Forecast reconciliation : methods, structures, criteria, and a new approach with spatial data

This PhD dissertation is a collection of four papers that aim to explore, in the marketing field, the research on hierarchical and grouped time-series reconciliation approaches. Those approaches are necessary when different departments of an organization have different needs regarding forecast aggregations. This work focuses, besides reconciliation approaches, on time-series forecasting methods, and on the importance of geographical information to better forecast and plan marketing strategies. The first paper is theoretical and argues on the importance to marketing of having accurate forecasts. It explores the current state of marketing research on modelling in general, and on forecast specifically. It covers the classifications of methods, datasets explored on current research, the basic model studied, and existing gaps. The paper concludes that marketing focuses on explanation, living a gap on accuracy evidence and on the applicability of the models proposed. The second paper explores those gaps by applying two current topics of discussion on forecasting time-series literature: machine learning techniques and ensemble models. These methods are easy to implement and are reported in the literature to improve accuracy. The paper proposes an adaptation to portfolio optimization to calculate the weights of an ensemble based on each base model's accuracy and the covariance matrix of such accuracies. The proposed approach outperforms all 15 base models and the equal weights benchmark. The paper also provides evidence that, if single models are compared, statistical methods have better accuracy than the machine learning methods applied. The third paper uses a statistical method to forecast time-series (i.e. sales) combined with different structure and criteria of aggregation. The aim of the paper is to compare different criteria based on marketing mix variables. The empirical application presented in the paper indicates whether product category, channel type or region (geographic location) works best alone or combined. It also gives evidence of the importance of geographical considerations to improve forecast accuracy. The last paper furthers explore this finding by proposing a new reconciliation approach that distributes an aggregate forecast to lower levels of disaggregation using a gravitational model. This paper also contributes to the literature by comparing statistical, machine learning and deep learning methods (LSTM). All papers presented in this dissertation use open-source tools, combining proprietary data that is natural to the process of every organization and publicly available data. The focus is on methods and tools that are generalizable to all types of goods, can be easily applied by any organization, with relatively low investment. The contributions of the PhD dissertation are (1) to compare statistical, machine learning and deep learning methods to forecast sales on single and ensemble models; (2) to provide evidence on the criteria and structure of aggregation that improves forecast accuracy the most; and (3) to offer a new approach to distribute an aggregate forecast to new geographical regions when no historical data is available.A presente tese de doutorado é uma coleção de quatro artigos científicos desenvolvidos com o objetivo de explorar, dentro da área de marketing, a pesquisa sobre reconciliação de previsão de séries temporais com estrutura hierárquica ou agrupada. Reconciliação de previsões é necessária quando diferentes áreas de uma organização necessitam de previsões em diferentes níveis de agregação. O presente conjunto de estudos foca, além da reconciliação de previsões, em métodos de previsão de series temporais e na importância de informações geográficas para melhor prever e planejar estratégias de marketing. O primeiro artigo apresentado é uma revisão da literatura atual em modelagem de marketing, focando nos estudos sobre previsão. O artigo argumenta sobre a importância para o marketing em ter previsões, nas diferentes classificações dos métodos, nos tipos de dados usados, no modelo básico estudado e nos potenciais para estudos futuros. O artigo conclui que marketing precisa de estudos que evidenciem acurácia e sejam fáceis de implementar na prática. O segundo artigo procurar preencher essas lacunas aplicando técnicas de machine learning e ensemble. Essas técnicas são discutidas atualmente na teoria sobre previsão de séries temporais por prometerem facilidade de aplicação e melhoria em acurácia. O artigo propõe uma adaptação da otimização de portfólio como estratégia para calcular os pesos dos diferentes modelos que compõe um ensemble. A proposta do artigo tem melhor acurácia, no teste realizado, que os 15 modelos únicos (estatísticos e de machine learning) e o ensemble usando pesos iguais para todos os modelos. O artigo contribui também para a discussão sobre machine learning para previsão de séries temporais, demonstrando, nesse caso, a superioridade dos modelos estatísticos. O terceiro artigo usa um método estatístico combinado com diferentes estruturas e critérios de agregação para prever séries temporais (vendas). O objetivo do artigo é comparar diferentes critérios baseados em variáveis de marketing. A aplicação empírica dá indícios de que informações sobre a localização das vendas aumenta a acurácia das previsões. O último artigo explora esse achado ao propor uma estratégia alternativa de reconciliação de previsões. Essa estratégia distribui uma previsão feita em um nível agregado para níveis desagregados usando um modelo gravitacional. O artigo também contribui para a literatura ao comparar métodos estatísticos e de machine learning com long short-term memory (LSTM), um método de deep learning. Todos os artigos usam ferramentas open-source e combinam dados públicos com dados proprietários que resultam naturalmente dos processos de qualquer organização. O foco dos estudos são métodos e ferramentas generalizáveis para todos os segmentos que possam ser facilmente implementados por qualquer empresa, com relativamente baixos investimentos. As contribuições dessa tese de doutorado são (1) comparar métodos estatísticos, de machine learning e deep learning para prever vendas em modelos únicos e combinados (ensemble); (2) prover evidências sobre os critérios e estruturas de agregação que melhoram a acurácia das previsões; e (3) oferecer uma nova estratégia para distribuir uma previsão agregada em novas regiões geográficas quando dados históricos não estão disponíveis

Children's and adolescents' self-representations in the context of adverse family experiences: emotional, relational and cognitive processes, and implications for psychosocial functioning

In this project, three issues, still little explored, about children’s and adolescents’ selfrepresentations were analysed: 1) their association with experiences of exposure to interparental destructive conflict; 2) their construction in the context of child and adolescent maltreatment; and, 3) their associations with children’s and adolescents’ psychosocial functioning in the context of these adverse family experiences. Two cross-sectional studies were carried out. In the first one, based on the emotional security theory, the mediating role of children’s and adolescents’ emotional insecurity in the interparental relationship and of their perception about their relationship with both parents in associations between interparental conflict and their domain-specific self-representations was analysed. Both mediational pathways were supported. The second study focused on testing the "LookingGlass Self Hypothesis" (LGSH), that is, the mediating role of reflected appraisals in associations between significant others’ actual appraisals and self-representations, in the context of child/adolescent maltreatment, considering the moderating role of parent-child communication in this process. Findings supported the LGSH in all dimensions evaluated. In each study, the mediating role of self-representations in associations between these adverse family experiences and children’s and adolescents’ psychosocial functioning was also analysed. Findings emphasized the specific and differentiated role of several selfrepresentation dimensions as intervening mechanisms in those associations. These studies thus reinforce the importance of relational experiences with significant others, namely parents/caregivers, on children’s and adolescents’ self-representations, and highlight the specific and differentiated role of different self-representation dimensions in their psychosocial functioning, bearing important implications for both research and practice.Neste projeto foram analisados três aspetos, ainda pouco explorados, acerca das autorepresentações de crianças e adolescentes: 1) a sua relação com a exposição ao conflito interparental destrutivo; 2) a sua construção no contexto do mau trato/negligência parental; e, 3) as suas associações com o funcionamento psicossocial das crianças/adolescentes no contexto destas experiências familiares. Para tal, foram realizados dois estudos transversais. No primeiro, com base na teoria da segurança emocional, analisou-se o papel mediador da insegurança emocional das crianças/adolescentes na relação interparental, e da sua percepção acerca da relação com ambos os pais, na relação entre o conflito interparental e as suas autorepresentações. Os resultados suportaram o papel mediador destes dois processos nessa relação. No segundo estudo, testou-se a “Looking-Glass Self Hypothesis” (LGSH), isto é, a relação entre as hetero-representações de outros significativos e as auto-representações através das meta-representações, no contexto do mau trato/negligência, tendo-se em conta o papel moderador da comunicação pais-filhos nesse processo. A LGSH foi suportada em todas as dimensões avaliadas. Em cada estudo foi ainda analisado o papel mediador das autorepresentações na relação entre estas experiências familiares adversas e o funcionamento psicossocial das crianças/adolescentes. Os resultados salientaram o papel específico e diferenciado de várias dimensões de auto-representações como mecanismos intervenientes nessa relação. Estes estudos reforçam assim a importância das experiências relacionais com outros significativos, nomeadamente com os pais/cuidadores, nas auto-representações das crianças e adolescentes, bem como a especificidade do papel de diferentes dimensões das auto-representações no seu funcionamento psicossocial, com importantes implicações para a investigação e intervençã

Surface behavior of pelagic juvenile loggerhead sea turtles in the eastern North Atlantic

Sea turtles bask at the ocean surface, but little is known about the patterns and ecological context of surface behavior in the wild. This study investigated the surface behavior of ten juvenile loggerhead sea turtles (34 - 58 cm straight carapace length) satellite tagged in Madeira, in the pelagic eastern North Atlantic. During a total of 2273 tracking days, turtles moved through oceanic areas with a mean depth of ~3400 m. On average, turtles spent one third of the time at the surface (0 - 1 m depth), spending 43% of the time at the surface during the day and 29% of the time during the night. Generalized linear mixed modelling showed that the proportion of time at the surface was significantly larger during the day, particularly during spring and summer. Time spent at the surface during the day increased with elevated air temperatures and weak winds, probably to maximize the benefits of solar absorption. Conversely, the probability of being at the surface during the day decreased as horizontal search effort increased, suggesting a trade-off between basking and daytime foraging activities. At night, time spent at the surface was not associated with air temperature or wind speed but was instead positively associated with moon illumination. As turtles tend to dive deeper during clear nights, increased surface time may be needed to recover from deeper dives. This study presents important aspects of the behavioral ecology of the species during the oceanic juvenile phase. The findings reported here may be relevant for species management and conservation, including correction of census data and management of interactions with surface fishing gear and other anthropogenic activities.info:eu-repo/semantics/publishedVersio

Boa governação na cooperação internacional para o desenvolvimento

Comunicação apresentada no XXII Congresso Internacional do Centro Latino Americano para el Desarollo (CLAD) sobre a Reforma do Estado e da Administração Pública, no painel "Boa governança e desenvolvimento sustentável instrumentos de reforma da capacitação do Estado", realizado em Madrid, 14 a 17 de novembro de 201

Hydrodynamic studies in an airlift reactor with an enlarged degassing zone

The hydrodynamic behaviour of a 60 l threephase airlift bioreactor, of the concentric draught tube type, with an enlarged degassing zone has been studied. Ca-alginate beads were used as the solid phase. Airflow rate (from 1.9 to 90.2 l/min), solids loading (0% to 40% (v/v)) and solids density (1016 and 1038 kg/m³) were manipulated and their influence on solids and gas holdup, circulation and mixing times and in the interstitial liquid velocity was determined. Riser and downcomer solids holdup was found to decrease with the increase of airflow rate and to increase with solids loading and density. On the contrary, gas holdup in the riser and in the downcomer increased with airflow rate and decreased with solids loading and density. By increasing airflow rate, a decrease in circulation time was observed while the effects of solids loading and density were negligible. Mixing time decreased with airflow rate, increased with solids density, in the studied range, and presented a maximum for solids loading of approximately 20% (v/v).Junta Nacional de Investigação Científica e Tecnológica (JNICT) Instituto de Biotecnologia e Química Fina (IBQF) - GGP XXI/BD/2937/9

Effect of liquid-phase surface tension on hydrodynamics of a three-phase airlift reactor with an enlarged degassing zone

The effect of the addition of ethanol (10 g/l) to the liquid-phase on gas and solids holdup, circulation and mixing times and interstitial liquid velocity in a threephase airlift reactor was investigated. The airlift reactor (60 l) is of the concentric draught-tube type with an enlarged degassing zone. Ca-alginate beads were used as solid-phase and airflow rate (from 1.9 to 90.2 l/min) and solids loading (0-30% (v/v)) were manipulated. Riser and downcomer gas holdup were found to increase with the addition of ethanol, leading to a decrease on the relative solids holdup. The presence of ethanol seems to have no influence on the circulation time. On the other hand, mixing time variation depends on the solids loading and airflow rate. Riser and downcomer interstitial liquid velocity are lower for ethanol solution than for water.Junta Nacional de Investigação Científica e Tecnológica (JNICT) - PRAXIS/2/2.1/ BIO/1061/95 , grant GGP XXI/BD/2937/96

Riscos de Pobreza na População de Idade Avançada na Vila de Cucujães

Riscos de Pobreza na População de Idade Avançada na Vila de Cucujãe

Moisture management performance of multifunctional yarns based on wool fibers

Blends of wool and moisture management fibres such as Coolmax and Finecool have been prepared to produce innovative yarns with specific functionalities. These yarns have been used to produce knitted fabrics and their performance was evaluated, including vertical and horizontal wicking. The influence of wool fibre proportion on the performance of each blend is analyzed. It is observed that the Coolmax based fabrics show the best capillarity performance, and the wool fibre based fabrics show lower water absorption performance

Oxygen mass transfer in a high solids loading three-phase internal-loop airlift reactor

Determinations of volumetric mass transfer coefficient were conducted in a three-phase internal-loop airlift reactor with an enlarged degassing zone. The effect of parameters such as the airflow rate (riser superficial gas velocities between 0.01 and 0.5 m/s), solids loading (up to 30%, v/v), solids density (1023 and 1048 kg/m3) and the liquid-phase properties on kLa was studied. It was observed that the increase of the airflow rate and the introduction of ethanol enhanced the volumetric mass transfer coefficient in the system. On the contrary, the progressive introduction of solids and a small increase on solids density were responsible for the diminishing of the mass transfer rate. Correlations for the volumetric mass transfer coefficient with the riser superficial gas velocity and solids loading were determined for the two solids density and the two liquid-phases. A good agreement between experimental data and the calculated values was obtained.Instituto de Biotecnologia e Química Fina. Fundação para a Ciência e a Tecnologia -PRAXIS/2/2.1/BIO/1061/95, GGPXXI/BD/2937/96. EC - INCO-COPERNICUS - no. ERB IC15-CT98-0904