9 resultados para out-of-sample forecast

em Universidad Politécnica de Madrid


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In this paper, a novel and approach for obtaining 3D models from video sequences captured with hand-held cameras is addressed. We define a pipeline that robustly deals with different types of sequences and acquiring devices. Our system follows a divide and conquer approach: after a frame decimation that pre-conditions the input sequence, the video is split into short-length clips. This allows to parallelize the reconstruction step which translates into a reduction in the amount of computational resources required. The short length of the clips allows an intensive search for the best solution at each step of reconstruction which robustifies the system. The process of feature tracking is embedded within the reconstruction loop for each clip as opposed to other approaches. A final registration step, merges all the processed clips to the same coordinate frame

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Purpose Sustainable mobility urban policies intend reducing car use and increasing walking, cycling and public transport. However, this transfer from private car to these more sustainable modes is only a real alternative where distances are small and the public transport supply competitive enough. This paper proposes a methodology to calculate the number of trips that can be transferred from private car to other modes in city centres. Method The method starts analyzing which kind of trips cannot change its mode (purposes, conditions, safety , etc.), and then setting a process to determine under which conditions trips made by car between given O-D pairs can be transferable. Then, the application of demand models allow to determine which trips fulfil the transferability conditions. The process test the possibility of transfer in a sequential way: firs to walking, then cycling and finally to public transport. Results The methodology is tested through its application to the city of Madrid (Spain), with the result of only some 18% of the trips currently made by car could be made by other modes, under the same conditions of trip time, and without affecting their characteristics. Out of these trips, 75% could be made by public transport, 15% cycling and 10% on foot. The possible mode to be transferred depends on the location: city centre areas are more favourable for walking and cycling while city skirts could attract more PT trips. Conclusions The proposed method has demonstrated its validity to determine the potential of transferring trips out of cars to more sustainable modes. Al the same time it is clear that, even in areas with favourable conditions for walking, cycling and PT trips, the potential of transfer is limited because cars fulfil more properly special requirements of some trips and tours.

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One major problem of concurrent multi-path transfer (CMT) scheme in multi-homed mobile networks is that the utilization of different paths with diverse delays may cause packet reordering among packets of the same ?ow. In the case of TCP-like, the reordering exacerbates the problem by bringing more timeouts and unnecessary retransmissions, which eventually degrades the throughput of connections considerably. To address this issue, we ?rst propose an Out-of-order Scheduling for In-order Arriving (OSIA), which exploits the sending time discrepancy to preserve the in-order packet arrival. Then, we formulate the optimal traf?c scheduling as a constrained optimization problem and derive its closedform solution by our proposed progressive water-?lling solution. We also present an implementation to enforce the optimal scheduling scheme using cascaded leaky buckets with multiple faucets, which provides simple guidelines on maximizing the utilization of aggregate bandwidth while decreasing the probability of triggering 3 dupACKs. Compared with previous work, the proposed scheme has lower computation complexity and can also provide the possibility for dynamic network adaptability and ?ner-grain load balancing. Simulation results show that our scheme signi?cantly alleviates reordering and enhances transmission performance.

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Over the last decade, Grid computing paved the way for a new level of large scale distributed systems. This infrastructure made it possible to securely and reliably take advantage of widely separated computational resources that are part of several different organizations. Resources can be incorporated to the Grid, building a theoretical virtual supercomputer. In time, cloud computing emerged as a new type of large scale distributed system, inheriting and expanding the expertise and knowledge that have been obtained so far. Some of the main characteristics of Grids naturally evolved into clouds, others were modified and adapted and others were simply discarded or postponed. Regardless of these technical specifics, both Grids and clouds together can be considered as one of the most important advances in large scale distributed computing of the past ten years; however, this step in distributed computing has came along with a completely new level of complexity. Grid and cloud management mechanisms play a key role, and correct analysis and understanding of the system behavior are needed. Large scale distributed systems must be able to self-manage, incorporating autonomic features capable of controlling and optimizing all resources and services. Traditional distributed computing management mechanisms analyze each resource separately and adjust specific parameters of each one of them. When trying to adapt the same procedures to Grid and cloud computing, the vast complexity of these systems can make this task extremely complicated. But large scale distributed systems complexity could only be a matter of perspective. It could be possible to understand the Grid or cloud behavior as a single entity, instead of a set of resources. This abstraction could provide a different understanding of the system, describing large scale behavior and global events that probably would not be detected analyzing each resource separately. In this work we define a theoretical framework that combines both ideas, multiple resources and single entity, to develop large scale distributed systems management techniques aimed at system performance optimization, increased dependability and Quality of Service (QoS). The resulting synergy could be the key 350 J. Montes et al. to address the most important difficulties of Grid and cloud management.

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It is clear that in the near future much broader transmissions in the HF band will replace part of the current narrow band links. Our personal view is that a real wide band signal is infeasible in this environment because the usage is typically very intensive and may suffer interferences from all over the world. Therefore, we envision that dynamic multiband transmissions may provide better satisfactory performance. From the very beginning, we observed that real links with our broadband transceiver suffered interferences out of our multiband but within the acquisition bandwidth that degrade the expected performance. Therefore, we concluded that a mitigation structure is required that operates on severely saturated signals as the interference may be of much higher power. In this paper we address a procedure based on Higher Order Crossings (HOC) statistics that are able to extract most of the signal structure in the case where the amplitude is severely distorted and allows the estimation of the interference carrier frequency to command a variable notch filter that mitigates its effect in the analog domain.

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We envision that dynamic multiband transmissions taking advantage of the receiver diversity (even for collocated antennas with different polarization or radiation pattern) will create a new paradigm for these links guaranteeing high quality and reliability. However, there are many challenges to face regarding the use of broadband reception where several out of band (with respect to multiband transmission) strong interferers, but still within the acquisition band, may limit dramatically the expected performance. In this paper we address this problem introducing a specific capability of the communication system that is able to mitigate these interferences using analog beamforming principles. Indeed, Higher Order Crossing (HOCs) joint statistics of the Single Input ? Multiple Output (SIMO) system are shown to effectively determine the angle on arrival of the wavefront even operating over highly distorted signals.

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In this work, an electricity price forecasting model is developed. The performance of the proposed approach is improved by considering renewable energies (wind power and hydro generation) as explanatory variables. Additionally, the resulting forecasts are obtained as an optimal combination of a set of several univariate and multivariate time series models. The large computational experiment carried out using out-of-sample forecasts for every hour and day allows withdrawing statistically sound conclusions

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l objeto de este trabajo es investigar sobre la arquitectura futurista mediante la figura de Jan Kaplický, el cual realizó planteamientos y arquitecturas que todavía hoy son realmente innovadoras e impactantes, centrando el tema en sus propuestas de vanguardia sobre lo doméstico. La obra elegida para este análisis es la House for a Helicopter Pilot (1979), una arquitectura nómada y cinética en que se habitaría una cápsula modular que puede elevar o bajar sus brazos hidráulicos y luego, una vez cansado el usuario del entorno, podría abandonarlo y encontrar otro lugar salvaje en que situarse. Al ser una obra no construida y utópica, sobre la que no hay apenas documentación, se propone como objetivo indagar sobre esta arquitectura alternativa que hoy en día sigue resultando innovadora, y realizar hipótesis explorando los detalles y objetos que aparecen en la escasa documentación existente, profundizando en las ideas utópicas de Jan Kaplicky

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Electricity price forecasting is an interesting problem for all the agents involved in electricity market operation. For instance, every profit maximisation strategy is based on the computation of accurate one-day-ahead forecasts, which is why electricity price forecasting has been a growing field of research in recent years. In addition, the increasing concern about environmental issues has led to a high penetration of renewable energies, particularly wind. In some European countries such as Spain, Germany and Denmark, renewable energy is having a deep impact on the local power markets. In this paper, we propose an optimal model from the perspective of forecasting accuracy, and it consists of a combination of several univariate and multivariate time series methods that account for the amount of energy produced with clean energies, particularly wind and hydro, which are the most relevant renewable energy sources in the Iberian Market. This market is used to illustrate the proposed methodology, as it is one of those markets in which wind power production is more relevant in terms of its percentage of the total demand, but of course our method can be applied to any other liberalised power market. As far as our contribution is concerned, first, the methodology proposed by García-Martos et al(2007 and 2012) is generalised twofold: we allow the incorporation of wind power production and hydro reservoirs, and we do not impose the restriction of using the same model for 24h. A computational experiment and a Design of Experiments (DOE) are performed for this purpose. Then, for those hours in which there are two or more models without statistically significant differences in terms of their forecasting accuracy, a combination of forecasts is proposed by weighting the best models(according to the DOE) and minimising the Mean Absolute Percentage Error (MAPE). The MAPE is the most popular accuracy metric for comparing electricity price forecasting models. We construct the combi nation of forecasts by solving several nonlinear optimisation problems that allow computation of the optimal weights for building the combination of forecasts. The results are obtained by a large computational experiment that entails calculating out-of-sample forecasts for every hour in every day in the period from January 2007 to Decem ber 2009. In addition, to reinforce the value of our methodology, we compare our results with those that appear in recent published works in the field. This comparison shows the superiority of our methodology in terms of forecasting accuracy.