ROSENDO MACÍAS , José Antonio

El trabajo aborda el cálculo de la beta del CAPM, entrando a analizar la problemática asociada, tanto en lo referente al intervalo sobre el que se realiza la evaluación de la rentabilidad, como en distintas alternativas que contemplan el carácter variable con el tiempo de la beta. Dichas alternativas han sido esencialmente los ajustes de...

En esta tesis se abordan, por un lado, un área concreta de aplicación de la Transformada Discreta de Fourier (DFT): la relativa a su uso para el cálculo de armónicos en problemas como el de las protecciones digitales. Es decir, su aplicación a la situación de ventana de móvil de datos y, en especial, al caso de que dichos datos sean reales. Al...

Electric distribution companies have the responsibility of achieving the standards established by the respective regulating authorities in order to guarantee the highest quality of supply for their customers. To do so, they have to register all the electrical issues produced in the Distribution Network into a database. This paper uses this real...

In this paper, a comparison of existing method for harmonic calculation in digital relaying is presented. Pros and cons of recursive, approximate non-recursive and exact non-recursive algorithms are discussed. A compromise between speed and numerical robustness is obtained by a recently introduced modification of the pruned short-time discrete...

This paper presents a comparison between Kalman filter and the running DFT for the computation of harmonics in power systems applications. The performance of both filters is compared for events like voltage dips or those in which a decaying DC component is present. The comparison considers also the presence of higher order harmonics.

Distribution companies have the responsibility to provide a quality service to their customers, according to the existing regulation. Reliability issues, such as power outages, are registered in databases for a quantitative evaluation of this quality. This paper uses one of these historical records to make a statistical analysis of service...

Este trabajo presenta una metodología original para el tratamiento de los datos reportados de positivos y fallecidos por una epidemia vírica. El objetivo principal es caracterizar la evolución de la progresión del número de infectados reales, y en consecuencia poder predecir en qué momento se alcanzará el pico de la epidemia en un caso de...

This paper presents a parameter estimation technique for the hot-spot thermal model of power transformers. The proposed technique is based on the unscented formulation of the Kalman filter, jointly considering the state variables and parameters of the dynamic thermal model. A two-stage estimation technique that takes advantage of different...

This work presents a novel methodology for systematically processing the time series that report the number of positive, recovered and deceased cases from a viral epidemic, such as Covid-19. The main objective is to unveil the evolution of the number of real infected people, and consequently to predict the peak of the epidemic and subsequent...

This paper addresses the customer-phase identification problem in three-phase distribution grids including three-phase customers characterized by aggregated energy measurements. The proposed technique first solves a relaxed problem, in which the binary nature of the variables is ignored, which leads to a constrained, least-squares estimation,...