Search results for "matemàtica"
showing 10 items of 147 documents
wavScalogram : an R package with scalogram wavelet tools for time series analysis
2022
In this work we present the wavScalogram R package, which contains methods based on wavelet scalograms for time series analysis. These methods are related to two main wavelet tools: the windowed scalogram difference and the scale index. The windowed scalogram difference compares two time series, identifying if their scalograms follow similar patterns at different scales and times, and it is thus a useful complement to other comparison tools such as the squared wavelet coherence. On the other hand, the scale index provides a numerical estimation of the degree of non-periodicity of a time series and it is widely used in many scientific areas.
Selección automática de una cartera óptima a partir de datos importados de Internet. Una aplicación VBA.
2015
RESUMEN Según el Programa Básico de Estudios ("Core Syllabus") para la formación actuarial en Europa, la formación de un actuario de seguros exige que los estudios conducentes a la capacitación profesional otorguen al estudiante "un conocimiento práctico, aplicado, de las modernas tecnologías de la información y la comunicación". En esta comunicación se presenta una aplicación docente realizada con Visual Basic Aplicado en la que se ha implementado un modelo de selección de cartera óptima clásico, utilizando las herramientas de optimización y de importación de datos que proporciona Excel. La cartera contempla a los activos del IBEX-35 y se ha programado el cálculo automático de lacomposició…
Contexto, Estructura y Analogías en la Resolución de Problemas Verbales Algebraicos por Maestros de Primaria en Formación
2015
This study analyses the influence of word problem's context and structure, and capturing the structure and using analogies on problem-solving. A 2x3x2 factorial design was used with two between-subjects variables -capturing the structure and the use of analogies- and one within- subjects variable -structural complexity of word problem-. Two types of booklets containing two word problems that differ from each other in structure (and each type of booklet having problems of different context) and questions about capturing the structure and using analogies in problem solving, were administered to 66 third-year pre-service primary teachers from the same university (University of Valencia,Spain).…
An entropy-based machine learning algorithm for combining macroeconomic forecasts
2019
This paper applies a Machine Learning approach with the aim of providing a single aggregated prediction from a set of individual predictions. Departing from the well-known maximum-entropy inference methodology, a new factor capturing the distance between the true and the estimated aggregated predictions presents a new problem. Algorithms such as ridge, lasso or elastic net help in finding a new methodology to tackle this issue. We carry out a simulation study to evaluate the performance of such a procedure and apply it in order to forecast and measure predictive ability using a dataset of predictions on Spanish gross domestic product.
Consumo de substancias durante el embarazo y dimensiones de personalidad
2020
Este estudio evalúa los patrones de consumo de substancias durante el embarazo y las dimensiones de personalidad asociadas, en una muestra multicéntrica de 1804 mujeres de población general. En el 2-3 día posparto, completaron una entrevista auto-administrada sobre el consumo de alcohol, tabaco, cafeína, cannabis, cocaína, opiáceos, drogas de diseño, además de variables socio-demográficas, obstétricas/reproductivas, historia psiquiátrica previa, apoyo social durante el embarazo y el cuestionario de personalidad de Eysenck (EPQ-RS). Se generaron modelos de regresión logística múltiple. La prevalencia del consumo fue del 50% (N=909): 40% cafeína, 21% tabaco, 3,5% alcohol, y 0,3 cannabis. Las …
Feasibility issues in static output-feedback controller design with application to structural vibration control
2014
Recent results in output-feedback controller design make possible an efficient computation of static output-feedback controllers by solving a single-step LMI optimization problem. This new design strategy is based on a simple transformation of variables, and it has been applied in the field of vibration control of large structures with positive results. There are, however, some feasibility problems that can compromise the effectiveness and applicability of the new approach. In this paper, we present some relevant properties of the variable transformations that allow devising an effective procedure to deal with these feasibility issues. The proposed procedure is applied in designing a static…
Effect of uncertain damping coefficient on the response of a SDOF system
2022
In this paper, a full probabilistic description of the response of a randomized SDOF system in both the time and the frequency domain is done. Considering that the damping of the structure does not simply relate to any single physical phenomenon, the sensitivity of the response to the randomness of the damping parameter is investigated. The stochastic analysis is conducted via the Probability Transformation Method therefore the first probability density function of the response is evaluated. The effect of the uncertain damping coefficient on the response of the SDOF system has been investigated through several numerical examples. From the response probability density function as well as fro…
Probabilistic solution of a homogeneous linear second-order differential equation with randomized complex coefficients
2022
In this paper, an exact expression for the first probability density function of the solution stochastic process to a randomized homogeneous linear second-order complex differential equation is determined. To complete the probabilistic analysis, the first probability density functions of the real and complex contributions of the solution stochastic process are also calculated. To compute the densities, the random variable transformation method is applied under general hypothesis, all coefficients and initial conditions are absolutely continuous complex random variables. The capability of the theoretical results established is demonstrated by several numerical examples. Finally, we show the …
Volatility transmission patterns and terrorist attacks
2009
The objective of this study is to analyze volatility transmission between the US and Eurozone stock markets considering the effects of the September 11, March 11 and July 7 financial crises. In order to do this, we use a multivariate GARCH model and take into account the asymmetric volatility phenomenon, the non-synchronous trading problem and the crises themselves. Moreover, a graphical analysis of the Asymmetric Volatility Impulse-Response Functions (AVIRF) is introduced, which takes into consideration the crisis effect. Results suggest that there is bidirectional and asymmetric volatility transmission and show the different impact that terrorist attacks had on both markets. El objetivo d…
Avances de investigación en educación matemática
2020
El fomento de la flexibilidad y adaptabilidad en resolución de problemas matemáticos favorece el desarrollo de la competencia matemática. En este estudio se describe y justifica el diseño de una secuencia de tareas de modelización que permite analizar la flexibilidad inter-tarea en los estudiantes. El objetivo central del estudio es analizar si los estudiantes son capaces de adaptar sus planes de resolución según aspectos relativos al contexto de la tarea, cambiando de estrategia de una tarea a otra, si estos aspectos varían. En el estudio han participado 110 estudiantes del grado de Maestro/a en Educación Primaria; los resultados permiten conocer en qué medida son flexibles los estudiantes…