37 resultados para stochastic simulation


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Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia

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Traditional vertically integrated power utilities around the world have evolved from monopoly structures to open markets that promote competition among suppliers and provide consumers with a choice of services. Market forces drive the price of electricity and reduce the net cost through increased competition. Electricity can be traded in both organized markets or using forward bilateral contracts. This article focuses on bilateral contracts and describes some important features of an agent-based system for bilateral trading in competitive markets. Special attention is devoted to the negotiation process, demand response in bilateral contracting, and risk management. The article also presents a case study on forward bilateral contracting: a retailer agent and a customer agent negotiate a 24h-rate tariff. © 2014 IEEE.

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A new integrated mathematical model for the simulation of offshore wind energy conversion system performance is presented in this paper. The mathematical model considers an offshore variable-speed turbine in deep water equipped with a permanent magnet synchronous generator using full-power two-level converter, converting the energy of a variable frequency source in injected energy into the electric network with constant frequency, through a high voltage DC transmission submarine cable. The mathematical model for the drive train is a concentrate two mass model which incorporates the dynamic for the structure and tower due to the need to emulate the effects of the moving surface. Controller strategy considered is a proportional integral one. Also, pulse width modulation using space vector modulation supplemented with sliding mode is used for trigger the transistor of the converter. Finally, a case study is presented to access the system performance. © 2014 IEEE.

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This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

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The contribution of the evapotranspiration from a certain region to the precipitation over the same area is referred to as water recycling. In this paper, we explore the spatiotemporal links between the recycling mechanism and the Iberian rainfall regime. We use a 9 km resolution Weather Research and Forecasting simulation of 18 years (1990-2007) to compute local and regional recycling ratios over Iberia, at the monthly scale, through both an analytical and a numerical recycling model. In contrast to coastal areas, the interior of Iberia experiences a relative maximum of precipitation in spring, suggesting a prominent role of land-atmosphere interactions on the inland precipitation regime during this period of the year. Local recycling ratios are the highest in spring and early summer, coinciding with those areas where this spring peak of rainfall represents the absolute maximum in the annual cycle. This confirms that recycling processes are crucial to explain the Iberian spring precipitation, particularly over the eastern and northeastern sectors. Average monthly recycling values range from 0.04 in December to 0.14 in June according to the numerical model and from 0.03 in December to 0.07 in May according to the analytical procedure. Our analysis shows that the highest values of recycling are limited by the coexistence of two necessary mechanisms: (1) the availability of sufficient soil moisture and (2) the occurrence of appropriate synoptic configurations favoring the development of convective regimes. The analyzed surplus of rainfall in spring has a critical impact on agriculture over large semiarid regions of the interior of Iberia.

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We propose a low complexity technique to generate amplitude correlated time-series with Nakagami-m distribution and phase correlated Gaussian-distributed time-series, which is useful in the simulation of ionospheric scintillation effects during the transmission of GNSS signals. The method requires only the knowledge of parameters S4 (scintillation index) and σΦ (phase standard deviation) besides the definition of models for the amplitude and phase power spectra. The Zhang algorithm is used to produce Nakagami-distributed signals from a set of Gaussian autoregressive processes.

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This paper presents a systemic modeling for a PV system integrated into an electric grid. The modeling includes models for a DC-DC boost converter and a DC-AC two-level inverter. Classical or fuzzy PI controllers with pulse width modulation by space vector modulation associated with sliding mode control is used for controlling the PV system and power factor control is introduced at the output of the system. Comprehensive performance simulation studies are carried out with the modeling of the DC-DC boost converter followed by a two-level power inverter in order to compare the performance with the experimental results obtained during in situ operation with three commercial inverters. Also, studies are carried out to assess the quality of the energy injected into the electric grid in terms of harmonic distortion. Finally, conclusions regarding the integration of the PV system into the electric grid are presented. (C) 2014 Elsevier Ltd. All rights reserved.

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Traditional vertically integrated power utilities around the world have evolved from monopoly structures to open markets that promote competition among suppliers and provide consumers with a choice of services. Market forces drive the price of electricity and reduce the net cost through increased competition. Electricity can be traded in both organized markets or using forward bilateral contracts. This article focuses on bilateral contracts and describes some important features of an agent-based system for bilateral trading in competitive markets. Special attention is devoted to the negotiation process, demand response in bilateral contracting, and risk management. The article also presents a case study on forward bilateral contracting: a retailer agent and a customer agent negotiate a 24h-rate tariff. © 2014 IEEE.

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This paper is on offshore wind energy conversion systems installed on the deep water and equipped with back-to-back neutral point clamped full-power converter, permanent magnet synchronous generator with an AC link. The model for the drive train is a five-mass model which incorporates the dynamic of the structure and the tower in order to emulate the effect of the moving surface. A three-level converter and a four-level converter are the two options with a fractional-order control strategy considered to equip the conversion system. Simulation studies are carried out to assess the quality of the energy injected into the electric grid. Finally, conclusions are presented. (C) 2014 Elsevier Ltd. All rights reserved.

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A new integrated mathematical model for the simulation of offshore wind energy conversion system performance is presented in this paper. The mathematical model considers an offshore variable-speed turbine in deep water equipped with a permanent magnet synchronous generator using full-power two-level converter, converting the energy of a variable frequency source in injected energy into the electric network with constant frequency, through a high voltage DC transmission submarine cable. The mathematical model for the drive train is a concentrate two mass model which incorporates the dynamic for the structure and tower due to the need to emulate the effects of the moving surface. Controller strategy considered is a proportional integral one. Also, pulse width modulation using space vector modulation supplemented with sliding mode is used for trigger the transistor of the converter. Finally, a case study is presented to access the system performance. © 2014 IEEE.

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This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

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This work demonstrates the feasibility of using polymeric micro- and nanofiber-composed films and liquid crystals as electrically switchable scattering light shutters. We present a concept of electro-optic device based on an innovative combination of two mature technologies: optics of nematic liquid crystals and electrospinning of nanofibers. These devices have electric and optical characteristics far superior to other comparable methods. The simulation presented shows results that are highly consistent with those of experiments and that explain the working mechanism of the devices.

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A stochastic programming approach is proposed in this paper for the development of offering strategies for a wind power producer. The optimization model is characterized by making the analysis of several scenarios and treating simultaneously two kinds of uncertainty: wind power and electricity market prices. The approach developed allows evaluating alternative production and offers strategies to submit to the electricity market with the ultimate goal of maximizing profits. An innovative comparative study is provided, where the imbalances are treated differently. Also, an application to two new realistic case studies is presented. Finally, conclusions are duly drawn.

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This paper presents a model for the simulation of an offshore wind system having a rectifier input voltage malfunction at one phase. The offshore wind system model comprises a variable-speed wind turbine supported on a floating platform, equipped with a permanent magnet synchronous generator using full-power four-level neutral point clamped converter. The link from the offshore floating platform to the onshore electrical grid is done through a light high voltage direct current submarine cable. The drive train is modeled by a three-mass model. Considerations about the smart grid context are offered for the use of the model in such a context. The rectifier voltage malfunction domino effect is presented as a case study to show capabilities of the model. (C) 2015 Elsevier Ltd. All rights reserved.

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The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.