The nature of the ordered phase of the confined self-assembled rigid Rod model

We investigate the nature of the ordered phase and the orientational correlations between adjacent layers of the confined three-dimensional self-assembled rigid rod model, on the cubic lattice. We find that the ordered phase at finite temperatures becomes uniaxial in the thermodynamic limit, by contrast to the ground state (partial) order where the orientation of the uncorrelated layers is perpendicular to one of the three lattice directions. The increase of the orientational correlation between layers as the number of layers increases suggests that the unconfined model may also exhibit uniaxial ordering at finite temperatures.

Price forecasting in the day-ahead Iberian electricity market using a conjectural variations Arima model

Price forecast is a matter of concern for all participants in electricity markets, from suppliers to consumers through policy makers, which are interested in the accurate forecast of day-ahead electricity prices either for better decisions making or for an improved evaluation of the effectiveness of market rules and structure. This paper describes a methodology to forecast market prices in an electricity market using an ARIMA model applied to the conjectural variations of the firms acting in an electricity market. This methodology is applied to the Iberian electricity market to forecast market prices in the 24 hours of a working day. The methodology was then compared with two other methodologies, one called naive and the other a direct forecast of market prices using also an ARIMA model. Results show that the conjectural variations price forecast performs better than the naive and that it performs slightly better than the direct price forecast.

Scheduling of a hydro producer considering head-dependency, price scenarios and risk-aversion

In this paper, a mixed-integer quadratic programming approach is proposed for the short-term hydro scheduling problem, considering head-dependency, discontinuous operating regions and discharge ramping constraints. As new contributions to earlier studies, market uncertainty is introduced in the model via price scenarios, and risk aversion is also incorporated by limiting the volatility of the expected profit through the conditional value-at-risk. Our approach has been applied successfully to solve a case Study based on one of the main Portuguese cascaded hydro systems, requiring a negligible computational time.

Integrated didactics: an example of a curriculum model enhancing knowledge crossing

In this paper, we introduce an innovative course in the Portuguese Context, the Master's Course in “Integrated Didactics in Mother Tongue, Maths, Natural and Social Sciences”, taking place at the Lisbon School of Education and discussing in particular the results of the evaluation made by the students who attended the Curricular Unit - Integrated Didactics (CU-ID). This course was designed for in-service teachers of the first six years of schooling and intends to improve connections between different curriculum areas. In this paper, we start to present a few general ideas about curriculum development; to discuss the concept of integration; to present the principles and objectives of the course created as well as its structure; to describe the methodology used in the evaluation process of the above mentioned CU-ID. The results allow us to state that the students recognized, as positive features of the CU-ID, the presence in all sessions of two teachers simultaneously from different scientific areas, as well as invitations issued to specialists on the subject of integration and to other teachers that already promote forms of integration in schools. As negative features, students noted a lack of integrated purpose, applying simultaneously the four scientific areas of the course, and also indicated the need to be familiar with more models of integrated education. Consequently, the suggestions for improvement derived from these negative features. The students also considered that their evaluation process was correct, due to the fact that it was focused on the design of an integrated project for one of the school years already mentioned.

On performance of distributed model predictive control in power system frequency regulation

This paper describes the implementation of a distributed model predictive approach for automatic generation control. Performance results are discussed by comparing classical techniques (based on integral control) with model predictive control solutions (centralized and distributed) for different operational scenarios with two interconnected networks. These scenarios include variable load levels (ranging from a small to a large unbalance generated power to power consumption ratio) and simultaneously variable distance between the interconnected networks systems. For the two networks the paper also examines the impact of load variation in an island context (a network isolated from each other).

Supply chain optimization of residual forestry biomass for bioenergy production: the case study of Portugal

Within a large set of renewable energies being explored to tackle energy sourcing problems, bioenergy can represent an attractive solution if effectively managed. The supply chain design supported by mathematical programming can be used as a decision support tool to the successful bioenergy production systems establishment. This strategic decision problem is addressed in this paper where we intent to study the design of the residual forestry biomass to bioelectricity production in the Portuguese context. In order to contribute to attain better solutions a mixed integer linear programming (MILP) model is developed and applied in order to optimize the design and planning of the bioenergy supply chain. While minimizing the total supply chain cost the production energy facilities capacity and location are defined. The model also includes the optimal selection of biomass amounts and sources, the transportation modes selection, and links that must be established for biomass transportation and products delivers to markets. Results illustrate the positive contribution of the mathematical programming approach to achieve viable economic solutions. Sensitivity analysis on the most uncertain parameters was performed: biomass availability, transportation costs, fixed operating costs and investment costs. (C) 2015 Elsevier Ltd. All rights reserved.

Building a person home behavior model based on data from smart house sensors 2015

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

Enhancing the selection of a model-based clustering with external categorical variables

In cluster analysis, it can be useful to interpret the partition built from the data in the light of external categorical variables which are not directly involved to cluster the data. An approach is proposed in the model-based clustering context to select a number of clusters which both fits the data well and takes advantage of the potential illustrative ability of the external variables. This approach makes use of the integrated joint likelihood of the data and the partitions at hand, namely the model-based partition and the partitions associated to the external variables. It is noteworthy that each mixture model is fitted by the maximum likelihood methodology to the data, excluding the external variables which are used to select a relevant mixture model only. Numerical experiments illustrate the promising behaviour of the derived criterion.

Explicit series solution for a glucose-induced electrical activity model of pancreatic beta-cells

In this work, we present the explicit series solution of a specific mathematical model from the literature, the Deng bursting model, that mimics the glucose-induced electrical activity of pancreatic beta-cells (Deng, 1993). To serve to this purpose, we use a technique developed to find analytic approximate solutions for strongly nonlinear problems. This analytical algorithm involves an auxiliary parameter which provides us with an efficient way to ensure the rapid and accurate convergence to the exact solution of the bursting model. By using the homotopy solution, we investigate the dynamical effect of a biologically meaningful bifurcation parameter rho, which increases with the glucose concentration. Our analytical results are found to be in excellent agreement with the numerical ones. This work provides an illustration of how our understanding of biophysically motivated models can be directly enhanced by the application of a newly analytic method.

On the analytical solutions of the Hindmarsh-Rose neuronal model

In this article we analytically solve the Hindmarsh-Rose model (Proc R Soc Lond B221:87-102, 1984) by means of a technique developed for strongly nonlinear problems-the step homotopy analysis method. This analytical algorithm, based on a modification of the standard homotopy analysis method, allows us to obtain a one-parameter family of explicit series solutions for the studied neuronal model. The Hindmarsh-Rose system represents a paradigmatic example of models developed to qualitatively reproduce the electrical activity of cell membranes. By using the homotopy solutions, we investigate the dynamical effect of two chosen biologically meaningful bifurcation parameters: the injected current I and the parameter r, representing the ratio of time scales between spiking (fast dynamics) and resting (slow dynamics). The auxiliary parameter involved in the analytical method provides us with an elegant way to ensure convergent series solutions of the neuronal model. Our analytical results are found to be in excellent agreement with the numerical simulations.

Two-loop stability of a complex singlet extended Standard Model

Motivated by the dark matter and the baryon asymmetry problems, we analyze a complex singlet extension of the Standard Model with a Z(2) symmetry (which provides a dark matter candidate). After a detailed two-loop calculation of the renormalization group equations for the new scalar sector, we study the radiative stability of the model up to a high energy scale (with the constraint that the 126 GeV Higgs boson found at the LHC is in the spectrum) and find it requires the existence of a new scalar state mixing with the Higgs with a mass larger than 140 GeV. This bound is not very sensitive to the cutoff scale as long as the latter is larger than 10(10) GeV. We then include all experimental and observational constraints/measurements from collider data, from dark matter direct detection experiments, and from the Planck satellite and in addition force stability at least up to the grand unified theory scale, to find that the lower bound is raised to about 170 GeV, while the dark matter particle must be heavier than about 50 GeV.

Preserving the validity of the two-Higgs-doublet model up to the Planck scale

We examine the constraints on the two Higgs doublet model (2HDM) due to the stability of the scalar potential and absence of Landau poles at energy scales below the Planck scale. We employ the most general 2HDM that incorporates an approximately Standard Model (SM) Higgs boson with a flavor aligned Yukawa sector to eliminate potential tree-level Higgs-mediated flavor changing neutral currents. Using basis independent techniques, we exhibit robust regimes of the 2HDM parameter space with a 125 GeV SM-like Higgs boson that is stable and perturbative up to the Planck scale. Implications for the heavy scalar spectrum are exhibited.

Vertex component analysis: a geometric-based approach to unmix hyperspectral data

Hyperspectral remote sensing exploits the electromagnetic scattering patterns of the different materials at specific wavelengths [2, 3]. Hyperspectral sensors have been developed to sample the scattered portion of the electromagnetic spectrum extending from the visible region through the near-infrared and mid-infrared, in hundreds of narrow contiguous bands [4, 5]. The number and variety of potential civilian and military applications of hyperspectral remote sensing is enormous [6, 7]. Very often, the resolution cell corresponding to a single pixel in an image contains several substances (endmembers) [4]. In this situation, the scattered energy is a mixing of the endmember spectra. A challenging task underlying many hyperspectral imagery applications is then decomposing a mixed pixel into a collection of reflectance spectra, called endmember signatures, and the corresponding abundance fractions [8–10]. Depending on the mixing scales at each pixel, the observed mixture is either linear or nonlinear [11, 12]. Linear mixing model holds approximately when the mixing scale is macroscopic [13] and there is negligible interaction among distinct endmembers [3, 14]. If, however, the mixing scale is microscopic (or intimate mixtures) [15, 16] and the incident solar radiation is scattered by the scene through multiple bounces involving several endmembers [17], the linear model is no longer accurate. Linear spectral unmixing has been intensively researched in the last years [9, 10, 12, 18–21]. It considers that a mixed pixel is a linear combination of endmember signatures weighted by the correspondent abundance fractions. Under this model, and assuming that the number of substances and their reflectance spectra are known, hyperspectral unmixing is a linear problem for which many solutions have been proposed (e.g., maximum likelihood estimation [8], spectral signature matching [22], spectral angle mapper [23], subspace projection methods [24,25], and constrained least squares [26]). In most cases, the number of substances and their reflectances are not known and, then, hyperspectral unmixing falls into the class of blind source separation problems [27]. Independent component analysis (ICA) has recently been proposed as a tool to blindly unmix hyperspectral data [28–31]. ICA is based on the assumption of mutually independent sources (abundance fractions), which is not the case of hyperspectral data, since the sum of abundance fractions is constant, implying statistical dependence among them. This dependence compromises ICA applicability to hyperspectral images as shown in Refs. [21, 32]. In fact, ICA finds the endmember signatures by multiplying the spectral vectors with an unmixing matrix, which minimizes the mutual information among sources. If sources are independent, ICA provides the correct unmixing, since the minimum of the mutual information is obtained only when sources are independent. This is no longer true for dependent abundance fractions. Nevertheless, some endmembers may be approximately unmixed. These aspects are addressed in Ref. [33]. Under the linear mixing model, the observations from a scene are in a simplex whose vertices correspond to the endmembers. Several approaches [34–36] have exploited this geometric feature of hyperspectral mixtures [35]. Minimum volume transform (MVT) algorithm [36] determines the simplex of minimum volume containing the data. The method presented in Ref. [37] is also of MVT type but, by introducing the notion of bundles, it takes into account the endmember variability usually present in hyperspectral mixtures. The MVT type approaches are complex from the computational point of view. Usually, these algorithms find in the first place the convex hull defined by the observed data and then fit a minimum volume simplex to it. For example, the gift wrapping algorithm [38] computes the convex hull of n data points in a d-dimensional space with a computational complexity of O(nbd=2cþ1), where bxc is the highest integer lower or equal than x and n is the number of samples. The complexity of the method presented in Ref. [37] is even higher, since the temperature of the simulated annealing algorithm used shall follow a log( ) law [39] to assure convergence (in probability) to the desired solution. Aiming at a lower computational complexity, some algorithms such as the pixel purity index (PPI) [35] and the N-FINDR [40] still find the minimum volume simplex containing the data cloud, but they assume the presence of at least one pure pixel of each endmember in the data. 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. PPI algorithm uses the minimum noise fraction (MNF) [41] as a preprocessing step to reduce dimensionality and to improve the signal-to-noise ratio (SNR). The algorithm then projects every spectral vector onto skewers (large number of random vectors) [35, 42,43]. The points corresponding to extremes, for each skewer direction, are stored. A cumulative account records the number of times each pixel (i.e., a given spectral vector) is found to be an extreme. The pixels with the highest scores are the purest ones. N-FINDR algorithm [40] is based on the fact that in p spectral dimensions, the p-volume defined by a simplex formed by the purest pixels is larger than any other volume defined by any other combination of pixels. This algorithm finds the set of pixels defining the largest volume by inflating a simplex inside the data. ORA SIS [44, 45] is a hyperspectral framework developed by the U.S. Naval Research Laboratory consisting of several algorithms organized in six modules: exemplar selector, adaptative learner, demixer, knowledge base or spectral library, and spatial postrocessor. The first step consists in flat-fielding the spectra. Next, the exemplar selection module is used to select spectral vectors that best represent the smaller convex cone containing the data. The other pixels are rejected when the spectral angle distance (SAD) is less than a given thresh old. The procedure finds the basis for a subspace of a lower dimension using a modified Gram–Schmidt orthogonalizati on. The selected vectors are then projected onto this subspace and a simplex is found by an MV T pro cess. ORA SIS is oriented to real-time target detection from uncrewed air vehicles using hyperspectral data [46]. In this chapter we develop a new algorithm to unmix linear mixtures of endmember spectra. First, the algorithm determines the number of endmembers and the signal subspace using a newly developed concept [47, 48]. Second, the algorithm extracts the most pure pixels present in the data. Unlike other methods, this algorithm is completely automatic and unsupervised. To estimate the number of endmembers and the signal subspace in hyperspectral linear mixtures, the proposed scheme begins by estimating sign al and noise correlation matrices. The latter is based on multiple regression theory. The signal subspace is then identified by selectin g the set of signal eigenvalue s that best represents the data, in the least-square sense [48,49 ], we note, however, that VCA works with projected and with unprojected data. The extraction of the end members exploits two facts: (1) the endmembers are the vertices of a simplex and (2) the affine transformation of a simplex is also a simplex. As PPI and N-FIND R algorithms, VCA also assumes the presence of pure pixels in the data. The algorithm iteratively projects data on to a direction orthogonal to the subspace spanned by the endmembers already determined. The new end member signature corresponds to the extreme of the projection. The algorithm iterates until all end members are exhausted. VCA performs much better than PPI and better than or comparable to N-FI NDR; yet it has a computational complexity between on e and two orders of magnitude lower than N-FINDR. The chapter is structure d as follows. Section 19.2 describes the fundamentals of the proposed method. Section 19.3 and Section 19.4 evaluate the proposed algorithm using simulated and real data, respectively. Section 19.5 presents some concluding remarks.