Potencialidad de la modelización state-space y el filtro de Kalman para el anàlisis regional : una aplicación para el índice de actividad industrial

El déficit existente a nuestro país con respecto a la disponibilidad de indicadores cuantitativos con los que llevar a término un análisis coyuntural de la actividad industrial regional ha abierto un debate centrado en el estudio de cuál es la metodología más adecuada para elaborar indicadores de estas características. Dentro de este marco, en este trabajo se presentan las principales conclusiones obtenidas en anteriores estudios (Clar, et. al., 1997a, 1997b y 1998) sobre la idoneidad de extender las metodologías que actualmente se están aplicando a las regiones españolas para elaborar indicadores de la actividad industrial mediante métodos indirectos. Estas conclusiones llevan a plantear una estrategia distinta a las que actualmente se vienen aplicando. En concreto, se propone (siguiendo a Israilevich y Kuttner, 1993) un modelo de variables latentes para estimar el indicador de la producción industrial regional. Este tipo de modelo puede especificarse en términos de un modelo statespace y estimarse mediante el filtro de Kalman. Para validar la metodología propuesta se estiman unos indicadores de acuerdo con ella para tres de las cuatro regiones españolas que disponen d¿un Índice de Producción Industrial (IPI) elaborado mediante el método directo (Andalucía, Asturias y el País Vasco) y se comparan con los IPIs publicados (oficiales). Los resultados obtenidos muestran el buen comportamiento de l¿estrategia propuesta, abriendo así una línea de trabajo con la que subsanar el déficit al que se hacía referencia anteriormente

Determination of hydraulic properties of a tropical soil of Hawaii using column experiments and inverse modeling

A method for determining soil hydraulic properties of a weathered tropical soil (Oxisol) using a medium-sized column with undisturbed soil is presented. The method was used to determine fitting parameters of the water retention curve and hydraulic conductivity functions of a soil column in support of a pesticide leaching study. The soil column was extracted from a continuously-used research plot in Central Oahu (Hawaii, USA) and its internal structure was examined by computed tomography. The experiment was based on tension infiltration into the soil column with free outflow at the lower end. Water flow through the soil core was mathematically modeled using a computer code that numerically solves the one-dimensional Richards equation. Measured soil hydraulic parameters were used for direct simulation, and the retention and soil hydraulic parameters were estimated by inverse modeling. The inverse modeling produced very good agreement between model outputs and measured flux and pressure head data for the relatively homogeneous column. The moisture content at a given pressure from the retention curve measured directly in small soil samples was lower than that obtained through parameter optimization based on experiments using a medium-sized undisturbed soil column.

Decay of unstable states in the presence of colored noise and random initial conditions. II. Analog experiments and digital simulations

The decay of an unstable state under the influence of external colored noise has been studied by means of analog experiments and digital simulations. For both fixed and random initial conditions, the time evolution of the second moment ¿x2(t)¿ of the system variable was determined and then used to evaluate the nonlinear relaxation time. The results obtained are found to be in excellent agreement with the theoretical predictions of the immediately preceding paper [Casademunt, Jiménez-Aquino, and Sancho, Phys. Rev. A 40, 5905 (1989)].

Variational analysis of the Gross-Neveu model in an S^1 space

The Gross-Neveu model in an S^1 space is analyzed by means of a variational technique: the Gaussian effective potential. By making the proper connection with previous exact results at finite temperature, we show that this technique is able to describe the phase transition occurring in this model. We also make some remarks about the appropriate treatment of Grassmann variables in variational approaches.