907 resultados para Box-Jenkis forecasting
Resumo:
The effective mass Schrodinger equation of a QD of parallelepipedic shape with a square potential well is solved by diagonalizing the exact Hamiltonian matrix developed in a basis of separation-of-variables wavefunctions. The expected below bandgap bound states are found not to differ very much from the former approximate calculations. In addition, the presence of bound states within the conduction band is confirmed. Furthermore, filamentary states bounded in two dimensions and extended in one dimension and layered states with only one dimension bounded, all within the conduction band which are similar to those originated in quantum wires and quantum wells coexist with the ordinary continuum spectrum of plane waves. All these subtleties are absent in spherically shaped quantum dots, often used for modeling.
Resumo:
In the current uncertain context that affects both the world economy and the energy sector, with the rapid increase in the prices of oil and gas and the very unstable political situation that affects some of the largest raw materials’ producers, there is a need for developing efficient and powerful quantitative tools that allow to model and forecast fossil fuel prices, CO2 emission allowances prices as well as electricity prices. This will improve decision making for all the agents involved in energy issues. Although there are papers focused on modelling fossil fuel prices, CO2 prices and electricity prices, the literature is scarce on attempts to consider all of them together. This paper focuses on both building a multivariate model for the aforementioned prices and comparing its results with those of univariate ones, in terms of prediction accuracy (univariate and multivariate models are compared for a large span of days, all in the first 4 months in 2011) as well as extracting common features in the volatilities of the prices of all these relevant magnitudes. The common features in volatility are extracted by means of a conditionally heteroskedastic dynamic factor model which allows to solve the curse of dimensionality problem that commonly arises when estimating multivariate GARCH models. Additionally, the common volatility factors obtained are useful for improving the forecasting intervals and have a nice economical interpretation. Besides, the results obtained and methodology proposed can be useful as a starting point for risk management or portfolio optimization under uncertainty in the current context of energy markets.
Resumo:
A study on a water- ow window installed in a test box is presented. This window is composed of two glass panes separated by a chamber through water ows. The ow of water comes from an isolated tank which contains heat water. In order to fully evaluate the water- ow window performance for different room and window sizes, locations and weather conditions, a mathematical model of the whole box is needed. The proposed model, in which conduction heat transfer mechanism is the only considered, is one dimensional and unsteady based upon test box energy balance. The effect of the heat water tank, which feeds the water- ow window, is included in the model by means of a time delay in the source term. Although some previous work about moving uid chamber has been developed, air was used as heat transfer uid and no uid storage was considered. Finally a comparison between the numerical solution and the obtained experimental data is done.
Resumo:
The 6 cylinder servo-hydraulic loading system of CEDEX's track box (250 kN, 50 Hz) has been recently implemented with a new piezoelectric loading system (±20 kN, 300 Hz) allowing the incorporation of low amplitude high frequency dynamic load time histories to the high amplitude low frequency quasi-static load time histories used so far in the CEDEX's track box to assess the inelastic long term behavior of ballast under mixed traffic in conventional and high- speed lines. This presentation will discuss the results obtained in the first long-duration test performed at CEDEX's track box using simultaneously both loading systems, to simulate the pass-by of 6000 freight vehicles (1M of 225 kN axle loads) travelling at a speed of 120 km/h over a line with vertical irregularities corresponding to a medium quality lin3e level. The superstructure of the track tested at full scale consisted of E 60 rails, stiff rail pads (mayor que 450 kN/mm), B90.2 sleepers with USP 0.10 N/mm and a 0.35 m thick ballast layer of ADIF first class. A shear wave velocity of 250 m/s can be assumed for the different layers of the track sub-base. The ballast long-term settlements will be compared with those obtained in a previous long-duration quasi- static test performed in the same track, for the RIVAS [EU co-funded] project, in which no dynamic loads where considered. Also, the results provided by a high diameter cyclic triaxial cell with ballast tested in full size will be commented. Finally, the progress made at CEDEX's Geotechnical Laboratory to reproduce numerically the long term behavior of ballast will be discussed.
Resumo:
The yawing moment acting on the box-girder deck of reinforced concrete bridges constructed using the balanced cantilever method during the erection stage has been experimentally analyzed by testing different types of bridge cross-sections. Experimental results show that the yawing moment coefficient decreases as the bridge decks become streamlined, and that the yawing moment coefficient reaches a maximum when the bridge deck length is nearly twice the deck width.
Resumo:
Short-run forecasting of electricity prices has become necessary for power generation unit schedule, since it is the basis of every profit maximization strategy. In this article a new and very easy method to compute accurate forecasts for electricity prices using mixed models is proposed. The main idea is to develop an efficient tool for one-step-ahead forecasting in the future, combining several prediction methods for which forecasting performance has been checked and compared for a span of several years. Also as a novelty, the 24 hourly time series has been modelled separately, instead of the complete time series of the prices. This allows one to take advantage of the homogeneity of these 24 time series. The purpose of this paper is to select the model that leads to smaller prediction errors and to obtain the appropriate length of time to use for forecasting. These results have been obtained by means of a computational experiment. A mixed model which combines the advantages of the two new models discussed is proposed. Some numerical results for the Spanish market are shown, but this new methodology can be applied to other electricity markets as well
Resumo:
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.
Resumo:
The uncertainty associated to the forecast of photovoltaic generation is a major drawback for the widespread introduction of this technology into electricity grids. This uncertainty is a challenge in the design and operation of electrical systems that include photovoltaic generation. Demand-Side Management (DSM) techniques are widely used to modify energy consumption. If local photovoltaic generation is available, DSM techniques can use generation forecast to schedule the local consumption. On the other hand, local storage systems can be used to separate electricity availability from instantaneous generation; therefore, the effects of forecast error in the electrical system are reduced. The effects of uncertainty associated to the forecast of photovoltaic generation in a residential electrical system equipped with DSM techniques and a local storage system are analyzed in this paper. The study has been performed in a solar house that is able to displace a residential user?s load pattern, manage local storage and estimate forecasts of electricity generation. A series of real experiments and simulations have carried out on the house. The results of this experiments show that the use of Demand Side Management (DSM) and local storage reduces to 2% the uncertainty on the energy exchanged with the grid. In the case that the photovoltaic system would operate as a pure electricity generator feeding all generated electricity into grid, the uncertainty would raise to around 40%.
Resumo:
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
Resumo:
In this paper we present a solution for building a better strategy to take part in external electricity markets. For an optimal strategy development, both the internal system costs as well as the future values of the series of electricity prices in external markets need to be known. But in practice, the real problems that must be faced are that both future electricity prices and costs are unknown. Thus, the first ones must be modeled and forecasted and the costs must be calculated. Our methodology for building an optimal strategy consists of three steps: The first step is modeling and forecasting market prices in external systems. The second step is the cost calculation on internal system taking into account the expected prices in the first step. The third step is based on the results of the previous steps, and consists of preparing the bids for external markets. The main goal is to reduce consumers' costs unlike many others that are oriented to increase GenCo's profits.
Resumo:
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
Resumo:
Activation of the transcription factor nuclear factor kappa B (NF-κB) is controlled by proteolysis of its inhibitory subunit (IκB) via the ubiquitin-proteasome pathway. Signal-induced phosphorylation of IκBα by a large multisubunit complex containing IκB kinases is a prerequisite for ubiquitination. Here, we show that FWD1 (a mouse homologue of Slimb/βTrCP), a member of the F-box/WD40-repeat proteins, is associated specifically with IκBα only when IκBα is phosphorylated. The introduction of FWD1 into cells significantly promotes ubiquitination and degradation of IκBα in concert with IκB kinases, resulting in nuclear translocation of NF-κB. In addition, FWD1 strikingly evoked the ubiquitination of IκBα in the in vitro system. In contrast, a dominant-negative form of FWD1 inhibits the ubiquitination, leading to stabilization of IκBα. These results suggest that the substrate-specific degradation of IκBα is mediated by a Skp1/Cull 1/F-box protein (SCF) FWD1 ubiquitin-ligase complex and that FWD1 serves as an intracellular receptor for phosphorylated IκBα. Skp1/Cullin/F-box protein FWD1 might play a critical role in transcriptional regulation of NF-κB through control of IκB protein stability.
Resumo:
Splicing of nuclear precursors of mRNA (pre-mRNA) involves dynamic interactions between the RNA constituents of the spliceosome. The rearrangement of RNA–RNA interactions, such as the unwinding of the U4/U6 duplex, is believed to be driven by ATP-dependent RNA helicases. We recently have shown that spliceosomal U5 small nuclear ribonucleoproteins (snRNPs) from HeLa cells contain two proteins, U5–200kD and U5–100kD, which share homology with the DEAD/DEXH-box families of RNA helicases. Here we demonstrate that purified U5 snRNPs exhibit ATP-dependent unwinding of U4/U6 RNA duplices in vitro. To identify the protein responsible for this activity, U5 snRNPs were depleted of a subset of proteins under high salt concentrations and assayed for RNA unwinding. The activity was retained in U5 snRNPs that contain the U5–200kD protein but lack U5–100kD, suggesting that the U5–200kD protein could mediate U4/U6 duplex unwinding. Finally, U5–200kD was purified to homogeneity by glycerol gradient centrifugation of U5 snRNP proteins in the presence of sodium thiocyanate, followed by ion exchange chromatography. The RNA unwinding activity was found to reside exclusively with the U5–200kD DEXH-box protein. Our data raise the interesting possibility that this RNA helicase catalyzes unwinding of the U4/U6 RNA duplex in the spliceosome.
Resumo:
Extensive studies of the β-phaseolin (phas) gene in transgenic tobacco have shown that it is highly active during seed embryogenesis but is completely silent in leaf and other vegetative tissues. In vivo footprinting revealed that the lack of even basal transcriptional activity in vegetative tissues is associated with the presence of a nucleosome that is rotationally positioned with base pair precision over three phased TATA boxes present in the phas promoter. Positioning is sequence-dependent because an identical rotational setting is obtained upon nucleosome reconstitution in vitro. A comparison of DNase I and dimethyl sulfate footprints in vivo and in vitro strongly suggests that this repressive chromatin architecture is remodeled concomitant with gene activation in the developing seed. This leads to the disruption of histone-mediated DNA wrapping and the assembly of the TATA boxes into a transcriptionally competent nucleoprotein complex.
Resumo:
The basal transcription factor IIE (TFIIE) is thought to be one of the last factors to be assembled into a preinitiation complex (PIC) at eukaryotic promoters after RNA polymerase II and TFIIF have been incorporated. It was shown that a primary function of TFIIE is to recruit and cooperate with TFIIH in promoter melting. Here, we show that the large subunit of TFIIE (E56) can directly stimulate TBP binding to the promoter in the absence of other basal factors. The zinc-finger domain of E56, required for transcriptional activity, is critical for this function. In addition, the small subunit of TFIIE (E34) directly contacts DNA and TFIIA and thus providing a second mechanism for TFIIE to help binding of a TBP/IIA complex to the promoter, the first critical step in the PIC assembly. These studies suggest an alternative PIC assembly pathway in which TFIIE affects both TBP and TFIIH functions during initiation of RNA synthesis.