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.

Environmental variables modeling based on remote sensing data using time series analysis: forestry and agricultural applications

En la actualidad, el seguimiento de la dinámica de los procesos medio ambientales está considerado como un punto de gran interés en el campo medioambiental. La cobertura espacio temporal de los datos de teledetección proporciona información continua con una alta frecuencia temporal, permitiendo el análisis de la evolución de los ecosistemas desde diferentes escalas espacio-temporales. Aunque el valor de la teledetección ha sido ampliamente probado, en la actualidad solo existe un número reducido de metodologías que permiten su análisis de una forma cuantitativa. En la presente tesis se propone un esquema de trabajo para explotar las series temporales de datos de teledetección, basado en la combinación del análisis estadístico de series de tiempo y la fenometría. El objetivo principal es demostrar el uso de las series temporales de datos de teledetección para analizar la dinámica de variables medio ambientales de una forma cuantitativa. Los objetivos específicos son: (1) evaluar dichas variables medio ambientales y (2) desarrollar modelos empíricos para predecir su comportamiento futuro. Estos objetivos se materializan en cuatro aplicaciones cuyos objetivos específicos son: (1) evaluar y cartografiar estados fenológicos del cultivo del algodón mediante análisis espectral y fenometría, (2) evaluar y modelizar la estacionalidad de incendios forestales en dos regiones bioclimáticas mediante modelos dinámicos, (3) predecir el riesgo de incendios forestales a nivel pixel utilizando modelos dinámicos y (4) evaluar el funcionamiento de la vegetación en base a la autocorrelación temporal y la fenometría. Los resultados de esta tesis muestran la utilidad del ajuste de funciones para modelizar los índices espectrales AS1 y AS2. Los parámetros fenológicos derivados del ajuste de funciones permiten la identificación de distintos estados fenológicos del cultivo del algodón. El análisis espectral ha demostrado, de una forma cuantitativa, la presencia de un ciclo en el índice AS2 y de dos ciclos en el AS1 así como el comportamiento unimodal y bimodal de la estacionalidad de incendios en las regiones mediterránea y templada respectivamente. Modelos autorregresivos han sido utilizados para caracterizar la dinámica de la estacionalidad de incendios y para predecir de una forma muy precisa el riesgo de incendios forestales a nivel pixel. Ha sido demostrada la utilidad de la autocorrelación temporal para definir y caracterizar el funcionamiento de la vegetación a nivel pixel. Finalmente el concepto “Optical Functional Type” ha sido definido, donde se propone que los pixeles deberían ser considerados como unidades temporales y analizados en función de su dinámica temporal. ix SUMMARY A good understanding of land surface processes is considered as a key subject in environmental sciences. The spatial-temporal coverage of remote sensing data provides continuous observations with a high temporal frequency allowing the assessment of ecosystem evolution at different temporal and spatial scales. Although the value of remote sensing time series has been firmly proved, only few time series methods have been developed for analyzing this data in a quantitative and continuous manner. In the present dissertation a working framework to exploit Remote Sensing time series is proposed based on the combination of Time Series Analysis and phenometric approach. The main goal is to demonstrate the use of remote sensing time series to analyze quantitatively environmental variable dynamics. The specific objectives are (1) to assess environmental variables based on remote sensing time series and (2) to develop empirical models to forecast environmental variables. These objectives have been achieved in four applications which specific objectives are (1) assessing and mapping cotton crop phenological stages using spectral and phenometric analyses, (2) assessing and modeling fire seasonality in two different ecoregions by dynamic models, (3) forecasting forest fire risk on a pixel basis by dynamic models, and (4) assessing vegetation functioning based on temporal autocorrelation and phenometric analysis. The results of this dissertation show the usefulness of function fitting procedures to model AS1 and AS2. Phenometrics derived from function fitting procedure makes it possible to identify cotton crop phenological stages. Spectral analysis has demonstrated quantitatively the presence of one cycle in AS2 and two in AS1 and the unimodal and bimodal behaviour of fire seasonality in the Mediterranean and temperate ecoregions respectively. Autoregressive models has been used to characterize the dynamics of fire seasonality in two ecoregions and to forecasts accurately fire risk on a pixel basis. The usefulness of temporal autocorrelation to define and characterized land surface functioning has been demonstrated. And finally the “Optical Functional Types” concept has been proposed, in this approach pixels could be as temporal unities based on its temporal dynamics or functioning.

Factor analysis for metal grade exploration at Pallancata Vein in Peru

Se investiga la distribución espacial de contenidos metálicos analizados sobre testigos de sondeos obtenidos en las campañas de exploración de la Veta Pallancata. Se aplica el análisis factorial a dicha distribución y a los cocientes de los valores metálicos, discriminando los que están correlacionados con la mineralización argentífera y que sirven como guías de exploración para hallar zonas de potenciales reservas por sus gradientes de variación.Abstract:The metal distribution in a vein may show the paths of hydrothermal fluid flow at the time of mineralization. Such information may assist for in-fill drilling. The Pallancata Vein has been intersected by 52 drill holes, whose cores were sampled and analysed, and the results plotted to examine the mineralisation trends. The spatial distribution of the ore is observed from the logAg/logPb ratio distribution. Au is in this case closely related to Ag (electrum and uytenbogaardtite, Ag3AuS2 ). The Au grade shows the same spatial distribution as the Ag grade. The logAg/logPb ratio distribution also suggests possible ore to be expected at deeper locations. Shallow supergene Ag enrichment was also observed.

Influential factors in determination of biomass termal susceptibility by termal analysis

Las biomasas almacenadas en silos son potencialmente capaces de absorber oxígeno produciendo reacciones exotérmicas de oxidación. Si el calor producido en estas reacciones no se dispersa adecuadamente, provoca un auto-calentamiento de la materia orgánica que puede ser causa de descomposición e inflamación. En el ámbito de la posible auto-combustión en el almacenamiento y manipulación de las biomasas existen diversos factores que influyen en la susceptibilidad térmica de las biomasas, es decir, en su tendencia a la oxidación y posterior inflamación de la materia. Con el fin de analizar este comportamiento se han estudiado diferentes tipos de biomasas. En este estudio se ha trabajado con biomasas de origen agrícola, forestal y residual con distinta composición química. Las muestras de estudio se han acondicionado mediante distintos tratamientos físicos para valorar la influencia de diferentes factores en su auto-combustión.

Pollutant concentrations and Meteorological data classification by Neural Networks

This paper present an environmental contingency forecasting tool based on Neural Networks (NN). Forecasting tool analyzes every hour and daily Sulphur Dioxide (SO2) concentrations and Meteorological data time series. Pollutant concentrations and meteorological variables are self-organized applying a Self-organizing Map (SOM) NN in different classes. Classes are used in training phase of a General Regression Neural Network (GRNN) classifier to provide an air quality forecast. In this case a time series set obtained from Environmental Monitoring Network (EMN) of the city of Salamanca, Guanajuato, México is used. Results verify the potential of this method versus other statistical classification methods and also variables correlation is solved.

Air pollution data classification by SOM Neural Network

Over the last ten years, Salamanca has been considered among the most polluted cities in México. This paper presents a Self-Organizing Maps (SOM) Neural Network application to classify pollution data and automatize the air pollution level determination for Sulphur Dioxide (SO2) in Salamanca. Meteorological parameters are well known to be important factors contributing to air quality estimation and prediction. In order to observe the behavior and clarify the influence of wind parameters on the SO2 concentrations a SOM Neural Network have been implemented along a year. The main advantages of the SOM is that it allows to integrate data from different sensors and provide readily interpretation results. Especially, it is powerful mapping and classification tool, which others information in an easier way and facilitates the task of establishing an order of priority between the distinguished groups of concentrations depending on their need for further research or remediation actions in subsequent management steps. The results show a significative correlation between pollutant concentrations and some environmental variables.

Monitoring treatment of vocal fold paralysis by biomechanical analysis of voice

A case study of vocal fold paralysis treatment is described with the help of the voice quality analysis application BioMet®Phon. The case corresponds to a description of a 40 - year old female patient who was diagnosed of vocal fold paralysis following a cardio - pulmonar intervention which required intubation for 8 days and posterior tracheotomy for 15 days. The patient presented breathy and asthenic phon ation, and dysphagia. Six main examinations were conducted during a full year period that the treatment lasted consisting in periodic reviews including video - endostroboscopy, voice analysis and breathing function monitoring. The phoniatrician treatment inc luded 20 sessions of vocal rehabilitation, followed by an intracordal infiltration with Radiesse 8 months after the rehabilitation treatment started followed by 6 sessions of rehabilitation more. The videondoscopy and the voicing quality analysis refer a s ubstantial improvement in the vocal function with recovery in all the measures estimated (jitter, shimmer, mucosal wave contents, glottal closure, harmonic contents and biomechanical function analysis). The paper refers the procedure followed and the results obtained by comparing the longitudinal progression of the treatment, illustrating the utility of voice quality analysis tools in speech therapy.

Characterization of rock joints by fractal analysis

From a physical perspective, a joint experiences fracturing processes that affect the rock at both microscopic and macroscopic levels. The result is a behaviour that follows a fractal structure. In the first place, for saw-tooth roughness profiles, the use of the triadic Koch curve appears to be adequate and by means of known correlations the JRC parameter is obtained from the angle measured on the basis of the height and length of the roughnesses. Therefore, JRC remains related to the geometric pattern that defines roughness by fractal analysis. In the second place, to characterise the geometry of irregularities with softened profiles, consequently, is proposed a characterisation of the fractal dimension of the joints with a circumference arc generator that is dependent on an average contact angle with regard to the mid-plane. The correlation between the JRC and the fractal dimension of the model is established with a defined statistical ratio.

Auxin - oxylipin crosstalk in stress responses of plant roots

Phytohormones regulate a wide array of developmental processes throughout the life cycle of plants. Over recent years, mounting evidence led to the widely accepted concept that plant hormone action is not the read-out of linear pathways, but determined by the extensive combinatorial activity of the signaling molecules and the integration of their signaling pathways, both in terms of regulating growth and development and in adapting to external stimuli. Recent work is beginning to shed light on the crosstalk of both nominally synergistically and antagonistically acting plant hormones such as, for example, auxins with oxylipins. Here, we report that oxylipins directly contribute to the regulation of the expression of two Arabidopsis YUCCA (YUC) genes, YUC8 and YUC9. Similar to previously characterized YUC family members, we identify both YUC8 and YUC9 as involved in local auxin biosynthesis, as demonstrated by the altered auxin contents and auxin-dependent phenotypes displayed by loss-of function mutants and transgenic overexpressing lines. Gene expression data obtained by qPCR analysis and microscopic examination of promoter-reporter lines reveal an oxylipin-mediated regulation of YUC9 expression that is dependent on the COI1 signal transduction pathway. The microscopic data indicate a functional overlap of the two analyzed auxin biosynthesis genes, but also point out specific functions for YUC8 and YUC9, which are in part related to different spatio-temporal expression pattern. In support of these findings, the analyzed yuc knockout mutants had lower free auxin contents and displayed a reduced response to oxylipins. This work provides evidence of a molecular mechanism that links oxylipin signaling with auxin homeostasis.

Contribution to the Analysis, Design and Assessment of Compact Antenna Test Ranges At Millimeter Wavelengths - Contribución al Análisis, Diseño y Caracterización de Sistemas de Medida de Antenas en Rango Compacto para Frecuencias Milimétricas

This Doctoral Thesis entitled Contribution to the analysis, design and assessment of compact antenna test ranges at millimeter wavelengths aims to deepen the knowledge of a particular antenna measurement system: the compact range, operating in the frequency bands of millimeter wavelengths. The thesis has been developed at Radiation Group (GR), an antenna laboratory which belongs to the Signals, Systems and Radiocommunications department (SSR), from Technical University of Madrid (UPM). The Radiation Group owns an extensive experience on antenna measurements, running at present four facilities which operate in different configurations: Gregorian compact antenna test range, spherical near field, planar near field and semianechoic arch system. The research work performed in line with this thesis contributes the knowledge of the first measurement configuration at higher frequencies, beyond the microwaves region where Radiation Group features customer-level performance. To reach this high level purpose, a set of scientific tasks were sequentially carried out. Those are succinctly described in the subsequent paragraphs. A first step dealed with the State of Art review. The study of scientific literature dealed with the analysis of measurement practices in compact antenna test ranges in addition with the particularities of millimeter wavelength technologies. Joint study of both fields of knowledge converged, when this measurement facilities are of interest, in a series of technological challenges which become serious bottlenecks at different stages: analysis, design and assessment. Thirdly after the overview study, focus was set on Electromagnetic analysis algorithms. These formulations allow to approach certain electromagnetic features of interest, such as field distribution phase or stray signal analysis of particular structures when they interact with electromagnetic waves sources. Properly operated, a CATR facility features electromagnetic waves collimation optics which are large, in terms of wavelengths. Accordingly, the electromagnetic analysis tasks introduce an extense number of mathematic unknowns which grow with frequency, following different polynomic order laws depending on the used algorithmia. In particular, the optics configuration which was of our interest consisted on the reflection type serrated edge collimator. The analysis of these devices requires a flexible handling of almost arbitrary scattering geometries, becoming this flexibility the nucleus of the algorithmia’s ability to perform the subsequent design tasks. This thesis’ contribution to this field of knowledge consisted on reaching a formulation which was powerful at the same time when dealing with various analysis geometries and computationally speaking. Two algorithmia were developed. While based on the same principle of hybridization, they reached different order Physics performance at the cost of the computational efficiency. Inter-comparison of their CATR design capabilities was performed, reaching both qualitative as well as quantitative conclusions on their scope. In third place, interest was shifted from analysis - design tasks towards range assessment. Millimetre wavelengths imply strict mechanical tolerances and fine setup adjustment. In addition, the large number of unknowns issue already faced in the analysis stage appears as well in the on chamber field probing stage. Natural decrease of dynamic range available by semiconductor millimeter waves sources requires in addition larger integration times at each probing point. These peculiarities increase exponentially the difficulty of performing assessment processes in CATR facilities beyond microwaves. The bottleneck becomes so tight that it compromises the range characterization beyond a certain limit frequency which typically lies on the lowest segment of millimeter wavelength frequencies. However the value of range assessment moves, on the contrary, towards the highest segment. This thesis contributes this technological scenario developing quiet zone probing techniques which achieves substantial data reduction ratii. Collaterally, it increases the robustness of the results to noise, which is a virtual rise of the setup’s available dynamic range. In fourth place, the environmental sensitivity of millimeter wavelengths issue was approached. It is well known the drifts of electromagnetic experiments due to the dependance of the re sults with respect to the surrounding environment. This feature relegates many industrial practices of microwave frequencies to the experimental stage, at millimeter wavelengths. In particular, evolution of the atmosphere within acceptable conditioning bounds redounds in drift phenomena which completely mask the experimental results. The contribution of this thesis on this aspect consists on modeling electrically the indoor atmosphere existing in a CATR, as a function of environmental variables which affect the range’s performance. A simple model was developed, being able to handle high level phenomena, such as feed - probe phase drift as a function of low level magnitudes easy to be sampled: relative humidity and temperature. With this model, environmental compensation can be performed and chamber conditioning is automatically extended towards higher frequencies. Therefore, the purpose of this thesis is to go further into the knowledge of millimetre wavelengths involving compact antenna test ranges. This knowledge is dosified through the sequential stages of a CATR conception, form early low level electromagnetic analysis towards the assessment of an operative facility, stages for each one of which nowadays bottleneck phenomena exist and seriously compromise the antenna measurement practices at millimeter wavelengths.

A visual framework to accelerate knowledge discovery based on dimensionality reduction minimizing degradation of quality

Tradicionalmente, el uso de técnicas de análisis de datos ha sido una de las principales vías para el descubrimiento de conocimiento oculto en grandes cantidades de datos, recopilados por expertos en diferentes dominios. Por otra parte, las técnicas de visualización también se han usado para mejorar y facilitar este proceso. Sin embargo, existen limitaciones serias en la obtención de conocimiento, ya que suele ser un proceso lento, tedioso y en muchas ocasiones infructífero, debido a la dificultad de las personas para comprender conjuntos de datos de grandes dimensiones. Otro gran inconveniente, pocas veces tenido en cuenta por los expertos que analizan grandes conjuntos de datos, es la degradación involuntaria a la que someten a los datos durante las tareas de análisis, previas a la obtención final de conclusiones. Por degradación quiere decirse que los datos pueden perder sus propiedades originales, y suele producirse por una reducción inapropiada de los datos, alterando así su naturaleza original y llevando en muchos casos a interpretaciones y conclusiones erróneas que podrían tener serias implicaciones. Además, este hecho adquiere una importancia trascendental cuando los datos pertenecen al dominio médico o biológico, y la vida de diferentes personas depende de esta toma final de decisiones, en algunas ocasiones llevada a cabo de forma inapropiada. Ésta es la motivación de la presente tesis, la cual propone un nuevo framework visual, llamado MedVir, que combina la potencia de técnicas avanzadas de visualización y minería de datos para tratar de dar solución a estos grandes inconvenientes existentes en el proceso de descubrimiento de información válida. El objetivo principal es hacer más fácil, comprensible, intuitivo y rápido el proceso de adquisición de conocimiento al que se enfrentan los expertos cuando trabajan con grandes conjuntos de datos en diferentes dominios. Para ello, en primer lugar, se lleva a cabo una fuerte disminución en el tamaño de los datos con el objetivo de facilitar al experto su manejo, y a la vez preservando intactas, en la medida de lo posible, sus propiedades originales. Después, se hace uso de efectivas técnicas de visualización para representar los datos obtenidos, permitiendo al experto interactuar de forma sencilla e intuitiva con los datos, llevar a cabo diferentes tareas de análisis de datos y así estimular visualmente su capacidad de comprensión. De este modo, el objetivo subyacente se basa en abstraer al experto, en la medida de lo posible, de la complejidad de sus datos originales para presentarle una versión más comprensible, que facilite y acelere la tarea final de descubrimiento de conocimiento. MedVir se ha aplicado satisfactoriamente, entre otros, al campo de la magnetoencefalografía (MEG), que consiste en la predicción en la rehabilitación de lesiones cerebrales traumáticas (Traumatic Brain Injury (TBI) rehabilitation prediction). Los resultados obtenidos demuestran la efectividad del framework a la hora de acelerar y facilitar el proceso de descubrimiento de conocimiento sobre conjuntos de datos reales. ABSTRACT Traditionally, the use of data analysis techniques has been one of the main ways of discovering knowledge hidden in large amounts of data, collected by experts in different domains. Moreover, visualization techniques have also been used to enhance and facilitate this process. However, there are serious limitations in the process of knowledge acquisition, as it is often a slow, tedious and many times fruitless process, due to the difficulty for human beings to understand large datasets. Another major drawback, rarely considered by experts that analyze large datasets, is the involuntary degradation to which they subject the data during analysis tasks, prior to obtaining the final conclusions. Degradation means that data can lose part of their original properties, and it is usually caused by improper data reduction, thereby altering their original nature and often leading to erroneous interpretations and conclusions that could have serious implications. Furthermore, this fact gains a trascendental importance when the data belong to medical or biological domain, and the lives of people depends on the final decision-making, which is sometimes conducted improperly. This is the motivation of this thesis, which proposes a new visual framework, called MedVir, which combines the power of advanced visualization techniques and data mining to try to solve these major problems existing in the process of discovery of valid information. Thus, the main objective is to facilitate and to make more understandable, intuitive and fast the process of knowledge acquisition that experts face when working with large datasets in different domains. To achieve this, first, a strong reduction in the size of the data is carried out in order to make the management of the data easier to the expert, while preserving intact, as far as possible, the original properties of the data. Then, effective visualization techniques are used to represent the obtained data, allowing the expert to interact easily and intuitively with the data, to carry out different data analysis tasks, and so visually stimulating their comprehension capacity. Therefore, the underlying objective is based on abstracting the expert, as far as possible, from the complexity of the original data to present him a more understandable version, thus facilitating and accelerating the task of knowledge discovery. MedVir has been succesfully applied to, among others, the field of magnetoencephalography (MEG), which consists in predicting the rehabilitation of Traumatic Brain Injury (TBI). The results obtained successfully demonstrate the effectiveness of the framework to accelerate and facilitate the process of knowledge discovery on real world datasets.

Urban built environment analysis: evidence from a mobility survey in Madrid

Applications involving travel behavior from the perspective of land use are dating from the 1990s. Usually, four important components are distinguished: density, diversity and design (3D?s of Cervero and Kockelman) and accessibility (introduced by Geurs and van Wee). But there is not a general agreement on how to measure each of those 4 components. Density is used to be measured as population and employment densities, but others authors separate population density between residential and building densities. A lot of measures have been developed to estimate diversity: among others, a dissimilarity index to indicate the degree to which different land uses lie within one another?s surrounding, an entropy index to quantify the degree of balance across various land use types or proximities to commercial-retail uses. Design has been characterized by site design, and dwelling and street characteristics. Lastly, accessibility has become a frequently used concept, but its meaning on travel behavior field always refers to the ability ?to reach activities or locations by means of a travel mode?, measured as accessibility to jobs, to leisure activities, and others. Furthermore, the previous evidence is mainly based on US data or on north European countries. Therefore, this paper adds some new evidence from a Spanish perspective to the research debate. Through a Madrid smartphone-based survey, factor analysis is used to linearly combine variables into the 3D?s and accessibility dimensions of the built environment. At a first step for future investigations, land use variables will be treated to define accurately the previous 4 components.

A dynamic factor model for mid-term forecasting of wind power generation

The main objective of this paper is the development and application of multivariate time series models for forecasting aggregated wind power production in a country or region. Nowadays, in Spain, Denmark or Germany there is an increasing penetration of this kind of renewable energy, somehow to reduce energy dependence on the exterior, but always linked with the increaseand uncertainty affecting the prices of fossil fuels. The disposal of accurate predictions of wind power generation is a crucial task both for the System Operator as well as for all the agents of the Market. However, the vast majority of works rarely onsider forecasting horizons longer than 48 hours, although they are of interest for the system planning and operation. In this paper we use Dynamic Factor Analysis, adapting and modifying it conveniently, to reach our aim: the computation of accurate forecasts for the aggregated wind power production in a country for a forecasting horizon as long as possible, particularly up to 60 days (2 months). We illustrate this methodology and the results obtained for real data in the leading country in wind power production: Denmark