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

multimode: An R Package for Mode Assessment

In several applied fields, multimodality assessment is a crucial task as a previous exploratory tool or for determining the suitability of certain distributions. The goal of this paper is to present the utilities of the R package multimode, which collects different exploratory and testing non-parametric approaches for determining the number of modes and their estimated location. Specifically, some graphical tools (SiZer map, mode tree or mode forest) are provided, allowing for the identification of mode patterns, based on the kernel density estimation. Several formal testing procedures for determining the number of modes are described in this paper and implemented in the multimode package, including methods based on the ideas of the critical bandwidth, the excess mass or using a combination of both. This package also includes a function for estimating the modes locations and different classical data examples that have been considered in mode testing literature

Mid-infrared imaging- and spectro-polarimetric subarcsecond observations of NGC 1068

We present sub-arcsecond 7.5$-$13 $\mu$m imaging- and spectro-polarimetric observations of NGC 1068 using CanariCam on the 10.4-m Gran Telescopio CANARIAS. At all wavelengths, we find: (1) A 90 $\times$ 60 pc extended polarized feature in the northern ionization cone, with a uniform $\sim$44$^{\circ}$ polarization angle. Its polarization arises from dust and gas emission in the ionization cone, heated by the active nucleus and jet, and further extinguished by aligned dust grains in the host galaxy. The polarization spectrum of the jet-molecular cloud interaction at $\sim$24 pc from the core is highly polarized, and does not show a silicate feature, suggesting that the dust grains are different from those in the interstellar medium. (2) A southern polarized feature at $\sim$9.6 pc from the core. Its polarization arises from a dust emission component extinguished by a large concentration of dust in the galaxy disc. We cannot distinguish between dust emission from magnetically aligned dust grains directly heated by the jet close to the core, and aligned dust grains in the dusty obscuring material surrounding the central engine. Silicate-like grains reproduce the polarized dust emission in this feature, suggesting different dust compositions in both ionization cones. (3) An upper limit of polarization degree of 0.3 per cent in the core. Based on our polarization model, the expected polarization of the obscuring dusty material is $\lesssim$0.1 per cent in the 8$-$13 $\mu$m wavelength range. This low polarization may be arising from the passage of radiation through aligned dust grains in the shielded edges of the clumps.Comment: 17 pages, 10 figures, accepted for publication at MNRA

Confirmation of an exoplanet using the transit color signature: Kepler-418b, a blended giant planet in a multiplanet system

We announce confirmation of Kepler-418b, one of two proposed planets in this system. This is the first confirmation of an exoplanet based primarily on the transit color signature technique. We used the Kepler public data archive combined with multicolor photometry from the Gran Telescopio de Canarias and radial velocity follow-up using FIES at the Nordic Optical Telescope for confirmation. We report a confident detection of a transit color signature that can only be explained by a compact occulting body, entirely ruling out a contaminating eclipsing binary, a hierarchical triple, or a grazing eclipsing binary. Those findings are corroborated by our radial velocity measurements, which put an upper limit of ~1 Mjup on the mass of Kepler-418b. We also report that the host star is significantly blended, confirming the ~10% light contamination suspected from the crowding metric in the Kepler light curve measured by the Kepler team. We report detection of an unresolved light source that contributes an additional ~40% to the target star, which would not have been detected without multicolor photometric analysis. The resulting planet-star radius ratio is 0.110 +/- 0.0025, more than 25% more than the 0.087 measured by Kepler, leading to a radius of 1.20 +/- 0.16 Rjup instead of the 0.94 Rjup measured by the Kepler team. This is the first confirmation of an exoplanet candidate based primarily on the transit color signature, demonstrating that this technique is viable from ground for giant planets. It is particularly useful for planets with long periods such as Kepler-418b, which tend to have long transit durations. Additionally, multicolor photometric analysis of transits can reveal unknown stellar neighbors and binary companions that do not affect the classification of the transiting object but can have a very significant effect on the perceived planetary radius.Comment: accepted by Astronomy & Astrophysic

Bullying and gender violence at school: analysis of teacher perception

Nowadays gender violence and bullying continue to be considered a matter of great concern to society. This study analyses the teachers'' perceptions of these two social problems in the educational context. The interventions that are carried out from the school to prevent and respond to these behaviours are studied. From a methodological point of view, the study responds to the paradigm of qualitative research. We interviewed fifteen teachers of Early Childhood Education, Primary Education and Secondary Education of the Spanish educational system. The information collected indicates that teachers advocate a necessary reinforcement of emotional competencies and social skills from schools. In addition, they express their dissatisfaction due to the insufficient strategies applied from the school to respond to these violent behaviours. These results support any initiative that aims to train teachers to prevent possible cases of bullying or gender violence