Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting

Year-ahead forecasting of electricity prices is an important issue in the current context of electricity markets. Nevertheless, only one-day-ahead forecasting is commonly tackled up in previous published works. Moreover, methodology developed for the short-term does not work properly for long-term forecasting. In this paper we provide a seasonal extension of the Non-Stationary Dynamic Factor Analysis, to deal with the interesting problem (both from the economic and engineering point of view) of long term forecasting of electricity prices. Seasonal Dynamic Factor Analysis (SeaDFA) allows to deal with dimensionality reduction in vectors of time series, in such a way that extracts common and specific components. Furthermore, common factors are able to capture not only regular dynamics (stationary or not) but also seasonal one, by means of common factors following a multiplicative seasonal VARIMA(p,d,q)×(P,D,Q)s model. Besides, a bootstrap procedure is proposed to be able to make inference on all the parameters involved in the model. A bootstrap scheme developed for forecasting includes uncertainty due to parameter estimation, allowing to enhance the coverage of forecast confidence intervals. Concerning the innovative and challenging application provided, bootstrap procedure developed allows to calculate not only point forecasts but also forecasting intervals for electricity prices.Dynamic factor analysis, Bootstrap, Forecasting, Confidence intervals

One-loop mass shift formula for kinks and self-dual vortices

A formula is derived that allows us to compute one-loop mass shifts for kinks and self-dual Abrikosov-Nielsen-Olesen vortices. The procedure is based in canonical quantization and heat kernel/zeta function regularization methods.Comment: LaTex file, 8 pages, 1 figure . Based on a talk given by J. M. G. at the 7th Workshop on Quantum Field Theory under the Influence of External Conditions (QFEXT05), Barcelona, Spain. Minor corrections. Version to appear in Journal of Physics

Hyperonic crystallization in hadronic matter

Published in Hadrons, Nuclei and Applications, World Scientific, Singapore, Proc.of the Conference Bologna2000. Structure of the Nucleus at the Dawn of the Century, G. Bonsignori, M. Bruno, A. Ventura, D. Vretenar Editors, pag. 319.Comment: 4 pages, 2figure

Variable stars in the globular cluster M28 (NGC 6626)

We present a new search for variable stars in the Galactic globular cluster M28 (NGC 6626). The search is based on a series of BVI images obtained with the SMARTS Consortium's 1.3m telescope at Cerro Tololo Inter-American Observatory, Chile. The search was carried out using the ISIS v2.2 image subtraction package. We find a total of 25 variable stars in the field of the cluster, 9 being new discoveries. Of the newly found variables, 1 is an ab-type RR Lyrae star, 6 are c-type RR Lyrae, and 2 are long-period/semi-regular variables. V22, previously classified as a type II Cepheid, appears as a bona-fide RRc in our data. In turn, V20, previously classified as an ab-type RR Lyrae, could not be properly phased with any reasonable period. The properties of the ab-type RR Lyrae stars in M28 appear most consistent with an Oosterhoff-intermediate classification, which is unusual for bona-fide Galactic globulars clusters. However, the cluster's c-type variables do not clearly support such an Oosterhoff type, and a hybrid Oosterhoff I/II system is accordingly another possibility, thus raising the intriguing possibility of multiple populations being present in M28. Coordinates, periods, and light curves in differential fluxes are provided for all the detected variables.Comment: A&A, in pres

A proposal of sensitive indicators of the rehabilitation nursing care of people in the surgical process, to be included in the ontology of aging

Given the complex surgical scenario observed today, it is necessary to change the urgent definition of a specific ontology, especially in terms of aging. The interventions of the Specialist Nurse in Rehabilitation Nursing to the person in the surgical process are primordial for the maintenance of the functional capacities, prevention of complications and impediment of incapacities. However, it is necessary to provide individualized and fostered care in a practice of excellence, and the consequent organized reading of records of an aging ontology for decision making on rehabilitation indicators. Method: a systematic review of the literature was carried out using the EBSCO host (MEDLINE with Full Text, CINAHL Plus with Full Text and MedicLatina), using the PI [C] O method, and 11 articles were selected. Results: 41 indicators were identified to be included in the ontology classes of aging: pain control, patient and family education, support and communication, reduction of postoperative complications, gain of functionality, restoration of physical function, mobility, multidisciplinary intervention and the frequency of interventions. Conclusion: it is considered that it was imperative to identify sensitive indicators for rehabilitation nursing care, based on scientific evidence and thus provide an opportunity for nurses to reflect on their daily practices and conduct their actions towards excellence in care, to propose a set of 41 classes internationally on the ontology of aging

Stellar density profile and mass of the Milky Way Bulge from VVV data

We present the first stellar density profile of the Milky Way bulge reaching latitude $b=0^\circ$. It is derived by counting red clump stars within the colour\--magnitude diagram constructed with the new PSF-fitting photometry from VISTA Variables in the V\'\i a L\'actea (VVV) survey data. The new stellar density map covers the area between $|l|\leq 10^\circ$ and $|b|\leq 4.5^\circ$ with unprecedented accuracy, allowing to establish a direct link between the stellar kinematics from the Giraffe Inner Bulge Spectroscopic Survey (GIBS) and the stellar mass density distribution. In particular, the location of the central velocity dispersion peak from GIBS matches a high overdensity in the VVV star count map. By scaling the total luminosity function (LF) obtained from all VVV fields to the LF from Zoccali et al.(2003), we obtain the first fully empirical estimate of the mass in stars and remnants of the Galactic bulge. The Milky Way bulge stellar mass within ($|b|<9.5^\circ$, $|l|<10^\circ$) is $2.0\pm0.3\times 10^{10}M_{\odot}$.Comment: 4 pages, 5 figures, accepted for publication on A&

FeNi-based magnetoimpedance multilayers: Tailoring of the softness by magnetic spacers

The microstructure and magnetic properties of sputtered permalloy films and FeNi(170 nm)/X/FeNi(170 nm) (X=Co, Fe, Gd, Gd-Co) sandwiches were studied. Laminating of the thick FeNi film with various spacers was done in order to control the magnetic softness of FeNi-based multilayers. In contrast to the Co and Fe spacers, Gd and Gd-Co magnetic spacers improved the softness of the FeNi/X/FeNi sandwiches. The magnetoimpedance responses were measured for [FeNi/Ti(6 nm)] 2/FeNi and [FeNi/Gd(2 nm)] 2/FeNi multilayers in a frequency range of 1-500 MHz: for all frequencies under consideration the highest magnetoimpedance variation was observed for [FeNi/Gd(2 nm)] 2/FeNi multilayers. © 2012 American Institute of Physics

Context-aware mobile app for the multidimensional assessment of the elderly,

Rural areas in Europe are presenting a decreasing population density and an increasing age index. These elders usually present multiple diseases that require complex tools to identify the exact cares that they need. Currently, different frameworks can evaluate their functional status and identify the required cares to maintain their Quality of Life, together with the associated cost to the health system. Nevertheless, these frameworks are usually questionnaires that have to be performed by already overloaded professionals. In this paper, we make use of mobile technologies to build a system capable of monitoring the activities of the elderly and analysing these data to assess their functional status. The experiments carried out show us that it correctly evaluates these patients and reduces the effort required by health professionals