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In this paper, we show how to simplify the construction of bootstrap prediction densities in multivariate VAR models by avoiding the backward representation. Bootstrap prediction densities are attractive because they incorporate the parameter uncertainty a any particular assumption about the error distribution. What is more, the construction of densities for more than one-step unknown asymptotically. The main advantage of the new simple without loosing the good performance of bootstrap procedures. Furthermore, by avoiding a backward representation, its asymptotic validity can be proved without relying on the assumption of Gaussian errors as proposed in this paper can be implemented to obtain prediction densities in models without a backward representation as, for example, models with MA components or GARCH disturbances. By comparing the finite sample performance of the proposed procedure with those of alternatives, we show that nothing is lost when using it. Finally, we implement the procedure to obtain prediction regions for US quarterly future inflation, unemployment and GDP growth

In this paper, we show how to simplify the construction of bootstrap prediction densities in multivariate VAR models by avoiding the backward representation. Bootstrap prediction densities are attractive because they incorporate the parameter uncertainty a any particular assumption about the error distribution. What is more, the construction of densities for more than one-step unknown asymptotically. The main advantage of the new simple without loosing the good performance of bootstrap procedures. Furthermore, by avoiding a backward representation, its asymptotic validity can be proved without relying on the assumption of Gaussian errors as proposed in this paper can be implemented to obtain prediction densities in models without a backward representation as, for example, models with MA components or GARCH disturbances. By comparing the finite sample performance of the proposed procedure with those of alternatives, we show that nothing is lost when using it. Finally, we implement the procedure to obtain prediction regions for US quarterly future inflation, unemployment and GDP growth

In this paper we propose a bootstrap resampling scheme to construct prediction intervals for future values of a variable after a linear ARIMA model has been fitted to a power transformation of it. The advantages over existing methods for computing prediction intervals of power transformed time series are that the proposed bootstrap intervals incorporate the variability due to parameter estimation, and do not rely on distributional assumptions neither on the original variable nor on the transformed one. We show the good behavior of the bootstrap approach versus alternative procedures by means of Monte Carlo experiments. Finally, the procedure is illustrated by analysing three real time series data sets.

We propose a new bootstrap resampling scheme to obtain prediction densities of levels and volatilities of time series generated by GARCH processes. The main advantage over other bootstrap methods previously proposed for GARCH processes, is that the procedure incorpora tes the variability due to parameter estimation and, consequently, it is possible to obtain bootstrap prediction densities for the volatility process. The asymptotic properties of the procedure are derived and the finite sample properties are analysed by means of Monte CarIo experiments, showing its good behaviour versus altemative procedures. Finally, the procedure is applied to estimate prediction densities of retums and volatilities of the Madrid Stock Market index, IBEX-35.

In this paper, we study the impact of parameter estimation on prediction densities using a bootstrap strategy to estimate these densities. We focus on seasonal ARlMA processes with possibly non normal innovations. We compare prediction densities obtained using the Box and Jenkins approach with bootstrap densities which may be constructed taking into account parameter estimation variability (PRR) or using parameter estimates as if they were the true parameters (CB). By means of Monte Carlo experiments, we show that the average coverage of the intervals is closer to the nominal value when intervals are constructed incorporating parameter uncertainty. The effects of parameter estimation are particularly important for small sample sizes and when the error distribution is not Gaussian. We also analyze the effect of the estimation method on the shape of prediction densities comparing prediction densities constructed when the parameters are estimated by OLS and by LAD. We show how, when the error distribution is not Gaussian, the average coverage and length of intervals based on LAD estimates are closer to nominal values than those based on OLS estimates. Finally, the performance of the PRR procedure is illustrated with two empirical examples.

We introduce a new bootstrap strategy to obtain prediction intervals inARIMA (P,d,l) processes. Its main advantages over previous resampling proposals for ARI (P,d) models are that it incorporates variability due to parameter estimation and it makes unnecessary the process backward representation to resample the series. Consequently, the method is very flexible and can be extended to general models not having a backward representation. Moreover, our bootstrap technique allows to obtain the prediction density of processes with moving average components. Its implementation is computationally very simple. The asymptotic properties of the bootstrap prediction distributions are proved. Extensive finite sample Monte Carlo experiments are carried out to compare the performance of this method versus alternative techniques for ARI (P,d) processes. Our method either behaves similarly or outperforms in most cases previous proposals.

Un Sistema de Alimentación Ininterrumpida (SAI) es un dispositivo que tiene la finalidad de alimentar una carga crítica en caso de fallo de alimentación a la carga durante un tiempo determinado. Además, un SAI puede tener elementos que filtran y mejoran la onda de tensión que aportan a la carga. Estos sistemas consisten de varios elementos. Los antiguos sistemas de alimentación ininterrumpida tienen elementos mecánicos y analógicos. Estos están obsoletos y la mayoría ha sido sustituida por la tecnología de electrónica de potencia. Estos últimos están compuestos, principalmente, por rectificadores/cargadores, inversores, by-pass estático, bypass manual, batería, elementos de protección y elementos de control. Estos elementos actúan y deben actuar de forma sincronizada a fin de mantener la alimentación a la carga de forma ininterrumpida. En el presente Trabajo Fin de Grado (TFG) se plantea la definición técnica y económica de la instalación eléctrica de un Centro de Procesamiento de Datos (CPD), compuesta por una doble acometida eléctrica con dos compañías eléctricas diferentes y un grupo electrógeno de respaldo en caso de faso de las dos acometidas eléctricas. Dada la criticidad de las cargas que se alimentan en esta instalación se ha optado por la implementación de un SAI que evite huecos de tensión en las posibles conmutaciones entre los diferentes suministros presentes. An Uninterruptible Power Supply (UPS) is a device aimed at feeding an electrical load (critical load, whose characteristics and functions make the feed on) for a fixed time when there is failure in the power grid (no feeding to the load). Besides, an UPS system is used to filter and enhance the voltage wave to the load, too. These systems consist of several parts. The former UPS systems have mechanical and analogical elements. But these set-ups are outdated and replaced by power electronics. The main items which power electronics is made of are the rectifier/feeder, the inverter, the static by-pass, the manual by-pass (used in some cases), the battery, the protection elements and the control ones. The protection and control elements must be synchronized in order to maintain the feed to the load. The main goal of this Final Degree Project is the technical and economical definition of the electrical installation of a Data Center. This Data Center can be fed either by two different power companies or by a generator. Owing to the importance of the loads, it is necessary to implement a UPS system in order to avoid power dips in the commutations in all the possible feeding setups. Ingeniería Eléctrica

En el presente Trabajo Fin de Grado (TFG) se pretende el diseño de una línea eléctrica subterránea desde una Subestación de Tracción eléctrica con sistema de electrificación 2x25 kV, hasta una Base de Mantenimiento que por su ubicación, no dispone de líneas eléctricas de media tensión próxima que permitan un suministro eléctrico. El objetivo de este TFG es alimentar la Base de Mantenimiento desde la Subestación eléctrica de Tracción y utilizar el grupo electrógeno existente como respaldo, consiguiendo un suministro eléctrico más fiable, limpio, continuo y económico. La inclusión de un Sistema de Alimentación Ininterrumpida (SAI) es un elemento clave en el diseño para garantizar el suministro en caso de fallo en el suministro desde la Subestación de Tracción y la conmutación con el grupo electrógeno. El diseño de la instalación estará basado en la seguridad de las personas frente a riesgos eléctricos y continuidad y fiabilidad del suministro cumpliendo con los distintos reglamentos que engloban estas instalaciones. The present end-of Degree assignment covers the design of an underground electrical line from an electrical railway traction with a 2x25 kV electrification system to a maintenance base. Due to the base location, there is not any medium voltage electrical line to allow power supply. The main goal of this project is to feed the maintenance base from the electric traction substation and to use the existing electrical power generator as a backup system to allow for a reliable, clean, continuous and economic power. The inclusion of an Uninterruptible Power Supply (UPS) is a key element in the design of the system to ensure supply in case of power failure from the traction substation as well as a switching possibility to the generator. The design of the facility will ensure people safety against electrical risks as well as the continuity and reliability of supply to ensure compliance with the various regulations that apply to these facilities supply. Ingeniería Eléctrica

En el presente Trabajo Fin de Grado se pretende realizar un estudio de la tracción eléctrica ferroviaria, analizando su historia y evolución, las distintas tecnologías existentes y las ventajas e inconvenientes de cada una de ellas y de sus posibles configuraciones. Se profundizará en los sistemas de electrificación en corriente continua, describiendo su funcionamiento y sus posibles configuraciones con mayor detalle, así como las mejoras introducidas hasta el momento. Por último, de una forma más detallada, se realizará un proyecto de rehabilitación de una subestación de tracción en corriente continua y se incluirá un manual de operación de la misma. Esta rehabilitación consistirá en un aumento de potencia llevado a cabo mediante la sustitución de tres grupos transformadores-rectificadores, ya existentes, por dos del doble de potencia. The present end-of Degree assignment covers the study of the electrical railway traction through its history and evolution as well as through the different existing technologies analysing the advantages and disadvantages of each of them and their possible configurations. The electrification systems on direct current will be covered in depth describing their way of functioning and their possible configurations in detail as well as the improvements that have undergone until present time. At a last stage, a project on the refurbishment of a direct current traction substation will be undertaken with its corresponding operations manual. This refurbishment will consist of an increase of the power level based on the replacement of three, already existing, transformer-rectifier groups against two groups of double power. Ingeniería en Tecnologías Industriales

En el presente Trabajo Fin de Grado primero se ha realizado una pequeña introducción a la tracción eléctrica ferroviaria, analizando las diferentes tecnologías existentes. Posteriormente se han descrito los diferentes sistemas de electrificación existentes, tanto en corriente continua como en corriente alterna, y han sido comparados para ver las ventajas e inconvenientes de cada uno. También se han realizado los cálculos de las corrientes nominales y de cortocircuito necesarios para el dimensionamiento la subestación de tracción. A partir de los resultados obtenidos de los cálculos de las corrientes, se ha elegido la aparamenta de la subestación. Para finalizar, se ha redactado un manual de operación donde se exponen los diferentes niveles de mando y control de la subestación y el equipamiento que se puede maniobrar desde cada uno de estos niveles. The present end of Degree Project covers, in the first place, a brief introduction to the railway electrical traction, analysing the different existing technologies. At a second stage, the different existing electrification systems have been described either for direct current as for alternating current. Both systems have been compared to one another to analyse the advantages and disadvantages of each one. Calculation on nominal currents and on necessary short-circuit currents to assess the size of the electrical traction substation have also been undertaken. On the basis of the obtained results of the calculation on currents, electrical equipment for the substation has been chosen. At a final later stage, a manual on operations has been created. This manual covers the different hierarchy and control procedures that apply within the substation as well as the electrical equipment that can be used from each of these levels. Ingeniería Eléctrica