless Sensor Networks (WSNs) consist of small devices capable of sensing various variables in the environment, process and communicate them through the network. These devices interact together to carry out monitoring tasks. A photo-voltaic (PV) power plant is an example of such network, where each solar panel has a sensor connected to it. The number of interconnected solar panels can become very large in order to cover a large area. Each sensor senses the output of the panel and sends this value to a central node for processing. In this paper we study and compare the performance of a multi-hop wireless sensor network, employing a polling based data collecting technique with data aggregation, against the performance of a one hop network employing two different data collecting techniques. The study considers a wireless network with fixed number of nodes using different values of the offered load, estimating the network throughput for each technique and offered load. The use of a multi-hop setup was chosen in order to reduce transmission power and interference among nodes. Results show that the multi-hop network, using the polling based data collecting technique with data aggregation, performs close to the one hop network using the other two techniques. The study involves both simulation and testbed experimentation.

2016

Evaluating the Forecasting Accuracy of Pure Time Series Models on Retail Data

Autores
Ramos, P; Oliveira, JM; Rebelo, R;

Publicação
ADVANCES IN MANUFACTURING TECHNOLOGY XXX

Abstract
Forecasting future sales is one of the most important issues that is beyond all strategic and planning decisions in effective operations of retail supply chains. For profitable retail businesses, accurate sales forecasting is crucial in organizing and planning purchasing, production, transportation and labor force. Retail sales series belong to a special type of time series that typically contain strong trend and seasonal patterns, presenting challenges in developing effective forecasting models. This paper 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. An approach based on cross-validation is used to identify automatically appropriate state space and ARIMA models. The forecasting performance of these models is also compared by examining the out-of-sample forecasts. The results indicate that the overall out-of-sample forecasting performance of ARIMA models evaluated via RMSE, MAE and MAPE is better than state space models. The performance of both forecasting methodologies in producing forecast intervals was also evaluated and the results indicate that ARIMA produces slightly better coverage probabilities than state space models for the nominal 95% forecast intervals. For the nominal 80% forecast intervals the performance of state space models is slightly better.

2016

Management of Promotional Activity Supported by Forecasts Based on Assorted Information

Autores
Ribeiro, C; Oliveira, JM; Ramos, P;

Publicação
ADVANCES IN MANUFACTURING TECHNOLOGY XXX

Abstract
Aggressive marketing causes rapid changes in consumer behavior and some significant impact in the retail business. In this context, the sales forecasting at the SKU level can help retailers to become more competitive by reducing inventory investment and distribution costs. Sales forecasts are often obtained combining basic univariate forecasting models with empirical judgment. However, more effective forecasting methods can be obtained by incorporating promotional information, including price, percentage of discount (direct discount or loyalty card discount), calendar events and weekend indicators not only from the focal product but also from its competitors. To deal with the high dimensionality of the variable space, we propose a two-stage LASSO regression to select optimal predictors and estimate the model parameters. At the first stage, only focal SKUs promotional explanatory variables are included in the Autoregressive Distributed Lag model. At the second stage, the in-sample forecast errors from the first stage are regressed on the explanatory variables from the other SKUs in the same category with the focal SKU, and to use that information more effectively three different approaches were considered: select the five top sales SKUs, include all raw promotional information, and preprocess raw information using Principal Component Analysis. The empirical results obtained using daily data from a Portuguese retailer show that the inclusion of promotional information from SKUs in the same category may improve the forecast accuracy and that better overall forecasting results may be obtained if the best model for each SKU is selected.

2016

Sales Forecasting in Retail Industry Based on Dynamic Regression Models

Autores
Pinho, JM; Oliveira, JM; Ramos, P;

Publicação
ADVANCES IN MANUFACTURING TECHNOLOGY XXX

Abstract
Sales forecasts gained more importance in the retail industry with the increasing of promotional activity, not only because of the considerable portion of products under promotion but also due to the existence of promotional activities, which boost product sales and make forecasts more difficult to obtain. This study is performed with real data from a Portuguese consumer goods retail company, from January 2012 until April 2015. To achieve the purpose of the study, dynamic regression is used based on information of the focal product and its competitors, with seasonality modelled using Fourier terms. The selection of variables to be included in the model is done based on the lowest value of AIC in the train period. The forecasts are obtained for a test period of 30 weeks. The forecasting models overall performance is analyzed for the full period and for the periods with and without promotions. The results show that our proposed dynamic regression models with price and promotional information of the focal product generate substantially more accurate forecasts than pure time series models for all periods studied.

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