Estimadores bayesianos de la fiabilidad con muestreo censurado

El estudio de la fiabilidad de componentes y sistemas tiene gran importancia en diversos campos de la ingenieria, y muy concretamente en el de la informatica. Al analizar la duracion de los elementos de la muestra hay que tener en cuenta los elementos que no fallan en el tiempo que dure el experimento, o bien los que fallen por causas distintas a la que es objeto de estudio. Por ello surgen nuevos tipos de muestreo que contemplan estos casos. El mas general de ellos, el muestreo censurado, es el que consideramos en nuestro trabajo. En este muestreo tanto el tiempo hasta que falla el componente como el tiempo de censura son variables aleatorias. Con la hipotesis de que ambos tiempos se distribuyen exponencialmente, el profesor Hurt estudio el comportamiento asintotico del estimador de maxima verosimilitud de la funcion de fiabilidad. En principio parece interesante utilizar metodos Bayesianos en el estudio de la fiabilidad porque incorporan al analisis la informacion a priori de la que se dispone normalmente en problemas reales. Por ello hemos considerado dos estimadores Bayesianos de la fiabilidad de una distribucion exponencial que son la media y la moda de la distribucion a posteriori. Hemos calculado la expansion asint6tica de la media, varianza y error cuadratico medio de ambos estimadores cuando la distribuci6n de censura es exponencial. Hemos obtenido tambien la distribucion asintotica de los estimadores para el caso m3s general de que la distribucion de censura sea de Weibull. Dos tipos de intervalos de confianza para muestras grandes se han propuesto para cada estimador. Los resultados se han comparado con los del estimador de maxima verosimilitud, y con los de dos estimadores no parametricos: limite producto y Bayesiano, resultando un comportamiento superior por parte de uno de nuestros estimadores. Finalmente nemos comprobado mediante simulacion que nuestros estimadores son robustos frente a la supuesta distribuci6n de censura, y que uno de los intervalos de confianza propuestos es valido con muestras pequenas. Este estudio ha servido tambien para confirmar el mejor comportamiento de uno de nuestros estimadores. SETTING OUT AND SUMMARY OF THE THESIS When we study the lifetime of components it's necessary to take into account the elements that don't fail during the experiment, or those that fail by reasons which are desirable to exclude from consideration. The model of random censorship is very usefull for analysing these data. In this model the time to failure and the time censor are random variables. We obtain two Bayes estimators of the reliability function of an exponential distribution based on randomly censored data. We have calculated the asymptotic expansion of the mean, variance and mean square error of both estimators, when the censor's distribution is exponential. We have obtained also the asymptotic distribution of the estimators for the more general case of censor's Weibull distribution. Two large-sample confidence bands have been proposed for each estimator. The results have been compared with those of the maximum likelihood estimator, and with those of two non parametric estimators: Product-limit and Bayesian. One of our estimators has the best behaviour. Finally we have shown by simulation, that our estimators are robust against the assumed censor's distribution, and that one of our intervals does well in small sample situation.

Computational Schemes for Optimizing Domains of Attraction in Dynamical Systems

In this paper, several computational schemes are presented for the optimal tuning of the global behavior of nonlinear dynamical sys- tems. Specifically, the maximization of the size of domains of attraction associated with invariants in parametrized dynamical sys- tems is addressed. Cell Mapping (CM) tech- niques are used to estimate the size of the domains, and such size is then maximized via different optimization tools. First, a ge- netic algorithm is tested whose performance shows to be good for determining global maxima at the expense of high computa- tional cost. Secondly, an iterative scheme based on a Stochastic Approximation proce- dure (the Kiefer-Wolfowitz algorithm) is eval- uated showing acceptable performance at low cost. Finally, several schemes combining neu- ral network based estimations and optimiza- tion procedures are addressed with promising results. The performance of the methods is illus- trated with two applications: first on the well-known van der Pol equation with stan- dard parametrization, and second the tuning of a controller for saturated systems.

Electrical Power Fluctuations in a Network of DC/AC inverters in a Large PV Plant: relationship between correlation, distance and time scale

This paper analyzes the correlation between the fluctuations of the electrical power generated by the ensemble of 70 DC/AC inverters from a 45.6 MW PV plant. The use of real electrical power time series from a large collection of photovoltaic inverters of a same plant is an impor- tant contribution in the context of models built upon simplified assumptions to overcome the absence of such data. This data set is divided into three different fluctuation categories with a clustering proce- dure which performs correctly with the clearness index and the wavelet variances. Afterwards, the time dependent correlation between the electrical power time series of the inverters is esti- mated with the wavelet transform. The wavelet correlation depends on the distance between the inverters, the wavelet time scales and the daily fluctuation level. Correlation values for time scales below one minute are low without dependence on the daily fluctuation level. For time scales above 20 minutes, positive high correlation values are obtained, and the decay rate with the distance depends on the daily fluctuation level. At intermediate time scales the correlation depends strongly on the daily fluctuation level. The proposed methods have been implemented using free software. Source code is available as supplementary material.

Crisis and the city: neoliberalism, austerity planning and the production of space

The current crisis, with its particularly severe configuration in Southern European countries, provides an opportunity to probe the interrelation of economic crunches and the production of space, and also to imagine potential paths of sociospatial emancipation from the dictates of global markets. This introductory chapter offers a preliminary interpretive framework exploring the fundamental role of urban and territorial restructuring in the formation, management and resolution of capitalist crises and, conversely, periods of crisis as key stages in the history of urbanization. I will begin by contextualizing the 2007-8 economic slump, the subsequent global recession and its uneven impact on states and cities in the longue durée of capitalist productions of space, studying the transformation of spatial configurations in previous episodes of economic stagnation. This broader perspective will then be used to analyze currently emerging formations of austerity urbanism, showing how the practices of crisis management incorporate a strategy for economic and institutional restructuring that eventually impacts on urban policy, and indeed in the production of urban space itself.

El tiempo como sustancia de la forma : una aproximación al Museo de Arte Romano de Mérida desde los presupuestos del vitalismo

El modelo dominante durante la Era Moderna asume la presencia del hombre como sujeto dentro del gran engranaje mecánico del Cosmos. Asimismo, recoge una idea acerca del ser natural dentro de la tradición ontológica iniciada por el eleatismo presocrático que concibe a éste como lo inmutable y estático frente al cambio y al movimiento, los cuales se constituyen como meras apariencias. Durante el periodo anterior a la aparición de los grandes filósofos griegos se produce una transformación en donde, de la inicial cosmología vinculada a un tiempo primordial, se pasará a una visión del Universo como ente indestructible, atemporal, inmutable, perfecto, geométrico y espacial. Si en Demócrito se admite un universo sometido al azar y a la necesidad, en Platón el Universo sólo atiende a la necesidad. Este modelo ontológico se pone en entredicho cuando el hombre ya no es concebido como pieza de un sistema más amplio, sino como centro radical del pensamiento. La condición radical del hombre es entonces su propia vida, siendo éste el concepto troncal del denominado vitalismo cuyo más influyente representante en España es José Ortega y Gasset. El estatismo del ser –del hombre- pierde sentido; en palabras del propio Ortega, “no es un ser sino un estar siendo” lo que caracteriza a la vida humana. La razón cartesiana es ahora la razón vital y su objeto de estudio no es la naturaleza sino el propio devenir, es decir, el tiempo, la historia. Este planteamiento es fundamental para comprender el edificio que es objeto de este estudio, el Museo de Arte Romano de Mérida (1980-1985) de Rafael Moneo. Por ello el concepto de tiempo es utilizado como marco y estructura de la presente tesis, a sabiendas del notorio y muy significativo papel que este edificio desempeñó en la carrera de su autor y en el panorama nacional e internacional de la arquitectura y de la museología. Este proyecto nos permite acercarnos al pensamiento de su autor a través de un edificio que, aun habiendo sido ampliamente reconocido, no cuenta con un estudio suficientemente exhaustivo que recoja la amplitud y riqueza que encierra. Esta tesis no es un compendio de lo que ya se ha investigado sobre Mérida; es una aproximación global e interpretativa cuyo sentido sólo puede concebirse al vislumbrar la estructura completa de la misma en sintonía con el "lógos" vital, histórico y narrativo que el proyecto encierra. Se revisará la concepción histórica según la cual, la configuración espacial de la forma habría tenido primacía respecto a su configuración temporal, al remitir esta última a una condición espacializada y circunstancial. La componente vicaria de la circunstancia será elevada por Ortega a la categoría de esencial, visualizando así una paradoja cuya reformulación nos lleva a la concepción de un tiempo sustancial. El diccionario de la RAE, en su tercera acepción, define la sustancia como “aquello que permanece en algo que cambia”, lo cual nos remite al pensamiento antiguo. Se mostrará que lo que permanece no necesariamente implica una concepción estática y eleática de la forma, que la arquitectura esencial no es unívocamente la arquitectura atemporal del platonismo y que cabe concebir la "firmitas" desde la atención a la "durée" bergsoniana. Al asociar tradicionalmente la sustancia con el referido estatismo, se margina al tiempo y a la duración a lo no sustancial; por ello, se tratará de aproximar los términos de tiempo y sustancia para definir la forma. Ello conllevará al estudio de las notables patologías derivadas de la asunción de un tiempo cronológico en nuestra contemporaneidad frente a las cuales, las intuiciones contenidas en Mérida, se alinearán con la actual actitud revisionista en el ámbito del pensamiento filosófico y científico. En Mérida, la memoria recogerá los aspectos de la conciencia así como los aspectos vinculados a la experiencia íntima y colectiva como soporte para la consecución de un discurso. La dualidad entre intuición e inteligencia será recogida por Moneo con idea de trascender su incomunicabilidad, mediante una operación que consistirá en la reivindicación de una memoria irreductible, cuya morada estaría incardinada en el propio tiempo de la duración y de la vida y no en la espacialidad coextensiva del presente y de la acción funcional sobre la materia. Moneo asumirá el papel de la memoria como condición central de una forma que se encarnará al concebirse como un teatro. En la respuesta a la contradicción entre el hecho físico y el efecto psíquico de la experiencia humana residirá la pertinencia de un tiempo narrativo. Será entonces el lenguaje el encargado de aportar sentido a la obra mediante el recurso fundado en la dramatización de la experiencia, es decir, a través de una conexión entre la conciencia íntima y el carácter social y colectivo intrínseco en la arquitectura. ABSTRACT TIME AS A SUBSTANCE OF FORM. AN APPROACH TO THE ROMAN ART MUSEUM OF MÉRIDA FROM THE VIEWPOINT OF VITALISM. The dominant model during the Modern Era placed man as a subject inside the great mechanism of the cosmos. It is also based in an idea about natural being within the ontological tradition initiated by the pre-Socratic Eleatism that conceives it as something immutable and static in respect with change and movement, which are considered as mere appearances. Prior to the emergence of the great Greek philosophers occurred a transformation where concepts of cosmology linked to a primordial time, changed to a view of the universe as indestructible, timeless, unchanging, perfect, geometric and spatial. If Democritus accepted a universe subjected to randomness and necessity, Plato thought that the universe only worked by necessity. This ontological model is called into question when man is not conceived as a piece of a broader system, but as a radical center of thinking. The radical condition of man then is his own life. This is the core concept of so-called Vitalism, whose most influential representative in Spain was José Ortega y Gasset. The stillness of being – of man - loses its meaning; in the words of Ortega, “it is not being but being in progress” that characterizes human life. The Cartesian reason is now the vital reason and its subject of study is no longer nature but its own evolution, in other words, time and history. This approach is fundamental to understand the building which is the subject of this study, the Museum of Roman Art in Mérida (1980-1985) by Rafael Moneo. The concept of time is used as a framework and structure of this thesis, demonstrating the notorious and very significant role this building has implied in the career of its author and in the national and international panorama of architecture and museology. This project allow us to approach the thought of its author through a building that, even whilst widely recognized, does not yet have a sufficiently comprehensive study covering its breadth and richness. This thesis is not a compendium of what already has been researched on Merida; it is a global and interpretative approach whose meaning can only be conceived as a study of its complete structure in line with the vital, historical and narrative logos the project implies. We will review the historical idea where spatial configuration of the form would have had primacy with respect to temporary configuration, because the latter refers to a spatial and circumstantial condition. The vicarious nature of the circumstance will be elevated by Ortega to the category of essential, thus showing a paradox which reformulation leads us to the conception of a substantial time. The dictionary of the Spanish Royal Academy, in its third meaning, defines substance as "that which remains in something that changes". This is a reference to ancient thought. It will be shown that what remains does not necessarily imply a static and Eleatic conception of form. It will also be shown that the essential architecture is not uniquely the timeless architecture of Platonism and that it is possible to conceive the "firmitas" parallel to the "durée" of Henri Bergson. As a result of this traditional association between substance and stillness, it marginalizes the time and the duration to the non-substantial; for this reason, we will try to approach terms of time and substance to define the shape. This will involve studying significant pathologies resulting from an assumption of chronological time in our contemporary world against which, the insights contained in Merida, will be aligned with the current revisionist attitude in the fields of philosophical and scientific thought. In Merida, memory includes aspects of consciousness as well as aspects linked to the intimate and collective experience as a foundation for the achievement of discourse. The duality between intuition and intelligence is put forward by Moneo with the idea of transcending its lack of communication, by means of a resource consisting of the vindication of an irreducible memory, whose home would be embodied in the time of duration and life and not in the coextensive spatiality of the present and in the functional action on the matter. Moneo demonstrates the role of memory as a central condition of form as a theatre. In response to the contradiction between the physical fact and the psychological effect of human experience lies the relevance of narrative time. Language then assumes the responsibility of giving meaning to the work through the dramatization of experience, i.e., through a connection between the intimate consciousness and the intrinsic social and collective character of architecture.