Marcos Antônio Alves

Petrônio C. L. Silva, Paulo V. C. Batista, Hélder S. Lima et al.

The COVID-19 pandemic due to the SARS-CoV-2 coronavirus has directly impacted the public health and economy worldwide. To overcome this problem, countries have adopted different policies and non-pharmaceutical interventions for controlling the spread of the virus. This paper proposes the COVID-ABS, a new SEIR (Susceptible-Exposed-Infected-Recovered) agent-based model that aims to simulate the pandemic dynamics using a society of agents emulating people, business and government. Seven different scenarios of social distancing interventions were analyzed, with varying epidemiological and economic effects: (1) do nothing, (2) lockdown, (3) conditional lockdown, (4) vertical isolation, (5) partial isolation, (6) use of face masks, and (7) use of face masks together with 50% of adhesion to social isolation. In the impossibility of implementing scenarios with lockdown, which present the lowest number of deaths and highest impact on the economy, scenarios combining the use of face masks and partial isolation can be the more realistic for implementation in terms of social cooperation. The COVID-ABS model was implemented in Python programming language, with source code publicly available. The model can be easily extended to other societies by changing the input parameters, as well as allowing the creation of a multitude of other scenarios. Therefore, it is a useful tool to assist politicians and health authorities to plan their actions against the COVID-19 epidemic.

Petrônio Cândido de Lima e Silva, Carlos Alberto Severiano Junior, Marcos Antonio Alves et al.

In this paper we introduce a Non-Stationary Fuzzy Time Series (NSFTS) method with time varying parameters adapted from the distribution of the data. In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are used to adapt the membership function parameters in the knowledge base in response to statistical changes in the time series. The proposed method is capable of dynamically adapting its fuzzy sets to reflect the changes in the stochastic process based on the residual errors, without the need to retraining the model. This method can handle non-stationary and heteroskedastic data as well as scenarios with concept-drift. The proposed approach allows the model to be trained only once and remain useful long after while keeping reasonable accuracy. The flexibility of the method by means of computational experiments was tested with eight synthetic non-stationary time series data with several kinds of concept drifts, four real market indices (Dow Jones, NASDAQ, SP500 and TAIEX), three real FOREX pairs (EUR-USD, EUR-GBP, GBP-USD), and two real cryptocoins exchange rates (Bitcoin-USD and Ethereum-USD). As competitor models the Time Variant fuzzy time series and the Incremental Ensemble were used, these are two of the major approaches for handling non-stationary data sets. Non-parametric tests are employed to check the significance of the results. The proposed method shows resilience to concept drift, by adapting parameters of the model, while preserving the symbolic structure of the knowledge base.

Ivan Reinaldo Meneghini, Marcos Antonio Alves, António Gaspar-Cunha et al.

Solving many-objective problems (MaOPs) is still a significant challenge in the multi-objective optimization (MOO) field. One way to measure algorithm performance is through the use of benchmark functions (also called test functions or test suites), which are artificial problems with a well-defined mathematical formulation, known solutions and a variety of features and difficulties. In this paper we propose a parameterized generator of scalable and customizable benchmark problems for MaOPs. It is able to generate problems that reproduce features present in other benchmarks and also problems with some new features. We propose here the concept of generative benchmarking, in which one can generate an infinite number of MOO problems, by varying parameters that control specific features that the problem should have: scalability in the number of variables and objectives, bias, deceptiveness, multimodality, robust and non-robust solutions, shape of the Pareto front, and constraints. The proposed Generalized Position-Distance (GPD) tunable benchmark generator uses the position-distance paradigm, a basic approach to building test functions, used in other benchmarks such as Deb, Thiele, Laumanns and Zitzler (DTLZ), Walking Fish Group (WFG) and others. It includes scalable problems in any number of variables and objectives and it presents Pareto fronts with different characteristics. The resulting functions are easy to understand and visualize, easy to implement, fast to compute and their Pareto optimal solutions are known.