Wind-CSP short-term coordination by Milp approach

This paper is on the maximization of total profit in a day-ahead market for a price-taker producer needing a short-term scheduling for wind power plants coordination with concentrated solar power plants, having thermal energy storage systems. The optimization approach proposed for the maximization of profit is a mixed-integer linear programming problem. The approach considers not only transmission grid constraints, but also technical operating constraints on both wind and concentrated solar power plants. Then, an improved short-term scheduling coordination is provided due to the more accurate modelling presented in this paper. Computer simulation results based on data for the Iberian wind and concentrated solar power plants illustrate the coordination benefits and show the effectiveness of the approach.

On the use of particle swarm optimization to maximize bending stiffness of functionally graded structures

Functionally graded materials are a type of composite materials which are tailored to provide continuously varying properties, according to specific constituent's mixing distributions. These materials are known to provide superior thermal and mechanical performances when compared to the traditional laminated composites, because of this continuous properties variation characteristic, which enables among other advantages, smoother stresses distribution profiles. Therefore the growing trend on the use of these materials brings together the interest and the need for getting optimum configurations concerning to each specific application. In this work it is studied the use of particle swarm optimization technique for the maximization of a functionally graded sandwich beam bending stiffness. For this purpose, a set of case studies is analyzed, in order to enable to understand in a detailed way, how the different optimization parameters tuning can influence the whole process. It is also considered a re-initialization strategy, which is not a common approach in particle swarm optimization as far as it was possible to conclude from the published research works. As it will be shown, this strategy can provide good results and also present some advantages in some conditions. This work was developed and programmed on symbolic computation platform Maple 14. (C) 2013 Elsevier B.V. All rights reserved.

Hyperspectral unmixing based on mixtures of Dirichlet components

This paper introduces a new unsupervised hyperspectral unmixing method conceived to linear but highly mixed hyperspectral data sets, in which the simplex of minimum volume, usually estimated by the purely geometrically based algorithms, is far way from the true simplex associated with the endmembers. The proposed method, an extension of our previous studies, resorts to the statistical framework. The abundance fraction prior is a mixture of Dirichlet densities, thus automatically enforcing the constraints on the abundance fractions imposed by the acquisition process, namely, nonnegativity and sum-to-one. A cyclic minimization algorithm is developed where the following are observed: 1) The number of Dirichlet modes is inferred based on the minimum description length principle; 2) a generalized expectation maximization algorithm is derived to infer the model parameters; and 3) a sequence of augmented Lagrangian-based optimizations is used to compute the signatures of the endmembers. Experiments on simulated and real data are presented to show the effectiveness of the proposed algorithm in unmixing problems beyond the reach of the geometrically based state-of-the-art competitors.

Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

Optimal design for active damping in sandwich structures using the Direct MultiSearch method

This paper addresses the problem of optimal positioning of surface bonded piezoelectric patches in sandwich plates with viscoelastic core and laminated face layers. The objective is to maximize a set of modal loss factors for a given frequency range using multiobjective topology optimization. Active damping is introduced through co-located negative velocity feedback control. The multiobjective topology optimization problem is solved using the Direct MultiSearch Method. An application to a simply supported sandwich plate is presented with results for the maximization of the first six modal loss factors. The influence of the finite element mesh is analyzed and the results are, to some extent, compared with those obtained using alternative single objective optimization.

Influence of reconstruction parameters for FBP in semiquantification of brain studies with 123I-FPCIT

Brain dopamine transporters imaging by Single Photon Emission Tomography (SPECT) with 123I-FP-CIT has become an important tool in the diagnosis and evaluation of parkinsonian syndromes, since this radiopharmaceutical exhibits high affinity for membrane transporters responsible for cellular reabsorption of dopamine on the striatum. However, Ordered Subset Expectation Maximization (OSEM) is the method recommended in the literature for imaging reconstruction. Filtered Back Projection (FBP) is still used due to its fast processing, even if it presents some disadvantages. The aim of this work is to investigate the influence of reconstruction parameters for FBP in semiquantification of Brain Studies with 123I-FPCIT compared with those obtained with OSEM recommended reconstruction.

Gestão integrada de ativos num contexto real

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Manutenção

Influência dos parâmetros de reconstrução por retroprojeção filtrada na semiquantificação em estudos cerebrais com 123I-FPCIT

A imagem de transportadores cerebrais da dopamina com recurso à tomografia por emissão de fotão único com 123I-FP-CIT tornou-se uma ferramenta importante no diagnóstico e avaliação de síndromes parkinsonianos. Embora o algoritmo de reconstrução de imagem Ordered Subset Expectation Maximization (OSEM) seja o método mais recomendado na literatura para reconstrução da imagem, o Filtered Back Projection (FBP) é ainda usado devido à sua rapidez. O objetivo deste trabalho é investigar a influência dos parâmetros de reconstrução para FBP na semiquantificação em estudos cerebrais com 123I-FPCIT em comparação com os obtidos com a reconstrução recomendada por OSEM.

Otimização de placas compósitas laminadas utilizando redes neuronais e enxames de partículas

Trabalho Final de mestrado para obtenção do grau de Mestre em engenharia Mecância

Multiobjective optimization of viscoelastic laminated sandwich structures using the Direct MultiSearch method

A multiobjective approach for optimization of passive damping for vibration reduction in sandwich structures is presented in this paper. Constrained optimization is conducted for maximization of modal loss factors and minimization of weight of sandwich beams and plates with elastic laminated constraining layers and a viscoelastic core, with layer thickness and material and laminate layer ply orientation angles as design variables. The problem is solved using the Direct MultiSearch (DMS) solver for derivative-free multiobjective optimization and solutions are compared with alternative ones obtained using genetic algorithms.

Feature Discretization with Relevance and Mutual Information Criteria

Feature discretization (FD) techniques often yield adequate and compact representations of the data, suitable for machine learning and pattern recognition problems. These representations usually decrease the training time, yielding higher classification accuracy while allowing for humans to better understand and visualize the data, as compared to the use of the original features. This paper proposes two new FD techniques. The first one is based on the well-known Linde-Buzo-Gray quantization algorithm, coupled with a relevance criterion, being able perform unsupervised, supervised, or semi-supervised discretization. The second technique works in supervised mode, being based on the maximization of the mutual information between each discrete feature and the class label. Our experimental results on standard benchmark datasets show that these techniques scale up to high-dimensional data, attaining in many cases better accuracy than existing unsupervised and supervised FD approaches, while using fewer discretization intervals.

Unmixing hyperspectral data: independent and dependent component analysis

The development of high spatial resolution airborne and spaceborne sensors has improved the capability of ground-based data collection in the fields of agriculture, geography, geology, mineral identification, detection [2, 3], and classification [4–8]. The signal read by the sensor from a given spatial element of resolution and at a given spectral band is a mixing of components originated by the constituent substances, termed endmembers, located at that element of resolution. This chapter addresses hyperspectral unmixing, which is the decomposition of the pixel spectra into a collection of constituent spectra, or spectral signatures, and their corresponding fractional abundances indicating the proportion of each endmember present in the pixel [9, 10]. Depending on the mixing scales at each pixel, the observed mixture is either linear or nonlinear [11, 12]. The linear mixing model holds when the mixing scale is macroscopic [13]. The nonlinear model holds when the mixing scale is microscopic (i.e., intimate mixtures) [14, 15]. The linear model assumes negligible interaction among distinct endmembers [16, 17]. The nonlinear model assumes that incident solar radiation is scattered by the scene through multiple bounces involving several endmembers [18]. Under the linear mixing model and assuming that the number of endmembers and their spectral signatures are known, hyperspectral unmixing is a linear problem, which can be addressed, for example, under the maximum likelihood setup [19], the constrained least-squares approach [20], the spectral signature matching [21], the spectral angle mapper [22], and the subspace projection methods [20, 23, 24]. Orthogonal subspace projection [23] reduces the data dimensionality, suppresses undesired spectral signatures, and detects the presence of a spectral signature of interest. The basic concept is to project each pixel onto a subspace that is orthogonal to the undesired signatures. As shown in Settle [19], the orthogonal subspace projection technique is equivalent to the maximum likelihood estimator. This projection technique was extended by three unconstrained least-squares approaches [24] (signature space orthogonal projection, oblique subspace projection, target signature space orthogonal projection). Other works using maximum a posteriori probability (MAP) framework [25] and projection pursuit [26, 27] have also been applied to hyperspectral data. In most cases the number of endmembers and their signatures are not known. Independent component analysis (ICA) is an unsupervised source separation process that has been applied with success to blind source separation, to feature extraction, and to unsupervised recognition [28, 29]. ICA consists in finding a linear decomposition of observed data yielding statistically independent components. Given that hyperspectral data are, in given circumstances, linear mixtures, ICA comes to mind as a possible tool to unmix this class of data. In fact, the application of ICA to hyperspectral data has been proposed in reference 30, where endmember signatures are treated as sources and the mixing matrix is composed by the abundance fractions, and in references 9, 25, and 31–38, where sources are the abundance fractions of each endmember. In the first approach, we face two problems: (1) The number of samples are limited to the number of channels and (2) the process of pixel selection, playing the role of mixed sources, is not straightforward. In the second approach, ICA is based on the assumption of mutually independent sources, which is not the case of hyperspectral data, since the sum of the abundance fractions is constant, implying dependence among abundances. This dependence compromises ICA applicability to hyperspectral images. In addition, hyperspectral data are immersed in noise, which degrades the ICA performance. IFA [39] was introduced as a method for recovering independent hidden sources from their observed noisy mixtures. IFA implements two steps. First, source densities and noise covariance are estimated from the observed data by maximum likelihood. Second, sources are reconstructed by an optimal nonlinear estimator. Although IFA is a well-suited technique to unmix independent sources under noisy observations, the dependence among abundance fractions in hyperspectral imagery compromises, as in the ICA case, the IFA performance. Considering the linear mixing model, hyperspectral observations are in a simplex whose vertices correspond to the endmembers. Several approaches [40–43] have exploited this geometric feature of hyperspectral mixtures [42]. Minimum volume transform (MVT) algorithm [43] determines the simplex of minimum volume containing the data. The MVT-type approaches are complex from the computational point of view. Usually, these algorithms first find the convex hull defined by the observed data and then fit a minimum volume simplex to it. Aiming at a lower computational complexity, some algorithms such as the vertex component analysis (VCA) [44], the pixel purity index (PPI) [42], and the N-FINDR [45] still find the minimum volume simplex containing the data cloud, but they assume the presence in the data of at least one pure pixel of each endmember. This is a strong requisite that may not hold in some data sets. In any case, these algorithms find the set of most pure pixels in the data. Hyperspectral sensors collects spatial images over many narrow contiguous bands, yielding large amounts of data. For this reason, very often, the processing of hyperspectral data, included unmixing, is preceded by a dimensionality reduction step to reduce computational complexity and to improve the signal-to-noise ratio (SNR). Principal component analysis (PCA) [46], maximum noise fraction (MNF) [47], and singular value decomposition (SVD) [48] are three well-known projection techniques widely used in remote sensing in general and in unmixing in particular. The newly introduced method [49] exploits the structure of hyperspectral mixtures, namely the fact that spectral vectors are nonnegative. The computational complexity associated with these techniques is an obstacle to real-time implementations. To overcome this problem, band selection [50] and non-statistical [51] algorithms have been introduced. This chapter addresses hyperspectral data source dependence and its impact on ICA and IFA performances. The study consider simulated and real data and is based on mutual information minimization. Hyperspectral observations are described by a generative model. This model takes into account the degradation mechanisms normally found in hyperspectral applications—namely, signature variability [52–54], abundance constraints, topography modulation, and system noise. The computation of mutual information is based on fitting mixtures of Gaussians (MOG) to data. The MOG parameters (number of components, means, covariances, and weights) are inferred using the minimum description length (MDL) based algorithm [55]. We study the behavior of the mutual information as a function of the unmixing matrix. The conclusion is that the unmixing matrix minimizing the mutual information might be very far from the true one. Nevertheless, some abundance fractions might be well separated, mainly in the presence of strong signature variability, a large number of endmembers, and high SNR. We end this chapter by sketching a new methodology to blindly unmix hyperspectral data, where abundance fractions are modeled as a mixture of Dirichlet sources. This model enforces positivity and constant sum sources (full additivity) constraints. The mixing matrix is inferred by an expectation-maximization (EM)-type algorithm. This approach is in the vein of references 39 and 56, replacing independent sources represented by MOG with mixture of Dirichlet sources. Compared with the geometric-based approaches, the advantage of this model is that there is no need to have pure pixels in the observations. The chapter is organized as follows. Section 6.2 presents a spectral radiance model and formulates the spectral unmixing as a linear problem accounting for abundance constraints, signature variability, topography modulation, and system noise. Section 6.3 presents a brief resume of ICA and IFA algorithms. Section 6.4 illustrates the performance of IFA and of some well-known ICA algorithms with experimental data. Section 6.5 studies the ICA and IFA limitations in unmixing hyperspectral data. Section 6.6 presents results of ICA based on real data. Section 6.7 describes the new blind unmixing scheme and some illustrative examples. Section 6.8 concludes with some remarks.

Blind hyperspectral unmixing

This paper introduces a new hyperspectral unmixing method called Dependent Component Analysis (DECA). This method decomposes a hyperspectral image into a collection of reflectance (or radiance) spectra of the materials present in the scene (endmember signatures) and the corresponding abundance fractions at each pixel. DECA models the abundance fractions as mixtures of Dirichlet densities, thus enforcing the constraints on abundance fractions imposed by the acquisition process, namely non-negativity and constant sum. The mixing matrix is inferred by a generalized expectation-maximization (GEM) type algorithm. This method overcomes the limitations of unmixing methods based on Independent Component Analysis (ICA) and on geometrical based approaches. DECA performance is illustrated using simulated and real data.

Blind hyperspectral unmixing

Hyperspectral unmixing methods aim at the decomposition of a hyperspectral image into a collection endmember signatures, i.e., the radiance or reflectance of the materials present in the scene, and the correspondent abundance fractions at each pixel in the image. This paper introduces a new unmixing method termed dependent component analysis (DECA). This method is blind and fully automatic and it overcomes the limitations of unmixing methods based on Independent Component Analysis (ICA) and on geometrical based approaches. DECA is based on the linear mixture model, i.e., each pixel is a linear mixture of the endmembers signatures weighted by the correspondent abundance fractions. These abundances are modeled as mixtures of Dirichlet densities, thus enforcing the non-negativity and constant sum constraints, imposed by the acquisition process. The endmembers signatures are inferred by a generalized expectation-maximization (GEM) type algorithm. The paper illustrates the effectiveness of DECA on synthetic and real hyperspectral images.

Hyperspectral unmixing algorithm via dependent component analysis

This paper introduces a new method to blindly unmix hyperspectral data, termed dependent component analysis (DECA). This method decomposes a hyperspectral images into a collection of reflectance (or radiance) spectra of the materials present in the scene (endmember signatures) and the corresponding abundance fractions at each pixel. DECA assumes that each pixel is a linear mixture of the endmembers signatures weighted by the correspondent abundance fractions. These abudances are modeled as mixtures of Dirichlet densities, thus enforcing the constraints on abundance fractions imposed by the acquisition process, namely non-negativity and constant sum. The mixing matrix is inferred by a generalized expectation-maximization (GEM) type algorithm. This method overcomes the limitations of unmixing methods based on Independent Component Analysis (ICA) and on geometrical based approaches. The effectiveness of the proposed method is illustrated using simulated data based on U.S.G.S. laboratory spectra and real hyperspectral data collected by the AVIRIS sensor over Cuprite, Nevada.