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Araya, H., Bahamonde, N., Fermin, L., Roa, T., & Torres, S. (2023). ON THE CONSISTENCY OF LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE JITTERED CASE. Stat. Sin., 33(1), 331–351.
Abstract: In numerous applications, data are observed at random times. Our main purpose is to study a model observed at random times that incorporates a longmemory noise process with a fractional Brownian Hurst exponent H. We propose a least squares estimator in a linear regression model with long-memory noise and a random sampling time called “jittered sampling”. Specifically, there is a fixed sampling rate 1/N, contaminated by an additive noise (the jitter) and governed by a probability density function supported in [0, 1/N]. The strong consistency of the estimator is established, with a convergence rate depending on N and the Hurst exponent. A Monte Carlo analysis supports the relevance of the theory and produces additional insights, with several levels of long-range dependence (varying the Hurst index) and two different jitter densities.
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Araya, H., Bahamonde, N., Fermin, L., Roa, T., & Torres, S. (2023). ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE. Stat. Sin., 33(1), 1–26.
Abstract: In this study, we prove the strong consistency of the least squares estimator in a random sampled linear regression model with long-memory noise and an independent set of random times given by renewal process sampling. Additionally, we illustrate how to work with a random number of observations up to time T = 1. A simulation study is provided to illustrate the behavior of the different terms, as well as the performance of the estimator under various values of the Hurst parameter H.
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Arias, M. B., Poupin, M. J., & Lardies, M. A. (2011). Plasticity of life-cycle, physiological thermal traits and Hsp70 gene expression in an insect along the ontogeny: Effect of temperature variability. J. Therm. Biol., 36(6), 355–362.
Abstract: It is considered that extreme environmental temperature, rather than mean temperatures exert a selective pressure in ectotherms. Consequently, it is important to understand how the predicted increase in temperature variance with a higher frequency of extreme events in climate change is likely to impact on organisms. Thermal tolerance traits (i.e. chill-coma, recovery time, Hsp70 expression) are directly linked with performance in ectotherms and have consequences in life-history traits. We examined the effects of temperature variability on thermal tolerance and life-history traits through ontogeny of an insect with a complex life-cycle: the yellow mealworm beetle Tenebrio molitor. We established two common gardens with 100 recently ovoposited eggs each. Larvae were reared from hatching to adult on either a variable (mean=18 degrees C and a variance of 6.8 degrees C) or constant (18 +/- 1 degrees C) thermal environment. Development rate and growth rate were similar between thermal environments. Results indicate that larvae reared in a variable environment are more cold-tolerant than larvae of a constant environment. Interestingly, these results are reversed in the adult stage, outlining an inter-stage physiological cost. Gene expression pattern of an Hsp70 gene was well correlated with larval thermotolerance to cold in the variable environment but higher gene expression in adults is not correlated with individual's thermotolerance. We conclude that chill-coma, recovery time and Hsp70 gene expression are plastic in response to a thermal environment but also change significantly their responses depending on the ontogenetic stage, implying that the response of adult individuals is linked to early stages of the life-cycle. (C) 2011 Elsevier Ltd. All rights reserved,
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Armaza, C., Hojman, S. A., Koch, B., & Zalaquett, N. (2016). On the possibility of non-geodesic motion of massless spinning tops. Class. Quantum Gravity, 33(14), 18 pp.
Abstract: The motion of spinning massless particles in gravitationally curved backgrounds is revisited by considering new types of constraints. Those constraints guarantee zero mass (P μP μ= 0) and they allow for the possibility of trajectories which are not simply null geodesics. To exemplify this previously unknown possibility, the equations of motion are solved for radial motion in Schwarzschild background. It is found that the particle experiences a spin-induced energy shift, which is proportional to the Hawking temperature of the black hole background.
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Asenjo, F. A., & Hojman, S. A. (2017). Do electromagnetic waves always propagate along null geodesics? Class. Quantum Gravity, 34(20), 12 pp.
Abstract: We find exact solutions to Maxwell equations written in terms of fourvector potentials in non-rotating, as well as in Gdel and Kerr spacetimes. We show that Maxwell equations can be reduced to two uncoupled secondorder differential equations for combinations of the components of the four-vector potential. Exact electromagnetic waves solutions are written on given gravitational field backgrounds where they evolve. We find that in non-rotating spherical symmetric spacetimes, electromagnetic waves travel along null geodesics. However, electromagnetic waves on Gdel and Kerr spacetimes do not exhibit that behavior.
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Asenjo, F. A., & Hojman, S. A. (2023). Time-domain supersymmetry for massless scalar and electromagnetic fields in anisotropic cosmologies. Phys. Scr., 98(10), 105302.
Abstract: It is shown that any cosmological anisotropic model produces supersymmetric theories for both massless scalar and electromagnetic (abelian) fields. This supersymmetric theory is the time-domain analogue of a supersymmetric quantum mechanics algebra theory. In this case, the variations of the anisotropic scale factors of the Universe are responsible for triggering the supersymmetry. For scalar fields, the superpartner fields evolve in two different cosmological scenarios (Universes). On the other hand, for propagating electromagnetic fields, supersymmetry is manifested through its polarization degrees of freedom in one Universe. In this case, polarization degrees of freedom of electromagnetic waves, which are orthogonal to its propagation direction, become superpartners from each other. This behavior can be measured, for example, through the rotation of the plane of polarization of cosmological light.
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Asenjo, F. A., Hojman, S. A., Moya-Cessa, H. M., & Soto-Eguibar, F. (2022). Supersymmetric relativistic quantum mechanics in time-domain. Phys. Lett. A, 450, 128371.
Abstract: A supersymmetric relativistic quantum theory in the temporal domain is developed for bi-spinor fields satisfying the Dirac equation. The simplest time-domain supersymmetric theory can be postulated for fields with time-dependent mass, showing an equivalence with the bosonic supersymmetric theory in time-domain. Solutions are presented and they are used to produce probability oscillations between mass states. As an application of this idea, we study the two-neutrino oscillation problem, showing that flavour state oscillations may emerge from the supersymmetry originated by the time-dependence of the unique mass of the neutrino.(c) 2022 Elsevier B.V. All rights reserved.
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Atkinson, J., & Escudero, A. (2022). Evolutionary natural-language coreference resolution for sentiment analysis. Int. J. Inf. Manage. Data Insights, 2(2), 100115.
Abstract: Communicating messages on social media usually conveys much implicit linguistic knowledge, which makes it difficult to process texts for further analysis. One of the major problems, the linguistic coreference resolution task involves detecting coreference chains of entities and pronouns that coreference them. It has mostly been addressed for formal and full-sized text in which a relatively clear discourse structure can be discovered, using Natural-Language Processing techniques. However, texts in social media are short, informal and lack a lot of underlying linguistic information to make decisions so traditional methods can not be applied. Furthermore, this may significantly impact the performance of several tasks on social media applications such as opinion mining, network analysis, sentiment analysis, text categorization. In order to deal with these issues, this research address the task of linguistic co-referencing using an evolutionary computation approach. It combines discourse coreference analysis techniques, domain-based heuristics (i.e., syntactic, semantic and world knowledge), graph representation methods, and evolutionary computation algorithms to resolving implicit co-referencing within informal opinion texts. Experiments were conducted to assess the ability of the model to find implicit referents on informal messages, showing the promise of our approach when compared to related methods.
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Baez-Villanueva, O. M., Zambrano-Bigiarini, M., Miralles, D. G., Beck, H. E., Siegmund, J. F., Alvarez-Garreton, C., et al. (2024). On the timescale of drought indices for monitoring streamflow drought considering catchment hydrological regimes. Hydrol. Earth Syst. Sci., 28(6), 1415–1439.
Abstract: There is a wide variety of drought indices, yet a consensus on suitable indices and temporal scales for monitoring streamflow drought remains elusive across diverse hydrological settings. Considering the growing interest in spatially distributed indices for ungauged areas, this study addresses the following questions: (i) What temporal scales of precipitation-based indices are most suitable to assess streamflow drought in catchments with different hydrological regimes? (ii) Do soil moisture indices outperform meteorological indices as proxies for streamflow drought? (iii) Are snow indices more effective than meteorological indices for assessing streamflow drought in snow-influenced catchments? To answer these questions, we examined 100 near-natural catchments in Chile with four hydrological regimes, using the standardised precipitation index (SPI), standardised precipitation evapotranspiration index (SPEI), empirical standardised soil moisture index (ESSMI), and standardised snow water equivalent index (SWEI), aggregated across various temporal scales. Cross-correlation and event coincidence analysis were applied between these indices and the standardised streamflow index at a temporal scale of 1 month (SSI-1), as representative of streamflow drought events. Our results underscore that there is not a single drought index and temporal scale best suited to characterise all streamflow droughts in Chile, and their suitability largely depends on catchment memory. Specifically, in snowmelt-driven catchments characterised by a slow streamflow response to precipitation, the SPI at accumulation periods of 12-24 months serves as the best proxy for characterising streamflow droughts, with median correlation and coincidence rates of approximately 0.70-0.75 and 0.58-0.75, respectively. In contrast, the SPI at a 3-month accumulation period is the best proxy over faster-response rainfall-driven catchments, with median coincidence rates of around 0.55. Despite soil moisture and snowpack being key variables that modulate the propagation of meteorological deficits into hydrological ones, meteorological indices are better proxies for streamflow drought. Finally, to exclude the influence of non-drought periods, we recommend using the event coincidence analysis, a method that helps assessing the suitability of meteorological, soil moisture, and/or snow drought indices as proxies for streamflow drought events.
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Barrera, J., & Araya, H. (2023). Modeling Chile Fishing Data Using Environmental Exogenous Variables with GARCH-X Model. J. Iran. Stat. Soc., 21(1), 19–35.
Abstract: Fishing industry has always been an economic motor in many countries around the world, but the fisheries production faces a lot of uncertainty and instability due to the complex factors involved in its operations. In this article, we consider the problem of modeling Chile fishing data using environmental exogenous variables with generalized autoregressive conditional heteroskedasticity (GARCH-X) type models. We carried out this by proposing an ARMA type model for the mean with GARCH-X noise. First, the ARMA, GARCH and GARCH-X models are briefly introduced and the data is described. The exogenous variables are selected from a group of environmental and climatic indicators by correlational analysis. Then, ARMA GARCH and ARMA GARCH-X models with exogenous variables are fitted and compared by information criteria and classical error measures, and stability of its parameters are checked. The statistical tests and comparisons evidenced that a model with inclusion of external variables in mean and variance with the ARMA GARCH-X specification performed better and adjusted the observed values more rigorously. Finally, some conclusions and possible refinations of the applied techniques are given.
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Barrera, J., Carrasco, R. A., & Moreno, E. (2020). Real-time fleet management decision support system with security constraints. TOP, 28(3), 728–748.
Abstract: Intelligent transportation, and in particular, fleet management, has been a forefront concern for a plethora of industries. This statement is especially true for the production of commodities, where transportation represents a central element for operational continuity. Additionally, in many industries, and in particular those with hazardous environments, fleet control must satisfy a wide range of security restrictions to ensure that risks are kept at bay and accidents are minimum. Furthermore, in these environments, any decision support tool must cope with noisy and incomplete data and give recommendations every few minutes. In this work, a fast and efficient decision support tool is presented to help fleet managers oversee and control ore trucks, in a mining setting. The main objective of this system is to help managers avoid interactions between ore trucks and personnel buses, one of the most critical security constraints in our case study, keeping a minimum security distance between the two at all times. Furthermore, additional algorithms are developed and implemented, so that this approach can work with real-life noisy GPS data. Through the use of historical data, the performance of this decision support system is studied, validating that it works under the real-life conditions presented by the company. The experimental results show that the proposed approach improved truck and road utilization significantly while allowing the fleet manager to control the security distance required by their procedures.
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Besaury, L., Ouddane, B., Pavissich, J. P., Dubrulle-Brunaud, C., Gonzalez, B., & Quillet, L. (2012). Impact of copper on the abundance and diversity of sulfate-reducing prokaryotes in two chilean marine sediments. Mar. Pollut. Bull., 64(10), 2135–2145.
Abstract: We studied the abundance and diversity of the sulfate-reducing prokaryotes (SRPs) in two 30-cm marine chilean sediment cores, one with a long-term exposure to copper-mining residues, the other being a non-exposed reference sediment. The abundance of SRPs was quantified by qPCR of the dissimilatory sulfite reductase gene beta-subunit (dsrB) and showed that SRPs are sensitive to high copper concentrations, as the mean number of SRPs all along the contaminated sediment was two orders of magnitude lower than in the reference sediment. SRP diversity was analyzed by using the dsrB-sequences-based PCR-DGGE method and constructing gene libraries for dsrB-sequences. Surprisingly, the diversity was comparable in both sediments, with dsrB sequences belonging to Desulfobacteraceae, Syntrophobacteraceae, and Desulfobulbaceae, SRP families previously described in marine sediments, and to a deep branching dsrAB lineage. The hypothesis of the presence of horizontal transfer of copper resistance genes in the microbial population of the polluted sediment is discussed. (C) 2012 Elsevier Ltd. All rights reserved.
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Cominetti, R., Correa, J., & Olver, N. (2022). Long-Term Behavior of Dynamic Equilibria in Fluid Networks. Oper. Res., 70(1), 516–526.
Abstract: A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair, and each link has a per-time-unit capacity and a transit time. A dynamic equilibrium (or equilibrium flow over time) is a flow pattern over time such that no flow particle has incentives to unilaterally change its path. Although the model has been around for almost 50 years, only recently results regarding existence and characterization of equilibria have been obtained. In par-ticular, the long-term behavior remains poorly understood. Our main result in this paper is to show that, under a natural (and obviously necessary) condition on the queuing capacity, a dynamic equilibrium reaches a steady state (after which queue lengths remain constant) in finite time. Previously, it was not even known that queue lengths would remain bounded. The proof is based on the analysis of a rather nonobvious potential function that turns out to be monotone along the evolution of the equilibrium. Furthermore, we show that the steady state is characterized as an optimal solution of a certain linear program. When this program has a unique solution, which occurs generically, the long-term behavior is completely predictable. On the contrary, if the linear program has multiple solutions, the steady state is more difficult to identify as it depends on the whole temporal evolution of the equilibrium.
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Concha, P., Merino, N., Miskovic, O., Rodriguez, E., Salgado-Rebolledo, P., & Valdivia, O. (2018). Asymptotic symmetries of three-dimensional Chern-Simons gravity for the Maxwell algebra. J. High Energy Phys., (10), 22 pp.
Abstract: We study a three-dimensional Chern-Simons gravity theory based on the Maxwell algebra. We find that the boundary dynamics is described by an enlargement and deformation of the bms(3) algebra with three independent central charges. This symmetry arises from a gravity action invariant under the local Maxwell group and is characterized by presence of Abelian generators which modify the commutation relations of the super-translations in the standard bms(3) algebra. Our analysis is based on the charge algebra of the theory in the BMS gauge, which includes the known solutions of standard asymptotically flat case. The field content of the theory is different than the one of General Relativity, but it includes all its geometries as particular solutions. In this line, we also study the stationary solutions of the theory in ADM form and we show that the vacuum energy and the vacuum angular momentum of the stationary configuration are influenced by the presence of the gravitational Maxwell field.
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Cordova, S., Canizares, C. A., Lorca, A., & Olivares, D. E. (2022). Frequency-Constrained Energy Management System for Isolated Microgrids. IEEE Trans. Smart Grid, 13(5), 3394–3407.
Abstract: Second-to-second power imbalances stemming from renewable generation can have a large impact on the frequency regulation performance of isolated microgrids, as these are characterized by low inertia and, more commonly nowadays, significant renewable energy penetration. Thus, the present paper develops a novel frequency-constrained Energy Management System (EMS) that takes into account the impact of short-term power fluctuations on the microgrid's operation and frequency regulation performance. The proposed EMS model is based on accurate linear equations describing frequency deviation, rate-of-change-of-frequency, and regulation provision in daily microgrid operations. Dynamic simulations on a realistic CIGRE benchmark test system show the economic and reliability benefits of the presented EMS model, highlighting the need of incorporating fast power fluctuations and their impact on frequency dynamics in EMSs for sustainable isolated microgrids.
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Crutchik, D., Franchi, O., Jeison, D., Vidal, G., Pinto, A., Pedrouso, A., et al. (2022). Techno-Economic Evaluation of Ozone Application to Reduce Sludge Production in Small Urban WWTPs. Sustainability, 14(5), 2480.
Abstract: In Chile, small wastewater treatment plants (WWTPs) (treatment capacity of less than 4,800 m(3)/d) are normally not designed with consideration for the potential valorization of generated sludge. For this reason, they are generally operated at high solids residence times (SRT) (15 d) to promote the decay of biomass, promoting less sludge production and reducing the costs associated with biomass management. Operation at high SRT implies the need for a larger activated sludge system, increasing capital costs. The implementation of a sludge-disintegration unit by ozonation in future WWTPs could enable operation at an SRT of 3 d, with low sludge generation. In this work, we evaluate how the implementation of a sludge-ozonation system in small WWTPs (200-4000 m(3)/d) would affect treatment costs. Four scenarios were studied: (1) a current WWTP operated at an SRT of 15 d, without a sludge ozonation system; (2) a WWTP operated at an SRT of 15 d, with a sludge-ozonation system that would achieve zero sludge production; (3) a WWTP operated at an SRT of 3 d, with a sludge-ozonation system that would provide the same sludge production as scenario 1; (4) a WWTP operated at an SRT of 15 d, with a sludge-ozonation system that would achieve zero sludge production. Economic analysis shows that the treatment costs for scenarios 1 and 2 are similar, while a reduction in cost of up to 47% is obtained for scenarios 3 and 4.
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El Aiss, H., Barbosa, K. A., & Peters, A. A. (2022). Nonlinear Time-Delay Observer-Based Control to Estimate Vehicle States: Lateral Vehicle Model. IEEE Access, 10, 110459–110472.
Abstract: This paper deals with the state estimation and control problem for nonlinear lateral vehicle dynamics with time delays. First, a novel time-varying delay vehicle model described as a Takagi-Sugeno fuzzy model is presented. In particular, it is considered that the lateral force contains an air resistance term which is assumed to be a quadratic function of the lateral vehicle velocity. A time-varying delay has been included in the vehicle states by a simple formula in order to capture brake actuation aspects or other practical aspects that may generate a delayed response, while the nonlinear part of the vehicle model is described as a Lipschitz function. A Takagi-Sugeno time-delay observer-based control that satisfies the Lipschitz condition is proposed to get closed-loop stability conditions. These results generalize existing ones in the literature on lateral dynamics control. Additionally, we provide a new methodology for the controller and observer gains design that can be cast as linear matrix inequality constraints. Finally, we illustrate our results with numerical examples, which also reveal the negative effect of not considering the presence of delays in the controller design.
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Faouzi, T., Porcu, E., & Bevilacqua, M. (2022). SPACE-TIME ESTIMATION AND PREDICTION UNDER FIXED-DOMAIN ASYMPTOTICS WITH COMPACTLY SUPPORTED COVARIANCE FUNCTIONS. Stat. Sin., 32(3), 1187–1203.
Abstract: We study the estimation and prediction of Gaussian processes with spacetime covariance models belonging to the dynamical generalized Wendland (DGW) family, under fixed-domain asymptotics. Such a class is nonseparable, has dynamical compact supports, and parameterizes differentiability at the origin similarly to the space-time Matern class.
Our results are presented in two parts. First, we establish the strong consistency and asymptotic normality for the maximum likelihood estimator of the microergodic parameter associated with the DGW covariance model, under fixed-domain asymptotics. The second part focuses on optimal kriging prediction under the DGW model and an asymptotically correct estimation of the mean squared error using a misspecified model. Our theoretical results are, in turn, based on the equivalence of Gaussian measures under some given families of space-time covariance functions, where both space or time are compact. The technical results are provided in the online Supplementary material.
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Gordon, M. A., Vargas, F. J., & Peters, A. A. (2021). Comparison of Simple Strategies for Vehicular Platooning With Lossy Communication. IEEE Access, 9, 103996–104010.
Abstract: This paper studies vehicle platooning with communication channels subject to random data loss. We focus on homogeneous discrete-time platoons in a predecessor-following topology with a constant time headway policy. We assume that each agent in the platoon sends its current position to the immediate follower through a lossy channel modeled as a Bernoulli process. To reduce the negative effects of data loss over the string stability and performance of the platoon, we use simple strategies that modify the measurement, error, and control signals of the feedback control loop, in each vehicle, when a dropout occurs. Such strategies are based on holding the previous value, dropping to zero, or replacing with a prediction based on a simple linear extrapolation. We performed a simulation-based comparison among a set of different strategies, and found that some strategies are favorable in terms of performance, while some others present improvements for string stabilization. These results strongly suggest that proper design of compensation schemes for the communications of interconnected multi-agent systems plays an important role in their performance and their scalability properties.
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Hojman, S. J., Moya-Cessa, H. M., Soto-Eguibar, F., & Asenjo, F. A. (2021). Time-dependent harmonic oscillators and SUSY in time domain. Phys. Scr., 96(12), 125218.
Abstract: We show that the time-dependent harmonic oscillator has a repulsive or inverted oscillator as a time domain SUSY-like partner. Examples of several kinds of super-symmetrical time dependent frequency systems are presented.
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