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Publicações

Publicações por LIAAD

2009

Deterministic versus stochastic trends: Detection and challenges

Autores
Fatichi, S; Barbosa, SM; Caporali, E; Silva, ME;

Publicação
JOURNAL OF GEOPHYSICAL RESEARCH-ATMOSPHERES

Abstract
The detection of a trend in a time series and the evaluation of its magnitude and statistical significance is an important task in geophysical research. This importance is amplified in climate change contexts, since trends are often used to characterize long-term climate variability and to quantify the magnitude and the statistical significance of changes in climate time series, both at global and local scales. Recent studies have demonstrated that the stochastic behavior of a time series can change the statistical significance of a trend, especially if the time series exhibits long-range dependence. The present study examines the trends in time series of daily average temperature recorded in 26 stations in the Tuscany region (Italy). In this study a new framework for trend detection is proposed. First two parametric statistical tests, the Phillips-Perron test and the Kwiatkowski-Phillips-Schmidt-Shin test, are applied in order to test for trend stationary and difference stationary behavior in the temperature time series. Then long-range dependence is assessed using different approaches, including wavelet analysis, heuristic methods and by fitting fractionally integrated autoregressive moving average models. The trend detection results are further compared with the results obtained using nonparametric trend detection methods: Mann-Kendall, Cox-Stuart and Spearman's rho tests. This study confirms an increase in uncertainty when pronounced stochastic behaviors are present in the data. Nevertheless, for approximately one third of the analyzed records, the stochastic behavior itself cannot explain the long-term features of the time series, and a deterministic positive trend is the most likely explanation.

2009

Multi-scale variability patterns in NCEP/NCAR reanalysis sea-level pressure

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

Publicação
THEORETICAL AND APPLIED CLIMATOLOGY

Abstract
Atmospheric pressure varies within a wide range of scales and thus a multi-scale description of its variability is particularly appealing. In this study, a scale-by-scale analysis of the global sea-level pressure field is carried out from reanalysis data. Wavelet-based analysis of variance is applied in order to describe the variability of the pressure field in terms of patterns representing the contribution of each scale to the overall variance. Signals at the seasonal scales account for the largest fraction of sea-level pressure variance (typically more than 60%) except in the Southern Ocean, in the Equatorial Pacific and in the North Atlantic. In the Southern Ocean and over the North Atlantic, high-frequency signals contribute to a considerable fraction (30-50%) of the overall variance in sea-level pressure. In the Equatorial Pacific, large-scale variability, associated with ENSO, contributes up to 40% of the total variance.

2009

Low-frequency sea-level change in Chesapeake Bay: Changing seasonality and long-term trends

Autores
Barbosa, SM; Silva, ME;

Publicação
ESTUARINE COASTAL AND SHELF SCIENCE

Abstract
Long-term sea-level variability in Chesapeake Bay is examined from long tide gauge records in order to assess the influence of climate factors on sea-level changes in this complex estuarine system. A time series decomposition method based on autoregression is applied to extract flexible seasonal and low-frequency components from the tide gauge records, allowing to analyse long-term sea-level variability not only by estimating linear trends from the records, but also by examining fluctuations in seasonal and long-term patterns. Long-term sea-level variability in Chesapeake Bay shows considerable decadal variability. At the annual scale, variability is mainly determined by atmospheric factors, specifically atmospheric pressure and zonal wind, but no systematic trends are found in the amplitude of the annual cycle. On longer time scales, precipitation rate, a proxy for river discharge, is the main factor influencing decadal sea-level variability. Linear trends in relative sea-level heights range from 2.66 +/- 0.075 mm/year (at Baltimore) to 4.40 +/- 0.086 mm/year (at Hampton Roads) for the 1955-2007 period. Due to the gentle slope of most of the bay margin, a sea-level increase of this magnitude poses a significant threat in terms of wetland loss and consequent environmental impacts.

2009

Long Memory and Volatility in HRV: An ARFIMA-GARCH Approach

Autores
Leite, A; Rocha, AP; Silva, ME;

Publicação
CINC: 2009 36TH ANNUAL COMPUTERS IN CARDIOLOGY CONFERENCE

Abstract
Heart rate variability (HRV) data display nonstationary characteristics, exhibit long-range correlations (memory) and instantaneous variability (volatility). Recently, we have proposed fractionally integrated autoregressive moving average (ARFIMA) models for a parametric alternative to the widely-used technique detrended fluctuation analysis, for long memory estimation in HRV. Usually, the volatility in HRV studies is assessed by recursive least squares. In this work, we propose an alternative approach based on ARFIMA models with generalized autoregressive conditionally heteroscedastic (GARCH) innovations. ARFIMA-GARCH models, combined with selective adaptive segmentation, may be used to capture and remove long-range correlation and estimate the conditional volatility in 24 hour HRV recordings. The ARFIMA-GARCH approach is applied to 24 hour HRV recordings from the Noltisalis database allowing to discriminate between the different groups.

2008

Evaluation of existing Harmonic-to-Noise Ratio methods for voice assessment

Autores
Sousa, R; Ferreira, A;

Publicação
New Trends in Audio and Video - Signal Processing: Algorithms, Architectures, Arrangements, and Applications, NTAV / SPA 2008 - Conference Proceedings

Abstract
In this paper, an evaluation of several methods allowing the estimation of the Harmonic-to-Noise Ratio (HNR) of sustained vowels was conducted. The HNR estimation methods are mainly based on time, spectral, and cepstral signal representations. An algorithm was implemented for each method and was tested with synthesized voice sounds in order to evaluate their accuracy. Tests were also conducted with real pathological voice sounds in order to evaluate the behaviour of the different methods under real conditions. © 2008 Division of Signal Processin.

2008

Incremental collaborative filtering for binary ratings

Autores
Miranda, C; Jorge, AM;

Publicação
Proceedings - 2008 IEEE/WIC/ACM International Conference on Web Intelligence, WI 2008

Abstract
The use of collaborative filtering (CF) recommenders on the Web is typically done in environments where data is constantly flowing. In this paper we propose an incremental version of item-based CF for implicit binary ratings, and compare it with a non-incremental one, as well as with an incremental user-based approach. We also study the usage of sparse matrices in these algorithms. We observe that recall and precision tend to improve when we continuously add information to the recommender model, and that the time spent for recommendation does not degrade. Time for updating the similarity matrix is relatively low and motivates the use of the item-based incremental approach. © 2008 IEEE.

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