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Publicações

Publicações por José Manuel Oliveira

2016

The self-configuration of nodes using RSSI in a dense wireless sensor network

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

Publicação
TELECOMMUNICATION SYSTEMS

Abstract
Wireless sensor networks (WSNs) may be 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 a similar network is a photo voltaic (PV) power plant, where there is a sensor connected to each solar panel. 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, three algorithms are proposed that allow nodes in the network to automatically identify their closest neighbors, relative location in the network, and select which frequency channel to operate in. This is done using the value of the Received Signal Strength Indicator (RSSI) of the messages sent and received during the setup phase. The performance of these algorithms is tested by means of both simulations and testbed experiments. Results show that the error in the performance of the algorithms 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. However, the value of the error is still acceptable even with a high number of nodes.

2019

Assessing the Performance of Hierarchical Forecasting Methods on the Retail Sector

Autores
Oliveira, JM; Ramos, P;

Publicação
ENTROPY

Abstract
Retailers need demand forecasts at different levels of aggregation in order to support a variety of decisions along the supply chain. To ensure aligned decision-making across the hierarchy, it is essential that forecasts at the most disaggregated level add up to forecasts at the aggregate levels above. It is not clear if these aggregate forecasts should be generated independently or by using an hierarchical forecasting method that ensures coherent decision-making at the different levels but does not guarantee, at least, the same accuracy. To give guidelines on this issue, our empirical study investigates the relative performance of independent and reconciled forecasting approaches, using real data from a Portuguese retailer. We consider two alternative forecasting model families for generating the base forecasts; namely, state space models and ARIMA. Appropriate models from both families are chosen for each time-series by minimising the bias-corrected Akaike information criteria. The results show significant improvements in forecast accuracy, providing valuable information to support management decisions. It is clear that reconciled forecasts using the Minimum Trace Shrinkage estimator (MinT-Shrink) generally improve on the accuracy of the ARIMA base forecasts for all levels and for the complete hierarchy, across all forecast horizons. The accuracy gains generally increase with the horizon, varying between 1.7% and 3.7% for the complete hierarchy. It is also evident that the gains in forecast accuracy are more substantial at the higher levels of aggregation, which means that the information about the individual dynamics of the series, which was lost due to aggregation, is brought back again from the lower levels of aggregation to the higher levels by the reconciliation process, substantially improving the forecast accuracy over the base forecasts.

2025

Tax Optimization in the European Union: A Laffer Curve Perspective

Autores
Sentinelo, T; Queiros, M; Oliveira, JM; Ramos, P;

Publicação
ECONOMIES

Abstract
This study explores the applicability of the Laffer Curve in the context of the European Union (EU) by analyzing the relationship between taxation and fiscal revenue across personal income tax (PIT), corporate income tax (CIT), and value-added tax (VAT). Utilizing a comprehensive panel data set spanning 1995 to 2022 across all 27 EU member states, the research also integrates the Bird Index to assess fiscal effort and employs advanced econometric techniques, including the Hausman Test and log-quadratic regression models, to capture the non-linear dynamics of the Laffer Curve. The findings reveal that excessively high tax rates, particularly in some larger member states, may lead to revenue losses due to reduced economic activity and tax evasion, highlighting the existence of optimal tax rates that maximize revenue while sustaining economic growth. By estimating threshold tax rates and incorporating the Bird Index, the study provides a nuanced perspective on tax efficiency and fiscal sustainability, offering evidence-based policy recommendations for optimizing tax systems in the European Union to balance revenue generation with economic competitiveness.

2025

Optimizing Credit Risk Prediction for Peer-to-Peer Lending Using Machine Learning

Autores
Souadda, LI; Halitim, AR; Benilles, B; Oliveira, JM; Ramos, P;

Publicação

Abstract
This study investigates the effectiveness of different hyperparameter tuning strategies for peer-to-peer risk management. Ensemble learning techniques have shown superior performance in this field compared to individual classifiers and traditional statistical methods. However, model performance is influenced not only by the choice of algorithm but also by hyperparameter tuning, which impacts both predictive accuracy and computational efficiency. This research compares the performance and efficiency of three widely used hyperparameter tuning methods, Grid Search, Random Search, and Optuna, across XGBoost, LightGBM, and Logistic Regression models. The analysis uses the Lending Club dataset, spanning from 2007 Q1 to 2020 Q3, with comprehensive data preprocessing to address missing values, class imbalance, and feature engineering. Model explainability is assessed through feature importance analysis to identify key drivers of default probability. The findings reveal comparable predictive performance among the tuning methods, evaluated using metrics such as G-mean, sensitivity, and specificity. However, Optuna significantly outperforms the others in computational efficiency; for instance, it is 10.7 times faster than Grid Search for XGBoost and 40.5 times faster for LightGBM. Additionally, variations in feature importance rankings across tuning methods influence model interpretability and the prioritization of risk factors. These insights underscore the importance of selecting appropriate hyperparameter tuning strategies to optimize both performance and explainability in peer-to-peer risk management models.

2023

Robust Sales forecasting Using Deep Learning with Static and Dynamic Covariates

Autores
Ramos, P; Oliveira, JM;

Publicação
APPLIED SYSTEM INNOVATION

Abstract
Retailers must have accurate sales forecasts to efficiently and effectively operate their businesses and remain competitive in the marketplace. Global forecasting models like RNNs can be a powerful tool for forecasting in retail settings, where multiple time series are often interrelated and influenced by a variety of external factors. By including covariates in a forecasting model, we can often better capture the various factors that can influence sales in a retail setting. This can help improve the accuracy of our forecasts and enable better decision making for inventory management, purchasing, and other operational decisions. In this study, we investigate how the accuracy of global forecasting models is affected by the inclusion of different potential demand covariates. To ensure the significance of the study's findings, we used the M5 forecasting competition's openly accessible and well-established dataset. The results obtained from DeepAR models trained on different combinations of features indicate that the inclusion of time-, event-, and ID-related features consistently enhances the forecast accuracy. The optimal performance is attained when all these covariates are employed together, leading to a 1.8% improvement in RMSSE and a 6.5% improvement in MASE compared to the baseline model without features. It is noteworthy that all DeepAR models, both with and without covariates, exhibit a significantly superior forecasting performance in comparison to the seasonal naive benchmark.

2025

Transformer-Based Models for Probabilistic Time Series Forecasting with Explanatory Variables

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

Publicação
MATHEMATICS

Abstract
Accurate demand forecasting is essential for retail operations as it directly impacts supply chain efficiency, inventory management, and financial performance. However, forecasting retail time series presents significant challenges due to their irregular patterns, hierarchical structures, and strong dependence on external factors such as promotions, pricing strategies, and socio-economic conditions. This study evaluates the effectiveness of Transformer-based architectures, specifically Vanilla Transformer, Informer, Autoformer, ETSformer, NSTransformer, and Reformer, for probabilistic time series forecasting in retail. A key focus is the integration of explanatory variables, such as calendar-related indicators, selling prices, and socio-economic factors, which play a crucial role in capturing demand fluctuations. This study assesses how incorporating these variables enhances forecast accuracy, addressing a research gap in the comprehensive evaluation of explanatory variables within multiple Transformer-based models. Empirical results, based on the M5 dataset, show that incorporating explanatory variables generally improves forecasting performance. Models leveraging these variables achieve up to 12.4% reduction in Normalized Root Mean Squared Error (NRMSE) and 2.9% improvement in Mean Absolute Scaled Error (MASE) compared to models that rely solely on past sales. Furthermore, probabilistic forecasting enhances decision making by quantifying uncertainty, providing more reliable demand predictions for risk management. These findings underscore the effectiveness of Transformer-based models in retail forecasting and emphasize the importance of integrating domain-specific explanatory variables to achieve more accurate, context-aware predictions in dynamic retail environments.

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