Forecasting Electricity Prices and their volatilities using Unobserved Components.

The liberalization of electricity markets more than ten years ago in the vast majority of developed countries has introduced the need of modelling and forecasting electricity prices and volatilities, both in the short and long term. Thus, there is a need of providing methodology that is able to deal with the most important features of electricity price series, which are well known for presenting not only structure in conditional mean but also time-varying conditional variances. In this work we propose a new model, which allows to extract conditionally heteroskedastic common factors from the vector of electricity prices. These common factors are jointly estimated as well as their relationship with the original vector of series, and the dynamics affecting both their conditional mean and variance. The estimation of the model is carried out under the state-space formulation. The new model proposed is applied to extract seasonal common dynamic factors as well as common volatility factors for electricity prices and the estimation results are used to forecast electricity prices and their volatilities in the Spanish zone of the Iberian Market. Several simplified/alternative models are also considered as benchmarks to illustrate that the proposed approach is superior to all of them in terms of explanatory and predictive power.

Conditional parallelization of nonStrict independence. Procedures and assessmen

This paper presents a conditional parallelization process for and-parallelism based on the notion of non-strict independence, a more relaxed notion than the traditional of strict independence. By using this notion, a parallelism annotator can extract more parallelism from programs. On the other hand, the intrinsic complexity of non-strict independence poses new challenges to this task. We report here on the implementation we have accomplished of an annotator for non-strict independence, capable of producing both static and dynamic execution graphs. This implementation, along with the also implemented independence checker and their integration in our system, have resulted what is, to the best of our knowledge, the first parallelizing compiler based on nonstrict independence which produces dynamic execution graphs. The paper also presents a preliminary assessment of the implemented tools, comparing them with the existing ones for strict independence, which shows encouraging results.

The TRANSPLANTA collection of Arabidopsis lines: a resource for functional analysis of transcription factors based on their conditional overexpression.

Los factores de transcripción (FTs) son reguladores clave de la expresión génica en todos los organismos. En eucariotas los FTs con frecuencia están representados por miembros funcionalmente redundantes de familias génicas de gran tamaño. La sobreexpresión de FTs puede representar una herramienta para revelar las funciones biológicas de FTs redundantes en plantas; sin embargo, la sobreexpresión constitutiva de FTs con frecuencia conlleva diversos defectos en el desarrollo, impidiendo su caracterización funcional. Sin embargo, aproximaciones de sobreexpresión condicional podrían ayudar a solventar este problema. En el consorcio TRANSPLANTA, en el que participan varios laboratorios del CBGP, hemos generado una colección de líneas transgénicas de Arabidopsis, cada una de las cuales expresa un FT bajo el control de un promotor inducible por ?estradiol. Hasta el momento se han generado 1636 líneas homocigotas independientes que corresponden a 634 FTs diferentes, lo que representa una media de 2,6 líneas por cada FT. Como confirmación de la utilidad de esta herramienta, el tratamiento con ?estradiol de líneas que expresaban condicionalmente FTs provoca alteraciones fenotípicas tales como proliferación de pelos radiculares, senescencia inducida por oscuridad, acumulación de antocianinas y enanismo, y que corroboran fenotipos previamente descritos debidos a la sobreexpresión de dichos FTs. Rastreos realizados posteriormente con otras líneas TRANSPLANTA han permitido la identificación de FTs implicados en diferentes procesos biológicos de plantas, confirmando que la colección es una herramienta valiosa para la caracterización funcional de FTs. Las semillas de las líneas TRANSPLANTA han sido depositadas en el Nottingham Arabidopsis Stock Centre para su distribución posterior.

Conditional density approximations with mixtures of polynomials

Mixtures of polynomials (MoPs) are a non-parametric density estimation technique especially designed for hybrid Bayesian networks with continuous and discrete variables. Algorithms to learn one- and multi-dimensional (marginal) MoPs from data have recently been proposed. In this paper we introduce two methods for learning MoP approximations of conditional densities from data. Both approaches are based on learning MoP approximations of the joint density and the marginal density of the conditioning variables, but they differ as to how the MoP approximation of the quotient of the two densities is found. We illustrate and study the methods using data sampled from known parametric distributions, and we demonstrate their applicability by learning models based on real neuroscience data. Finally, we compare the performance of the proposed methods with an approach for learning mixtures of truncated basis functions (MoTBFs). The empirical results show that the proposed methods generally yield models that are comparable to or significantly better than those found using the MoTBF-based method.

The TRANSPLANTA collection of Arabidopsis lines: a resource for functional analysis of transcription factors based on their conditional over-expression

Transcription factors (TFs) are key regulators of gene expression in all organisms. In eukaryotes, TFs are often represented by functionally redundant members of large gene families. Overexpression might prove a means to unveil the biological functions of redundant TFs; however, constitutive overexpression of TFs frequently causes severe developmental defects, preventing their functional characterization. Conditional overexpression strategies help to overcome this problem. Here, we report on the TRANSPLANTA collection of Arabidopsis lines, each expressing one of 949 TFs under the control of a β–estradiol-inducible promoter. Thus far, 1636 independent homozygous lines, representing an average of 2.6 lines for every TF, have been produced for the inducible expression of 634 TFs. Along with a GUS-GFP reporter, randomly selected TRANSPLANTA lines were tested and confirmed for conditional transgene expression upon β–estradiol treatment. As a proof of concept for the exploitation of this resource, β–estradiol-induced proliferation of root hairs, dark-induced senescence, anthocyanin accumulation and dwarfism were observed in lines conditionally expressing full-length cDNAs encoding RHD6, WRKY22, MYB123/TT2 and MYB26, respectively, in agreement with previously reported phenotypes conferred by these TFs. Further screening performed with other TRANSPLANTA lines allowed the identification of TFs involved in different plant biological processes, illustrating that the collection is a powerful resource for the functional characterization of TFs. For instance, ANAC058 and a TINY/AP2 TF were identified as modulators of ABA-mediated germination potential, and RAP2.10/DEAR4 was identified as a regulator of cell death in the hypocotyl–root transition zone. Seeds of TRANSPLANTA lines have been deposited at the Nottingham Arabidopsis Stock Centre for further distribution.

Class-Conditional Probabilistic Principal Component Analysis: application to gender recognition

Este trabajo presenta una solución al problema del reconocimiento del género de un rostro humano a partir de una imagen. Adoptamos una aproximación que utiliza la cara completa a través de la textura de la cara normalizada y redimensionada como entrada a un clasificador Näive Bayes. Presentamos la técnica de Análisis de Componentes Principales Probabilístico Condicionado-a-la-Clase (CC-PPCA) para reducir la dimensionalidad de los vectores de características para la clasificación y asegurar la asunción de independencia para el clasificador. Esta nueva aproximación tiene la deseable propiedad de presentar un modelo paramétrico sencillo para las marginales. Además, este modelo puede estimarse con muy pocos datos. En los experimentos que hemos desarrollados mostramos que CC-PPCA obtiene un 90% de acierto en la clasificación, resultado muy similar al mejor presentado en la literatura---ABSTRACT---This paper presents a solution to the problem of recognizing the gender of a human face from an image. We adopt a holistic approach by using the cropped and normalized texture of the face as input to a Naïve Bayes classifier. First it is introduced the Class-Conditional Probabilistic Principal Component Analysis (CC-PPCA) technique to reduce the dimensionality of the classification attribute vector and enforce the independence assumption of the classifier. This new approach has the desirable property of a simple parametric model for the marginals. Moreover this model can be estimated with very few data. In the experiments conducted we show that using CCPPCA we get 90% classification accuracy, which is similar result to the best in the literature. The proposed method is very simple to train and implement.