Publications by authors named "Tiago A E Ferreira"

With the growing popularity of digital currencies known as cryptocurrencies, there is a need to develop models capable of robustly analyzing and predicting the value of future returns in these markets. In this article, we extract behavior rules to predict the values of future returns in the Bitcoin, Ethereum, Litecoin, and Ripple closing series. We used categorical data in the analyses and Markov chain models from the first to the tenth order to propose a new way of establishing possible future scenarios, in which we analyze the dependence of memory on the dynamics of the process.

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In this data article, we provide a time series dataset obtained for an application of wine quality detection focused on spoilage thresholds. The database contains 235 recorded measurements of wines divided into three groups and labeled as high quality (HQ), average quality (AQ) and low quality (LQ), in addition to 65 ethanol measurements. This dataset was collected using an electronic nose system (E-Nose) based on Metal Oxide Semiconductor (MOS) gas sensors, self-developed at the Universidade Federal Rural de Pernambuco (Brazil).

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This paper proposes a method to perform time series prediction based on perturbation theory. The approach is based on continuously adjusting an initial forecasting model to asymptotically approximate a desired time series model. First, a predictive model generates an initial forecasting for a time series.

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The particulate matter (PM) concentration has been one of the most relevant environmental concerns in recent decades due to its prejudicial effects on living beings and the earth's atmosphere. High PM concentration affects the human health in several ways leading to short and long term diseases. Thus, forecasting systems have been developed to support decisions of the organizations and governments to alert the population.

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Combined forecasters have been in the vanguard of stochastic time series modeling. In this way it has been usual to suppose that each single model generates a residual or prediction error like a white noise. However, mostly because of disturbances not captured by each model, it is yet possible that such supposition is violated.

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The papillomaviruses form a highly diverse group that infect mammals, birds and reptiles. We know little about their genetic diversity and therefore the evolutionary mechanisms that drive the diversity of these viruses. Genomic sequences of papillomaviruses are highly divergent and so it is important to develop methods that select the most phylogenetic informative sites.

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