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

Estudio y desarrollo de indicadores biológicos para evaluar el alcance espacial de vertidos procedentes de granjas marinas

Desarrollo de bioindicadores sensibles a los aportes de nutrientes de las granjas marinas y su aplicación a metodologías que permitan de finir sus áreas de influencia y seleccionar las zonas aptas para la acuicultura en aguas abiertas bajo criterios ecológicos

Correlated hopping of bosonic atoms induced by optical lattices

In this work we analyze a particular setup with ultracold atoms trapped in state-dependent lattices. We show that any asymmetry in the contact interaction translates into one of two classes of correlated hopping. After deriving the effective lattice Hamiltonian for the atoms, we obtain analytically and numerically the different phases and quantum phase transitions. We find for weak correlated hopping both Mott insulators and charge density waves, while for stronger correlated hopping the system transitions into a pair superfluid. We demonstrate that this phase exists for a wide range of interaction asymmetries and has interesting correlation properties that differentiate it from an ordinary atomic Bose-Einstein condensate.Comment: 24 pages with 9 figures, to appear in New Journal of Physic

A Model-Driven Approach for Business Process Management

The Business Process Management is a common mechanism recommended by a high number of standards for the management of companies and organizations. In software companies this practice is every day more accepted and companies have to assume it, if they want to be competitive. However, the effective definition of these processes and mainly their maintenance and execution are not always easy tasks. This paper presents an approach based on the Model-Driven paradigm for Business Process Management in software companies. This solution offers a suitable mechanism that was implemented successfully in different companies with a tool case named NDTQ-Framework.Ministerio de Educación y Ciencia TIN2010-20057-C03-02Junta de Andalucía TIC-578

Seeking to enhance the bioenergy of municipal sludge: Effect of alkali pre-treatment and soluble organic matter supplementation

The aim of this research is to enhance the mesophilic anaerobic digestion of municipal sludge from Cadiz-San Fernando (Spain) wastewater treatment plant at 20 days hydraulic retention time (HRT). Two different strategies were tested to improve the process: co-digestion with the addition of soluble organic matter (1% v/v); and alkali sludge pre-treatment (NaOH) prior to co-digestion with glycerine (1% v/v). Methane production (MP) was substantially enhanced (from 0.36 ± 0.09 L CH4 l/d to 0.85 ± 0.16 L CH4 l/d), as was specific methane production (SMP) (from 0.20 ± 0.05 L CH4/g VS to 0.49 ± 0.09 L CH4/g VS) when glycerine was added. The addition of glycerine does not seem to affect sludge stability, the quality of the effluent in terms of pH and organic matter content, i.e. volatile fatty acids (VFA), soluble organic matter and total volatile solid, or process stability (VFA/Alkalinity ratio < 0.4). Alkali pre-treatment prior to co-digestion resulted in a high increase in soluble organic loading rates (more than 20%) and acidification yield (more than 50%). At 20 days HRT, however, it led to overload of the system and total destabilization of the mesophilic anaerobic co-digestion of sewage sludge and glycerine

Mesophilic anaerobic co-digestion of sewage sludge with glycerine: Effect of solids retention time

The main objective of this paper is to examine the effect of the increase in organic loading rates (OLRs), by reducing the solids retention time (SRT) from 20 d to 5 d, in single-phase mesophilic anaerobic co-digestion of sewage sludge with glycerine (1% v/v). It was experimentally confirmed that anaerobic co-digestion of these biowastes under steady-state conditions can achieve an 85 ± 5% reduction in volatile fatty acids (VFA) at SRTs of between 20 and 9 d, with a methane production yield of around 0.8 l CH4/l/d. Decreases in the SRT not only allow the sludge stability and biogas production to be maintained, but also lead to an increase in the waste that could be treated and lower operating costs. Therefore, mesophilic anaerobic co-digestion of sewage sludge and glycerin at a SRT lower than 20 d is possible and preferable due to being more economical and environmentally friendl

Cognitive Fusion Mediates the Relationship between Dispositional Mindfulness and Negative Affects: A Study in a Sample of Spanish Children and Adolescent School Students

Nowadays, mindfulness-based interventions (MBI) have experienced a remarkable development of studies among childhood and adolescent interventions. For this reason, dispositional mindfulness (DM) measures for children and adolescents have been developed to determine the e ectiveness of MBI at this age stage. However, little is known about how key elements of DM (for example, cognitive de/fusion or experiential avoidance that both confirm psychological inflexibility) are involved in the mechanisms of the children and adolescents’ mental health outcomes. This research examined the mediating e ect of cognitive fusion between DM and anxiety and other negative emotional states in a sample of 318 Spanish primary-school students (aged between 8 and 16 years, M = 11.24, SD = 2.19, 50.8% males). Participants completed the AFQ-Y (Avoidance and Fusion Questionnaire for youth), which is a measure of psychological inflexibility that encompasses cognitive defusion and experiential avoidance; CAMM (DM for children and adolescents), PANAS-N (positive and negative a ect measure for children, Spanish version of PANASC), and STAIC (an anxiety measure for children). The study accomplished ethical standards. As MBI relevant literature has suggested, cognitive defusion was a significant mediator betweenDMand symptoms of both negative emotions and anxiety in children and adolescents. However, experiential avoidance did not show any significant mediating relationship. Probably, an improvement of the assessment of experiential avoidance is needed. MBI programs for children and adolescents may include more activities for reducing e ects of the cognitive defusion on their emotional distress