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Ítem Water flows modelling and forecasting using a RBF neural network(Universidad Icesi, 2008-12-17) Fajardo Toro, Carlos Hernán; Fernández Riverola, Florentino; Soto González, Benedicto; González Peña, DanielA hydrologic estimation model base on the utilization of radial basis function neural networks is presented, in which the aim is to forecast stream flows in an automated fashion. The problem of river flow forecasting is a non-trivial task because (i) the various physical mechanisms governing the river flow dynamics act on a wide range of temporal and spatial scales and (ii) almost all mechanisms involved in the river flow process present some degree of nonlinearity. The proposed neural network was used to forecast daily river discharges in a river basin providing satisfactory results and outperforming previous.Ítem Causalidad y sensibilidad entre precios de los derechos de emisión europeos y los certificados de reducción de emisiones de mecanismos de desarrollo limpio en el mercado europeo de transacción de emisiones(2012-07-01) Méndez Sayago, Jhon Alexander; Perugache Rodriguez, Carol AndreaThis article examines the price relationships between European Union Allowances (EUAs), valid under the EU Emissions Trading Scheme (EU ETS), and Certified Emissions Reductions (CERs) generated through the Clean Development Mechanism (CDM) under the Kyoto Protocol. Given the price differences between EUAs and CERs, financial and industrial operators could profit from arbitrage strategies by buying CERs and selling EUAs or vice versa. A statistical analysis of the carbon credit market through a VAR model revealed the impact of shocks on the carbon market on the prices of EUAs and CERs.Ítem Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobre residuos de mínimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden.(Universidad Icesi, 2015-07-01) Alonso Cifuentes, Julio César; Montenegro, SebastiánThe objective of this study is to assess the statistical power and size of 8 normality tests in presence of first-order autoregressive errors and different simple sizes. Using aMonte Carlo experiment, the following tests were compared: Cramér-von Mises, Anderson-Darling, Lilliefors, Pearson, Shapiro-Wilk, ShapiroFrancia, Jarque-Bera and D’Agostino-Pearson. Our results show 4 relevant findings: First, an asymmetrical effect of autocorrelation on the power and size of the tests. Second, the statistical size of all tests is affected by the autocorrelation. Third, none of the tests has greater power than the others. Fourth, the power of the normality test decreases as sample size decreases.