22 research outputs found
La beta: problemática de su estimación
El trabajo aborda el cálculo de la beta del CAPM, entrando a analizar la problemática asociada, tanto en lo referente al intervalo sobre el que se realiza la evaluación de la rentabilidad, como en distintas alternativas que contemplan el carácter variable con el tiempo de la beta. Dichas alternativas han sido esencialmente los ajustes de mínimos cuadrados de ventana móvil para distintos tamaños de ventana, y el filtro de Kalman. Todas las posibilidades planteadas son aplicadas a activos tanto del NYSE como del Mercado Español, con lo que se consigue un soporte esencial para las conclusiones alcanzadas. Entre dichas conclusiones destacan el deterioro en respuesta al aumentar el tamaño de ventana, la evolución monótona de sus coeficientes de determinación, el buen comportamiento del filtro de Kalman, y la inconsistencia sistemática al cambiar el intervalo de rentabilidadUniversidad de Sevilla. Máster Universitario en Estudios Avanzados en Dirección de Empresa
A Comparison Between Kalman Filters and STDFT for Harmonic Estimation in Power Systems
5th WSEAS/IASME Int. Conf. on Electric Power Systems, High Voltages, Electric Machines, Tenerife, Spain, December 16-18, 2005This paper presents a comparison between Kalman filter and the running DFT for the computation of
harmonics in power systems applications. The performance of both filters is compared for events like voltage dips
or those in which a decaying DC component is present. The comparison considers also the presence of higher
order harmonics
A fitting procedure for probability density functions of service restoration times. Application to underground cables in medium-voltage networks
Distribution companies have the responsibility to provide a quality service to their customers, according to the existing regulation. Reliability issues, such as power outages, are registered in databases for a quantitative evaluation of this quality. This paper uses one of these historical records to make a statistical analysis of service restoration times, applied to the particular case of underground cables in medium voltage networks. An algo-rithm is proposed to fit the raw data to the probability density functions typically used in reliability analysis. The best-fitted distribution is determined in each case according to the information provided by a set of goodness-of -fit tests. Different groups are considered for the elements of the systems, concerning their functionality and voltage level. The presented procedure is applied to an electrical network with more than 350 feeders. Results have been obtained globally, showing that the observed service restoration time is lower than the estimated maximum limit in 98.00% of cases. The probability functions provided by the proposed algorithm can be used to improve the accuracy of the reliability models for the electric power system.8 página
Modelado y análisis de la evolución de una epidemia vírica mediante filtros de Kalman: el caso del COVID-19 en España
Documento de trabajo. Difundido en idUS a solicitud de los autoresEste trabajo presenta una metodología original para el tratamiento de los datos reportados de positivos y fallecidos por
una epidemia vírica. El objetivo principal es caracterizar la evolución de la progresión del número de infectados reales, y
en consecuencia poder predecir en qué momento se alcanzará el pico de la epidemia en un caso de estudio concreto, en
este caso la del Covid-19 en España. Los resultados obtenidos muestran claramente el efecto beneficioso de las medidas
de confinamiento adoptadas, y prevén que el pico se producirá aproximadamente a finales de marzo o principios de abri
Identification of the phase connectivity in distribution systems through constrained least squares and confidence-based sequential assignment
This paper addresses the customer-phase identification problem in three-phase distribution grids including three-phase customers characterized by aggregated energy measurements. The proposed technique first solves a relaxed problem, in which the binary nature of the variables is ignored, which leads to a constrained, least-squares estimation, using as inputs the active and reactive energy readings provided by the smart meters, along with the energy delivered by each phase at the head of the feeder. With the estimated values of the decision variables, and their corresponding variances, a confidence-based selection technique is then applied for the sequential assignment of the customer with the highest joint probability of being connected to one of the three phases but not to the other two. The performance of the proposed procedure is assessed with five different scenarios in terms of accuracy for increasing number of loads and measurement errors. The robustness of the algorithm is additionally tested in the presence of model errors, and its performance is compared to that of existing methods.Project Solar to Vehicle (S2V) INV-3-2021-I-038Research project HySGrid+ CER-2019101
Time domain analysis of partial discharges envelope in medium voltage XLPE cables
Partial discharge (PD) analysis has been widely used to detect premature degradation of power cables. Although there are recognized techniques for PD analysis, there is still lack of knowledge about measuring and modeling this phenomenon.
This paper proposes a new model based on time domain parameters of the PD signal envelope. The proposed variables (time duration, and rising and falling slopes of the envelopes), together with conventional PD analyses focused on PD amplitude and phase resolved patterns, will provide a better understanding of this phenomenon. Based on this model, a new technique to reshape the PD signal envelope is also proposed that compensates the negative effect of dispersion in the location techniques that estimate the time of arrival (TOA).
Experimental results were obtained in the lab, where a power cable has been artificially damaged in order to produce PD. To this end, a specific PD on-line acquisition system has been developed. In the first set of experiments, we illustrate how the cable attenuates and disperses the PD signal envelope. In the second one, we show how the proposed variables are useful to distinguish among different types of PD sources. Finally, an accurate estimation of the PD source location is achieved by measuring the time of arrival of the PD signal envelopes at both cable ends, and reshaping one of the signals captured. This technique improves the accuracy of the estimated location of the PD sources, both in simulation and in experimental results
Reduced Reference Frame Transform: Deconstructing Three-Phase Four-Wire Systems
This paper proposes a new reference frame, namely Reduced Reference Frame (RRF), specially
suited for unbalanced three–phase four–wire systems which improves the performance of the classical
Fortescue, Clarke and Park transformations. The RRF transfomation allows to represent any unbalanced
three–phase sinusoidal magnitude with just two components even if the zero–sequence component is
present. For doing so, the RRF transformation takes into account that the abc space–vector trajectory of
the transformed three–phase sinusoidal magnitude is always within a plane. The geometric properties of this
trajectory are considered for outlining a general classification of the transformation depending on the input
voltages and an adequate reference frame within the plane. Then, a step–by–step procedure for computing
the transformation matrix is detailed. Once the voltages and currents are transformed into the RRF, it is
proposed a power theory which allows to compute the instantaneous active and reactive powers. The paper
includes two simulations and an experimental validation through a real–time application to highlight the
benefits of the proposal. The paper closes with the main conclusions and some future research lines where
this transformation can be applied.Spanish Ministry of Economy and Competitiveness ENE2017-84813-R EASY-RES 76409
Influence of the wind variability on the calculation of dynamic line rating
This paper presents a novel technique to calculate the ampacity of an overhead transmission line in real time, considering the dynamic evolution of the conductor temperature. In case this method cannot be applied due to lack of adequate information, a correction is proposed for the maximum current, based on Monte Carlo simulations assuming unfavorable external conditions, and validated with real data from a weather station. This technique might be used to avoid the temporary violation of the minimum electrical clearance in transmission lines.Research project HySGrid+ CER-2019101
City-Friendly Smart Network Technologies and Infrastructures: The Spanish Experience
Efficient, resilient, and sustainable electricity delivery is a key cornerstone in increasingly large and complex urban environments, where citizens expect to keep or rise their living standards. In this context, cost-effective and ubiquitous digital technologies are driving the transformation of existing electrical infrastructures into truly smart systems capable of better providing the services a low-carbon society is demanding. The goal of this paper is twofold: 1) to review the dramatically evolving landscape of power systems, from the old framework based on centralized generation and control, aimed at serving inelastic customers through alternating current (ac) transmission networks and one-way distribution feeders, to a new paradigm centered mainly around two main axes: renewable generation, both centralized and distributed, and active customers (prosumers), interacting with each other through hybrid ac/dc smart grids; 2) to illustrate, through featured success stories, how several smart grid concepts and technologies have been put into practice in Spain over the last few years to optimize the performance of urban electrical assets
Procesamiento de formas de onda mediante DFT Aplicación a protecciones digitales
En esta tesis se abordan, por un lado, un área concreta de aplicación de la Transformada Discreta de Fourier (DFT): la relativa a su uso para el cálculo de armónicos en problemas como el de las protecciones digitales. Es decir, su aplicación a la situación de ventana de móvil de datos y, en especial, al caso de que dichos datos sean reales. Al estud io de este tipo de DFT se dedicará la mayor parte de esta tesis, realizándose en ella el mayor número de aportaciones originales. Por otro lado, se estudia la realización de un relé diferencial digital para la protección de transformadores, para el que se propone el uso de las técnicas originales de procesamiento de formas de onda mediante DFT que se desarrollan en la presente tesis. Asimismo, se presentan otras mejoras y estudios de la realización de otras etapas del algoritmo de protección usado en un relé diferencial como el abordado