Search results for " Stochastic Models"
showing 3 items of 3 documents
Modeling of spanish household electrical consumptions: Simplified and detailed stochastic approach in trnsys environment
2013
The initial assessment of electric energy demands of a building is a key element in the design process, that should be integrated in the earlier stages of the design of a net zero energy building. The objective of the study is the creation of predictive models of household electrical consumptions in the Mediterranean/Spanish climate and its implementation in TRNSYS 17 environment. The models offer both a simplified level of analysis, based on average seasonal electrical consumptions trends and a stochastic in-depth level for the simulation of peak loads through the compiling of multiple TRNSYS types.
SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES
2003
This paper estimates single factor stochastic models describing daily air temperature behaviour. We modify classical financial models to reflect temperature seasonality and fit them to a time series representing temperatures in Spain. The estimated models are used in Montecarlo simulations to obtain heating and cooling degree-days, which are used as an underlying reference in weather derivatives. The final goal of this work is to obtain an insight into weather derivative valuation, and so making it easier to manage economic activity risks closely related to temperature (i.e. oil, gas and electricity prices and volumes). En este trabajo se estiman modelos estocásticos unifactoriales que desc…
Constraints on Cosmic Strings Using Data from the Third Advanced LIGO–Virgo Observing Run
2021
We search for gravitational-wave signals produced by cosmic strings in the Advanced LIGO and Virgo full O3 data set. Search results are presented for gravitational waves produced by cosmic string loop features such as cusps, kinks and, for the first time, kink-kink collisions.cA template-based search for short-duration transient signals does not yield a detection. We also use the stochastic gravitational-wave background energy density upper limits derived from the O3 data to constrain the cosmic string tension, $G\mu$, as a function of the number of kinks, or the number of cusps, for two cosmic string loop distribution models.cAdditionally, we develop and test a third model which interpolat…