Orientadores: Pedro Luis Dias Peres, Ricardo Coração de Leão Fontoura de Oliveira / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de Computação / Made available in DSpace on 2018-08-25T15:07:40Z (GMT). No. of bitstreams: 1 Lacerda_MarcioJunior_D.pdf: 1206868 bytes, checksum: c5abb83323581461eb40c95f27c95097 (MD5) Previous issue date: 2014 / Resumo: Este trabalho apresenta novas condições na forma de desigualdades matriciais lineares para o projeto de filtros H-infinito de ordem completa em três diferentes contextos: i) sistemas lineares incertos discretos com um atraso variante no tempo afetando os estados; ii) sistemas lineares com parâmetros variantes no tempo, contínuos e discretos, sujeitos a incertezas nas medições dos parâmetros; iii) sistemas não lineares quadráticos contínuos e discretos no tempo. Para cada contexto, o objetivo é projetar filtros: i) com termos atrasados nos estados; ii) dependentes dos parâmetros incertos medidos; iii) com termos quadráticos. Em cada um dos casos, o ponto de partida é a existência de uma função de Lyapunov que assegure estabilidade e um limitante para a norma H-infinito do sistema aumentado, ou seja, o sistema original conectado com o filtro de ordem completa. As condições de projeto são obtidas impondo-se uma determinada estrutura para as variáveis de folga, resultando em desigualdades matriciais com parâmetros escalares. A eficácia das condições apresentadas é ilustrada por meio de comparações numéricas utilizando exemplos da literatura / Abstract: This work presents new conditions in the form of linear matrix inequalities for full order H-infinity filter design in three different contexts: i) uncertain linear discrete-time systems with a time-varying delay affecting the states ii) linear parameter-varying systems, continuous and discrete-time, subject to inexactly measured parameters; iii) continuous and discrete-time nonlinear quadratic systems. For each context, the aim is to design filters: i) with state-delayed terms; ii) dependent upon the inexactly measured parameters; iii) with quadratic terms. In each case, the starting point is the existence of a Lyapunov function that assures stability and a bound to the H-infinity norm of the augmented system, that is, the original system conected with the full order filter. The design conditions are obtained by imposing a given structure to the slack variables, resulting in matrix inequalities with scalar parameters. The effectiveness of the proposed conditions is illustrated by means of numerical comparisons and benchmark examples from the literature / Doutorado / Automação / Doutor em Engenharia Elétrica

Orientador: Gilmar Barreto / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de Computação / Made available in DSpace on 2018-08-26T06:42:54Z (GMT). No. of bitstreams: 1 Battaglin_PauloDavid_D.pdf: 3180685 bytes, checksum: 5e1e9893bb97a4df42116a4c0d8b10d6 (MD5) Previous issue date: 2014 / Resumo: Este trabalho mostrará a aplicação do filtro de Kalman a um processo computacional discreto, o qual será representado por um modelo matemático que é um sistema de equações lineares, multivariáveis, discretas, estocásticas e variantes no tempo. As contribuições desta pesquisa evidenciam a construção de um modelo matemático apropriado de observabilidade instantânea para representar sistemas que variam rapidamente no tempo; a construção dos fundamentos teóricos do filtro de Kalman a ser aplicado em sistemas lineares, multivariáveis, discretos, estocásticos e variantes no tempo; bem como a construção deste filtro neste contexto e sua aplicação a um processo computacional discreto. Neste trabalho propomos um método para determinar: a matriz de observabilidade instantânea, o vetor de estimação de estado interno, a matriz de covariâncias de erros de estimação de estado interno e a latência de um processo computacional discreto, quando as medidas na saída do computador são conhecidas. Aqui mostramos que quando a propriedade observabilidade instantânea do sistema é verificada, a latência de um processo computacional pode ser estimada. Esta é uma vantagem comparada com os métodos de observabilidade usual, os quais são baseados em cenários estáticos. A aplicação potencial dos resultados deste trabalho é na predição de congestionamentos em processos que variam no tempo e acontecem em computadores digitais. Em uma perspectiva mais ampla, o método da observabilidade instantânea pode ser aplicado na identificação de patologias, na previsão de tempo, em navegação e rastreamento no solo, na água e no ar; no mercado de ações e em muitas outras áreas / Abstract: This work will show the application of the Kalman filter to a discrete computational process, which will be represented by a mathematical model: a system of linear, multivariable, discrete, stochastic and time-varying equations. The contributions of this research show the construction of an appropriate mathematical model of instantaneous observability to represent systems that vary quickly in time; the construction of the theoretical foundations of the Kalman filter to be applied to a linear, multivariable, discrete, stochastic and time-varying system; the construction of this filter in this context and its application to a discrete computational process. In this research we propose a method to determine: the instantaneous observability matrix, the internal state vector estimation, Covariance matrix of internal state estimation error and the latency of a digital computational process, when the measures on the computer output are known. Here we show that when the instantaneous observability property of the system comes true, a computing process latency can be estimated. This is an advantage compared to usual observability methods, which are based on static scenarios. The potential application of the results of this work is to predict bottlenecks in time-varying processes which happen inside the discrete computers. In a broader perspective, the instantaneous observability method can be applied on identification of a pathology, weather forecast, navigation and tracking on ground, in the water and in the air; in stock market prediction and many other areas / Doutorado / Automação / Doutor em Engenharia Elétrica

Orientador: Juan Francisco Camino dos Santos / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecânica / Made available in DSpace on 2018-08-22T01:28:47Z (GMT). No. of bitstreams: 1 Rodrigues_LuisAntonio_M.pdf: 1882720 bytes, checksum: efb662d3473168965c88de41357ef029 (MD5) Previous issue date: 2012 / Resumo: O presente trabalho investiga os problemas de estabilidade assintótica e desempenho H'INFINITO' de sistemas lineares a parâmetros variantes discretos no tempo. São fornecidas condições suficientes para análise de estabilidade, análise de desempenho H'INFINITO' e síntese de controladores estáticos de realimentação de saída robustos e por ganho escalonado. Além disso, é proposto um método de parametrização polinomial homogênea de sistemas LPV afins. Assume-se que a matriz do sistema tem dependência polinomial homogênea de grau arbitrário sobre os parâmetros que variam dentro de um politopo com conhecidos limitantes sobre suas taxas de variação. As propriedades geométricas do domínio politópico são exploradas para se obter um conjunto finito de desigualdades matriciais lineares que levam em consideração os limitantes sobre as taxas de variação dos parâmetros. As condições LMIs são obtidas usando uma função de Lyapunov quadrática nos estados com dependência polinomial homogênea dos parâmetros variantes em instantes sucessivos de tempo. As condições fornecidas são aplicadas no modelo LPV de um sistema vibroacústico. Comparações com resultados numéricos encontrados na literatura mostram os benefícios das técnicas propostas / Abstract: This work investigates stability and H'INFINITE' performance of discrete-time linear parameter varying systems. Sufficient conditions for stability analysis, H'INFINITE' performance analysis and synthesis of both robust and gain-scheduled static output feedback controller are provided. It is assumed that the system matrices have a homogeneous polynomial dependence of arbitrary degree on the time-varying parameters. Thus, a homogeneous-polynomially parametrization method for affine LPV systems is proposed. The parameters are assumed to vary inside a polytope and to have known bounds on their rates of variation. The geometric properties of the polytopic domain are exploited to derive a finite set of LMIs that take into account the bounds on the rates of variation of the scheduling parameters. The LMI conditions are obtained using a quadratic in the state Lyapunov function with a homogeneous polynomial dependence on the scheduling parameters at successive instants of time. The proposed techniques are applied to an LPV model of a vibroacoustic setup. Comparisons with numerical results found in literature show the benefits of the proposed approach / Mestrado / Mecanica dos Sólidos e Projeto Mecanico / Mestre em Engenharia Mecânica

This thesis investigates the performance of hedge funds, funds of hedge funds and alternative Ucits together with the determinants of this performance by using new or well-suited econometric techniques. As such, it lies at the frontier of finance and financial econometrics and contributes to both fields. For the sake of clarity, we summarize the main contributions to each field separately. <p>The contribution of this thesis to the field of financial econometrics is the time-varying style analysis developed in the second chapter. This statistical tool combines the Sharpe analysis with a time-varying coefficient method; thereby, it is taking the best of both worlds. <p>Sharpe (1992) has developed the idea of “style analysis”, building on the conclusion that a regression taking into account the constraints faced by mutual funds should give a better picture of their holdings. To get an estimate of their holdings, he incorporates, in a standard regression, typical constraints related to the regulation of mutual funds, such as no short-selling and value preservation. He argues that this gives a more realistic picture of their investments and consequently better estimations of their future expected returns.<p>Unfortunately, in the style analysis, the weights are constrained to be constant. Even if, for funds of hedge funds the weights should also sum up to 1, given their dynamic nature, the constant weights seem more restrictive than for mutual funds. Hence, the econometric literature was lacking a method incorporating the constraints and the possibility for the weights to vary. Motivated by this gap, we develop a method that allows the weights to vary while being constrained to sum up to 1 by combining the Sharpe analysis with a time-varying coefficient model. As the style analysis has proven to be a valuable tool for mutual fund analysis, we believe our approach offers many potential fields of application both for funds of hedge funds and mutual funds.<p>The contributions of our thesis to the field of finance are numerous. <p>Firstly, we are the first to offer a comprehensive and exhaustive assessment of the world of FoHFs. Using both a bootstrap analysis and a method that allows dealing with multiple hypothesis tests straightforwardly, we show that after fees, the majority of FoHFs do not channel alpha from single-manager hedge funds and that only very few FoHFs deliver after-fee alpha per se, i.e. on top of the alpha of the hedge fund indices. We conclude that the added value of the vast majority of FoHFs should thus not be expected to come from the selection of the best HFs but from the risk management-monitoring skills and the easy access they provide to the HF universe.<p> <p> <p>Secondly, despite that the leverage is one of the key features of funds of hedge funds, there was a gap in the understanding of the impact it might have on the investor’s alpha. This was likely due to the quasi-absence of data about leverage and to the fact that literature was lacking a proper tool to implicitly estimate this leverage. <p>We fill this gap by proposing a theoretical model of fund of hedge fund leverage and alpha where the cost of borrowing is increasing with leverage. In the literature, this is the first model which integrates the rising cost of borrowing in the leverage decision of FoHFs. We use this model to determine the conditions under which the leverage has a negative or a positive impact on investor’s alpha and show that the manager has an incentive to take a leverage that hurts the investor’s alpha. Next, using estimates of the leverages of a sample of FoHFs obtained through the time-varying style analysis, we show that leverage has indeed a negative impact on alphas and appraisal ratios. We argue that this effect may be an explanation for the disappointing alphas delivered by funds of hedge funds and can be interpreted as a potential explanation for the “capacity constraints ” effect. To the best of our knowledge, we are the first to report and explain this negative relationship between alpha and leverage in the industry. <p>Thirdly, we show the interest of the time-varying coefficient model in hedge fund performance assessment and selection. Since the literature underlines that manager skills are varying with macro-economic conditions, the alpha should be dynamic. Unfortunately, using ordinary least-squares regressions forces the estimate of the alpha to be constant over the estimation period. The alpha of an OLS regression is thus static whereas the alpha generation process is by nature varying. On the other hand, we argue that the time-varying alpha captures this dynamic behaviour. <p>As the literature shows that abnormal-return persistence is essentially short-term, we claim that using the quasi-instantaneous detection ability of the time-varying model to determine the abnormal-return should lead to outperforming portfolios. Using a persistence analysis, we check this conjecture and show that contrary to top performers in terms of OLS alpha, the top performers in terms of past time-varying alpha generate superior and significant ex-post performance. Additionally, we contribute to the literature on the topic by showing that persistence exists and can be as long as 3 years. Finally, we use the time-varying analysis to obtain estimates of the expected returns of hedge funds and show that using those estimates in a mean-variance framework leads to better ex-post performance. Therefore, we conclude that in terms of hedge fund performance detection, the time-varying model is superior to the OLS analysis.<p>Lastly, we investigate the funds that have chosen to adopt the “Alternative UCITS” framework. Contrary to the previous frameworks that were designed for mutual fund managers, this new set of European Union directives can be suited to hedge fund-like strategies. We show that for Ucits funds there is some evidence, although weak, of the added value of offshore experience. On the other hand, we find no evidence of added value in the case of non-offshore experienced managers. Motivated to further refine our results, we separate Ucits with offshore experienced managers into two groups: those with equivalent offshore hedge funds (replicas) and those without (new funds). This time, Ucits with no offshore equivalents show low volatility and a strongly positive alpha. Ucits with offshore equivalents on the other hand bring no added value and, not surprisingly, bear no substantial differences in their risk profile with their paired funds offshore. Therefore, we conclude that offshore experience plays a significant role in creating positive alpha, as long as it translates into real innovations. If the fund is a pure replica, the additional costs brought by the Ucits structure represent a handicap that is hardly compensated. As “Alternative Ucits” have only been scarcely investigated, this paper represents a contribution to the better understanding of those funds.<p>In summary, this thesis improves the knowledge of the distribution, detection and determinants of the performance in the industry of hedge funds. It also shows that a specific field such as the hedge fund industry can still tell us more about the sources of its performance as long as we can use methodologies in adequacy with their behaviour, uses, constraints and habits. We believe that both our results and the methods we use pave the way for future research questions in this field, and are of the greatest interest for professionals of the industry as well.<p> / Doctorat en Sciences économiques et de gestion / info:eu-repo/semantics/nonPublished

The paper examines the hypothesis that the devaluation of the domestic currency leads to the higher exchange rate pass-through at the zero lower bound since the interest rate channel cannot offset effects of the depreciation in that situation. Time-varying vector autoregression with stochastic volatility is used to identify the development of the pass-through. The hypothesis is tested on the Czech dataset because the Czech Republic is considered as the prototypical small open economy with inflation targeting. The assumption of higher pass-through to consumer prices at the zero lower bound is rejected. Obtained results confirm that the deprecation stimulates output growth slightly more when the interest rate is close to zero. Our estimations imply that the exchange rate commitment of the Czech National Bank increased the price level by 0.116 % and contributed to the output growth by 0.781 %.

In this dissertation, channel estimation and channel prediction are studied for wireless communication systems. Wireless communication for time-variant channels becomes more important by the fast development of intelligent transportation systems which motivates us to propose a reduced rank channel estimator for time-variant frequency-selective high-speed railway (HSR) systems and a reduced rank channel predictor for fast time-variant flat fading channels. Moreover, the potential availability of large bandwidth channels at mm-wave frequencies and the small wavelength of the mm-waves, offer the mm-wave massive multiple-input multiple-output (MIMO) communication as a promising technology for 5G cellular networks. The high fabrication cost and power consumption of the radio frequency (RF) units at mm-wave frequencies motivates us to propose a low-power hybrid channel estimator for mm-wave MIMO orthogonal frequency-division multiplexing (OFDM) systems. The work on HSR channel estimation takes advantage of the channel's restriction to low dimensional subspaces due to the time, frequency and spatial correlation of the channel and presents a low complexity linear minimum mean square error (LMMSE) estimator for MIMO-OFDM HSR channels. The channel estimator utilizes a four-dimensional (4D) basis expansion channel model obtained from band-limited generalized discrete prolate spheroidal (GDPS) sequences. Exploiting the channel's band-limitation property, the proposed channel estimator outperforms the conventional interpolation based least square (LS) and MMSE estimators in terms of estimation accuracy and computational complexity, respectively. Simulation results demonstrate the robust performance of the proposed estimator for different delay, Doppler and angular spreads. Channel state information (CSI) is required at the transmitter for improving the performance gain of the spatial multiplexing MIMO systems through linear precoding. In order to avoid the high data rate feedback lines, which are required in fast time-variant channels for updating the transmitter with the rapidly changing CSI, a subframe-wise channel tracking scheme is presented. The proposed channel predictor is based on an assumed DPS basis expansion model (DPS-BEM) for exploiting the variation of the channel coefficients inside each sub-frame and an autoregressive (AR) model of the basis coefficients over each transmitted frame. The proposed predictor properly exploits the channel's restriction to low dimensional subspaces for reducing the prediction error and the computational complexity. Simulation results demonstrate that the proposed channel predictor out-performs the DPS based minimum energy (ME) predictor for different ranges of normalized Doppler frequencies and has better performance than the conventional Wiener predictor for slower time-variant channels and almost the similar performance to it for very fast time-variant channels with the reduced amount of computational complexity. The work on the hybrid mm-wave channel estimator considers the sparse nature of the mm-wave channel in angular domain and leverages the compressed sensing (CS) tools for recovering the angular support of the MIMO-OFDM mm-wave channel. The angular channel is treated in a continuous framework which resolves the limited angular resolution of the discrete sparse channel models used in the previous CS based channel estimators. The power leakage problem is also addressed by modeling the continuous angular channel as a multi-band signal with the bandwidth of each sub-band being proportional to the amount of power leakage. The RF combiner is designed to be implemented using a network of low-power switches for antenna subset selection based on a multi-coset sampling pattern. Simulation results validate the effectiveness of the proposed hybrid channel estimator both in terms of the estimation accuracy and the RF power consumption. / Graduate

Recent research has indicated that the pupil diameter (PD) in humans varies with their affective states. However, this signal has not been fully investigated for affective sensing purposes in human-computer interaction systems. This may be due to the dominant separate effect of the pupillary light reflex (PLR), which shrinks the pupil when light intensity increases. In this dissertation, an adaptive interference canceller (AIC) system using the H∞ time-varying (HITV) adaptive algorithm was developed to minimize the impact of the PLR on the measured pupil diameter signal. The modified pupil diameter (MPD) signal, obtained from the AIC was expected to reflect primarily the pupillary affective responses (PAR) of the subject. Additional manipulations of the AIC output resulted in a processed MPD (PMPD) signal, from which a classification feature, PMPDmean, was extracted. This feature was used to train and test a support vector machine (SVM), for the identification of stress states in the subject from whom the pupil diameter signal was recorded, achieving an accuracy rate of 77.78%. The advantages of affective recognition through the PD signal were verified by comparatively investigating the classification of stress and relaxation states through features derived from the simultaneously recorded galvanic skin response (GSR) and blood volume pulse (BVP) signals, with and without the PD feature. The discriminating potential of each individual feature extracted from GSR, BVP and PD was studied by analysis of its receiver operating characteristic (ROC) curve. The ROC curve found for the PMPDmean feature encompassed the largest area (0.8546) of all the single-feature ROCs investigated. The encouraging results seen in affective sensing based on pupil diameter monitoring were obtained in spite of intermittent illumination increases purposely introduced during the experiments. Therefore, these results confirmed the benefits of using the AIC implementation with the HITV adaptive algorithm to isolate the PAR and the potential of using PD monitoring to sense the evolving affective states of a computer user.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2015-12-16T12:34:13Z No. of bitstreams: 1 andredinizdeoliveira.pdf: 3666386 bytes, checksum: 0179545867fe6173fdae7f0b67dff2d3 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2015-12-16T15:15:19Z (GMT) No. of bitstreams: 1 andredinizdeoliveira.pdf: 3666386 bytes, checksum: 0179545867fe6173fdae7f0b67dff2d3 (MD5) / Made available in DSpace on 2015-12-16T15:15:19Z (GMT). No. of bitstreams: 1 andredinizdeoliveira.pdf: 3666386 bytes, checksum: 0179545867fe6173fdae7f0b67dff2d3 (MD5) Previous issue date: 2015-05-27 / Esta tese propõe dois métodos de estimação fasorial do componente fundamental. O pri-meiro estima o fasor na presença de componentes harmônicos, decaimento CC exponen-cial e ruído. O segundo estima o fasor na presença de componentes harmônicos, inter-harmônicos, inter-harmônicos variantes no tempo, decaimento CC exponencial e ruído. Todos os componentes de sinais utilizados são modelados e, para facilitar o entendimento dos métodos que serão propostos, os componentes são divididos em dois grupos: compo-nentes gerais e componentes extras. Alguns algoritmos de estimação existentes na litera-tura são estudados e dois são escolhidos para compor as proposições: DFT com suas va-riações e métodos de subespaços. O primeiro método sintetiza e implementa uma janela seguida da aplicação de uma DTFT para eliminar os componentes fundamental e harmô-nicos do sinal. O resultado é utilizado para estimar a influência do decaimento CC expo-nencial no componente fundamental. Esta influência é subtraída de uma estimação faso-rial via DFT para obter o componente fundamental correto. O segundo método utiliza esta mesma estrutura, entretanto insere um método de subespaço para calcular a frequência e constante de tempo dos componentes extras. Essa união cria um algoritmo distinto dos encontrados na literatura e nomeado de DTFT ESPRIT. A partir da possibilidade dos novos cálculos, o método consegue estimar o componente fundamental na presença de inter-harmônicos e inter-harmônicos variantes no tempo, além de harmônicos, decai-mento CC exponencial e ruído. / This thesis proposes two methods to estimate the phasor of the fundamental frequency component. The first one estimates the phasor in the presence of harmonic, decaying DC, and noise. The second one estimates the phasor in the presence of harmonics, inter-har-monics, time-varying inter-harmonics, decaying DC, and noise. All the signal compo-nents to be used are modeled and divided in two groups (general components and extra componentes) to better understand the proposed methods. The existing estimation algo-rithms in the literature are studied and described. Two algorithms are chosen as part of the new propositions: DFT and its variations and subspaces methods. The first method synthesizes and implements a DTFT window to eliminate the fundamental frequency and harmonic components of the signal. The result is used to estimate the influence of the decaying DC in the fundamental frequency component. This influence is subtracted from a phasor estimation via DFT in order to get the correct fundamental component. The second method has the same structure, however uses a subspace method for computing the frequency and time constant of the extra components. This combination creates a new algorithm named DTFT ESPRIT. From the new variable computing, the method is able to estimate the fundamental frequency component in the presence of different types of components as well as harmonics, decaying DC, and noise: inter-harmonics and time-varying inter-harmonics.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2016-01-12T14:37:07Z No. of bitstreams: 1 eduardochinelatecosta.pdf: 1021822 bytes, checksum: b72dff6cf071e8de1cb23f6cb7d27245 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2016-01-25T17:15:42Z (GMT) No. of bitstreams: 1 eduardochinelatecosta.pdf: 1021822 bytes, checksum: b72dff6cf071e8de1cb23f6cb7d27245 (MD5) / Made available in DSpace on 2016-01-25T17:15:42Z (GMT). No. of bitstreams: 1 eduardochinelatecosta.pdf: 1021822 bytes, checksum: b72dff6cf071e8de1cb23f6cb7d27245 (MD5) Previous issue date: 2015-02-23 / FAPEMIG - Fundação de Amparo à Pesquisa do Estado de Minas Gerais / Atualmente, há um grande interesse em investigar a dinâmica em Grafos Variantes no Tempo (GVTs). Esses grafos contemplam a evolução temporal, tanto de nós, quanto de arestas. Nesse cenário, de maneira similar a grafos estáticos, o conceito de centralidade geralmente se refere a métricas que avaliam a importância relativa dos vértices. Entretanto, GVTs possibilitam a avaliação da importância dos instantes de tempo (ou estados) de um grafo ao longo de sua existência. Determinar instantes de tempo importantes nesse contexto pode ter aplicações práticas fortes, sendo particularmente úteis para definir melhores momentos para difusão, gerar modelos e prever o comportamento de GVTs. Neste trabalho, nós definimos Centralidade de Tempo em Grafos Variantes no Tempo. A centralidade de tempo avalia a importância relativa dos instantes de tempo. São apresentadas duas métricas de centralidade de tempo voltadas a processos de difusão de informação e uma métrica baseada na disposição das conexões da rede. As métricas foram avaliadas em um conjunto de dados real. Os resultados mostram que os instantes de tempo melhor classificados, de acordo com as métricas criadas, podem tornar o processo de difusão mais rápido e eficiente. Comparado com uma escolha aleatória, o processo de difusão iniciado nos instantes de tempo mais bem classificados pode ser até 2,5 vezes mais rápido, e também pode atingir praticamente o dobro do número de nós na rede em alguns casos. / Currently, there is a great interest in investigating dynamics in Time-Varying Graphs (TVGs). These graphs contemplate the temporal evolution, both nodes and edges. In this scenario, similar to static graphs, centrality usually refers to metrics that assess the relative importance of vertices. However, in TVGs it is possible to assess the importance of time instants (or states) of a graph throughout its existence. Determining important time instants in this context may have strong practical applications and is particularly useful for defining best times to spread, generate models and predict the behavior of TVGs. In this paper, we define time centrality in Time-Varying Graphs. Time centrality evaluates the relative importance of time instants. We present two time centrality metrics focused on information dissemination processes and another based on layout of network connections.. We evaluate metrics we define relying in a real dataset from an hospital environment. Our results show that the best classified time instants, according to created metrics, can make a faster and more efficient diffusion process. Compared to a random choice, the diffusion process starting at best rated time instants can up to 2.5 times faster, and it also can reach almost double the number of nodes in the network in some cases.

Ferramentas e técnicas de visualização promovem uma análise de dados mais efetiva pelo fato de explorar a capacidade humana na percepção de padrões, principalmente em representações gráficas. Muitos fenômenos são associados a algum tipo de referência, temporal ou geográfica, que pode oferecer informação importante quando são submetidos a processos de análise. Este trabalho aborda representações visuais de dados geradas por técnicas de projeção multidimensional, e propõe uma estratégia para o tratamento diferenciado das referências temporais ou geográficas presentes em conjuntos de dados, no processo de gerar uma projeção multidimensional. Foi proposta e implementada uma variação da técnica Least Square Projection (LSP) que evidencia a informação das referências e permite ao usuário interagir com os mapas visuais gerados, bem como diversas funcionalidades que auxiliam no processo de análise exploratória. A nova abordagem é ilustrada por meio de estudos de caso envolvendo bases de dados temporais e com referências geográficas, em que foi possível observar o comportamento global dos elementos, bem como comportamentos de elementos ou grupos de elementos de interesse. Limitações da estratégia proposta também são discutidas / Visualization tools and techniques promote more effective data analysis by exploiting the human visual perception capabilities in detecting patterns in graphical representations. Many phenomena generate data that include temporal or geographical references, which are likely to provide important information in data analysis procedures. This work addresses data visualizations generated with multidimensional projections, proposing a strategy to handle temporal and geographical references present in multidimensional data sets, when generating multidimensional projections. The Least Squares Projection (LSP) technique was extended to explicitly handle the reference information and represent it in the visual maps, and a set of supporting analysis functions have been implemented. The proposed approach is illustrated through case studies on multidimensional data sets, in which it was possible to observe the global behavior of the elements, as well as individual behavior of elements or groups of elements of interest