Browsing by Subject "Processos estocàstics"
Now showing items 1-20 of 114
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A construction of continuous-time ARMA models by iterations of Ornstein-Uhlenbeck processes
(Institut d'Estadística de Catalunya, 2016-12)
Article
Open AccessWe present a construction of a family of continuous-time ARMA processes based on p iterations of the linear operator that maps a Lévy process onto an Ornstein-Uhlenbeck process. The construction resembles the procedure to ... -
A distributed augmented Lagrangian method over stochastic networks for economic dispatch of large-scale energy systems
(2021)
Article
Open AccessIn this paper, we propose a distributed model predictive control (MPC) scheme for economic dispatch of energy systems with a large number of active components. The scheme uses a distributed optimization algorithm that works ... -
A mathematical proof of the soundness of the Fibonacci retracement rule in technical analysis of asset prices
(Universitat Politècnica de Catalunya, 2021-01)
Bachelor thesis
Open AccessThis project covers the idea of the Fibonacci retracement rule and its mathematical proof. Firstly, a thorough analysis of stochastic processes, in particular, diffusion processes such as the Brownian motion, the CEV model ... -
A note on the application of integrals involving cyclic products of kernels
(Institut d'Estadística de Catalunya, 2002)
Article
Open AccessIn statistics of stochastic processes and random fields, a moment function or a cumulant of an estimate of either the correlation function or the spectral function can often contain an integral involving a cyclic product ... -
A novel methodology for adaptive community detection
(Universitat Politècnica de Catalunya, 2019-06)
Bachelor thesis
Open AccessCommunity detection and statistical dependence detection between different sets of data are two very intertwined topics of research with many real world applications in areas involving information science resources, such ... -
A simulation-based algorithm for solving the Vehicle Routing Problem with Stochastic Demands
(2011)
Conference report
Open AccessThis paper proposes a flexible solution methodology for solving the Vehicle Routing Problem with Stochastic Demands (VRPSD). The logic behind this methodology is to transform the issue of solving a given VRPSD instance ... -
Accelerated Multi-agent optimization method over stochastic networks
(Institute of Electrical and Electronics Engineers (IEEE), 2020)
Conference report
Open AccessWe propose a distributed method to solve a multi-agent optimization problem with strongly convex cost function and equality coupling constraints. The method is based on Nesterov’s accelerated gradient approach and works ... -
Algunas características de los modelos agregados MC-MN de modelos MA.
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1988)
Article
Open AccessSe estudian algunas propiedades de los modelos agregados de mínimos cuadrados y mínima norma de procesos MA. Dichos agregados MC-MN se obtienen mediante una metodología matricial desarrollada por el autor, que es aquí ... -
Algunas posibilidades y limitaciones de las técnicas de filtraje no lineal
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1978-09)
Article
Open AccessEl filtraje no lineal es una técnica con grandes posibilidades; previsiblemente podrá utilizarse para problemas tales como el de previsión, estudio de series cronológicas y estimación de parámetros. Cabe distinguir entre ... -
An agile simheuristic for the stochastic team task assignment and orienteering problem: applications to unmanned aerial vehicles
(2020)
Conference report
Open AccessEfficient coordination of unmanned aerial vehicles (UAVs) requires the solving of challenging operational problems. One of them is the integrated team task assignment and orienteering problem (TAOP). The TAOP can be seen ... -
An alternative to CARMA models via iterations of Ornstein–Uhlenbeck processes
(Springer, 2015)
Conference report
Restricted access - publisher's policyWe present a new construction of continuous ARMA processes based on iterating an Ornstein–Uhlenbeck operator OUκ that maps a random variable y(t) onto OUκy(t)=∫t−∞e−κ(t−s)dy(s). This construction resembles the procedure ... -
Analysis and simulation of a synergetic environmental control and life support system for long duration spaceflight
(Universitat Politècnica de Catalunya, 2015-12-11)
Doctoral thesis
Open Access
Covenantee: Universität StuttgartManned missions carried out in the last decades were either close to Earth or short missions. In contrast, Space Agencies future plans include manned exploration missions to asteroids, the Moon and finally Mars. The expected ... -
Analysis of Frozen Concentrated Orange Juice's Production Model under Stochastic Demand
(Universitat Politècnica de Catalunya / Universidade de Sao Paulo, 2009)
Master thesis (pre-Bologna period)
Restricted access - author's decisionThis project will study the model of Frozen Concentrated Orange Juice (FCOJ) by [10] from a stochastic point of view. A review of the literature around stochastic processes, stochastic linear problems and two-stage ... -
Análisis comparativo de cálculo de previsiones univariables y función de transferencia, mediante las metodologías de Box-Jenkins y redes neuronales
(Institut d'estadística de Catalunya, 1995)
Article
Open AccessEn este trabajo se presenta una comparación de los resultados obtenidos en el cálculo de previsiones de series temporales univariables y de función de transferencia, mediante la metodología de Box-Jenkins y la utilización ... -
Análisis de detección de raíces unitarias en series de tiempo. Un enfoque metodológico con tests no similares
(Institut d'Estadística de Catalunya, 2000)
Article
Open Access -
Aplicació de l'anàlisi multivariant a un estudi sobre les llengües europees
(Universitat Politècnica de Catalunya. Centre de Càlcul, 1993)
Article
Open AccessUtilitzant una informado complexa i qualitativa (l'escriptura deis deu primers nombres) es presenta un mètode que permet quantificar ade-quadament les diferencies entre catorze llengües europees construint una matriu de ... -
Aplicación de la metodología de Box-Jenkins a la previsión de la punta mensual de carga de una empresa eléctrica
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1978-12)
Article
Open AccessEn este trabajo se detallan con intención ilustrativa los pasos del análisis y modelado de la serie "Puntas Mensuales de Carga" de la empresa Gas y Electricidad, S.A. (G.E.S.A.) por el método de Box-Jenkins. Una vez modelada ... -
Aplicación de redes neuronales artificiales a la previsión de series temporales no estacionarias o no invertibles
(Institut d'Estadística de Catalunya, 2002)
Article
Open AccessEn los últimos tiempos se ha comprobado un aumento del interés en la aplicación de las Redes Neuronales Artificiales a la previsión de series temporales, intentando explotar las indudables ventajas de estas herramientas. ... -
Asymptotically optimal filtering in linear systems with fractional Brownian noises
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessIn this paper, the filtering problem is revisited in the basic Gaussian homogeneous linear system driven by fractional Brownian motions. We exhibit a simple approximate filter which is asymptotically optimal in the sense ... -
Canards, folded nodes and mixed-mode oscillations in piecewise-linear slow-fast systems
(2016-11-03)
Article
Open AccessCanard-induced phenomena have been extensively studied in the last three decades, from both the mathematical and the application viewpoints. Canards in slow-fast systems with (at least) two slow variables, especially near ...
