Abstract
Several real world prediction problems involve forecasting rare values of a target variable. When this variable is nominal, we have a problem of class imbalance that was thoroughly studied within machine learning. For regression tasks, where the target variable is continuous, few works exist addressing this type of problem. Still, important applications involve forecasting rare extreme values of a continuous target variable. This paper describes a contribution to this type of tasks. Namely, we propose to address such tasks by resampling approaches that change the distribution of the given data set to decrease the problem of imbalance between the rare target cases and the most frequent ones. We present two modifications of well-known resampling strategies for classification tasks: the under-sampling and the synthetic minority over-sampling technique (SMOTE) methods. These modifications allow the use of these strategies on regression tasks where the goal is to forecast rare extreme values of the target variable. In an extensive set of experiments, we provide empirical evidence for the superiority of our proposals for these particular regression tasks. The proposed resampling methods can be used with any existing regression algorithm, which means that they are general tools for addressing problems of forecasting rare extreme values of a continuous target variable.

Abstract
Hierarchical transition systems provide a popular mathematical structure to represent state-based software applications in which different layers of abstraction are represented by inter-related state machines. The decomposition of high level states into inner sub-states, and of their transitions into inner sub-transitions is common refinement procedure adopted in a number of specification formalisms. This paper introduces a hybrid modal logic for k-layered transition systems, its first-order standard translation, a notion of bisimulation, and a modal invariance result. Layered and hierarchical notions of refinement are also discussed in this setting.

Abstract
The process of visually exploring underwater environments is still a complex problem. Underwater vision systems require complementary means of sensor information to help overcome water disturbances. This work proposes the development of calibration methods for a structured light based system consisting on a camera and a laser with a line beam. Two different calibration procedures that require only two images from different viewpoints were developed and tested in dry and underwater environments. Results obtained show, an accurate calibration for the camera/projector pair with errors close to 1 mm even in the presence of a small stereos baseline.

Abstract
A coordinated strategy between wind and reversible hydro units for the midterm planning that reduces the imbalance of wind power and improves system efficiency is proposed. A stochastic mixed integer linear model is used, which maximizes the joint profit of wind and hydro units, where conditional value at risk (CVaR) is used for model risk. The offering strategies studied are 1) separate wind and hydro pumping offer, where the units work separately without a physical connection and 2) a single wind and hydro pumping offer with a physical connection between them to store wind energy for future use. The effects of a coordinated wind-hydro strategy for midterm planning are analyzed, considering CVaR and the future water value. The future water value in the reservoirs is analyzed hourly for a period of 1 week and 2 months, in two realistic case studies.

Abstract
This paper presents an algorithm for integrating and managing electrochemical energy storage systems (ESSs) on unit commitment (UC) problem. As some elements required for integrating electrochemical ESS, such as the power converter, have non-linear characteristics, its corresponding linear modeling could be difficult to be developed and included on the UC problem, which could lead to unfeasible solutions or unexpected results. In order to incorporate full models of ESS and its interface with the power system, in this paper an algorithm to incorporate electrochemical ESS management on the UC problem is presented. An insular power system of 10-units is analyzed, and conclusions are duly drawn.

Abstract
We consider the problem faced by an economic agent trying to find the optimal strategies for the joint management of her consumption from a basket of K goods that may become unavailable for consumption from some random time tau(i) onwards, and her investment portfolio in a financial market model comprised of one risk-free security and an arbitrary number of risky securities driven by a multidimensional Brownian motion. We apply previous abstract results on stochastic optimal control problem with multiple random time horizons to obtain a sequence of dynamic programming principles and the corresponding Hamilton-Jacobi-Bellman equations. We then proceed with a numerical study of the value function and corresponding optimal strategies for the problem under consideration in the case of discounted constant relative risk aversion utility functions (CRRA).