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Publicações

Publicações por LIAAD

2006

Multivariate autoregressive modelling of sea level time series from TOPEX/Poseidon satellite altimetry

Autores
Barbosa, SM; Silva, ME; Fernandes, MJ;

Publicação
NONLINEAR PROCESSES IN GEOPHYSICS

Abstract
This work addresses the autoregressive modelling of sea level time series from TOPEX/Poseidon satellite altimetry mission. Datasets from remote sensing applications are typically very large and correlated both in time and space. Multivariate analysis methods are useful tools to summarise and extract information from such large space-time datasets. Multivariate autoregressive analysis is a generalisation of Principal Oscillation Pattern (POP) analysis, widely used in the geosciences for the extraction of dynamical modes by eigen-decomposition of a first order autoregressive model fitted to the multivariate dataset of observations. The extension of the POP methodology to autoregressions of higher order, although increasing the difficulties in estimation, allows one to model a larger class of complex systems. Here, sea level variability in the North Atlantic is modelled by a third order multivariate autoreerressive model estimated by stepwise least squares. Eigen-decomposition of the fitted model yields physically-interpretable seasonal modes. The leading autoregressive mode is an annual oscillation and exhibits a very homogeneous spatial structure in terms of amplitude reflecting the large scale coherent behaviour of the annual pattern in the Northern hemisphere. The phase structure reflects the seesaw pattern between the western and eastern regions in the tropical North Atlantic associated with the trade winds regime. The second mode is close to a semi-annual oscillation. Multivariate autoregressive models provide a useful framework for the description of time-varying fields while enclosing a predictive potential.

2006

Wavelet analysis of the Lisbon and Gibraltar North Atlantic Oscillation winter indices

Autores
Barbosa, S; Silva, ME; Fernandes, MJ;

Publicação
INTERNATIONAL JOURNAL OF CLIMATOLOGY

Abstract
The North Atlantic Oscillation (NAO) is one of the most important climatic patterns in the Northern Hemisphere. Indices based on the normalised pressure difference between Iceland and a Southern station, such as Lisbon or Gibraltar, have been defined in order to describe NAO temporal evolution. Although exhibiting interannual and decadal variability, the signals are statistically rather featureless and therefore it is difficult to discriminate between different types of stochastic models. In this study, Lisbon and Gibraltar NAO winter indices are analysed using the discrete wavelet transform discrete wavelet transform(DWT). A multi-resolution analysis (MRA) is carried out for a scale-based description of the indices and the wavelet spectrum is used to identify and estimate long-range dependence. The degree of association of the two NAO indices is assessed by estimating the wavelet covariance for the two signals. The scale-based approach inherent to the discrete wavelet methodology allows a scale-by-scale comparison of the signals and shows that although the short-term temporal pattern is very similar for both indices, the long-term temporal structure is distinct. Furthermore, the degree of persistence or 'memory' is also distinct: the Lisbon index is best described by a long-range dependent (LRD) process, while the Gibraltar index is adequately described by a short-range process. Therefore, while trend features in the Lisbon NAO index may be explainable by long-range dependence alone, with no need to invoke external factors, for the Gibraltar index such features cannot be interpreted as resulting only from internal variability through long-range dependence. Copyright (C) 2006 Royal Meteorological Society.

2006

Long-range dependence in North Atlantic sea level

Autores
Barbosa, SM; Fernandes, MJ; Silva, ME;

Publicação
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Abstract
Sea level is an important parameter in climate and oceanographic applications. In this work the scaling behavior of sea level is analyzed from time series of sea level observations. The wavelet domain is particularly attractive for the identification of scaling behavior in an observed time series. The wavelet spectrum from a scale-by-scale wavelet analysis of variance reproduces in the wavelet domain the power laws underlying a scaling process, allowing the estimation of the scaling exponent from the slope of the wavelet spectrum. Here the scaling exponent is estimated in the wavelet domain for time series of sea level observations in the North Atlantic: at coastal sites from tide gauges, covering 50 years of monthly measurements, and in the open ocean from satellite altimetry, covering 12 years of satellite measurements at 10 days intervals. Both tide gauge and altimetry time series exhibit scaling behavior. Furthermore, the degree of stochastic persistence is spatially coherent and distinct at the coast and in the open ocean. Near the coast, the stochastic structure of the sea level observations is characterized by long-range dependence with a moderate degree of persistence. Larger values of the scaling exponent, consistent with weaker persistence, are concentrated in the northern Atlantic. At mid-latitudes the stochastic dependence of sea level observations is characterized by strong persistence in the form of strong long-range and 1/f dependence.

2006

Modelling long-term heart rate variability: an ARFIMA approach

Autores
Leite, AS; Rocha, AP; Silva, ME; Costa, O;

Publicação
BIOMEDIZINISCHE TECHNIK

Abstract
Long-term heart rate variability (HRV) series can be described by time-variant autoregressive modelling. HRV recordings show dependence between distant observations that is not negligible, suggesting the existence of long-range correlations. In this work, selective adaptive segmentation combined with fractionally integrated autoregressive moving-average models is used to capture long memory in HRV recordings. This approach leads to an improved description of the low- and high-frequency components in HRV spectral analysis. Moreover, it is found that in the 24-h recording of a case report, the long-memory parameter presents a circadian variation, with different regimes for day and night periods.

2005

Monitoring the quality of meta-data in web portals using statistics, visualization and data mining

Autores
Soares, C; Jorge, AM; Domingues, MA;

Publicação
PROGRESS IN ARTIFICIAL INTELLIGENCE, PROCEEDINGS

Abstract
We propose a methodology to monitor the quality of the meta-data used to describe content in web portals. It is based on the analysis of the meta-data using statistics, visualization and data mining tools. The methodology enables the site's editor to detect and correct problems in the description of contents, thus improving the quality of the web portal and the satisfaction of its users. We also define a general architecture for a platform to support the proposed methodology. We have implemented this platform and tested it on a Portuguese portal for management; executives. The results validate the methodology proposed.

2005

An experiment with association rules and classification: Post-bagging and conviction

Autores
Jorge, AM; Azevedo, PJ;

Publicação
DISCOVERY SCIENCE, PROCEEDINGS

Abstract
In this paper we study a new technique we call post-bagging, which consists in resampling parts of a classification model rather then the data. We do this with a particular kind of model: large sets of classification association rules, and in combination with ordinary best rule and weighted voting approaches. We empirically evaluate the effects of the technique in terms of classification accuracy. We also discuss the predictive power of different metrics used for association rule mining, such as confidence, lift, conviction and chi(2). We conclude that, for the described experimental conditions, post-bagging improves classification results and that the best metric is conviction.

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