Fátima Rodrigues

Prof. Dr. Fátima Rodrigues

orcid

Research Focus & Metrics

Academic Career Length

22Years (2005-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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2 May 2005 in IEEE Transactions on Power Systems
Verified
Journal Article
Closed access
VFV. Figueiredo
V. Figueiredo
FRFátima Rodrigues
Fátima Rodrigues
Zita ValeZita Vale
Zita Vale
JGJ.B. Gouveia
J.B. Gouveia
This paper presents an electricity consumer characterization framework based on a knowledge discovery in databases (KDD) procedure, supported by data mining (DM) techniques, applied on the different stages of the process. The core of this framework is a data mining model based on a combination of unsupervised and supervised learning techniques. Two main modules compose this framework: the load profiling module and the classification module. The load profiling module creates a set of consumer classes using a clustering operation and the representative load profiles for each class. The classification module uses this knowledge to build a classification model able to assign different consumers to the existing classes. The quality of this framework is illustrated with a case study concerning a real database of LV consumers from the Portuguese distribution company.

1 July 2014 in Computers & Education
Verified
Journal Article
Closed access
FRFátima Rodrigues
Fátima Rodrigues
POPaulo Oliveira
Paulo Oliveira

10 February 2018 in Knowledge and Information Systems
Verified
Journal Article
Closed access
PDF file
FRFátima Rodrigues
Fátima Rodrigues
ATArtur Trindade
Artur Trindade


9 April 2025 in Information
Verified
Journal Article
Open access
PDF file
FRFátima Rodrigues
Fátima Rodrigues
MMMiguel Machado
Miguel Machado
The cryptocurrency market presents immense opportunities and significant risks due to its high volatility. Accurate price forecasting is crucial for informed investment decisions, enabling investors to optimize portfolio allocation, mitigate risk, and potentially maximize returns. Existing forecasting methods often struggle with the inherent non-stationarity and complexity of cryptocurrency price dynamics. This study addresses this challenge by developing a system for high-frequency forecasting of the closing prices of ten leading cryptocurrencies. We compare various machine learning models, including recurrent neural networks (RNNs), time series analysis (ARIMA), and conventional regression algorithms, using minute-step Bitcoin price data over a 30-day period to predict prices 60 min ahead. Our findings demonstrate that the GRU neural network exhibits superior predictive accuracy (MAPE = 0.09%, MSE = 5954.89, RMSE = 77.17, MAE = 60.20), outperforming other models considered. This improved forecasting accuracy contributes to the existing literature by providing empirical evidence for GRU’s effectiveness in the volatile cryptocurrency market and offers practical insights for investment strategies. A web application integrating the best-performing model further facilitates real-time price prediction for multiple cryptocurrencies.

15 March 2021 in Journal of Intelligent Information Systems
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Journal Article
Closed access
PDF file
CRCarlos Narciso Rocha
Carlos Narciso Rocha
FRFátima Rodrigues
Fátima Rodrigues