131 citations · 441 across the 19 of their papers we have counts for
7 papers · 1 filter
Daily pollution forecast using optimal meteorological data at synoptic and local scales
Ana Russo, Pedro G. Lind, Frank Raischel +2
We present a simple framework to easily pre-select the most essential data for accurately forecasting the concentration of the pollutant PM, based on pollutants observations…
Optimal models of extreme volume-prices are time-dependent
Paulo Rocha, Frank Raischel, João Pedro Boto +1
We present evidence that the best model for empirical volume-price distributions is not always the same and it strongly depends in (i) the region of the volume-price spectrum that…
From human mobility to renewable energies: Big data analysis to approach worldwide multiscale phenomena
Frank Raischel, Adriano Moreira, Pedro G. Lind
We address and discuss recent trends in the analysis of big data sets, with the emphasis on studying multiscale phenomena. Applications of big data analysis in different scientific…
Stochastic Evolution of Stock Market Volume-Price Distributions
Paulo Rocha, Frank Raischel, João P. da Cruz +1
Using available data from the New York stock market (NYSM) we test four different bi-parametric models to fit the correspondent volume-price distributions at each -minute lag:…
Principal wind turbines for a conditional portfolio approach to wind farms
Vitor V. Lopes, Teresa Scholz, Frank Raischel +1
We introduce a measure for estimating the best risk-return relation of power production in wind farms within a given time-lag, conditioned to the velocity field. The velocity field…
Modeling and analysis of cyclic inhomogeneous Markov processes: a wind turbine case study
Teresa Scholz, Vitor V. Lopes, Pedro Lind +1
A method is proposed to reconstruct a cyclic time-inhomogeneous Markov pro- cess from measured data. First, a time-inhomogeneous Markov model is fit to the data, taken here from me…