Statistical Multi-Objective Structural Damage Identification based on Dynamic Parameters

Evolutionary algorithms are suitable to solve damage identification problems in a multi-objective context. However, the performance of these methods can deteriorate quickly with increasing noise intensities originating numerous uncertainties. In this paper, a statistic structural damage detection method formulated in a multi-objective context is proposed. The statistic analysis is implemented to take into account the uncertainties existing in the structural model and measured structural modal parameters. The presented method is verified by a number of simulated damage scenarios. The effects of noise and damage levels on damage detection are investigated.

New method for analytical photovoltaic parameters identification: meeting manufacturer’s datasheet for different ambient conditions

At present, photovoltaic energy is one of the most important renewable energy sources. The demand for solar panels has been continuously growing, both in the industrial electric sector and in the private sector. In both cases the analysis of the solar panel efficiency is extremely important in order to maximize the energy production. In order to have a more efficient photovoltaic system, the most accurate understanding of this system is required. However, in most of the cases the only information available in this matter is reduced, the experimental testing of the photovoltaic device being out of consideration, normally for budget reasons. Several methods, normally based on an equivalent circuit model, have been developed to extract the I-V curve of a photovoltaic device from the small amount of data provided by the manufacturer. The aim of this paper is to present a fast, easy, and accurate analytical method, developed to calculate the equivalent circuit parameters of a solar panel from the only data that manufacturers usually provide. The calculated circuit accurately reproduces the solar panel behavior, that is, the I-V curve. This fact being extremely important for practical reasons such as selecting the best solar panel in the market for a particular purpose, or maximize the energy extraction with MPPT (Maximum Peak Power Tracking) methods.

Debonding identification in FRP-plated RC structures using PZT sensors

The application of the Electro-Mechanical Impedance (EMI) method for damage detection in Structural Health Monitoring has noticeable increased in recent years. EMI method utilizes piezoelectric transducers for directly measuring the mechanical properties of the host structure, obtaining the so called impedance measurement, highly influenced by the variations of dynamic parameters of the structure. These measurements usually contain a large number of frequency points, as well as a high number of dimensions, since each frequency range swept can be considered as an independent variable. That makes this kind of data hard to handle, increasing the computational costs and being substantially time-consuming. In that sense, the Principal Component Analysis (PCA)-based data compression has been employed in this work, in order to enhance the analysis capability of the raw data. Furthermore, a Support Vector Machine (SVM), which has been widespread used in machine learning and pattern recognition fields, has been applied in this study in order to model any possible existing pattern in the PCAcompress data, using for that just the first two Principal Components. Different known non-damaged and damaged measurements of an experimental tested beam were used as training input data for the SVM algorithm, using as test input data the same amount of cases measured in beams with unknown structural health conditions. Thus, the purpose of this work is to demonstrate how, with a few impedance measurements of a beam as raw data, its healthy status can be determined based on pattern recognition procedures.

Acciones humanas sobre estructuras

En esta tesis se propone un nuevo modelo de carga para caracterizar los saltos de personas sobre estructuras y se estudia la influencia de las personas en las propiedades dinámicas de la estructura. En el estudio del comportamiento estructural de construcciones como gimnasios, salas de baile, estadios, auditorios o pasarelas peatonales sometidas a cargas producidas por un gran número de personas, se deben tener en cuenta las fuerzas dinámicas, lo cual implica el uso de modelos de cálculo más complejos y criterios de dimensionamiento con nuevos parámetros. Por ello, es necesario determinar a qué cargas van a estar sometidas este tipo de estructuras y cómo van a cambiar cuando se encuentren ocupadas por personas. En la primera parte del trabajo se presenta el problema de considerar las fuerzas dinámicas en el análisis de estructuras. Se indican los factores que influyeron en el interés por este tipo de estudios. Se exponen los objetivos de la tesis y se propone la metodología para conseguirlos. También en esta primera parte se describe el estado del arte. Se explican los modelos existentes de carga generada por saltos de personas y se hace un repaso de los principales autores y estudios sobre este tema. Por último se exponen algunas ideas sobre las modificaciones dinámicas que provoca la presencia de las personas en las estructuras. En la segunda parte de la tesis se explica el modelo de carga de saltos propuesta en este trabajo, donde se incluye una campaña de ensayos con saltos sobre una placa de carga. Se describen las estructuras de ensayo, un gimnasio y una losa que cubre un aljibe. Se detalla la identificación de las propiedades dinámicas de las estructuras, describiendo los ensayos correspondientes y los resultados de un Análisis Operacional Modal. Por último se presenta el modelo de elementos finitos de la estructura elegida para los ensayos. En la tercera y última parte del trabajo se comprueba la validez de los modelos de carga estudiados mediante la realización de ensayos dinámicos con personas saltando y la posterior comparación de los resultados experimentales con las simulaciones numéricas. Como último resultado se estudia la influencia de las personas en las propiedades dinámicas de la estructura. Para ello se utilizan los datos obtenidos mediante un ensayo con personas pasivas. ABSTRACT In this thesis, a new load model is proposed to characterize people jumping on structures and the influence of people in the dynamic properties of the structure is studied. In the study of the structural behavior of buildings such as gymnasiums, dance halls, stadiums, auditoriums or footbridges subjected to loads generated by crowd, dynamic forces must take into account, which involves the use of more complex calculation models and dimensioning criteria with new parameters. Therefore, it is necessary to determine these dynamic loads and how structures will change when they are occupied by people. In the first part of the work the problem of considering the dynamic forces in the analysis of structures is presented. The factors that influence on the interest in this type of study are indicated. The objectives of the thesis are presented and also the proposed methodology in order to achieve them. In this first part the state of the art is described. Existing jumping load models are explained and a review of the main authors and studies on this subject is done. Finally some ideas about the dynamic changes caused by the presence of people in the structures are exposed. In the second part of the thesis the proposed jumping load model is explained, including jump tests on a force plate. Test structures, a gym and a concrete slab are described. Dynamic properties identification of the test structures is detailed with the corresponding tests and Operational Modal Analysis results. Finally, a finite element model of the structure chosen for the tests is presented. In the third part of the work, the studied jump load models are validated by performing dynamic testing with people jumping and the subsequent comparison of experimental results with numerical simulations. As a last result, the influence of people on the dynamic properties of the structure is checked. For this purpose, obtained data from a test with passive people are used.

RVDynDB: Repositorio abierto para el intercambio de datos dinámicos de vehículos ferroviarios

En este artículo se describe el proceso de diseño e implementación de la base de datos RVDynDB (Rail Vehicle Dynamic parameters DataBase), que pretende ser un extenso repositorio de los modelos de dominio público empleados en la simulación dinámica de vehículos ferroviarios en todo el mundo. Atendiendo a sus características de flexibilidad, extensibilidad e independencia de la plataforma, se ha escogido un modelo de datos XML, que facilita el almacenamiento de datos de procedencia muy heterogénea, al tiempo que permite compartir el contenido de la base de datos con otros usuarios a través de internet. Se ha presentado también el lenguaje RVDynML (Rail Vehicle Dynamic parameters Markup Language), que define la estructura de la información almacenada en la base de datos. Al ser un lenguaje basado en XML, con el tiempo podría llegar a convertirse en un estándar para el intercambio de datos sobre los principales parámetros constructivos que definen el comportamiento dinámico de los vehículos.Se han seleccionado 173 referencias bibliográficas, cuyos datos se han utilizado para construir la base de datos, constituida por un total de 957 registros. Finalmente, se ha desarrollado una aplicación específica con MATLAB para gestionar las búsquedas en la base de datos. Para ello se ha empleando una API de Java que proporciona una interfaz para el DOM, que permite permiten acceder, modificar, insertar o eliminar los elementos y atributos que componen un documento XML.

Structural health monitoringby using transmissibility

El control del estado en el que se encuentran las estructuras ha experimentado un gran auge desde hace varias décadas, debido a que los costes de rehabilitación de estructuras tales como los oleoductos, los puentes, los edificios y otras más son muy elevados. En las últimas dos décadas, se han desarrollado una gran cantidad de métodos que permiten identificar el estado real de una estructura, basándose en modelos físicos y datos de ensayos. El ensayo modal es el más común; mediante el análisis modal experimental de una estructura se pueden determinar parámetros como la frecuencia, los modos de vibración y la amortiguación y también la función de respuesta en frecuencia de la estructura. Mediante estos parámetros se pueden implementar diferentes indicadores de daño. Sin embargo, para estructuras complejas y grandes, la implementación de metodologías basadas en la función de respuesta en frecuencia requeriría realizar hipótesis sobre la fuerza utilizada para excitar la estructura. Dado que el análisis modal operacional utiliza solamente las señales de respuesta del sistema para extraer los parámetros dinámicos estructurales y, por tanto, para evaluar el estado de una estructura, el uso de la transmisibilidad sería posible. En este sentido, dentro del análisis modal operacional, la transmisibilidad ha concentrado mucha atención en el mundo científico en la última década. Aunque se han publicado muchos trabajos sobre el tema, en esta Tesis se proponen diferentes técnicas para evaluar el estado de una estructura basándose exclusivamente en la transmisibilidad. En primer lugar, se propone un indicador de daño basado en un nuevo parámetro, la coherencia de transmisibilidad; El indicador se ha valido mediante resultados numéricos y experimentales obtenidos sobre un pórtico de tres pisos. En segundo lugar, la distancia de Mahalanobis se aplica sobre la transmisibilidad como procedimiento para detectar variaciones estructurales provocadas por el daño. Este método se ha validado con éxito sobre una viga libre-libre ensayada experimentalmente. En tercer lugar, se ha implementado una red neuronal basada en medidas de transmisibilidad como metodología de predicción de daño sobre una viga simulada numéricamente. ABSTRACT Structural health monitoring has experienced a huge development from several decades ago since the cost of rehabilitation of structures such as oil pipes, bridges and tall buildings is very high. In the last two decades, a lot of methods able to identify the real stage of a structure have been developed basing on both models and experimental data. Modal testing is the most common; by carrying out the experimental modal analysis of a structure, some parameters, such as frequency, mode shapes and damping, as well as the frequency response function of the structure can be obtained. From these parameters, different damage indicators have been proposed. However, for complex and large structures, any frequency domain approach that relies on frequency response function estimation would be of difficult application since an assumption of the input excitations to the system should be carried out. Operational modal analysis uses only output signals to extract the structural dynamic parameters and, therefore, to identify the structural stage. In this sense, within operational modal analysis, transmissibility has attracted a lot of attention in the scientific field in the last decade. In this work new damage detection approaches based on transmissibility are developed. Firstly, a new theory of transmissibility coherence is developed and it is tested with a three-floor-structure both in simulation and in experimental data analysis; secondly, Mahalanobis distance is taken into use with the transmissibility, and a free-free beam is used to test the approach performance; thirdly, neural networks are used in transmissibility for structural health monitoring; a simulated beam is used to validate the proposed method.

Structural health monitoringby using transmissibility

El control del estado en el que se encuentran las estructuras ha experimentado un gran auge desde hace varias décadas, debido a que los costes de rehabilitación de estructuras tales como los oleoductos, los puentes, los edificios y otras más son muy elevados. En las últimas dos décadas, se han desarrollado una gran cantidad de métodos que permiten identificar el estado real de una estructura, basándose en modelos físicos y datos de ensayos. El ensayo modal es el más común; mediante el análisis modal experimental de una estructura se pueden determinar parámetros como la frecuencia, los modos de vibración y la amortiguación y también la función de respuesta en frecuencia de la estructura. Mediante estos parámetros se pueden implementar diferentes indicadores de daño. Sin embargo, para estructuras complejas y grandes, la implementación de metodologías basadas en la función de respuesta en frecuencia requeriría realizar hipótesis sobre la fuerza utilizada para excitar la estructura. Dado que el análisis modal operacional utiliza solamente las señales de respuesta del sistema para extraer los parámetros dinámicos estructurales y, por tanto, para evaluar el estado de una estructura, el uso de la transmisibilidad sería posible. En este sentido, dentro del análisis modal operacional, la transmisibilidad ha concentrado mucha atención en el mundo científico en la última década. Aunque se han publicado muchos trabajos sobre el tema, en esta Tesis se proponen diferentes técnicas para evaluar el estado de una estructura basándose exclusivamente en la transmisibilidad. En primer lugar, se propone un indicador de daño basado en un nuevo parámetro, la coherencia de transmisibilidad; El indicador se ha valido mediante resultados numéricos y experimentales obtenidos sobre un pórtico de tres pisos. En segundo lugar, la distancia de Mahalanobis se aplica sobre la transmisibilidad como procedimiento para detectar variaciones estructurales provocadas por el daño. Este método se ha validado con éxito sobre una viga libre-libre ensayada experimentalmente. En tercer lugar, se ha implementado una red neuronal basada en medidas de transmisibilidad como metodología de predicción de daño sobre una viga simulada numéricamente. ABSTRACT Structural health monitoring has experienced a huge development from several decades ago since the cost of rehabilitation of structures such as oil pipes, bridges and tall buildings is very high. In the last two decades, a lot of methods able to identify the real stage of a structure have been developed basing on both models and experimental data. Modal testing is the most common; by carrying out the experimental modal analysis of a structure, some parameters, such as frequency, mode shapes and damping, as well as the frequency response function of the structure can be obtained. From these parameters, different damage indicators have been proposed. However, for complex and large structures, any frequency domain approach that relies on frequency response function estimation would be of difficult application since an assumption of the input excitations to the system should be carried out. Operational modal analysis uses only output signals to extract the structural dynamic parameters and, therefore, to identify the structural stage. In this sense, within operational modal analysis, transmissibility has attracted a lot of attention in the scientific field in the last decade. In this work new damage detection approaches based on transmissibility are developed. Firstly, a new theory of transmissibility coherence is developed and it is tested with a three-floor-structure both in simulation and in experimental data analysis; secondly, Mahalanobis distance is taken into use with the transmissibility, and a free-free beam is used to test the approach performance; thirdly, neural networks are used in transmissibility for structural health monitoring; a simulated beam is used to validate the proposed method.

Maximum Likelihood Estimation of Modal Parameters in Structures Using the Expectation Maximization Algorithm

This paper presents a time-domain stochastic system identification method based on maximum likelihood estimation (MLE) with the expectation maximization (EM) algorithm. The effectiveness of this structural identification method is evaluated through numerical simulation in the context of the ASCE benchmark problem on structural health monitoring. The benchmark structure is a four-story, two-bay by two-bay steel-frame scale model structure built in the Earthquake Engineering Research Laboratory at the University of British Columbia, Canada. This paper focuses on Phase I of the analytical benchmark studies. A MATLAB-based finite element analysis code obtained from the IASC-ASCE SHM Task Group web site is used to calculate the dynamic response of the prototype structure. A number of 100 simulations have been made using this MATLAB-based finite element analysis code in order to evaluate the proposed identification method. There are several techniques to realize system identification. In this work, stochastic subspace identification (SSI)method has been used for comparison. SSI identification method is a well known method and computes accurate estimates of the modal parameters. The principles of the SSI identification method has been introduced in the paper and next the proposed MLE with EM algorithm has been explained in detail. The advantages of the proposed structural identification method can be summarized as follows: (i) the method is based on maximum likelihood, that implies minimum variance estimates; (ii) EM is a computational simpler estimation procedure than other optimization algorithms; (iii) estimate more parameters than SSI, and these estimates are accurate. On the contrary, the main disadvantages of the method are: (i) EM algorithm is an iterative procedure and it consumes time until convergence is reached; and (ii) this method needs starting values for the parameters. Modal parameters (eigenfrequencies, damping ratios and mode shapes) of the benchmark structure have been estimated using both the SSI method and the proposed MLE + EM method. The numerical results show that the proposed method identifies eigenfrequencies, damping ratios and mode shapes reasonably well even in the presence of 10% measurement noises. These modal parameters are more accurate than the SSI estimated modal parameters.

Computational Methods for Identification of Vibrating Structures

System identification deals with the problem of building mathematical models of dynamical systems based on observed data from the system" [1]. In the context of civil engineering, the system refers to a large scale structure such as a building, bridge, or an offshore structure, and identification mostly involves the determination of modal parameters (the natural frequencies, damping ratios, and mode shapes). This paper presents some modal identification results obtained using a state-of-the-art time domain system identification method (data-driven stochastic subspace algorithms [2]) applied to the output-only data measured in a steel arch bridge. First, a three dimensional finite element model was developed for the numerical analysis of the structure using ANSYS. Modal analysis was carried out and modal parameters were extracted in the frequency range of interest, 0-10 Hz. The results obtained from the finite element modal analysis were used to determine the location of the sensors. After that, ambient vibration tests were conducted during April 23-24, 2009. The response of the structure was measured using eight accelerometers. Two stations of three sensors were formed (triaxial stations). These sensors were held stationary for reference during the test. The two remaining sensors were placed at the different measurement points along the bridge deck, in which only vertical and transversal measurements were conducted (biaxial stations). Point estimate and interval estimate have been carried out in the state space model using these ambient vibration measurements. In the case of parametric models (like state space), the dynamic behaviour of a system is described using mathematical models. Then, mathematical relationships can be established between modal parameters and estimated point parameters (thus, it is common to use experimental modal analysis as a synonym for system identification). Stable modal parameters are found using a stabilization diagram. Furthermore, this paper proposes a method for assessing the precision of estimates of the parameters of state-space models (confidence interval). This approach employs the nonparametric bootstrap procedure [3] and is applied to subspace parameter estimation algorithm. Using bootstrap results, a plot similar to a stabilization diagram is developed. These graphics differentiate system modes from spurious noise modes for a given order system. Additionally, using the modal assurance criterion, the experimental modes obtained have been compared with those evaluated from a finite element analysis. A quite good agreement between numerical and experimental results is observed.

Dynamic Response Optimization of Vehicles through Efficient Multibody Formulations and Automatic Differentiation Techniques

El diseño y desarrollo de sistemas de suspensión para vehículos se basa cada día más en el diseño por ordenador y en herramientas de análisis por ordenador, las cuales permiten anticipar problemas y resolverlos por adelantado. El comportamiento y las características dinámicas se calculan con precisión, bajo coste, y recursos y tiempos de cálculo reducidos. Sin embargo, existe una componente iterativa en el proceso, que requiere la definición manual de diseños a través de técnicas “prueba y error”. Esta Tesis da un paso hacia el desarrollo de un entorno de simulación eficiente capaz de simular, analizar y evaluar diseños de suspensiones vehiculares, y de mejorarlos hacia la solución optima mediante la modificación de los parámetros de diseño. La modelización mediante sistemas multicuerpo se utiliza aquí para desarrollar un modelo de autocar con 18 grados de libertad, de manera detallada y eficiente. La geometría y demás características de la suspensión se ajustan a las del vehículo real, así como los demás parámetros del modelo. Para simular la dinámica vehicular, se utiliza una formulación multicuerpo moderna y eficiente basada en las ecuaciones de Maggi, a la que se ha incorporado un visor 3D. Así, se consigue simular maniobras vehiculares en tiempos inferiores al tiempo real. Una vez que la dinámica está disponible, los análisis de sensibilidad son cruciales para una optimización robusta y eficiente. Para ello, se presenta una técnica matemática que permite derivar las variables dinámicas dentro de la formulación, de forma algorítmica, general, con la precisión de la maquina, y razonablemente eficiente: la diferenciación automática. Este método propaga las derivadas con respecto a las variables de diseño a través del código informático y con poca intervención del usuario. En contraste con otros enfoques en la bibliografía, generalmente particulares y limitados, se realiza una comparación de librerías, se desarrolla una formulación híbrida directa-automática para el cálculo de sensibilidades, y se presentan varios ejemplos reales. Finalmente, se lleva a cabo la optimización de la respuesta dinámica del vehículo citado. Se analizan cuatro tipos distintos de optimización: identificación de parámetros, optimización de la maniobrabilidad, optimización del confort y optimización multi-objetivo, todos ellos aplicados al diseño del autocar. Además de resultados analíticos y gráficos, se incluyen algunas consideraciones acerca de la eficiencia. En resumen, se mejora el comportamiento dinámico de vehículos por medio de modelos multicuerpo y de técnicas de diferenciación automática y optimización avanzadas, posibilitando un ajuste automático, preciso y eficiente de los parámetros de diseño. ABSTRACT Each day, the design and development of vehicle suspension systems relies more on computer-aided design and computer-aided engineering tools, which allow anticipating the problems and solving them ahead of time. Dynamic behavior and characteristics are thus simulated accurately and inexpensively with moderate computational times and resources. There is, however, an iterative component in the process, which involves the manual definition of designs in a trialand-error manner. This Thesis takes a step towards the development of an efficient simulation framework capable of simulating, analyzing and evaluating vehicle suspension designs, and automatically improving them by varying the design parameters towards the optimal solution. The multibody systems approach is hereby used to model a three-dimensional 18-degrees-of-freedom coach in a comprehensive yet efficient way. The suspension geometry and characteristics resemble the ones from the real vehicle, as do the rest of vehicle parameters. In order to simulate vehicle dynamics, an efficient, state-of-the-art multibody formulation based on Maggi’s equations is employed, and a three-dimensional graphics viewer is developed. As a result, vehicle maneuvers can be simulated faster than real-time. Once the dynamics are ready, a sensitivity analysis is crucial for a robust optimization. To that end, a mathematical technique is introduced, which allows differentiating the dynamic variables within the multibody formulation in a general, algorithmic, accurate to machine precision, and reasonably efficient way: automatic differentiation. This method propagates the derivatives with respect to the design parameters throughout the computer code, with little user interaction. In contrast with other attempts in the literature, mostly not generalpurpose, a benchmarking of libraries is carried out, a hybrid direct-automatic differentiation approach for the computation of sensitivities is developed, and several real-life examples are analyzed. Finally, a design optimization process of the aforementioned vehicle is carried out. Four different types of dynamic response optimization are presented: parameter identification, handling optimization, ride comfort optimization and multi-objective optimization; all of which are applied to the design of the coach example. Together with analytical and visual proof of the results, efficiency considerations are made. In summary, the dynamic behavior of vehicles is improved by using the multibody systems approach, along with advanced differentiation and optimization techniques, enabling an automatic, accurate and efficient tuning of design parameters.

Dynamic topic-based adaptation of language models: a comparison between different approaches

This paper presents a dynamic LM adaptation based on the topic that has been identified on a speech segment. We use LSA and the given topic labels in the training dataset to obtain and use the topic models. We propose a dynamic language model adaptation to improve the recognition performance in "a two stages" AST system. The final stage makes use of the topic identification with two variants: the first on uses just the most probable topic and the other one depends on the relative distances of the topics that have been identified. We perform the adaptation of the LM as a linear interpolation between a background model and topic-based LM. The interpolation weight id dynamically adapted according to different parameters. The proposed method is evaluated on the Spanish partition of the EPPS speech database. We achieved a relative reduction in WER of 11.13% over the baseline system which uses a single blackground LM.

A clustering technique for partial discharge and noise sources identification in power cables by means of waveform parameters

On-line partial discharge (PD) measurements have become a common technique for assessing the insulation condition of installed high voltage (HV) insulated cables. When on-line tests are performed in noisy environments, or when more than one source of pulse-shaped signals are present in a cable system, it is difficult to perform accurate diagnoses. In these cases, an adequate selection of the non-conventional measuring technique and the implementation of effective signal processing tools are essential for a correct evaluation of the insulation degradation. Once a specific noise rejection filter is applied, many signals can be identified as potential PD pulses, therefore, a classification tool to discriminate the PD sources involved is required. This paper proposes an efficient method for the classification of PD signals and pulse-type noise interferences measured in power cables with HFCT sensors. By using a signal feature generation algorithm, representative parameters associated to the waveform of each pulse acquired are calculated so that they can be separated in different clusters. The efficiency of the clustering technique proposed is demonstrated through an example with three different PD sources and several pulse-shaped interferences measured simultaneously in a cable system with a high frequency current transformer (HFCT).

Dynamic chanel model LMS updating for RSS-based localization

Received signal strength-based localization systems usually rely on a calibration process that aims at characterizing the propagation channel. However, due to the changing environmental dynamics, the behavior of the channel may change after some time, thus, recalibration processes are necessary to maintain the positioning accuracy. This paper proposes a dynamic calibration method to initially calibrate and subsequently update the parameters of the propagation channel model using a Least Mean Squares approach. The method assumes that each anchor node in the localization infrastructure is characterized by its own propagation channel model. In practice, a set of sniffers is used to collect RSS samples, which will be used to automatically calibrate each channel model by iteratively minimizing the positioning error. The proposed method is validated through numerical simulation, showing that the positioning error of the mobile nodes is effectively reduced. Furthermore, the method has a very low computational cost; therefore it can be used in real-time operation for wireless resource-constrained nodes.

Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting

In this work, we propose the Seasonal Dynamic Factor Analysis (SeaDFA), an extension of Nonstationary Dynamic Factor Analysis, through which one can deal with dimensionality reduction in vectors of time series in such a way that both common and specific components are extracted. Furthermore, common factors are able to capture not only regular dynamics (stationary or not) but also seasonal ones, by means of the common factors following a multiplicative seasonal VARIMA(p, d, q) × (P, D, Q)s model. Additionally, a bootstrap procedure that does not need a backward representation of the model is proposed to be able to make inference for all the parameters in the model. A bootstrap scheme developed for forecasting includes uncertainty due to parameter estimation, allowing enhanced coverage of forecasting intervals. A challenging application is provided. The new proposed model and a bootstrap scheme are applied to an innovative subject in electricity markets: the computation of long-term point forecasts and prediction intervals of electricity prices. Several appendices with technical details, an illustrative example, and an additional table are available online as Supplementary Materials.

Dynamic response of hydro power plants for providing secondary regulation reserves considering elastic water column effects

In this paper, the dynamic response of a hydro power plant for providing secondary regulation reserve is studied in detail. Special emphasis is given to the elastic water column effects both in the penstock and the tailrace tunnel. For this purpose, a nonlinear model based on the analogy between mass and momentum conservation equations of a water conduit and those of wave propagation in transmission lines is used. The influence of the plant configuration and design parameters on the fulfilment of the Spanish Electrical System Operator requirements is analysed