Los conceptos de salud financiera, riesgo y epidemiología en los estados financieros de las compañías del sector de extracción de petróleo crudo y gas natural en Colombia

El presente proyecto tiene como objeto identificar cuáles son los conceptos de salud, enfermedad, epidemiología y riesgo aplicables a las empresas del sector de extracción de petróleo y gas natural en Colombia. Dado, el bajo nivel de predicción de los análisis financieros tradicionales y su insuficiencia, en términos de inversión y toma de decisiones a largo plazo, además de no considerar variables como el riesgo y las expectativas de futuro, surge la necesidad de abordar diferentes perspectivas y modelos integradores. Esta apreciación es pertinente dentro del sector de extracción de petróleo y gas natural, debido a la creciente inversión extranjera que ha reportado, US$2.862 millones en el 2010, cifra mayor a diez veces su valor en el año 2003. Así pues, se podrían desarrollar modelos multi-dimensional, con base en los conceptos de salud financiera, epidemiológicos y estadísticos. El termino de salud y su adopción en el sector empresarial, resulta útil y mantiene una coherencia conceptual, evidenciando una presencia de diferentes subsistemas o factores interactuantes e interconectados. Es necesario mencionar también, que un modelo multidimensional (multi-stage) debe tener en cuenta el riesgo y el análisis epidemiológico ha demostrado ser útil al momento de determinarlo e integrarlo en el sistema junto a otros conceptos, como la razón de riesgo y riesgo relativo. Esto se analizará mediante un estudio teórico-conceptual, que complementa un estudio previo, para contribuir al proyecto de finanzas corporativas de la línea de investigación en Gerencia.

Estudio de la aplicación de sistemas basados en el conocimiento a la operación de una planta de tratamiento de residuos sólidos urbanos por valorización energética

Una de las actuaciones posibles para la gestión de los residuos sólidos urbanos es la valorización energética, es decir la incineración con recuperación de energía. Sin embargo es muy importante controlar adecuadamente el proceso de incineración para evitar en lo posible la liberación de sustancias contaminantes a la atmósfera que puedan ocasionar problemas de contaminación industrial.Conseguir que tanto el proceso de incineración como el tratamiento de los gases se realice en condiciones óptimas presupone tener un buen conocimiento de las dependencias entre las variables de proceso. Se precisan métodos adecuados de medida de las variables más importantes y tratar los valores medidos con modelos adecuados para transformarlos en magnitudes de mando. Un modelo clásico para el control parece poco prometedor en este caso debido a la complejidad de los procesos, la falta de descripción cuantitativa y la necesidad de hacer los cálculos en tiempo real. Esto sólo se puede conseguir con la ayuda de las modernas técnicas de proceso de datos y métodos informáticos, tales como el empleo de técnicas de simulación, modelos matemáticos, sistemas basados en el conocimiento e interfases inteligentes. En [Ono, 1989] se describe un sistema de control basado en la lógica difusa aplicado al campo de la incineración de residuos urbanos. En el centro de investigación FZK de Karslruhe se están desarrollando aplicaciones que combinan la lógica difusa con las redes neuronales [Jaeschke, Keller, 1994] para el control de la planta piloto de incineración de residuos TAMARA. En esta tesis se plantea la aplicación de un método de adquisición de conocimiento para el control de sistemas complejos inspirado en el comportamiento humano. Cuando nos encontramos ante una situación desconocida al principio no sabemos como actuar, salvo por la extrapolación de experiencias anteriores que puedan ser útiles. Aplicando procedimientos de prueba y error, refuerzo de hipótesis, etc., vamos adquiriendo y refinando el conocimiento, y elaborando un modelo mental. Podemos diseñar un método análogo, que pueda ser implementado en un sistema informático, mediante el empleo de técnicas de Inteligencia Artificial.Así, en un proceso complejo muchas veces disponemos de un conjunto de datos del proceso que a priori no nos dan información suficientemente estructurada para que nos sea útil. Para la adquisición de conocimiento pasamos por una serie de etapas: - Hacemos una primera selección de cuales son las variables que nos interesa conocer. - Estado del sistema. En primer lugar podemos empezar por aplicar técnicas de clasificación (aprendizaje no supervisado) para agrupar los datos y obtener una representación del estado de la planta. Es posible establecer una clasificación, pero normalmente casi todos los datos están en una sola clase, que corresponde a la operación normal. Hecho esto y para refinar el conocimiento utilizamos métodos estadísticos clásicos para buscar correlaciones entre variables (análisis de componentes principales) y así poder simplificar y reducir la lista de variables. - Análisis de las señales. Para analizar y clasificar las señales (por ejemplo la temperatura del horno) es posible utilizar métodos capaces de describir mejor el comportamiento no lineal del sistema, como las redes neuronales. Otro paso más consiste en establecer relaciones causales entre las variables. Para ello nos sirven de ayuda los modelos analíticos - Como resultado final del proceso se pasa al diseño del sistema basado en el conocimiento. El objetivo principal es aplicar el método al caso concreto del control de una planta de tratamiento de residuos sólidos urbanos por valorización energética. En primer lugar, en el capítulo 2 Los residuos sólidos urbanos, se trata el problema global de la gestión de los residuos, dando una visión general de las diferentes alternativas existentes, y de la situación nacional e internacional en la actualidad. Se analiza con mayor detalle la problemática de la incineración de los residuos, poniendo especial interés en aquellas características de los residuos que tienen mayor importancia de cara al proceso de combustión.En el capítulo 3, Descripción del proceso, se hace una descripción general del proceso de incineración y de los distintos elementos de una planta incineradora: desde la recepción y almacenamiento de los residuos, pasando por los distintos tipos de hornos y las exigencias de los códigos de buena práctica de combustión, el sistema de aire de combustión y el sistema de humos. Se presentan también los distintos sistemas de depuración de los gases de combustión, y finalmente el sistema de evacuación de cenizas y escorias.El capítulo 4, La planta de tratamiento de residuos sólidos urbanos de Girona, describe los principales sistemas de la planta incineradora de Girona: la alimentación de residuos, el tipo de horno, el sistema de recuperación de energía, y el sistema de depuración de los gases de combustión Se describe también el sistema de control, la operación, los datos de funcionamiento de la planta, la instrumentación y las variables que son de interés para el control del proceso de combustión.En el capítulo 5, Técnicas utilizadas, se proporciona una visión global de los sistemas basados en el conocimiento y de los sistemas expertos. Se explican las diferentes técnicas utilizadas: redes neuronales, sistemas de clasificación, modelos cualitativos, y sistemas expertos, ilustradas con algunos ejemplos de aplicación.Con respecto a los sistemas basados en el conocimiento se analizan en primer lugar las condiciones para su aplicabilidad, y las formas de representación del conocimiento. A continuación se describen las distintas formas de razonamiento: redes neuronales, sistemas expertos y lógica difusa, y se realiza una comparación entre ellas. Se presenta una aplicación de las redes neuronales al análisis de series temporales de temperatura.Se trata también la problemática del análisis de los datos de operación mediante técnicas estadísticas y el empleo de técnicas de clasificación. Otro apartado está dedicado a los distintos tipos de modelos, incluyendo una discusión de los modelos cualitativos.Se describe el sistema de diseño asistido por ordenador para el diseño de sistemas de supervisión CASSD que se utiliza en esta tesis, y las herramientas de análisis para obtener información cualitativa del comportamiento del proceso: Abstractores y ALCMEN. Se incluye un ejemplo de aplicación de estas técnicas para hallar las relaciones entre la temperatura y las acciones del operador. Finalmente se analizan las principales características de los sistemas expertos en general, y del sistema experto CEES 2.0 que también forma parte del sistema CASSD que se ha utilizado.El capítulo 6, Resultados, muestra los resultados obtenidos mediante la aplicación de las diferentes técnicas, redes neuronales, clasificación, el desarrollo de la modelización del proceso de combustión, y la generación de reglas. Dentro del apartado de análisis de datos se emplea una red neuronal para la clasificación de una señal de temperatura. También se describe la utilización del método LINNEO+ para la clasificación de los estados de operación de la planta.En el apartado dedicado a la modelización se desarrolla un modelo de combustión que sirve de base para analizar el comportamiento del horno en régimen estacionario y dinámico. Se define un parámetro, la superficie de llama, relacionado con la extensión del fuego en la parrilla. Mediante un modelo linealizado se analiza la respuesta dinámica del proceso de incineración. Luego se pasa a la definición de relaciones cualitativas entre las variables que se utilizan en la elaboración de un modelo cualitativo. A continuación se desarrolla un nuevo modelo cualitativo, tomando como base el modelo dinámico analítico.Finalmente se aborda el desarrollo de la base de conocimiento del sistema experto, mediante la generación de reglas En el capítulo 7, Sistema de control de una planta incineradora, se analizan los objetivos de un sistema de control de una planta incineradora, su diseño e implementación. Se describen los objetivos básicos del sistema de control de la combustión, su configuración y la implementación en Matlab/Simulink utilizando las distintas herramientas que se han desarrollado en el capítulo anterior.Por último para mostrar como pueden aplicarse los distintos métodos desarrollados en esta tesis se construye un sistema experto para mantener constante la temperatura del horno actuando sobre la alimentación de residuos.Finalmente en el capítulo Conclusiones, se presentan las conclusiones y resultados de esta tesis.

Geostatistics for constrained variables: positive data, compositions and probabilities. Applications to environmental hazard monitoring

Aquesta tesi estudia com estimar la distribució de les variables regionalitzades l'espai mostral i l'escala de les quals admeten una estructura d'espai Euclidià. Apliquem el principi del treball en coordenades: triem una base ortonormal, fem estadística sobre les coordenades de les dades, i apliquem els output a la base per tal de recuperar un resultat en el mateix espai original. Aplicant-ho a les variables regionalitzades, obtenim una aproximació única consistent, que generalitza les conegudes propietats de les tècniques de kriging a diversos espais mostrals: dades reals, positives o composicionals (vectors de components positives amb suma constant) són tractades com casos particulars. D'aquesta manera, es generalitza la geostadística lineal, i s'ofereix solucions a coneguts problemes de la no-lineal, tot adaptant la mesura i els criteris de representativitat (i.e., mitjanes) a les dades tractades. L'estimador per a dades positives coincideix amb una mitjana geomètrica ponderada, equivalent a l'estimació de la mediana, sense cap dels problemes del clàssic kriging lognormal. El cas composicional ofereix solucions equivalents, però a més permet estimar vectors de probabilitat multinomial. Amb una aproximació bayesiana preliminar, el kriging de composicions esdevé també una alternativa consistent al kriging indicador. Aquesta tècnica s'empra per estimar funcions de probabilitat de variables qualsevol, malgrat que sovint ofereix estimacions negatives, cosa que s'evita amb l'alternativa proposada. La utilitat d'aquest conjunt de tècniques es comprova estudiant la contaminació per amoníac a una estació de control automàtic de la qualitat de l'aigua de la conca de la Tordera, i es conclou que només fent servir les tècniques proposades hom pot detectar en quins instants l'amoni es transforma en amoníac en una concentració superior a la legalment permesa.

Modelling, control and supervision for a class of hybrid systems

The aim of this thesis is to narrow the gap between two different control techniques: the continuous control and the discrete event control techniques DES. This gap can be reduced by the study of Hybrid systems, and by interpreting as Hybrid systems the majority of large-scale systems. In particular, when looking deeply into a process, it is often possible to identify interaction between discrete and continuous signals. Hybrid systems are systems that have both continuous, and discrete signals. Continuous signals are generally supposed continuous and differentiable in time, since discrete signals are neither continuous nor differentiable in time due to their abrupt changes in time. Continuous signals often represent the measure of natural physical magnitudes such as temperature, pressure etc. The discrete signals are normally artificial signals, operated by human artefacts as current, voltage, light etc. Typical processes modelled as Hybrid systems are production systems, chemical process, or continuos production when time and continuous measures interacts with the transport, and stock inventory system. Complex systems as manufacturing lines are hybrid in a global sense. They can be decomposed into several subsystems, and their links. Another motivation for the study of Hybrid systems is the tools developed by other research domains. These tools benefit from the use of temporal logic for the analysis of several properties of Hybrid systems model, and use it to design systems and controllers, which satisfies physical or imposed restrictions. This thesis is focused in particular types of systems with discrete and continuous signals in interaction. That can be modelled hard non-linealities, such as hysteresis, jumps in the state, limit cycles, etc. and their possible non-deterministic future behaviour expressed by an interpretable model description. The Hybrid systems treated in this work are systems with several discrete states, always less than thirty states (it can arrive to NP hard problem), and continuous dynamics evolving with expression: with Ki ¡ Rn constant vectors or matrices for X components vector. In several states the continuous evolution can be several of them Ki = 0. In this formulation, the mathematics can express Time invariant linear system. By the use of this expression for a local part, the combination of several local linear models is possible to represent non-linear systems. And with the interaction with discrete events of the system the model can compose non-linear Hybrid systems. Especially multistage processes with high continuous dynamics are well represented by the proposed methodology. Sate vectors with more than two components, as third order models or higher is well approximated by the proposed approximation. Flexible belt transmission, chemical reactions with initial start-up and mobile robots with important friction are several physical systems, which profits from the benefits of proposed methodology (accuracy). The motivation of this thesis is to obtain a solution that can control and drive the Hybrid systems from the origin or starting point to the goal. How to obtain this solution, and which is the best solution in terms of one cost function subject to the physical restrictions and control actions is analysed. Hybrid systems that have several possible states, different ways to drive the system to the goal and different continuous control signals are problems that motivate this research. The requirements of the system on which we work is: a model that can represent the behaviour of the non-linear systems, and that possibilities the prediction of possible future behaviour for the model, in order to apply an supervisor which decides the optimal and secure action to drive the system toward the goal. Specific problems can be determined by the use of this kind of hybrid models are: - The unity of order. - Control the system along a reachable path. - Control the system in a safe path. - Optimise the cost function. - Modularity of control The proposed model solves the specified problems in the switching models problem, the initial condition calculus and the unity of the order models. Continuous and discrete phenomena are represented in Linear hybrid models, defined with defined eighth-tuple parameters to model different types of hybrid phenomena. Applying a transformation over the state vector : for LTI system we obtain from a two-dimensional SS a single parameter, alpha, which still maintains the dynamical information. Combining this parameter with the system output, a complete description of the system is obtained in a form of a graph in polar representation. Using Tagaki-Sugeno type III is a fuzzy model which include linear time invariant LTI models for each local model, the fuzzyfication of different LTI local model gives as a result a non-linear time invariant model. In our case the output and the alpha measure govern the membership function. Hybrid systems control is a huge task, the processes need to be guided from the Starting point to the desired End point, passing a through of different specific states and points in the trajectory. The system can be structured in different levels of abstraction and the control in three layers for the Hybrid systems from planning the process to produce the actions, these are the planning, the process and control layer. In this case the algorithms will be applied to robotics ¡V a domain where improvements are well accepted ¡V it is expected to find a simple repetitive processes for which the extra effort in complexity can be compensated by some cost reductions. It may be also interesting to implement some control optimisation to processes such as fuel injection, DC-DC converters etc. In order to apply the RW theory of discrete event systems on a Hybrid system, we must abstract the continuous signals and to project the events generated for these signals, to obtain new sets of observable and controllable events. Ramadge & Wonham¡¦s theory along with the TCT software give a Controllable Sublanguage of the legal language generated for a Discrete Event System (DES). Continuous abstraction transforms predicates over continuous variables into controllable or uncontrollable events, and modifies the set of uncontrollable, controllable observable and unobservable events. Continuous signals produce into the system virtual events, when this crosses the bound limits. If this event is deterministic, they can be projected. It is necessary to determine the controllability of this event, in order to assign this to the corresponding set, , controllable, uncontrollable, observable and unobservable set of events. Find optimal trajectories in order to minimise some cost function is the goal of the modelling procedure. Mathematical model for the system allows the user to apply mathematical techniques over this expression. These possibilities are, to minimise a specific cost function, to obtain optimal controllers and to approximate a specific trajectory. The combination of the Dynamic Programming with Bellman Principle of optimality, give us the procedure to solve the minimum time trajectory for Hybrid systems. The problem is greater when there exists interaction between adjacent states. In Hybrid systems the problem is to determine the partial set points to be applied at the local models. Optimal controller can be implemented in each local model in order to assure the minimisation of the local costs. The solution of this problem needs to give us the trajectory to follow the system. Trajectory marked by a set of set points to force the system to passing over them. Several ways are possible to drive the system from the Starting point Xi to the End point Xf. Different ways are interesting in: dynamic sense, minimum states, approximation at set points, etc. These ways need to be safe and viable and RchW. And only one of them must to be applied, normally the best, which minimises the proposed cost function. A Reachable Way, this means the controllable way and safe, will be evaluated in order to obtain which one minimises the cost function. Contribution of this work is a complete framework to work with the majority Hybrid systems, the procedures to model, control and supervise are defined and explained and its use is demonstrated. Also explained is the procedure to model the systems to be analysed for automatic verification. Great improvements were obtained by using this methodology in comparison to using other piecewise linear approximations. It is demonstrated in particular cases this methodology can provide best approximation. The most important contribution of this work, is the Alpha approximation for non-linear systems with high dynamics While this kind of process is not typical, but in this case the Alpha approximation is the best linear approximation to use, and give a compact representation.

A novel repair model for imperfect maintenance

The basic repair rate models for repairable systems may be homogeneous Poisson processes, renewal processes or nonhomogeneous Poisson processes. In addition to these models, geometric processes are studied occasionally. Geometric processes, however, can only model systems with monotonously changing (increasing, decreasing or constant) failure intensity. This paper deals with the reliability modelling of the failure process of repairable systems when the failure intensity shows a bathtub type non-monotonic behaviour. A new stochastic process, an extended Poisson process, is introduced. Reliability indices and parameter estimation are presented. A comparison of this model with other repair models based on a dataset is made.

A sparse kernel density estimation algorithm using forward constrained regression

Using the classical Parzen window (PW) estimate as the target function, the sparse kernel density estimator is constructed in a forward constrained regression manner. The leave-one-out (LOO) test score is used for kernel selection. The jackknife parameter estimator subject to positivity constraint check is used for the parameter estimation of a single parameter at each forward step. As such the proposed approach is simple to implement and the associated computational cost is very low. An illustrative example is employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with comparable accuracy to that of the classical Parzen window estimate.

A forward-constrained regression algorithm for sparse kernel density estimation

Using the classical Parzen window (PW) estimate as the target function, the sparse kernel density estimator is constructed in a forward-constrained regression (FCR) manner. The proposed algorithm selects significant kernels one at a time, while the leave-one-out (LOO) test score is minimized subject to a simple positivity constraint in each forward stage. The model parameter estimation in each forward stage is simply the solution of jackknife parameter estimator for a single parameter, subject to the same positivity constraint check. For each selected kernels, the associated kernel width is updated via the Gauss-Newton method with the model parameter estimate fixed. The proposed approach is simple to implement and the associated computational cost is very low. Numerical examples are employed to demonstrate the efficacy of the proposed approach.

Genetic least squares for system identification

The recursive least-squares algorithm with a forgetting factor has been extensively applied and studied for the on-line parameter estimation of linear dynamic systems. This paper explores the use of genetic algorithms to improve the performance of the recursive least-squares algorithm in the parameter estimation of time-varying systems. Simulation results show that the hybrid recursive algorithm (GARLS), combining recursive least-squares with genetic algorithms, can achieve better results than the standard recursive least-squares algorithm using only a forgetting factor.

Synchronisation error resistant multiuser detection for asynchronous CDMA

Linear CDMA detectors have emerged as a promising solution to multiple access interference (MAI) suppression. Unfortunately, most existing linear detectors suffer from high sensitivity to synchronisation errors (also termed parameter estimation error), and synchronisation error resistant detectors have so far not been as widely investigated as they should have. This paper extends the minimum variance distortionless response (MVDR) detector, proposed previously by this author (Zheng 2000) for synchronous systems, to asynchronous systems. It has been shown that the MVDR structure is equally effective for asynchronous systems, especially for the weaker users.

A new approach for the solution of the optimal set-point tracking problem for nonlinear systems

In this paper, a discrete time dynamic integrated system optimisation and parameter estimation algorithm is applied to the solution of the nonlinear tracking optimal control problem. A version of the algorithm with a linear-quadratic model-based problem is developed and implemented in software. The algorithm implemented is tested with simulation examples.

Linear-wavelet models applied to the identification of a two-link manipulator

This paper shows that a wavelet network and a linear term can be advantageously combined for the purpose of non linear system identification. The theoretical foundation of this approach is laid by proving that radial wavelets are orthogonal to linear functions. A constructive procedure for building such nonlinear regression structures, termed linear-wavelet models, is described. For illustration, sim ulation data are used to identify a model for a two-link robotic manipulator. The results show that the introduction of wavelets does improve the prediction ability of a linear model.

Optimal control of nonlinear differential algebraic equation systems

A novel iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified linear quadratic model based problem with parameter updating in such a manner that the correct solution of the original non-linear problem is achieved. The resulting algorithm has a particular advantage in that the solution is achieved without the need to solve the differential algebraic equations . Convergence aspects are discussed and a simulation example is described which illustrates the performance of the technique. 1. Introduction When modelling industrial processes often the resulting equations consist of coupled differential and algebraic equations (DAEs). In many situations these equations are nonlinear and cannot readily be directly reduced to ordinary differential equations.

Measures of observation impact in non-Gaussian data assimilation

ABSTRACT Non-Gaussian/non-linear data assimilation is becoming an increasingly important area of research in the Geosciences as the resolution and non-linearity of models are increased and more and more non-linear observation operators are being used. In this study, we look at the effect of relaxing the assumption of a Gaussian prior on the impact of observations within the data assimilation system. Three different measures of observation impact are studied: the sensitivity of the posterior mean to the observations, mutual information and relative entropy. The sensitivity of the posterior mean is derived analytically when the prior is modelled by a simplified Gaussian mixture and the observation errors are Gaussian. It is found that the sensitivity is a strong function of the value of the observation and proportional to the posterior variance. Similarly, relative entropy is found to be a strong function of the value of the observation. However, the errors in estimating these two measures using a Gaussian approximation to the prior can differ significantly. This hampers conclusions about the effect of the non-Gaussian prior on observation impact. Mutual information does not depend on the value of the observation and is seen to be close to its Gaussian approximation. These findings are illustrated with the particle filter applied to the Lorenz ’63 system. This article is concluded with a discussion of the appropriateness of these measures of observation impact for different situations.

An elastic net orthogonal forward regression algorithm

In this paper we propose an efficient two-level model identification method for a large class of linear-in-the-parameters models from the observational data. A new elastic net orthogonal forward regression (ENOFR) algorithm is employed at the lower level to carry out simultaneous model selection and elastic net parameter estimation. The two regularization parameters in the elastic net are optimized using a particle swarm optimization (PSO) algorithm at the upper level by minimizing the leave one out (LOO) mean square error (LOOMSE). Illustrative examples are included to demonstrate the effectiveness of the new approaches.

Does increased hydrochemical model complexity decrease robustness?

The aim of this study was, within a sensitivity analysis framework, to determine if additional model complexity gives a better capability to model the hydrology and nitrogen dynamics of a small Mediterranean forested catchment or if the additional parameters cause over-fitting. Three nitrogen-models of varying hydrological complexity were considered. For each model, general sensitivity analysis (GSA) and Generalized Likelihood Uncertainty Estimation (GLUE) were applied, each based on 100,000 Monte Carlo simulations. The results highlighted the most complex structure as the most appropriate, providing the best representation of the non-linear patterns observed in the flow and streamwater nitrate concentrations between 1999 and 2002. Its 5% and 95% GLUE bounds, obtained considering a multi-objective approach, provide the narrowest band for streamwater nitrogen, which suggests increased model robustness, though all models exhibit periods of inconsistent good and poor fits between simulated outcomes and observed data. The results confirm the importance of the riparian zone in controlling the short-term (daily) streamwater nitrogen dynamics in this catchment but not the overall flux of nitrogen from the catchment. It was also shown that as the complexity of a hydrological model increases over-parameterisation occurs, but the converse is true for a water quality model where additional process representation leads to additional acceptable model simulations. Water quality data help constrain the hydrological representation in process-based models. Increased complexity was justifiable for modelling river-system hydrochemistry. Increased complexity was justifiable for modelling river-system hydrochemistry.