Análisis de la evolución de los réditos de los bonos soberanos, utilizando las técnicas de ondículas

The term "wavelets" covers a set of resources from the mathematical analysis that has proven their efficiency in system identification on areas such as hydrology, geology, glaciology, climatology and energy resources optimization. The methodology undergone on systems engineering could be extrapolated to everything conceptualized as "complex system" whatever its nature be. The wavelet techniques provide the description of non-stationary components and the evolution of macroeconomic variables in the frequency domain. The identification of predominant frequential scales and transient effects in time series highlights the multiresolutional analysis that would be more difficult to treat with traditional methods of econometrics. A review of the literature will show the potential problems that can be solved with these techniques, including prediction of benefits calculated on the evolution of the risk premium of a country, the extraction of symmetric macroeconomic shocks in country clusters, or detection of transient effects on the mutual influence of sovereign bonds between pairs of countries, among others. The dissertation will culminate in specific applications that show the power of wavelet techniques in identifying possible determinants and correlation of the evolution of sovereign bond yields in the euro area countries.El término ‘‘ondículas’’ cubre un conjunto de recursos del análisis matemático que ha demostrado su eficacia en la identificación de sistemas en áreas tales como la hidrología, geología, glaciología, climatología y optimización de los recursos energéticos. La metodología utilizada en la ingeniería de sistemas podría extrapolarse a todo lo conceptualizado como‘‘sistema complejo’’, fuere cual fuere su naturaleza. Las técnicas de ‘‘ondículas’’ aportan la descripción de los componentes no estacionarios y la evolución de las variables macroeconómicas en el campo de la frecuencia. La identificación de las escalas frecuenciales predominantes y los efectos transitorios en las series temporales enfatiza el análisis multi -resolución, que podría ser más difícil de tratar con el uso de métodos econométricos tradicionales. Una revisión dela literatura reflejará los problemas potenciales que pueden solucionarse utilizando estas técnicas, tales como la predicción de los beneficios calculados sobre la evolución de la prima de riesgo en un país, la extracción de los shocks macroeconómicos simétricos en los clusters del país, o la detección de los efectos transitorios sobre la influencia mutua de los bonos soberanos entre los pares de países, entre otros. La disertación desembocará en aplicaciones específicas que reflejarán el poder de las técnicas de ondículas en la identificación de posibles determinantes, y la correlación de la evolución de los réditos de los bonos soberanos en los países de la zona Euro

System Engineering Applied to Fuenmayor Karst Aquifer (San Julián de Banzo, Huesca) and Collins Glacier (King George Island, Antarctica)

La ingeniería de sistemas, definida generalmente como arte y ciencia de crear soluciones integrales a problemas complejos, se aplica en el presente documento a dos sistemas naturales, a saber, un sistema acuífero kárstico y un sistema glaciar, desde una perspectiva hidrológica. Las técnicas de identificación, desarrolladas típicamente en ingeniería para representar sistemas artificiales por medio de modelos lineales y no lineales, pueden aplicarse en el estudio de los sistemas naturales donde se producen fenómenos de acoplamiento entre el clima y la hidrosfera. Los métodos evolucionan para afrontar nuevos campos de identificación donde se requieren estrategias para encontrar el modelo idóneo adaptado a las peculiaridades del sistema. En este sentido, se han considerado especialmente las herramientas basadas en la transformada wavelet utilizadas en la preparación de series temporales, suavizado de señales, análisis espectral, correlación cruzada y predicción, entre otros. Bajo este enfoque, una aplicación a mencionar entre las tratadas en esta tesis, es la determinación analítica del núcleo efectivo estacional (SEC) a través del estudio de la coherencia wavelet entre temperatura del aire y la descarga del glaciar, que establece un conjunto de períodos de muestreo aceptablemente coherentes, a partir del cual se crearán los modelos del sistema glacial. El estudio está dirigido específicamente a estimar la influencia de la precipitación sobre la descarga del acuífero kárstico de Fuenmayor, en San Julián de Banzo, Huesca, España. De la misma manera, se ocupa de las consecuencias de la temperatura del aire en la fusión del hielo glaciar, que se manifiesta en la corriente de drenaje del glaciar Collins, isla King George, Antártida. En el proceso de identificación paramétrica y no paramétrica se buscan los modelos que mejor representen la dinámica interna del sistema. Eso conduce a pruebas iterativas, donde se van creando modelos que se verifican sistemáticamente con los datos reales del muestreo, de acuerdo a un criterio de eficiencia dado. La solución mejor valorada según los resultados obtenidos en los casos tratados apuntan a estructuras de modelos en bloques. Esta tesis significa una exposición formal de la metodología de identificación de sistemas propios de la ingeniería en el contexto de los sistemas naturales, que mejoran los resultados obtenidos en muchos casos de la hidrología kárstica que comúnmente usaban métodos ad hoc ocasionales de carácter estadístico; así mismo, los enfoques propuestos en los casos de glaciología con el análisis wavelet y los modelos orientados a datos raramente considerados en la literatura, revelan información esencial ante la imposibilidad de precisar la totalidad de la física que rige el sistema. Notables resultados se derivan en la caracterización de la respuesta del manantial de Fuenmayor y su correlación con la precipitación, desde la perspectiva de un sistema lineal, que se complementa con los métodos de identificación basados en técnicas no lineales. Así mismo, la implementación del modelo para el glaciar Collins, obtenido también mediante métodos de identificación de caja negra, puede revelar una inestabilidad de los límites de los periodos activos de la descarga, y consecuentemente la variabilidad en la tendencia actual en el cambio climático global

A Multi-Agent System Architecture for Smart Grid Management and Forecasting of Energy Demand in Virtual Power Plants

[EN] Recent technological advances in the power generation and information technologies areas are helping to change the modern electricity supply system in order to comply with higher energy efficiency and sustainability standards. Smart grids are an emerging trend that introduce intelligence in the power grid to optimize resource usage. In order for this intelligence to be effective, it is necessary to retrieve enough information about the grid operation together with other context data such as environmental variables, and intelligently modify the behavior of the network elements accordingly. This article presents a multi-agent system model for virtual power plants, a new power plant concept in which generation no longer occurs in big installations, but is the result of the cooperation of smaller and more intelligent elements. The proposed model is not only focused on the management of the different elements, but includes a set of agents embedded with artificial neural networks for collaborative forecasting of disaggregated energy demand of domestic end users, the results of which are also shown in this article.We would like to express our thanks to the coordinators of the project OptimaGrid for the information provided on MAS-based micro-grids, and the creators of a MAS INGENIAS methodology. This article has been partially funded by the project SociAAL (Social Ambient Assisted Living), supported by Spanish Ministry for Economy and Competitiveness, with grant TIN2011-28335-C02-01, by the Programa de Creacion y Consolidacion de Grupos de Investigacion UCM-Banco Santander for the group number 921354 (GRASIA group).Hernández, L.; Baladrón Zorita, C.; Aguiar Pérez, JM.; Carro, B.; Sanchez-Esguevillas, A.; Lloret, J.; Chinarro, D.... (2013). A Multi-Agent System Architecture for Smart Grid Management and Forecasting of Energy Demand in Virtual Power Plants. IEEE Communications Magazine. 51(1):106-113. https://doi.org/10.1109/MCOM.2013.6400446S10611351

Around the Clock Observations of the Q0957+561 A,B Gravitationally Lensed Quasar II: Results for the second observing season

We report on an observing campaign in March 2001 to monitor the brightness of the later arriving Q0957+561 B image in order to compare with the previously published brightness observations of the (first arriving) A image. The 12 participating observatories provided 3543 image frames which we have analyzed for brightness fluctuations. From our classical methods for time delay determination, we find a 417.09 +/- 0.07 day time delay which should be free of effects due to incomplete sampling. During the campaign period, the quasar brightness was relatively constant and only small fluctuations were found; we compare the structure function for the new data with structure function estimates for the 1995--6 epoch, and show that the structure function is statistically non-stationary. We also examine the data for any evidence of correlated fluctuations at zero lag. We discuss the limits to our ability to measure the cosmological time delay if the quasar's emitting surface is time resolved, as seems likely.Comment: AAS LaTeX, 5 PostScript figure

Data from: Antagonistic natural and sexual selection on wing shape in a scrambling damselfly

Wings are a key trait underlying the evolutionary success of birds, bats, and insects. For over a century, researchers have studied the form and function of wings to understand the determinants of flight performance. However, to understand the evolution of flight, we must comprehend not only how morphology affects performance, but also how morphology and performance affect fitness. Natural and sexual selection can either reinforce or oppose each other, but their role in flight evolution remains poorly understood. Here, we show that wing shape is under antagonistic selection with regard to sexual and natural selection in a scrambling damselfly. In a field setting, natural selection (survival) favored individuals with long and slender forewings and short and broad hindwings. In contrast, sexual selection (mating success) favored individuals with short and broad forewings and narrow-based hindwings. Both types of selection favored individuals of intermediate size. These results suggest that individuals face a trade-off between flight energetics and maneuverability and demonstrate how natural and sexual selection can operate in similar directions for some wing traits, that is, wing size, but antagonistically for others, that is, wing shape. Furthermore, they highlight the need to study flight evolution within the context of species’ mating systems and mating behaviors

Antagonistic natural and sexual selection on wing shape in a scrambling damselfly

Wings are a key trait underlying the evolutionary success of birds, bats, and insects. For over a century, researchers have studied the form and function of wings to understand the determinants of flight performance. However, to understand the evolution of flight, we must comprehend not only how morphology affects performance, but also how morphology and performance affect fitness. Natural and sexual selection can either reinforce or oppose each other, but their role in flight evolution remains poorly understood. Here, we show that wing shape is under antagonistic selection with regard to sexual and natural selection in a scrambling damselfly. In a field setting, natural selection (survival) favored individuals with long and slender forewings and short and broad hindwings. In contrast, sexual selection (mating success) favored individuals with short and broad forewings and narrow-based hindwings. Both types of selection favored individuals of intermediate size. These results suggest that individuals face a trade-off between flight energetics and maneuverability and demonstrate how natural and sexual selection can operate in similar directions for some wing traits, that is, wing size, but antagonistically for others, that is, wing shape. Furthermore, they highlight the need to study flight evolution within the context of species’ mating systems and mating behaviors

Datasets on marking encounter history, mating and mobility

The file contains 6 datasets (3 for forewings and 3 for hindwings). The "Marking" datasets contain the encounter history for each individual during the mark-recapture study, and the associated individual values of centroid size and the first three PC's of wing shape. These covariates are z-standardized. The "Matings" datasets contain the mating success of each individual (1 for mating, 0 for non-mating), as well as the associated individual values of centroid size and the first three PC's of wing shape. The values are z-standardized. Finally, the "Mobility" datasets include the individual values of centroid size, maximum flight distance, mobility rate, and the first three PC's of wing shape

A Study of the Relationship between Weather Variables and Electric Power Demand inside a Smart Grid/Smart World Framework

One of the main challenges of today's society is the need to fulfill at the same time the two sides of the dichotomy between the growing energy demand and the need to look after the environment. Smart Grids are one of the answers: intelligent energy grids which retrieve data about the environment through extensive sensor networks and react accordingly to optimize resource consumption. In order to do this, the Smart Grids need to understand the existing relationship between energy demand and a set of relevant climatic variables. All smart “systems” (buildings, cities, homes, consumers, etc. ) have the potential to employ their intelligence for self-adaptation to climate conditions. After introducing the Smart World , a global framework for the collaboration of these smart systems, this paper presents the relationship found at experimental level between a range of relevant weather variables and electric power demand patterns, presenting a case study using an agent-based system, and emphasizing the need to consider this relationship in certain Smart World (and specifically Smart Grid and microgrid ) applications