Fernando Luiz Cyrino Oliveira

Fernando Luiz Cyrino Oliveira
Pontifícia Universidade Católica do Rio de Janeiro · Department of Industrial Engineering (IND)

Doctor of Philosophy

About

101
Publications
20,123
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1,385
Citations
Additional affiliations
January 2014 - present
Pontifícia Universidade Católica do Rio de Janeiro
Position
  • Professor

Publications

Publications (101)
Article
Full-text available
A prediction model is an indispensable tool in business, helping to make decisions, whether in the short, medium, or long term. In this context, the implementation of machine learning techniques in time series forecasting models has a notorious relevance, as information processing and efficient and dynamic knowledge uncovering are increasingly dema...
Article
Hierarchical forecasting methods take advantage of the hierarchical structure of the data through base forecast reconciliation, generating results that are usually unbiased and more accurate than those provided by benchmark methods. When combining base forecasts through regression-based reconciliation strategies, however, some forecasts may behave...
Article
The relationship of dependence between wind speed and wind power variables has a degree of complexity that has motivated several scientific studies over the years. Much of this research seeks to understand the stochastic nature of both phenomena, either for the purpose of marginal analysis or for joint analyses, aiming to improve prediction of wind...
Article
Full-text available
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...
Article
This paper develops a new approach to forecast natural gas consumption via ensembles. It combines Bootstrap Aggregation (Bagging), univariate time series forecasting methods and modified regularization routines. A new variant of Bagging is introduced, which uses Maximum Entropy Bootstrap (MEB) and a modified regularization routine that ensures that...
Article
Knowledge of temperature distribution in power transformers is essential for the management of electrical distribution systems. Monitoring the hot-spot temperature of a power transformer can extend its lifetime. This paper introduces two novel models called Modified Set-Membership evolving multivariable Gaussian (MSM-eMG) and variable step-size evo...
Article
The present work aims to obtain a ranking of hydro generating units using the analytic hierarchy process (AHP) method, based on the maintenance indicators of the Santo Antônio Hydroelectric Plant (SAHP). The purpose of the generated classification is to provide subsidies to assist maintenance planning, determining the most critical turbines for per...
Article
Full-text available
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...
Article
Full-text available
Drought is one of the most critical meteorological hazards that has a devastating effect on natural habitats, ecosystems, and many economic and social sectors. Due to these severe impacts of drought events, many studies have focused on drought monitoring, prediction, and risk analysis to aid drought preparedness plans and mitigation measures. This...
Conference Paper
Fuel represents one of the main transport costs and, consequently, of a logistical operation. So, a computational tool that allows reliable forecasts on the fuel prices becomes a competitive differential for the logistics operator, especially in a country of continental dimensions such as Brazil. The present study developed a participatory evolving...
Article
In this work we present two new models based on Evolving Multivariable Gaussian approach and on the Set-Membership/Enhanced Set-Membership adaptive filtering framework to model the thermal behavior of power transformers. In these new models, adaptive filtering approaches work to adjust the learning rates of the evolutionary model, while the use of...
Article
This paper develops a new ensemble-based approach to point and interval forecasting, and focus on total electricity supply. The proposed approach combines Bootstrap Aggregation (Bagging), time series methods and a novel pruning routine that performs feature selection before the aggregation of forecasts. Monthly time series of the total electricity...
Article
The Weibull distribution is commonly used to model wind speed data, mainly due to its good fit to asymmetric positive variables. Several proposals have extended this approach to accommodate realistic features of wind data such as nonstationary behavior due to changes in atmospheric regimes. The present work considers wind speed modeling over time t...
Article
Full-text available
ABSTRACT Recent empirical results show that forecast combinations and cross-learning schemes are winning approaches in the time series field. Although many competition-winning combination methods - with cross-learning or not - use static weights along the forecasting horizon, we could not find extensive work about the effects of using horizon-optim...
Conference Paper
Full-text available
O transporte representa um dos principais custos de uma operação logística e está presente em toda a cadeia de suprimentos, já que conecta fornecedores, produção e consumidores. Dessarte, um modelo que permita prever os preços dos combustíveis se torna um diferencial competitivo para o operador logístico. O presente estudo desenvolveu um modelo neb...
Conference Paper
O presente trabalho propõe a obtenção de um ranking de unidades geradoras com a utilização do método Analytic Hierarchy Process (AHP), baseado nos indicadores de manutenção da Usina Hidrelétrica Santo Antônio (SAE). O intuito da classificação gerada é fornecer subsídio para auxiliar o planejamento das manutenções, determinando as turbinas mais crít...
Preprint
Full-text available
My contributions to this voluminous publication can be found on pp 38-40 "The natural law of growth in competition" and on pp 169-170 "Dealing with logistic forecasts in practice"
Conference Paper
Full-text available
Diversos estudos tem sido orientados no sentido de desenvolver modelos térmicos mais precisos e com menor custo computacional para transformadores de potência. Motivados pela necessidade de sistemas adaptáveis, os sistemas inteligentes evolutivos vêm recebendo grande atenção em problemas de vários tipos de problemas. Este trabalho apresenta um novo...
Conference Paper
Full-text available
Neste trabalho é apresentado um novo sistema fuzzy evolutivo baseado no conceito de filtragem Set-Membership e no agrupamento Gaussiano Multivariado para a modelagem térmica de transformadores de potência. Este novo sistema, denominado Set-Membership evolutivo Gaussiano Multivariado, atua ajustando a taxa de aprendizagem no sistema de modelagem fuz...
Article
The increasing presence of intermittent renewables in modern power systems motivates the development of methods for renewables forecasting. More accurate forecasts may implicate less operational costs for power systems. In this context, this paper proposes a family of architectures based on fully convolutional neural networks for wind speed predict...
Article
The increasing penetration of intermittent renewable energy in power systems brings operational challenges. One way of supporting them is by enhancing the predictability of renewables through accurate forecasting. Convolutional Neural Networks (Convnets) provide a successful technique for processing space-structured multi-dimensional data. In our w...
Chapter
The deployment of strategic objectives into indicators that portray organizational performance to the operational level is the main focus of performance measurement systems. The selection of indicators and the mapping of relationships between them and the objectives using quantitative methods are an important research aspect, given that several ini...
Article
Since Twitter covers a broad spectrum of topics, this study aimed to evaluate the consumer perception of an agri‐food product using its data as source of information. The keyword “eggs” was searched in different languages (English, French, Spanish, and Portuguese) and a content analysis was performed in tweets that had terms referring to the produc...
Article
Full-text available
The Unmanned Aerial Vehicles (UAV) are an important technology with multiple applications. It is an object of study for researchers aiming to improve the performance of these vehicles, especially in flight stages as the landing. Therefore, this paper presents a method for the landing of a UAV based on Type-2 Fuzzy Logic System considering static ta...
Article
Purpose Studies have shown that a small percentage of ICU patients have prolonged length of stay (LoS) and account for a large proportion of resource use. Therefore, the identification of prolonged stay patients can improve unit efficiency. In this study, we performed a systematic review and meta-analysis to understand the risk factors of ICU LoS....
Article
Full-text available
We propose a new way of selecting among model forms in automated exponential smoothing routines, consequently enhancing their predictive power. The procedure, here addressed as treating, operates by selectively subsetting the ensemble of competing models based on information from their prediction intervals. By the same token, we set forth a pruning...
Article
This paper analyzes the permutation flow‐shop problem with delivery dates and cumulative payoffs (whenever these dates are met) under uncertainty conditions. In particular, the paper considers the realistic situation in which processing times are stochastic. The main goal is to find the permutation of jobs that maximizes the expected payoff. In ord...
Article
A factor that directly impacts the lifespan of a power transformer is the hot-spot temperature, and its monitoring is vital to prevent faults, reduce costs, keep the safety, and provide a reliable service to consumers. In this paper, we propose two forecasting models to predict the hot-spot temperature of power transformers. The first is the implem...
Article
Full-text available
In this paper, we forecast residential electricity consumption in Brazil considering the variability in consumption behavior in different regions. In order to do so, we use a bottom-up approach to estimate long-term electricity consumption that considers three technology-driven scenarios: one assuming reference efficiency development, another one b...
Chapter
Once energy is a social good, this study proposes a methodology to select the most appropriate wind turbine power curve models for Brazilian wind farms. To do so, we compare our proposal with the observed values in a monthly and annual base.
Chapter
In order to ensure competitiveness in the market, electricity distribution companies must accurately estimate future electricity generation. To do so, this work uses time series models that correlate future inflow and past generation in space and time. The methodology proposed shows reduced errors and satisfactory predictability.
Chapter
Full-text available
We apply process modeling and simulation to improve surgery planning, through the coordination of operation rooms and intensive care unit (ICU). A case study was carried out in a Brazilian hospital. With the proposed changes, we obtained a 39% reduction in surgery cancelations and a 61% decrease in preoperative length of stay.
Chapter
This paper analyzes the evolution of research on drought mitigation and prevention over the years through a systematic literature review. The results indicate the publication trends for future studies.
Chapter
The practiced freight rates have a great impact on the international trade of crude oil and oil products. This paper aims to verify the performance of dynamic regression models in short-term maritime freight forecasts in the spot market of a crude oil export route.
Conference Paper
Métodos de amortecimento exponencial são formulações versáteis para a previsão de séries temporais univariadas conhecidas desde a década de 1960. Modelos mais recentes tem feito uso do bagging para melhorar a qualidade das previsões com estes modelos. Um destes modelos, BaggedETS, desenvolvido em 2016, trouxe melhorias na qualidade de previsão e es...
Conference Paper
Full-text available
Resumo. O futebol é o esporte mais popular do mundo e uma paixão nacional brasileira. Seu sucesso se deve muito ao aspecto imprevisível do jogo em que a probabilidade de ocorrência de placares inesperados (as chamadas "zebras") neste esporte é maximizado comparado a outros, em que o melhor geralmente vence. Esta propriedade torna as partidas um obj...
Article
To contribute to overcoming global sustainability challenges, investors have been increasingly interested in making sustainable investments and incorporating environmental, social and governance (ESG) criteria into their portfolio selection decisions and managerial activities. However, these investors and other agents interested in sustainable inve...
Article
This study aimed to evaluate the application of preferred attribute elicitation (PAE) methodology for assessing the perceptions of consumers from different regions of Brazil (Northeast, Southeast or South, n = 20) about Coalho cheese samples. Northeast Brazilian consumers elicited a higher number of attributes (22 vs. 13–15) and had a higher freque...
Conference Paper
Full-text available
Unmanned Aerial Vehicles are an important technol-ogy in which multiple applications can be designed, such as envi-ronmental, emergency-security, communication and monitoring.Thus, it is an object of study for researchers aiming to improvethe performance of these vehicles, especially in flight stages asthe landing. Therefore, this paper presents a...
Article
This paper puts forward an in-depth investigation of the nonlinear associations between Gross Domestic Product (GDP) and international crude oil prices using the Brazilian aggregate as case study. We provide evidence on the existence of two sharply defined regimes in the Brazilian GDP since 1947: the first, very oil-dependent in the short-run and m...
Article
Full-text available
Purpose Appointment scheduling systems traditionally book patients at fixed intervals, without taking into account the complexity factors of the health system. This paper analyzes several appointment scheduling policies of the literature and proposes the most suitable to a bariatric surgery clinic, considering the following complexity factors: (i)...
Article
Full-text available
Empirical studies have revealed that the conditional Capital Asset Pricing Model (CAPM) has a higher explanatory power than its unconditional version, particularly for the model in state-space form where the beta is estimated using Kalman filter. Most empirical analyses are based on stock portfolios to explain financial anomalies, but only a few st...
Article
Full-text available
ABSTRACT This paper describes a study of the dispatch planning/scheduling process for inbound containers handled with a reach stacker. Client container pickup is scheduled at least one day in advance for one of six two-hour time windows (six five-container-high stacks per time window) on a given day. A buffer area is available for the containers to...
Article
Full-text available
In the past two decades, wind power’s share of the energy mix has grown significantly in Brazil. However, nowadays planning electricity operation in Brazil basically involves evaluating the future conditions of energy supply from hydro and thermal sources over the planning horizon. In this context, wind power sources are not stochastically treated....
Article
The use of renewable energy resources, especially wind power, is receiving strong attention from governments and private institutions, since it is considered one of the best and most competitive alternative energy sources in the current energy transition that many countries around the world are adopting. Wind power also plays an important role by r...
Article
Purpose The purpose of this paper is to analyse the determinants of technical efficiency (TE) in dairy farms located in the South of Brazil, aiming for a better understanding of the topic for academics, dairy farmers and policymakers to improve the productivity and competitiveness of dairy farms. Design/methodology/approach This study was develo...
Article
Full-text available
Purpose No-shows of patients to their scheduled appointments have a significant impact on healthcare systems, including lower clinical efficiency and higher costs. The purpose of this study was to investigate the factors associated with patient no-shows in a bariatric surgery clinic. Materials and Methods We performed a retrospective study of 13,2...
Conference Paper
O artigo propõe uma nova abordagem para problema de flowshop scheduling com datas de entrega e ganhos cumulativos em um ambiente de digitalização de livros, a partir da consideração da incerteza presente no processo, representada por uma distribuição de probabilidade associada aos tempos de processamento das tarefas. Para a solução do problema, uma...
Article
Full-text available
Game theory is an important analytical tool for measuring problems caused by behaviors that deviate from contractual ethics. However, the PPP literature still does little to explore this research topic. This paper analyzes and improves the equilibrium conditions of a renegotiation model of PPPs by introducing the asymmetry of information in the con...
Article
Long term electricity consumption forecasting has been extensively investigated in recent years in different countries due to its economic and social importance. In this context, the long term electricity consumption projections of a country or region are highly relevant for decision-making of companies and organizations operating in any energy sys...
Article
Some recent papers have demonstrated that combining bagging (bootstrap aggregating) with exponential smoothing methods can produce highly accurate forecasts and improve the forecast accuracy relative to traditional methods. We therefore propose a new approach that combines the bagging, exponential smoothing and clustering methods. The existing meth...
Article
Full-text available
Numbers of studies have proved the significant influence of climate variables on hydrological series. Considering the pivotal role of the hydroelectric power plants play in the electricity production in Brazil this paper considers the natural hydrological inflow data from 15 major basins and 8 climate variables containing 7 El Niño Southern Oscilla...
Article
Periodic autoregressive models are frequently used to model hydrologic series. In the literature, annual streamflow series are approximated by normal distribution. However, for short periods (daily, weekly, monthly) this is no longer the case, particularly due to the data skewness. A new class of first‐order model was, therefore, studied in an atte...
Article
Time series analysis with explanatory variables encompasses methods to model and predict correlated data taking into account additional information, known as exogenous variables. A thorough search in literature returned a dearth of systematic literature reviews (SLR) on time series models with explanatory variables. The main objective is to fill th...
Article
Researchers have proposed the use of unmanned aerial vehicles (UAVs) in humanitarian relief to search for victims in disaster‐affected areas. Once UAVs must search through the entire affected area to find victims, the path‐planning operation becomes equivalent to an area coverage problem. In this study, we propose an innovative method for solving s...
Article
Full-text available
Os padrões fluviais brasileiros são sensíveis a diversos fatores geográficos e atmosféricos locais e de grande escala, sofrendo variações consideráveis ao longo da extensão territorial do País. Apesar da vasta gama de informações hoje disponíveis sobre esses fatores, sabe-se que a vazão de rios brasileiros possui relações significativas com padrões...
Article
No-show appointments significantly impact the functioning of healthcare institutions, and much research has been performed to uncover and analyze the factors that influence no-show behavior. In spite of the growing body of literature on this issue, no synthesis of the state-of-the-art is presently available and no systematic literature review (SLR)...
Article
In the last decades, the world's energy consumption has increased rapidly due to fundamental changes in the industry and economy. In such terms, accurate demand forecasts are imperative for decision makers to develop an optimal strategy that includes not only risk reduction, but also the betterment of the economy and society as a whole. This paper...
Article
Long term annual electricity consumption forecasting is very important for country's energy planning. These forecasts are influenced by several factors (political, technological, social, environmental and economic), and brings with itself a high uncertainty degree in its results and difficulties in the evaluation of such factors over them. A method...
Article
Full-text available
The food industry has been exploring the fermented milk due to its technological and functional potential, creating different formulations and fulfilling the recent market demands. In this context, evaluate the consumers' behavior and perception through qualitative approaches helps to identify the factors that may impact the consumption and purchas...
Article
Full-text available
The nature of the so called renewable energy (i.e. wind, solar, wave and tidal) led studies to refer to it as a stochastic generation processes and its dynamic behavior strengthens the need for robust and accurate analysis tools integrated to energy systems. The steadily increasing penetration of wind energy around the world raises a demand to bett...
Article
Full-text available
Una parte fundamental del proceso de previsión probabilística de energía eólica es tener en cuenta las previsiones de la velocidad del viento. Para obtener pronósticos probabilísticos precisos de la producción eólica ha sido desarrollada una metodología híbrida utilizando técnicas no paramétricas conocidas como SSA (Análisis Singular Espectral) y E...