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Short and Long-Term Time Series Forecasting Stochastic Analysis for Slow Dynamic Processes

Applied Mathematics 2019年第8期10卷 704-717页

作者： Julián Pucheta Carlos Salas Martín Herrera Cristian Rodriguez Rivero Gustavo Alasino FCEFyN-universidad nacional de Córdoba Córdoba Argentina ftyca-universidad nacional de catamarca Catamarca Argentina Cristian University of California Los Angeles USA universidad Torcuato Di Tella Buenos Aires Argentina

This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and long-term time series forecast and to model the behavior of the underlying process using nonlinear artificial neural networks (ANN) is presented. The algorithm can effectively forecast the time-series data by stochastic analysis (Monte Carlo) of its future behavior using fractional Gaussian noise (fGn). The algorithm was used to forecast country risk time series for several countries, both for short term that is 30 days ahead and long term 350 days ahead scenarios.

关键词： Stochastic Analysis Time Series Forecasting decision Making Dynamic Process Process Modelling

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Mountain invasions on the way:are there climatic constraints for the expansion of alien woody species along an elevation gradient in Argentina?

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Journal of Plant Ecology 2016年第4期9卷 380-392页

作者： Paula A.Tecco Ana I.Pais-Bosch Guillermo Funes Paula I.Marcora Sebastián R.Zeballos Marcelo Cabido Carlos Urcelay Instituto Multidisciplinario de BiologíaVegetal(CONICET-UNC) Velez Sarsfield 1611.Córdoba 5000Argentina Facultad de Ciencias Exactas Físicas y Naturales Universidad Nacional de CórdobaVelez Sarsfield 299Córdoba 5000Argentina Facultad de Ciencias Agrarias Universidad Nacional de Catamarca.Maestro Quiroga 51Catamarca 4700Argentina

Aims Increasing evidence worldwide indicates that high mountain regions are not immune to invasion by alien ***,we aimed to address whether three major woody invaders of low-mountain areas are constrained to lower altitudes due to climatic restrictions or just by low propagule *** hypothesize that the increasing climatic harshness towards higher altitudes restricts seedling establishment and survival of these woody invaders and thus their potential for altitudinal *** The study was carried out in the Sierras Grandes Mountains,Córdoba,central Argentina(32°50′S,64°90′W).We addressed the hypothesis with an experimental approach,dissociating the effect of the environmental gradient from that of propagule pressure,by discarding the influence of seed *** translocated seeds of Gleditsia triacanthos L.,Ligustrum lucidum *** Pyracantha angustifolia(Franch.)*** the altitudinal gradient(from 900 to 2700 m asl).Seven sites were selected along the altitudinal gradient,spaced every 200-400 *** plots(4×4 m)were selected within each altitudinal site and excluded from livestock;100 seeds of each species were sown within each plot(6300 seeds in total).Seedling emergence and survival was monitored during two growing seasons and soil temperature and moisture was recorded as *** field experiment was complemented with lab *** Findings Climate along this altitudinal gradient might be least restrictive at mid elevations,as a result of the intersection between opposite soil temperature and moisture *** seeds germinated along the whole altitudinal gradient and seedlings successfully established and over-wintered well above their current altitudinal distribution(up to 2200 m for Ligustrum and 2400 m for Gleditsia and Pyracantha).Additional lab assays confirmed field patterns and gave some insights into contrasting regeneration strategies between these invaders that might help to overcome stochastic e

关键词： altitudinal gradient exotic species Gleditsia triacanthos Ligustrum lucidum Pyracantha angustifolia seedling establishment

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Low Voltage Daily Energy demand Temperature dependent Representation by Using Circular Statistics

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Applied Mathematics 2019年第3期10卷 61-74页

作者： Pucheta Julián Salas Carlos Piumetto Miguel Herrera Martín Rodriguez Rivero Cristian departamento de Electrónica-FCEFyN-universidad nacional de Córdoba Córdoba Argentina ftyca-universidad nacional de catamarca San Fernando del Valle de Catamarca Argentina Center for Neuroscience University of California at Davis-EEUU Davis Argentina

In this work, a tool that allows visualizing the probability of the power demand according to the temperature and the hours of the day is presented. This aim contributes to the decision making support for the transformer and its service administration. The objective is to represent the demand accurately as a color statistical map based on two variables: the time of day and the ambient temperature. Since the daily energy consumption is periodic regarding the hours of the day in terms of several days, its representation with Gaussian models becomes difficult, but it is simplified when working with circular statistics. The circular statistics used here is the Von Mises distribution, which has the parameters mean address and kappa concentration. Results obtained from measurements made over a year in a medium-voltage transformer with intervals of 60 minutes are shown.

关键词： Distribution Transformers Charge Estimation Time Series Dynamic Process Circular Statistics

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Stability Analysis of a Neurocontroller with Kalman Estimator for the Inverted Pendulum Case

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Applied Mathematics 2017年第11期8卷 1602-1618页

作者： Julián Antonio Pucheta Cristian Rodríguez Rivero Carlos Alberto Salas Martín Herrera Sergio Oscar Laboret departamentos de Electrotecnia y de Electrónica Laboratorio de Investigación Matemática Aplicada a Control (LIMAC) Facultad de Ciencias Exactas Físicas y Naturales-Universidad Nacional de Córdoba Córdoba Argentina departamento de Ingeniería Electrónica Facultad de Tecnología y Ciencias Aplicadas Universidad Nacional de Catamarca Catamarca Argentina

In this paper, a practical analysis of stability by simulation for the effect of incorporating a Kalman estimator in the control loop of the inverted pendulum with a neurocontroller is presented. The neurocontroller is calculated by approximate optimal control, without considering the Kalman estimator in the loop following the Theorem of the separation. The results are compared with a time-varying linear controller, which in noiseless conditions in the state or in the measurement has an acceptable performance, but when it is under noise conditions its operation closes into a state space range more limited than the one proposed here.

关键词： Optimal Control Neurocontroller Inverted Pendulum State Estimation Stability

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