Omar Aguilar

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We discuss the development of dynamic factor models for multivariate financial time series, and the incorporation of stochastic volatility components for latent factor processes. Bayesian inference and computation is developed and explored in a study of the dynamic factor structure of daily spot exchange rates for a selection of international currencies.(More)
We discuss the development of dynamic factor models for multivariate nancial time series, and the incorporation of stochastic volatility components for latent factor processes. Bayesian inference and computation is developed and explored in a study of the dynamic factor structure of daily spot exchange rates for a selection of international currencies. The(More)
We discuss the development of dynamic factor models for multivariate nancial time series, and the incorporation of stochastic volatility components for latent factor processes. Bayesian inference and computation is developed and explored in a study of the dynamic factor structure of daily spot exchange rates for a selection of international currencies. The(More)
This article presents the simulation and comparison between the space vector pulse width modulation and sinusoidal pulse width modulation techniques for back to back converters with a decoupling control strategy, PSCAD/EMTDC for simulation purpose is used. Also, a study of steady state and transient performance characteristics of the system is carried out(More)
This paper presents the design and simulation of adaptive PI controllers for doubly fed induction generators using b-spline neural networks. The control structure is based on a back-to-back arrangement where the interest variables are regulated by PI linear controllers. Also, to deal with the nonlinear and uncertain system conditions, we proposed that the(More)
This paper presents results about power system stabilizers (PSS) coordination in multi-machine power systems. Due to their versatility, power system stabilizers have been employed extensively to enhance the power oscillations damping. One of the main tasks within this context is to estimate the best PSS’s parameters. In this paper, this is solved by a(More)