Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets

This paper models the mean and volatility spillovers of prices within the integrated Iberian and the interconnected Spanish and French electricity markets. Using the constant (CCC) and dynamic conditional correlation (DCC) bivariate models with three different specifications of the univariate variance processes, we study the extent to which increasing interconnection and harmonization in regulation have favoured price convergence. The data consist of daily prices calculated as the arithmetic mean of the hourly prices over a span from July 1st 2007 until February 29th 2012. The DCC model in which the variances of the univariate processes are specified with a VARMA(1,1) fits the data best for the integrated MIBEL whereas a CCC model with a GARCH(1,1) specification for the univariate variance processes is selected to model the price series in Spain and France. Results show that there are significant mean and volatility spillovers in the MIBEL, indicating strong interdependence between the two markets, while there is a weaker evidence of integration between the Spanish and French markets. We provide new evidence that the EU target of achieving a single electricity market largely depends on increasing trade between countries and homogeneous rules of market functioning.

Fault-tolerant almost exact state transmission

We show that a category of one-dimensional XY-type models may enable high-fidelity quantum state transmissions, regardless of details of coupling configurations. This observation leads to a fault-tolerant design of a state transmission setup. The setup is fault-tolerant, with specified thresholds, against engineering failures of coupling configurations, fabrication imperfections or defects, and even time-dependent noises. We propose an experimental implementation of the fault-tolerant scheme using hard-core bosons in one-dimensional optical lattices.

Radio-aware service-level scheduling to minimize downlink traffic delay through Mobile Edge Computing

One of the most challenging problems in mobile broadband networks is how to assign the available radio resources among the different mobile users. Traditionally, research proposals are either speci c to some type of traffic or deal with computationally intensive algorithms aimed at optimizing the delivery of general purpose traffic. Consequently, commercial networks do not incorporate these mechanisms due to the limited hardware resources at the mobile edge. Emerging 5G architectures introduce cloud computing principles to add flexible computational resources to Radio Access Networks. This paper makes use of the Mobile Edge Computing concepts to introduce a new element, denoted as Mobile Edge Scheduler, aimed at minimizing the mean delay of general traffic flows in the LTE downlink. This element runs close to the eNodeB element and implements a novel flow-aware and channel-aware scheduling policy in order to accommodate the transmissions to the available channel quality of end users.

A Data Dropout Compensation Algorithm Based on the Iterative Learning Control Methodology for Discrete-Time Systems

This paper deals with the convergence of a remote iterative learning control system subject to data dropouts. The system is composed by a set of discrete-time multiple input-multiple output linear models, each one with its corresponding actuator device and its sensor. Each actuator applies the input signals vector to its corresponding model at the sampling instants and the sensor measures the output signals vector. The iterative learning law is processed in a controller located far away of the models so the control signals vector has to be transmitted from the controller to the actuators through transmission channels. Such a law uses the measurements of each model to generate the input vector to be applied to its subsequent model so the measurements of the models have to be transmitted from the sensors to the controller. All transmissions are subject to failures which are described as a binary sequence taking value 1 or 0. A compensation dropout technique is used to replace the lost data in the transmission processes. The convergence to zero of the errors between the output signals vector and a reference one is achieved as the number of models tends to infinity.

Extracción de servicios TS en receptor profesional de DVB-T2.

[Es]Este documento explica el procedimiento seguido para desarrollar la última etapa de un decodificador de DVB-T2, que consiste en la extracción de un archivo de vídeo desde un archivo binario resultante del resto del decodificador. Este decodificador se trata del software de un receptor desarrollado por el departamento de TSR (Tratamiento de Señal y Radiocomunicaciones) de la Escuela de Ingenieros de Bilbao en el año 2010. Dicho software es capaz de analizar la señal recibida de DVB-T2 para calcular la tasa de errores y conocer otros parámetros relevantes como el tipo de modulación utilizado. No obstante, para analizar de manera subjetiva las mejoras de DVB-T2 e incluso para determinar de qué manera afectan los errores a la calidad de la imagen es necesario visualizar el video transmitido. Por esta razón se ha comenzado un proyecto en el que el objetivo es programar un nuevo software que proporcione un archivo que contenga el video en cuestión. Este software se ha programado en lenguaje del programa Matlab, y toma el fichero resultante del receptor como entrada, para procesarlo y obtener uno nuevo con el vídeo. De modo que una vez programado y probado para su corrección, se aplica a continuación del receptor del departamento TSR. Una vez obtenido el vídeo es posible comparar la calidad de la imagen con diferentes tasas de error en la comunicación, simulando transmisiones en diferentes ámbitos cada uno con su correspondiente ruido. De esta manera, se estima con muy alta precisión el comportamiento de una transmisión real dependiendo de la climatología y otros factores que afecten a la relación señal a ruido.

Robust Sliding Control of SEIR Epidemic Models

This paper is aimed at designing a robust vaccination strategy capable of eradicating an infectious disease from a population regardless of the potential uncertainty in the parameters defining the disease. For this purpose, a control theoretic approach based on a sliding-mode control law is used. Initially, the controller is designed assuming certain knowledge of an upper-bound of the uncertainty signal. Afterwards, this condition is removed while an adaptive sliding control system is designed. The closed-loop properties are proved mathematically in the nonadaptive and adaptive cases. Furthermore, the usual sign function appearing in the sliding-mode control is substituted by the saturation function in order to prevent chattering. In addition, the properties achieved by the closed-loop system under this variation are also stated and proved analytically. The closed-loop system is able to attain the control objective regardless of the parametric uncertainties of the model and the lack of a priori knowledge on the system.