Forecasting Electricity Prices and their volatilities using Unobserved Components.

The liberalization of electricity markets more than ten years ago in the vast majority of developed countries has introduced the need of modelling and forecasting electricity prices and volatilities, both in the short and long term. Thus, there is a need of providing methodology that is able to deal with the most important features of electricity price series, which are well known for presenting not only structure in conditional mean but also time-varying conditional variances. In this work we propose a new model, which allows to extract conditionally heteroskedastic common factors from the vector of electricity prices. These common factors are jointly estimated as well as their relationship with the original vector of series, and the dynamics affecting both their conditional mean and variance. The estimation of the model is carried out under the state-space formulation. The new model proposed is applied to extract seasonal common dynamic factors as well as common volatility factors for electricity prices and the estimation results are used to forecast electricity prices and their volatilities in the Spanish zone of the Iberian Market. Several simplified/alternative models are also considered as benchmarks to illustrate that the proposed approach is superior to all of them in terms of explanatory and predictive power.

Digital Control Implementation to Reduce the Cost and Improve the Performance of the Control Stage of an Industrial Switched-Mode Power Supply

The main objective of this work is the design and implementation of the digital control stage of a 280W AC/DC industrial power supply in a single low-cost microcontroller to replace the analog control stage. The switch-mode power supply (SMPS) consists of a PFC boost converter with fixed frequency operation and a variable frequency LLC series resonant DC/DC converter. Input voltage range is 85VRMS-550VRMS and the output voltage range is 24V-28V. A digital controller is especially suitable for this kind of SMPS to implement its multiple functionalities and to keep the efficiency and the performance high over the wide range of input voltages. Additional advantages of the digital control are reliability and size. The optimized design and implementation of the digital control stage it is presented. Experimental results show the stable operation of the controlled system and an estimation of the cost reduction achieved with the digital control stage.

Diseño de un modelo de riesgo integral de incendios forestales mediante técnicas multicriterio y su automatización en sistemas de información geográfica : una aplicación en la Comunidad Valenciana

Los incendios forestales son la principal causa de mortalidad de árboles en la Europa mediterránea y constituyen la amenaza más seria para los ecosistemas forestales españoles. En la Comunidad Valenciana, diariamente se despliega cerca de un centenar de vehículos de vigilancia, cuya distribución se apoya, fundamentalmente, en un índice de riesgo de incendios calculado en función de las condiciones meteorológicas. La tesis se centra en el diseño y validación de un nuevo índice de riesgo integrado de incendios, especialmente adaptado a la región mediterránea y que facilite el proceso de toma de decisiones en la distribución diaria de los medios de vigilancia contra incendios forestales. El índice adopta el enfoque de riesgo integrado introducido en la última década y que incluye dos componentes de riesgo: el peligro de ignición y la vulnerabilidad. El primero representa la probabilidad de que se inicie un fuego y el peligro potencial para que se propague, mientras que la vulnerabilidad tiene en cuenta las características del territorio y los efectos potenciales del fuego sobre el mismo. Para el cálculo del peligro potencial se han identificado indicadores relativos a los agentes naturales y humanos causantes de incendios, la ocurrencia histórica y el estado de los combustibles, extremo muy relacionado con la meteorología y las especies. En cuanto a la vulnerabilidad se han empleado indicadores representativos de los efectos potenciales del incendio (comportamiento del fuego, infraestructuras de defensa), como de las características del terreno (valor, capacidad de regeneración…). Todos estos indicadores constituyen una estructura jerárquica en la que, siguiendo las recomendaciones de la Comisión europea para índices de riesgo de incendios, se han incluido indicadores representativos del riesgo a corto plazo y a largo plazo. El cálculo del valor final del índice se ha llevado a cabo mediante la progresiva agregación de los componentes que forman cada uno de los niveles de la estructura jerárquica del índice y su integración final. Puesto que las técnicas de decisión multicriterio están especialmente orientadas a tratar con problemas basados en estructuras jerárquicas, se ha aplicado el método TOPSIS para obtener la integración final del modelo. Se ha introducido en el modelo la opinión de los expertos, mediante la ponderación de cada uno de los componentes del índice. Se ha utilizado el método AHP, para obtener las ponderaciones de cada experto y su integración en un único peso por cada indicador. Para la validación del índice se han empleado los modelos de Ecuaciones de Estimación Generalizadas, que tienen en cuenta posibles respuestas correlacionadas. Para llevarla a cabo se emplearon los datos de oficiales de incendios ocurridos durante el período 1994 al 2003, referenciados a una cuadrícula de 10x10 km empleando la ocurrencia de incendios y su superficie, como variables dependientes. Los resultados de la validación muestran un buen funcionamiento del subíndice de peligro de ocurrencia con un alto grado de correlación entre el subíndice y la ocurrencia, un buen ajuste del modelo logístico y un buen poder discriminante. Por su parte, el subíndice de vulnerabilidad no ha presentado una correlación significativa entre sus valores y la superficie de los incendios, lo que no descarta su validez, ya que algunos de sus componentes tienen un carácter subjetivo, independiente de la superficie incendiada. En general el índice presenta un buen funcionamiento para la distribución de los medios de vigilancia en función del peligro de inicio. No obstante, se identifican y discuten nuevas líneas de investigación que podrían conducir a una mejora del ajuste global del índice. En concreto se plantea la necesidad de estudiar más profundamente la aparente correlación que existe en la provincia de Valencia entre la superficie forestal que ocupa cada cuadrícula de 10 km del territorio y su riesgo de incendios y que parece que a menor superficie forestal, mayor riesgo de incendio. Otros aspectos a investigar son la sensibilidad de los pesos de cada componente o la introducción de factores relativos a los medios potenciales de extinción en el subíndice de vulnerabilidad. Summary Forest fires are the main cause of tree mortality in Mediterranean Europe and the most serious threat to the Spanisf forest. In the Spanish autonomous region of Valencia, forest administration deploys a mobile fleet of 100 surveillance vehicles in forest land whose allocation is based on meteorological index of wildlandfire risk. This thesis is focused on the design and validation of a new Integrated Wildland Fire Risk Index proposed to efficient allocation of vehicles and specially adapted to the Mediterranean conditions. Following the approaches of integrated risk developed last decade, the index includes two risk components: Wildland Fire Danger and Vulnerability. The former represents the probability a fire ignites and the potential hazard of fire propagation or spread danger, while vulnerability accounts for characteristics of the land and potential effects of fire. To calculate the Wildland Fire Danger, indicators of ignition and spread danger have been identified, including human and natural occurrence agents, fuel conditions, historical occurrence and spread rate. Regarding vulnerability se han empleado indicadores representativos de los efectos potenciales del incendio (comportamiento del fuego, infraestructurasd de defensa), como de las características del terreno (valor, capacidad de regeneración…). These indicators make up the hierarchical structure for the index, which, following the criteria of the European Commission both short and long-term indicators have been included. Integration consists of the progressive aggregation of the components that make up every level in risk the index and, after that, the integration of these levels to obtain a unique value for the index. As Munticriteria methods are oriented to deal with hierarchically structured problems and with situations in which conflicting goals prevail, TOPSIS method is used in the integration of components. Multicriteria methods were also used to incorporate expert opinion in weighting of indicators and to carry out the aggregation process into the final index. The Analytic Hierarchy Process method was used to aggregate experts' opinions on each component into a single value. Generalized Estimation Equations, which account for possible correlated responses, were used to validate the index. Historical records of daily occurrence for the period from 1994 to 2003, referred to a 10x10-km-grid cell, as well as the extent of the fires were the dependant variables. The results of validation showed good Wildland Fire Danger component performance, with high correlation degree between Danger and occurrence, a good fit of the logistic model used and a good discrimination power. The vulnerability component has not showed a significant correlation between their values and surface fires, which does not mean the index is not valid, because of the subjective character of some of its components, independent of the surface of the fires. Overall, the index could be used to optimize the preventing resources allocation. Nevertheless, new researching lines are identified and discussed to improve the overall performance of the index. More specifically the need of study the inverse relationship between the value of the wildfire Fire Danger component and the forested surface of each 10 - km cell is set out. Other points to be researched are the sensitivity of the index component´s weight and the possibility of taking into account indicators related to fire fighting resources to make up the vulnerability component.

Optimal and Long-Term Dynamic Transport Policy Design: Seeking Maximum Social Welfare through a Pricing Scheme.

This article presents an alternative approach to the decision-making process in transport strategy design. The study explores the possibility of integrating forecasting, assessment and optimization procedures in support of a decision-making process designed to reach the best achievable scenario through mobility policies. Long-term evaluation, as required by a dynamic system such as a city, is provided by a strategic Land-Use and Transport Interaction (LUTI) model. The social welfare achieved by implementing mobility LUTI model policies is measured through a cost-benefit analysis and maximized through an optimization process throughout the evaluation period. The method is tested by optimizing a pricing policy scheme in Madrid on a cordon toll in a context requiring system efficiency, social equity and environmental quality. The optimized scheme yields an appreciable increase in social surplus through a relatively low rate compared to other similar pricing toll schemes. The results highlight the different considerations regarding mobility impacts on the case study area, as well as the major contributors to social welfare surplus. This leads the authors to reconsider the cost-analysis approach, as defined in the study, as the best option for formulating sustainability measures.

Key quality factors and travellers profiles at interurban interchanges

La planificación y las políticas de transporte no pueden descuidar la calidad del servicio, considerando que influye notablemente en el cambio modal del coche hacia otros medios de transporte más sostenibles. El concepto se aplica también a los intercambiadores de transporte público, los nodos del sistema donde se cruzan las distintas redes del transporte público y privado. Aunque se han logrado numerosos avances para medir y evaluar la calidad en el sector del transporte público, se han dedicado relativamente pocos esfuerzos a investigar estos aspectos relacionados con la calidad de los intercambiadores del transporte público. Este trabajo de investigación se concentra en la calidad del servicio de la transferencia modal en los intercambiadores interurbanos, según la perspectiva de los viajeros. Su objetivo es identificar los factores clave de la calidad del servicio y los perfiles de los viajeros en los intercambiadores. La investigación es exploratoria y ofrece información acerca de la percepción de los viajeros intermodales relacionada con los aspectos de la calidad, aportando nuevos elementos y datos para adentrarse en estudios más detallados. La metodología del trabajo combina técnicas de análisis estadístico multivariante para analizar los datos de las encuestas sobre la satisfacción de los clientes y se subdivide en tres etapas. En primer lugar, se ha implementado el análisis de correspondencias múltiples para explorar los constructos latentes relacionados con la satisfacción de las características cualitativas de los intercambiadores interurbanos, identificando así los factores clave de la calidad. En segundo lugar, se ha aplicado un análisis de conglomerados de k-medias sobre los factores clave de calidad para clasificar a los viajeros en grupos de usuarios de transportes homogéneos, de acuerdo con su percepción de satisfacción, identificando de este modo los perfiles de los viajeros. Por último, se han formulado sugerencias y recomendaciones sobre la calidad para respaldar la formulación de políticas, estableciendo las prioridades para los intercambiadores interurbanos. La metodología se aplicó en cuatro intercambiadores interurbanos (estaciones de ferrocarriles o de autobuses ) en Madrid, Zaragoza, Gothenburg y Lion, analizando los datos recogidos mediante una encuesta de satisfacción del cliente llevada a cabo en 2011 en los cuatro casos de estudio, donde se interconectan distintos medios de transporte público y privado, de corta y larga distancia. Se recogieron datos sobre la satisfacción de los viajeros con 26 criterios de calidad, así como información sobre aspectos socio-económicos y pautas de comportamiento de viajes. Mediante el análisis de correspondencias múltiples se identificaron 4-5 factores clave de calidad en cada intercambiador, que se asocian principalmente con el sistema de emisión de billetes, el confort y la interconexión, mientras que los viajeros no perciben los temas clásicos como la información. Mediante el análisis de conglomerados se identificaron 2-5 perfiles de viajeros en cada intercambiador. Se reconocieron dos grupos de viajeros en casi todos los casos de estudio: viajeros de cercanía/trabajadores y turistas. Por lo que concierne a las prioridades para apoyar a las partes interesadas en la formulación de políticas, la expedición de billetes es el factor clave para los intercambiadores interurbanos españoles, mientras que la interconexión y los aspectos temporales se destacan en los intercambiadores de Francia y Suecia. Quality of Service can not be neglected in public transport planning and policy making, since it strongly influences modal shifts from car to more sustainable modes. This concept is also related to Public Transport interchanges, the nodes of the transport system where the different sub-systems of public passenger transport and personal vehicles meet. Although a lot of progress has been generally done to measure and assess quality in public transport sector, relatively little investigation has been conducted on quality at PT interchanges. This research work focusses on Quality of Service in the use of transfer facilities at interurban interchanges, according to current travellers’ perspective. It aims at identifying key quality factors and travellers profiles at interurban interchanges. The research is exploratory and offers insight into intermodal travellers’ perception on quality aspects, providing new elements and inputs for more definitive investigation. The methodology of the work combines multivariate statistical techniques to analyse data from customer satisfaction surveys and is subdivided in three steps. Firstly, multiple correspondence analysis was performed to explore latent constructs as concern satisfaction of quality attributes at interurban interchanges, thus identifying the so-called Key Quality Factor. Secondly, k-means cluster analysis was implemented on the key quality factors to classify travellers in homogeneous groups of transport users, according to their perception of satisfaction, thus identifying the so-called Travellers Profiles. Finally, hints and recommendations on quality were identified to support policy making, setting priorities for interurban interchanges. The methodology was applied at four interurban interchanges in Madrid, Zaragoza, Gothenburg and Lyon, analysing the data collected through a customer satisfaction survey carried out in 2011 at the four railway or bus stations where different modes of public and private transport are interconnected covering both short and long trips. Data on travellers’ satisfaction with 26 quality attributes were collected, as well as information on socio-economical and travel patterns. Through multiple correspondence analysis were identified 4-5 key quality factors per interchange. They are mainly related to ticketing, comfort and connectivity, while classical issues, as information, are not perceived as important by travellers’. Through cluster analysis were identified 2-5 travellers profiles per interchange. Two groups of travellers can be found in almost all case studies: commuter / business travellers and holiday travellers. As regards the priorities to support stakeholders in policy making, ticketing is the key-issue for the Spanish interurban interchanges, while connectivity and temporal issues emerge in the French and Swedish case studies.

Optimal and Long-Term Dynamic Transport Policy Design: Seeking Maximum Social Welfare through a Pricing Scheme

This article presents an alternative approach to the decision-making process in transport strategy design. The study explores the possibility of integrating forecasting, assessment and optimization procedures in support of a decision-making process designed to reach the best achievable scenario through mobility policies. Long-term evaluation, as required by a dynamic system such as a city, is provided by a strategic Land-Use and Transport Interaction (LUTI) model. The social welfare achieved by implementing mobility LUTI model policies is measured through a cost-benefit analysis and maximized through an optimization process throughout the evaluation period. The method is tested by optimizing a pricing policy scheme in Madrid on a cordon toll in a context requiring system efficiency, social equity and environmental quality. The optimized scheme yields an appreciable increase in social surplus through a relatively low rate compared to other similar pricing toll schemes. The results highlight the different considerations regarding mobility impacts on the case study area, as well as the major contributors to social welfare surplus. This leads the authors to reconsider the cost-analysis approach, as defined in the study, as the best option for formulating sustainability measures.

Negative density dependence and environmental heterogeneity effects on tree ferns across succession in a tropical montane forest.

Although tree ferns are an important component of temperate and tropical forests, very little is known about their ecology. Their peculiar biology (e.g., dispersal by spores and two-phase life cycle) makes it difficult to extrapolate current knowledge on the ecology of other tree species to tree ferns. In this paper, we studied the effects of negative density dependence (NDD) and environmental heterogeneity on populations of two abundant tree fern species, Cyathea caracasana and Alsophila engelii, and how these effects change across a successional gradient. Species patterns harbor information on processes such as competition that can be easily revealed using point pattern analysis techniques. However, its detection may be difficult due to the confounded effects of habitat heterogeneity. Here, we mapped three forest plots along a successional gradient in the montane forests of Southern Ecuador. We employed homogeneous and inhomogeneous K and pair correlation functions to quantify the change in the spatial pattern of different size classes and a case-control design to study associations between juvenile and adult tree ferns. Using spatial estimates of the biomass of four functional tree types (short- and long-lived pioneer, shade- and partial shade-tolerant) as covariates, we fitted heterogeneous Poisson models to the point pattern of juvenile and adult tree ferns and explored the existence of habitat dependencies on these patterns. Our study revealed NDD effects for C. caracasana and strong environmental filtering underlying the pattern of A. engelii. We found that adult and juvenile populations of both species responded differently to habitat heterogeneity and in most cases this heterogeneity was associated with the spatial distribution of biomass of the four functional tree types. These findings show the effectiveness of factoring out environmental heterogeneity to avoid confounding factors when studying NDD and demonstrate the usefulness of covariate maps derived from mapped communities.

Memory and long-term potentiation (LTP) dissociated: Normal spatial memory despite CA1 LTP elimination with Kv1.4 antisense

Long-term potentiation (LTP) in the hippocampal slice preparation has been proposed as an in vitro model for long-term memory. However, correlation of LTP with memory in living animals has been difficult to demonstrate. Furthermore, in the last few years evidence has accumulated that dissociate the two. Because potassium channels might determine the weight of synapses in networks, we studied the role of Kv1.4, a presynaptic A-type voltage-dependent K+ channel, in both memory and LTP. Reverse transcription–PCR and Western blot analysis with specific antibodies showed that antisense oligodeoxyribonucleotide to Kv1.4 microinjected intraventricularly into rat brains obstructed hippocampal Kv1.4 mRNA, “knocking down” the protein in the hippocampus. This antisense knockdown had no effect on rat spatial maze learning, memory, or exploratory behavior, but eliminated both early- and late-phase LTP and reduced paired-pulse facilitation (a presynaptic effect) in CA1 pyramidal neurons without affecting dentate gyrus LTP. This presynaptic Kv1.4 knockdown together with previous postsynaptic Kv1.1 knockdown demonstrates that CA1 LTP is neither necessary nor sufficient for rat spatial memory.

Shedding light on the dark and weakly fluorescent states of green fluorescent proteins

Recent experiments on various similar green fluorescent protein (GFP) mutants at the single-molecule level and in solution provide evidence of previously unknown short- and long-lived “dark” states and of related excited-state decay channels. Here, we present quantum chemical calculations on cis-trans photoisomerization paths of neutral, anionic, and zwitterionic GFP chromophores in their ground and first singlet excited states that explain the observed behaviors from a common perspective. The results suggest that favorable radiationless decay channels can exist for the different protonation states along these isomerizations, which apparently proceed via conical intersections. These channels are suggested to rationalize the observed dramatic reduction of fluorescence in solution. The observed single-molecule fast blinking is attributed to conversions between the fluorescent anionic and the dark zwitterionic forms whereas slow switching is attributed to conversions between the anionic and the neutral forms. The predicted nonadiabatic crossings are seen to rationalize the origins of a variety of experimental observations on a common basis and may have broad implications for photobiophysical mechanisms in GFP.

Capture of a protein synthesis-dependent component of long-term depression

Hippocampal-based behavioral memories and hippocampal-based forms of synaptic plasticity, such as long-term potentiation, are divisible into short- and long-term phases, with the long-term phase requiring the synthesis of new proteins and mRNA for its persistence. By contrast, it is less clear whether long-term depression (LTD) can be divisible into phases. We here describe that in stable hippocampal organotypic cultures, LTD also is not a unitary event but a multiphase process. A prolonged stimulus of 900 stimuli spaced at 1 Hz for 15 min induces a late phase of LTD, which is protein- and mRNA synthesis-dependent. By contrast, a short train of the same 900 stimuli massed at 5 Hz for 3 min produces only a short-lasting LTD. This short-lasting LTD is capable of capturing late-phase LTD. The 5-Hz stimulus or the prolonged 1-Hz stimulus in the presence of protein synthesis inhibitors each can be transformed into an enduring late phase of depression when the prolonged stimulus is applied to another input in the same population of neurons.

Diacylglycerol kinase ɛ regulates seizure susceptibility and long-term potentiation through arachidonoyl– inositol lipid signaling

Arachidonoyldiacylglycerol (20:4-DAG) is a second messenger derived from phosphatidylinositol 4,5-bisphosphate and generated by stimulation of glutamate metabotropic receptors linked to G proteins and activation of phospholipase C. 20:4-DAG signaling is terminated by its phosphorylation to phosphatidic acid, catalyzed by diacylglycerol kinase (DGK). We have cloned the murine DGKɛ gene that showed, when expressed in COS-7 cells, selectivity for 20:4-DAG. The significance of DGKɛ in synaptic function was investigated in mice with targeted disruption of the DGKɛ. DGKɛ−/− mice showed a higher resistance to eletroconvulsive shock with shorter tonic seizures and faster recovery than DGKɛ+/+ mice. The phosphatidylinositol 4,5-bisphosphate-signaling pathway in cerebral cortex was greatly affected, leading to lower accumulation of 20:4-DAG and free 20:4. Also, long-term potentiation was attenuated in perforant path–dentate granular cell synapses. We propose that DGKɛ contributes to modulate neuronal signaling pathways linked to synaptic activity, neuronal plasticity, and epileptogenesis.

γ-Aminobutyric acid type A receptors modulate cAMP-mediated long-term potentiation and long-term depression at monosynaptic CA3–CA1 synapses

cAMP induces a protein-synthesis-dependent late phase of long-term potentiation (LTP) at CA3–CA1 synapses in acute hippocampal slices. Herein we report cAMP-mediated LTP and long-term depression (LTD) at monosynaptic CA3–CA1 cell pairs in organotypic hippocampal slice cultures. After bath application of the membrane-permeable cAMP analog adenosine 3′,5′-cyclic monophosphorothioate, Sp isomer (Sp-cAMPS), synaptic transmission was enhanced for at least 2 h. Consistent with previous findings, the late phase of LTP requires activation of cAMP-dependent protein kinase A and protein synthesis. There is also an early phase of LTP induced by cAMP; the early phase depends on protein kinase A but, in contrast to the later phase, does not require protein synthesis. In addition, the cAMP-induced LTP is associated with a reduction of paired-pulse facilitation, suggesting that presynaptic modification may be involved. Furthermore, we found that Sp-cAMPS induced LTD in slices pretreated with picrotoxin, a γ-aminobutyric acid type A (GABAA) receptor antagonist. This form of LTD depends on protein synthesis and protein phosphatase(s) and is accompanied by an increased ratio of failed synaptic transmission. These results suggest that GABAA receptors can modulate the effect of cAMP on synaptic transmission and thus determine the direction of synaptic plasticity.

Neural mechanisms for visual memory and their role in attention

Recent studies show that neuronal mechanisms for learning and memory both dynamically modulate and permanently alter the representations of visual stimuli in the adult monkey cortex. Three commonly observed neuronal effects in memory-demanding tasks are repetition suppression, enhancement, and delay activity. In repetition suppression, repeated experience with the same visual stimulus leads to both short- and long-term suppression of neuronal responses in subpopulations of visual neurons. Enhancement works in an opposite fashion, in that neuronal responses are enhanced for objects with learned behavioral relevance. Delay activity is found in tasks in which animals are required to actively hold specific information “on-line” for short periods. Repetition suppression appears to be an intrinsic property of visual cortical areas such as inferior temporal cortex and is thought to be important for perceptual learning and priming. By contrast, enhancement and delay activity may depend on feedback to temporal cortex from prefrontal cortex and are thought to be important for working memory. All of these mnemonic effects on neuronal responses bias the competitive interactions that take place between stimulus representations in the cortex when there is more than one stimulus in the visual field. As a result, memory will often determine the winner of these competitions and, thus, will determine which stimulus is attended.

Long-range repression in the Drosophila embryo.

Transcriptional repressors can be characterized by their range of action on promoters and enhancers. Short-range repressors interact over distances of 50-150 bp to inhibit, or quench, either upstream activators or the basal transcription complex. In contrast, long-range repressors act over several kilobases to silence basal promoters. We describe recent progress in characterizing the functional properties of one such long-range element in the Drosophila embryo and discuss the contrasting types of gene regulation that are made possible by short- and long-range repressors.