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Publicações

Publicações por LIAAD

2025

Don't Forget This: Augmenting Results with Event-Aware Search

Autores
Sousa, H; Ward, AR; Alonso, O;

Publicação
PROCEEDINGS OF THE EIGHTEENTH ACM INTERNATIONAL CONFERENCE ON WEB SEARCH AND DATA MINING, WSDM 2025

Abstract
Events like Valentine's Day and Christmas can influence user intent when interacting with search engines. For example, a user searching for gift around Valentine's Day is likely to be looking for Valentine's-themed options, whereas the same query close to Christmas would more likely suggest an interest in Holiday-themed gifts. These shifts in user intent, driven by temporal factors, are often implicit but important to determine the relevance of search results. In this demo, we explore how incorporating temporal awareness can enhance search relevance in an e-commerce setting. We constructed a database of 2K events and, using historical purchase data, developed a temporal model that estimates each event's importance on a specific date. The most relevant events on the date the query was issued are then used to enrich search results with event-specific items. Our demo illustrates how this approach enables a search system to better adapt to temporal nuances, ultimately delivering more contextually relevant products.

2025

Bayesian Modelling of Time Series of Counts with Missing Data

Autores
Silva, I; Silva, ME; Pereira, I;

Publicação
Springer Proceedings in Mathematics and Statistics

Abstract
The presence of missing data poses a common challenge for time series analysis in general since the most usual requirement is that the data is equally spaced in time and therefore imputation methods are required. For time series of counts, the usual imputation methods which usually produce real valued observations, are not adequate. This work employs Bayesian principles for handling missing data within time series of counts, based on first-order integer-valued autoregressive (INAR) models, namely Approximate Bayesian Computation (ABC) and Gibbs sampler with Data Augmentation (GDA) algorithms. The methodologies are illustrated with synthetic and real data and the results indicate that the estimates are consistent and present less bias when the percentage of missing observations decreases, as expected. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2025.

2025

Multilayer quantile graph for multivariate time series analysis and dimensionality reduction

Autores
Silva, VF; Silva, ME; Ribeiro, P; Silva, F;

Publicação
INTERNATIONAL JOURNAL OF DATA SCIENCE AND ANALYTICS

Abstract
In recent years, there has been a surge in the prevalence of high- and multidimensional temporal data across various scientific disciplines. These datasets are characterized by their vast size and challenging potential for analysis. Such data typically exhibit serial and cross-dependency and possess high dimensionality, thereby introducing additional complexities to conventional time series analysis methods. To address these challenges, a recent and complementary approach has emerged, known as network-based analysis methods for multivariate time series. In univariate settings, quantile graphs have been employed to capture temporal transition properties and reduce data dimensionality by mapping observations to a smaller set of sample quantiles. To confront the increasingly prominent issue of high dimensionality, we propose an extension of quantile graphs into a multivariate variant, which we term Multilayer Quantile Graphs. In this innovative mapping, each time series is transformed into a quantile graph, and inter-layer connections are established to link contemporaneous quantiles of pairwise series. This enables the analysis of dynamic transitions across multiple dimensions. In this study, we demonstrate the effectiveness of this new mapping using synthetic and benchmark multivariate time series datasets. We delve into the resulting network's topological structures, extract network features, and employ these features for original dataset analysis. Furthermore, we compare our results with a recent method from the literature. The resulting multilayer network offers a significant reduction in the dimensionality of the original data while capturing serial and cross-dimensional transitions. This approach facilitates the characterization and analysis of large multivariate time series datasets through network analysis techniques.

2025

Multilayer horizontal visibility graphs for multivariate time series analysis

Autores
Silva, VF; Silva, ME; Ribeiro, P; Silva, F;

Publicação
DATA MINING AND KNOWLEDGE DISCOVERY

Abstract
Multivariate time series analysis is a vital but challenging task, with multidisciplinary applicability, tackling the characterization of multiple interconnected variables over time and their dependencies. Traditional methodologies often adapt univariate approaches or rely on assumptions specific to certain domains or problems, presenting limitations. A recent promising alternative is to map multivariate time series into high-level network structures such as multiplex networks, with past work relying on connecting successive time series components with interconnections between contemporary timestamps. In this work, we first define a novel cross-horizontal visibility mapping between lagged timestamps of different time series and then introduce the concept of multilayer horizontal visibility graphs. This allows describing cross-dimension dependencies via inter-layer edges, leveraging the entire structure of multilayer networks. To this end, a novel parameter-free topological measure is proposed and common measures are extended for the multilayer setting. Our approach is general and applicable to any kind of multivariate time series data. We provide an extensive experimental evaluation with both synthetic and real-world datasets. We first explore the proposed methodology and the data properties highlighted by each measure, showing that inter-layer edges based on cross-horizontal visibility preserve more information than previous mappings, while also complementing the information captured by commonly used intra-layer edges. We then illustrate the applicability and validity of our approach in multivariate time series mining tasks, showcasing its potential for enhanced data analysis and insights.

2025

Online monitoring of electric transmission lines using an optical ground wire with Distributed Acoustic Sensing

Autores
Silva, S; Nunes, GD; da Silva, JP; Meireles, A; Bidarra, D; Moreira, J; Novais, S; Dias, I; Sousa, R; Frazao, O;

Publicação
29TH INTERNATIONAL CONFERENCE ON OPTICAL FIBER SENSORS

Abstract
In this study, we demonstrate the measurement of electric power using an optical ground wire ( OPGW). The tests were conducted on an OPGW cable from a high-voltage transmission line in Sines, Portugal, operating at 400 kV. A buried fiber position, free of 50 Hz and 100 Hz frequency interference, was selected to confirm that the 50 Hz frequency is not due to mechanical perturbation or electronic noise. Additionally, two suspended fiber positions (at 2500 m and 8500 m), where these frequencies were clearly observed, were analyzed. This study also examined the positioning of poles and splice detection between cables.

2025

Pycol: A Python package for dataset complexity measures

Autores
Apóstolo, D; Santos, MS; Lorena, AC; Abreu, PH;

Publicação
Neurocomputing

Abstract

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