Nonparametric Inference for Regression Models with Spatially Correlated Errors

Programa Oficial de Doutoramento en Estatística e Investigación Operativa. 5017V01[Abstract] Regression estimation can be approached using nonparametric procedures, producing exible estimators and avoiding misspeci cation problems. Alternatively, parametric methods may be preferable to nonparametric approaches if the regression function belongs to the assumed parametric family. However, a bad speci cation of this family can lead to wrong conclusions. Regression function misspeci cation problems can be somewhat tackled by applying a goodness-of- t test. For data presenting some kind of complexity, for example, circular data, the approaches used in regression estimation or in goodness-of- t tests have to be conveniently adapted. Moreover, it might occur that the variables of interest can present a certain type of dependence. For example, they can be spatially correlated, where observations which are close in space tend to be more similar than observations that are far apart. The goal of this thesis is twofold, rst, some inference problems for regression models with Euclidean response and covariates, and spatially correlated errors are analyzed. More speci - cally, a testing procedure for parametric regression models in the presence of spatial correlation is proposed. The second aim is to design and study new approaches to deal with regression function estimation and goodness-of- t tests for models with a circular response and an Rd-valued covariate. In this setting, nonparametric proposals to estimate the circular regression function are provided and studied, under the assumption of independence and also for spatially correlated errors. Moreover, goodness-of- t tests for assessing a parametric regression model are presented in these two frameworks. Comprehensive simulation studies and application of the different techniques to real datasets complete this dissertation.[Resumo] A estimación da regresión pode ser abordada empregando técnicas non paramétricas, dando lugar a estimadores exibles e evitando problemas de mala especi ficación. Alternativamente, os métodos paramétricos poden ser preferibles se a función de regresión pertence á familia paramétrica asumida. Porén, unha mala especi ficación desta familia pode levar a conclusións equivocadas. Os problemas de especi cación incorrecta da función de regresión poden ser abordados aplicando un contraste de bondade de axuste. Para datos que presentan algún tipo de complexidade, por exemplo, datos circulares, os métodos empregados na estimación ou nos contrastes, deben adaptarse convenientemente. Ademais, pode ocorrer que as variables de interese poidan presentar un certo tipo de dependencia. Por exemplo, poden estar espacialmente correladas, onde as observacións que están preto no espazo tenden a ser máis similares que as observacións que están lonxe. O obxectivo desta tese é dobre, primeiro, analízanse problemas de inferencia para modelos de regresión con resposta e covariables Euclídeas, e erros espacialmente correlados. Máis concretamente, contrástase se a función de regresión pertence a unha familia paramétrica, en presenza de correlación espacial. O segundo obxectivo é deseñar e estudar novos procedementos para abordar estimación e contrastes da función regresión para modelos con resposta circular e covariable con valores en Rd. Neste contexto, preséntanse e estúdanse propostas non paramétricas para estimar a función de regresión circular, baixo o suposto de independencia e tamén para erros espacialmente correlados. Ademais, nestes dous contextos, preséntanse contrastes para avaliar un modelo de regresión paramétrico. Esta memoria complétase con estudos de simulación exhaustivos e aplicacións a conxuntos de datos reais.[Resumen] La estimación de la regresión puede ser abordada usando técnicas no paramétricas, dando lugar a estimadores flexibles y evitando problemas de mala especificación. Alternativamente, los métodos paramétricos pueden ser preferibles si la función de regresión pertenece a la familia paramétrica asumida. Sin embargo, una mala especificación de esta familia puede llevar a conclusiones equivocadas. Los problemas de especificación incorrecta de la función de regresión pueden ser abordados aplicando un contraste de bondad de ajuste. Para datos que presentan algún tipo de complejidad, por ejemplo, datos circulares, los métodos utilizados en la estimación o en los contrastes, deben adaptarse convenientemente. Además, puede ocurrir que las variables de interés puedan presentar un cierto tipo de dependencia. Por ejemplo, pueden estar espacialmente correladas, donde las observaciones que están cerca en el espacio tienden a ser más similares que las observaciones que están lejos. El objetivo de esta tesis es doble, primero, se analizan problemas de inferencia para modelos de regresión con respuesta y covariables Euclídeas, y errores espacialmente correlados. Más concretamente, se contrasta si la función de regresión pertenece a una familia paramétrica, en presencia de correlación espacial. El segundo objetivo es diseñar y estudiar nuevos procedimientos para abordar estimación y contrastes de la función regresión para modelos con respuesta circular y covariable con valores en J.Rd. En este contexto, se presentan y estudian propuestas no paramétricas para estimar la función de regresión, bajo el supuesto de independencia y también para errores espacialmente correlados. Además, en estos dos contextos, se presentan contrastes para evaluar un modelo de regresión paramétrico. Esta memoria se completa con estudios de simulación exhaustivos y aplicaciones a conjuntos de datos reales. Palabras clave: contraste de bondad de ajuste, estadística circular, estimación no paramétrica, regresión lineal-circular, dependencia espacia

The role of advection and dispersion in the rock matrix on the transport of leaking CO2-saturated brine along a fractured zone

CO2 that is injected into a geological storage reservoir can leak in dissolved form because of brine displacement from the reservoir, which is caused by large-scale groundwater motion. Simulations of the reactive transport of leaking CO2aq along a conducting fracture in a clay-rich caprock are conducted to analyze the effect of various physical and geochemical processes. Whilst several modeling transport studies along rock fractures have considered diffusion as the only transport process in the surrounding rock matrix (diffusive transport), this study analyzes the combined role of advection and dispersion in the rock matrix in addition to diffusion (advection-dominated transport) on the migration of CO2aq along a leakage pathway and its conversion in geochemical reactions. A sensitivity analysis is performed to quantify the effect of fluid velocity and dispersivity. Variations in the porosity and permeability of the medium are found in response to calcite dissolution and precipitation along the leakage pathway. We observe that advection and dispersion in the rock matrix play a significant role in the overall transport process. For the parameters that were used in this study, advection-dominated transport increased the leakage of CO2aq from the reservoir by nearly 305%, caused faster transport and increased the mass conversion of CO2aq in geochemical reactions along the transport pathway by approximately 12.20% compared to diffusive transport.Peer ReviewedPostprint (author's final draft

Injection of CO2-saturated brine in geological reservoir: a way to enhanced storage safety

Injection of free-phase supercritical CO2 into deep geological reservoirs is associated with risk of considerable return flows towards the land surface due to the buoyancy of CO2, which is lighter than the resident brine in the reservoir. Such upward movements can be avoided if CO2 is injected in the dissolved phase (CO2aq). In this work, injection of CO2-saturated brine in a subsurface carbonate reservoir was modelled. Physical and geochemical interactions of injected low-pH CO2-saturated brine with the carbonate minerals (calcite, dolomite and siderite) were investigated in the reactive transport modelling. CO2-saturated brine, being low in pH, showed high reactivity with the reservoir minerals, resulting in a significant mineral dissolution and CO2 conversion in reactions. Over the injection period of 10 yr, up to 16% of the injected CO2 was found consumed in geochemical reactions. Sorption included in the transport analysis resulted in additional quantities of CO2 mass stored. However, for the considered carbonate minerals, the consumption of injected CO2aq was found mainly in the form of ionic trapping.Peer ReviewedPostprint (author's final draft

Self-tuning model predictive control for wake flows

This study presents a noise-robust closed-loop control strategy for wake flows employing model predictive control. The proposed control framework involves the autonomous offline selection of hyperparameters, eliminating the need for user interaction. To this purpose, Bayesian optimization maximizes the control performance, adapting to external disturbances, plant model inaccuracies, and actuation constraints. The noise robustness of the control is achieved through sensor data smoothing based on local polynomial regression. The plant model can be identified through either theoretical formulation or using existing data-driven techniques. In this work, we leverage the latter approach, which requires minimal user intervention. The self-tuned control strategy is applied to the control of the wake of the fluidic pinball, with the plant model based solely on aerodynamic force measurements. The closed-loop actuation results in two distinct control mechanisms: boat tailing for drag reduction and stagnation point control for lift stabilization. The control strategy proves to be highly effective even in realistic noise scenarios, despite relying on a plant model based on a reduced number of sensors

Análisis de la quiebra empresarial de pequeña y medianas empresas en Ecuador (2006-2010). una aplicación del modelo de duración de cox (1972)

El presente documento ofrece una evidencia empírica de las posibles determinantes de los fallos empresariales prematuros (PYMES) , en Ecuador correspondiente al periodo 2006-2010. Partiendo del supuesto que dichas causantes pueden venir dadas por variables propias de la firma o por variables sistémicas de la economía en la que se desarrollan. El análisis se basa en modelos de duración, como el estimador producto límite (Kaplan- Meier), el de riesgo proporcionales (Modelo de Cox) y el modelo paramétrico Weibull. Los resultados evidencian una relación inversa entre la supervivencia de las empresas y factores como el rendimiento sobre los activos iniciales, crecimiento del sector en cuestión y el saldo positivo neto de la rotación empresarial. Y una relación directa con las actividades económicas de “Hoteles y Restaurantes”, “Intermediación Financiera” y “Construcción”, resultando ser las actividades más riesgosas a ejercer. Finalmente, la hipótesis principal a contrastar (con respecto al tamaño inicial de la firma), no resultó concluyente, ya que se evidencia mayores riesgo de quiebra para las medianas empresas que para las microempresas

Nonparametric estimation of circular trend surfaces with application to wave directions

In oceanography, modeling wave fields requires the use of statistical tools capable of handling the circular nature of the {data measurements}. An important issue in ocean wave analysis is the study of height and direction waves, being direction values recorded as angles or, equivalently, as points on a unit circle. Hence, reconstruction of a wave direction field on the sea surface can be approached by the use of a linear-circular regression model, viewing wave directions as a realization of a circular spatial process whose trend should be estimated. In this paper, we consider a spatial regression model with a circular response and several real-valued predictors. Nonparametric estimators of the circular trend surface are proposed, accounting for the (unknown) spatial correlation. Some asymptotic results about these estimators as well as some guidelines for their practical implementation are also given. The performance of the proposed estimators is investigated in a simulation study. An application to wave directions in the Adriatic Sea is provided for illustration.Comment: 34 pages, 8 figure

Consumo de tabaco, cannabis y alcohol: un programa de cesación para las mujeres embarazadas (PROGRAMA TACABAL)

tabaco, cannabis y alcohol durante el embarazo suponen un importante problema de Salud Pública. El principal objetivo de esta Tesis es desarrollar un programa para la cesación del consumo de tabaco, cannabis y alcohol durante el embarazo, integrado en la Atención Prenatal y que sea ejecutado por matronas y obstetras. Como objetivo secundario se propone explorar la percepción de los actores clave implicados en los programas de cesación respecto a las intervenciones implantadas en la actualidad, y sobre los requisitos que deberían cumplir las intervenciones de cesación para favorecer su adopción. Además, se pretende diseñar el material necesario para el programa de cesación

Circuito tocadiscos

Treball Final de Grau en Periodisme. Codi: PE0932. Curs acadèmic: 2017/201

Nonparametric estimation for a functional-circular regression model

Financiado para publicación en acceso aberto: CRUE-CSIC[Abstract]: Changes on temperature patterns, on a local scale, are perceived by individuals as the most direct indicators of global warming and climate change. As a specific example, for an Atlantic climate location, spring and fall seasons should present a mild transition between winter and summer, and summer and winter, respectively. By observing daily temperature curves along time, being each curve attached to a certain calendar day, a regression model for these variables (temperature curve as covariate and calendar day as response) would be useful for modeling their relation for a certain period. In addition, temperature changes could be assessed by prediction and observation comparisons in the long run. Such a model is presented and studied in this work, considering a nonparametric Nadaraya–Watson-type estimator for functional covariate and circular response. The asymptotic bias and variance of this estimator, as well as its asymptotic distribution are derived. Its finite sample performance is evaluated in a simulation study and the proposal is applied to investigate a real-data set concerning temperature curves.Open Access funding provided thanks to the CRUE-CSIC agreement with Springer Nature. Research of A. Meilán-Vila and M. Francisco-Fernández has been supported by MINECO (Grant MTM2017-82724-R), MICINN (Grant PID2020-113578RB-I00), and by Xunta de Galicia (Grupos de Referencia Competitiva ED431C-2020-14 and Centro de Investigación del Sistema Universitario de Galicia ED431G 2019/01), all of them through the ERDF. Research of R. M. Crujeiras has been supported by MICINN (Grant PID2020-116587GB-I00), and by Xunta de Galicia (Grupos de Referencia Competitiva ED431C-2021-24), all of them through the ERDF.Xunta de Galicia; ED431C-2020-14Xunta de Galicia; ED431G 2019/01Xunta de Galicia; ED431C-2021-2