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Publications

Publications by Patrícia Ramos

2013

Geostatistical Prediction of Ocean Outfall Plume Characteristics Based on an Autonomous Underwater Vehicle Regular Paper

Authors
Gregorio Ramos, PAG;

Publication
INTERNATIONAL JOURNAL OF ADVANCED ROBOTIC SYSTEMS

Abstract
Geostatistics has been successfully used to analyse and characterize the spatial variability of environmental properties. Besides providing estimated values at unsampled locations, geostatistics measures the accuracy of the estimate, which is a significant advantage over traditional methods used to assess pollution. This work uses universal block kriging to model and map the spatial distribution of salinity measurements gathered by an Autonomous Underwater Vehicle in a sea outfall monitoring campaign. The aim is to distinguish the effluent plume from the receiving waters, characterizing its spatial variability in the vicinity of the discharge and estimating dilution. The results demonstrate that geostatistical methodology can provide good estimates of the dispersion of effluents, which are valuable in assessing the environmental impact and managing sea outfalls. Moreover, since accurate measurements of the plume's dilution are rare, these studies may be very helpful in the future to validate dispersion models.

2015

Comparing the performance of geostatistical models with additional information from covariates for sewage plume characterization

Authors
Del Monego, M; Ribeiro, PJ; Ramos, P;

Publication
ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH

Abstract
In this work, kriging with covariates is used to model and map the spatial distribution of salinity measurements gathered by an autonomous underwater vehicle in a sea outfall monitoring campaign aiming to distinguish the effluent plume from the receiving waters and characterize its spatial variability in the vicinity of the discharge. Four different geostatistical linear models for salinity were assumed, where the distance to diffuser, the west-east positioning, and the south-north positioning were used as covariates. Sample variograms were fitted by the MatSrn models using weighted least squares and maximum likelihood estimation methods as a way to detect eventual discrepancies. Typically, the maximum likelihood method estimated very low ranges which have limited the kriging process. So, at least for these data sets, weighted least squares showed to be the most appropriate estimation method for variogram fitting. The kriged maps show clearly the spatial variation of salinity, and it is possible to identify the effluent plume in the area studied. The results obtained show some guidelines for sewage monitoring if a geostatistical analysis of the data is in mind. It is important to treat properly the existence of anomalous values and to adopt a sampling strategy that includes transects parallel and perpendicular to the effluent dispersion.

2019

Predicting throughput in IEEE 802.11 based wireless networks using directional antenna

Authors
Kandasamy, S; Morla, R; Ramos, P; Ricardo, M;

Publication
WIRELESS NETWORKS

Abstract
In IEEE 802.11 based wireless networks interference increases as more access points are added. A metric helping to quantize this interference seems to be of high interest. In this paper we study the relationship between the improved attacking case metric, which captures interference, and throughput for IEEE 802.11 based network using directional antenna. The y(1/3) = a + b (ln x)(3) model was found to best represent the relationship between the interference metric and the network throughput. We use this model to predict the performance of similar networks and decide the best configuration a network operator could use for planning his network.

2019

Assessing the Performance of Hierarchical Forecasting Methods on the Retail Sector

Authors
Oliveira, JM; Ramos, P;

Publication
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.

2022

Forecasting: theory and practice

Authors
Petropoulos, F; Apiletti, D; Assimakopoulos, V; Babai, MZ; Barrow, DK; Ben Taieb, S; Bergmeir, C; Bessa, RJ; Bijak, J; Boylan, JE; Browell, J; Carnevale, C; Castle, JL; Cirillo, P; Clements, MP; Cordeiro, C; Oliveira, FLC; De Baets, S; Dokumentov, A; Ellison, J; Fiszeder, P; Franses, PH; Frazier, DT; Gilliland, M; Gonul, MS; Goodwin, P; Grossi, L; Grushka Cockayne, Y; Guidolin, M; Guidolin, M; Gunter, U; Guo, XJ; Guseo, R; Harvey, N; Hendry, DF; Hollyman, R; Januschowski, T; Jeon, J; Jose, VRR; Kang, YF; Koehler, AB; Kolassa, S; Kourentzes, N; Leva, S; Li, F; Litsiou, K; Makridakis, S; Martin, GM; Martinez, AB; Meeran, S; Modis, T; Nikolopoulos, K; Onkal, D; Paccagnini, A; Panagiotelis, A; Panapakidis, I; Pavia, JM; Pedio, M; Pedregal, DJ; Pinson, P; Ramos, P; Rapach, DE; Reade, JJ; Rostami Tabar, B; Rubaszek, M; Sermpinis, G; Shang, HL; Spiliotis, E; Syntetos, AA; Talagala, PD; Talagala, TS; Tashman, L; Thomakos, D; Thorarinsdottir, T; Todini, E; Arenas, JRT; Wang, XQ; Winkler, RL; Yusupova, A; Ziel, F;

Publication
INTERNATIONAL JOURNAL OF FORECASTING

Abstract
Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts. We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases. (C) 2021 The Author( s). Published by Elsevier B.V. on behalf of International Institute of Forecasters.

2022

Financial Contagion from the Subprime Crisis: A Copula Approach

Authors
Mendes, RIL; Gomes, LMP; Ramos, PAG;

Publication
SCIENTIFIC ANNALS OF ECONOMICS AND BUSINESS

Abstract
The magnitude of the subprime crisis effects caused recessions in several economies, giving rise to the global financial crisis. The scale of this major shock and the different recovery profiles of European economies motivated this paper. The main objective is to look for evidence of contagion between the North American financial market (S&P500) and the financial markets of Portugal (PSI20), Spain (IBEX35), Greece (ATHEX) and Italy (FTSEMIB), in the South of Europe, and the financial markets of Sweden (OMXS30), Denmark (OMX2C0), Finland (OMXH25) and Norway (OsloOBX), in the North of Europe. Considering the period from January 1, 2003 to December 31, 2013, the ARMA-GARCH models were estimated to remove the autoregressive and conditional heteroscedastic effects from the time series of the daily returns. Then, the copula models were used to estimate the dependence relationships between the European stock indexes and the North American stock index, from the pre -crisis subperiod to the crisis subperiod. The results indicate financial contagion of the subprime crisis for all analyzed European countries. The North European markets intensified the relations of financial integration (both in negative and positive shocks) with the North American market, apart from the Danish against the Portuguese. In addition to the contribution made by the joint application of the ARMA-GARCH models, the findings are useful to identify channels of financial contagion between markets and to warn about the effects of possible new crisis, which will require different levels of adaptation by the companies' financial managers and intervention by the authorities.

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