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  • The Mixed CUSUM-EWMA (MCE) control chart as a new alternative in the monitoring of a manufacturing process
    Publication . Oliveira, Amilcar; Oliveira, Teresa A.; Paladini, Edson Pacheco; Walter, Olga Maria Formigoni Carvalho; Henning, Elisa; Konrath, Andréa Cristina; Alves, Custodio da Cunha
    Goal: The objective is to conclude, based on a comparative study, if there is a significant difference in sensitivity between the application of MCE and the individual application of the CUSUM or EWMA chart, i.e., greater sensitivity particularly for cases of lesser magnitude of change. Design/Methodology/Approach: These are an applied research and statistical techniques such as statistical control charts are used for monitoring variability. Results: The results show that the MCE chart signals a process out of statistical control, while individual EWMA and CUSUM charts does not detect any situation out of statistical control for the data analyzed. Limitations: This article is dedicated to measurable variables and individual analysis of quality characteristics, without investing in attribute variables. The MCE chart was applied to items that are essential to the productive process development being analysed. Practical Implications: The practical implications of this study can contribute to: the correct choice of more sensitive control charts to detect mainly small changes in the location (mean) of processes; provide clear and accurate information about the fundamental procedures for the implementation of statistical quality control; and encourage the use of this quality improvement tool. Originality/Value: The MCE control chart is a great differential for the improvement of the quality process of the studied company because it goes beyond what CUSUM and EWMA control charts can identify in terms of variability.
  • Microarray experiments on risk analysis using R
    Publication . Oliveira, Teresa A.; Oliveira, Amilcar; Monteiro, Andreia A.
    The microarray technique is a powerful biotechnological tool, expanding in a interesting way the vision with which issues in medicine are studied. Microarray technology, allows simultaneous evaluation of the expression of thousands of genes in different tissues of a given organism, and in different stages of development or environmental conditions. However, experiments with microarrays are still substantially costly and laborious, and as a consequence, they are usually conducted with relatively small sample sizes, thereby requiring a careful experimental design and statistical analysis. This paper adopts some applications of microarrays in risk analysis using R statistical software.
  • Program Book: 2023 IMS International Conference on Statistics and Data Science (ICSDS)
    Publication . Gomes, Maria Ivette; Oliveira, Teresa A.; Oliveira, Amilcar; Pestana, Pedro Duarte; Xu, Min
    In response to the call from the 2021 IMS (Institute of Mathematical Statistics) Survey report to expand membership from emerging areas of data science, underrepresented groups, and from regions outside of North America, the IMS has launched the annual IMS International Conference on Statistics and Data Science (ICSDS). Following the success of 2022 ICSDS in Florence Italy, December 13-16. 2022, the second and this 2023 ICSDS is held on December 18-21, in Lisbon, Portugal. In addition to plenary sessions, invited, contributed and poster sessions, ICSDS offers a student paper competition for 12 Student Travel Awards. There are also Junior Researcher Support Funds for travel support for junior researchers. We gratefully acknowledge here the generous support for both awards from the funds of Industry Friends of IMS (IFoIMS). Students and young researchers are strongly encouraged to participate and utilize this support. The ICSDS conference has been thoughtfully organized to provide platforms to facilitate discovery dissemination and foster collaborations among researchers from a wide range of research and practice areas in statistics and data science, and from academia, industry and government. We are gratified to be able to welcome to the ICSDS more than 550 participants coming from more than 40 countries. The goal of the ICSDS is to afford such a diverse crowd a stimulating setting for exchanging ideas on the developments of modern statistics and data science, broadly defined, in all aspects of theory, methods and applications. The Local Organizing Committee in Lisbon, the beautiful capital city of Portugal, has worked hard to find the modern Cultural Center of Belém (CCB) in Belém area for us to host the ICSDS this year. CCB is located near where Tagus River meets the Atlantic Ocean, and it is surrounded by many magnificent landmarks, including Tower of Belém and Mosteiro dos Jerónimos. This location conveniently affords the conference participants rich social programs, including conference tours to Mosteiro dos Jerónimos and Tower of Belém, both are UNESCO World Heritage Sites, and are historical and architectural treasures for the world. We are also able to organize a conference banquet in the charming Casa do Alentejo to enjoy the local cuisine and the renowned Portuguese traditional Fado music performance. Participants are also highly encouraged to take advantage of the close proximity to “Pastéis de Belém” from CCB to enjoy the world famous Portuguese tarts. Many other wonderful things to do, eat and see in Lisbon can also be found in https://www.timeout.com/lisbon. We wish that the 2023 ICSDS proves to be another productive conference that will successfully cultivate more fruitful exchanges and collaborations for years to come. Acknowledgement: Needless to say, an international conference of this scale, with its coverage of wide-ranging subjects and size of broad participants from various disciplines across the world, would not have been possible without the collective efforts of many. We would like to thank the program committee, of 50 members from 29 countries, for helping establish the rich program. The Local Organizing Committee: Eunice Carrasquinha (Co-chair, CEAUL-FCUL), Ivette Gomes (Co-chair, CEAUL-FCUL), Tiago Marques (University of St Andrews, UK), Teresa A. Oliveira (Co-chair, CEAUL and Universidade Aberta), Soraia Pereira (CEAUL, Universidade de Lisboa), Giovani Silva (IST, CEAUL, Universidade de Lisboa), Lisete Sousa (Universidade de Lisboa), have contributed their tremendous effort and time in every aspect of this endeavor, from helping organize sessions, finding conference venue to all the logistics up to the very last minute, including banquet and tours. In particular, Ivette and Teresa brilliantly turned the messy and long conference program into a beautifully organized program book. Our heartfelt thanks also go to Elyse Gustafson (IMS Executive Director) for her working overtime on the financial issues and other related formalities on behalf of the IMS, and to Arlene Gray (Administrator, ICSDS) for her patiently taking care of the nonstop inquiries and tracking numerous responses and requests from the participants and the conference organizing team. Finally, we would be remiss not to acknowledge the invaluable contributions behind the scenes from Min Xu (IMS, Rutgers University), from setting up and managing the conference website, negotiating IT support with the conference venue, to setting up the program and readying all the slides. He bravely and efficiently met head on all kinds of unexpected challenges, technical as well as personal. It suffices to say that Min did all the heavy-lifting to make the conference program a reality for us all to enjoy.
  • Modeling non-life insurance price for risk without historical information
    Publication . Azevedo, Filipe Charters de; Oliveira, Teresa A.; Oliveira, Amilcar
    How should an insurer price a risk for which there is no history? This work intends to show, step by step, which main mechanisms are needed to capture the tariff model of another insurance company minimizing the risk involved. The document generally deals with the price-making mechanisms in non-life insurance through the GLM regression models — Generalized Linear Model, more precisely the Poisson, Gamma and Tweedie models. Given the complexity of the application of these models in experimental design, it is studied a simpler way to characterize the rate, namely considering the Box–Cox transformation with SUR — Seemingly Unrelated Regression. An orthogonal experimental design to collect information is also presented as well as an application of these methods in the motor industry considering different companies.
  • Acquisition of competencies in mathematics through games
    Publication . Ferreira, Maria Cristina; Pereira, José António; Oliveira, Amilcar
    The objective of this paper is to present the fundamentals of game theory and illustrate how the theory can be applied in education of Mathematics.Literature specific applications of game theory across all levels of instructor-led education. With a game theory model, we provide a mathematical description of a social situation in which two or more individuals or players interact. We strongly suggestthat traditional teaching techniques of mathematics should be complemented with games.
  • np-Charts for attribute control
    Publication . Leiva, Victor; Oliveira, Amilcar
    In this article, we introduce charts for attribute control considering the number of defective items, named np‐charts. These charts are preferable over charts for proportion (p) of defective items, named p‐charts, when the sample size (n) remains constant for all subgroups. The benefits of using np‐charts over p‐charts are: an easier interpretation and the fact that no calculation is required for each sample result. We provide a review of the basic issues related to np‐charts and some recent ideas on the topic based on life distributions. In addition, we discuss an implementation of np‐charts in the R software by using examples with data on attributes and lifetimes.
  • Hadamard matrices on error detection and correction: useful links to BIBD
    Publication . Francisco, Carla; Oliveira, Teresa A.; Oliveira, Amilcar; Carvalho, Francisco
    In the areas of Computer Science and Telecommunications there is a huge amount of applications in which error control, error detection and error correction are crucial tools to enable reliable delivery of digital data over unreliable communication, thus providing quality of service. Hadamard matrices can almost directly be used as an error-correcting code using an Hadamard code, generalized in Reed-Muller codes. Advances in algebraic design theory by using deep connections with algebra, finite geometry, number theory, combinatorics and optimization provided a substantial progress on exploring Hadamard matrices. Their construction and its use on combinatorics are crucial nowadays in diverse fields such as: quantum information, communications, networking, cryptography, biometry and security. Hadamard matrices give rise to a class of block designs named Hadamard configurations and different applications of it based on new technologies and codes of figures such as QR Codes are present almost everywhere. Some connections to Balanced Incomplete Block Designs are very well known as a tool to solve emerging problems in these areas. We will explore the use of Hadamard matrices on QR Codes error detection and correction. Some examples will be provided.
  • Endless horizons?: addressing current concerns about learning analytics
    Publication . Conde, Miguel A.; Hernández-Garcia, Ángel; Oliveira, Amilcar
    A few years after the emergence of learning analytics as a relevant topic in educational research, which has been accompanied by several publications devoted to the theme, we still see how the different topics seem to alternate both converging and diverging trends. Thus, whereas sometimes different approaches seem to converge into the study of the same issue or situation, other times the same approaches are applied to solve different problems in a divergent way. This situation becomes more complex with the added inclusion of new technological advances and analysis techniques, as a result of which the extension of the scope of learning analytics as a discipline may be perceived as endless or boundless. This is an introduction to the Track on Learning Analytics within the Technological Ecosystems for Enhancing Multiculturality 2015 Conference, which aims to address some of the current concerns on learning analytics and help clearing the horizon. This introductory paper provides an overview of the rationale of the track's proposal, including different topics open for discussion; the introduction is followed by an insight of the submission management and participants' selection process. Then, a detailed summary of the manuscripts accepted for participation in the conference is presented.
  • An overview of the systemic risk measures
    Publication . Basílio, Jorge; Oliveira, Amilcar; Mahmoudvand, Rahim
    Systemic risk is a specific type of risk that refers to the risk of an complex system to be affect or even collapse due to individual action taken by the agents that compounds that complex system. The goals of this work is based on an axiomatic approach establish a critic description of the most relevant methods used in the determination of systemic risk and identify advantages and disadvantages associated to those methods.