Predictive Optimal Matrix Converter Control for a Dynamic Voltage Restorer with Flywheel Energy Storage

This paper presents a predictive optimal matrix converter controller for a flywheel energy storage system used as Dynamic Voltage Restorer (DVR). The flywheel energy storage device is based on a steel seamless tube mounted as a vertical axis flywheel to store kinetic energy. The motor/generator is a Permanent Magnet Synchronous Machine driven by the AC-AC Matrix Converter. The matrix control method uses a discrete-time model of the converter system to predict the expected values of the input and output currents for all the 27 possible vectors generated by the matrix converter. An optimal controller minimizes control errors using a weighted cost functional. The flywheel and control process was tested as a DVR to mitigate voltage sags and swells. Simulation results show that the DVR is able to compensate the critical load voltage without delays, voltage undershoots or overshoots, overcoming the input/output coupling of matrix converters.

Power converter topologies for wind energy conversion systems: Integrated modeling, control strategy and performance simulation

This paper presents new integrated model for variable-speed wind energy conversion systems, considering a more accurate dynamic of the wind turbine, rotor, generator, power converter and filter. Pulse width modulation by space vector modulation associated with sliding mode is used for controlling the power converters. Also, power factor control is introduced at the output of the power converters. Comprehensive performance simulation studies are carried out with matrix, two-level and multilevel power converter topologies in order to adequately assert the system performance. Conclusions are duly drawn.

Pressão, memorização e eficácia publicitária. Para além da repetição: a criatividade como factor potencial de eficácia da comunicação publicitária

Este artigo analisa a questão da eficácia publicitária num contexto de saturação. O reconhecimento da marca ou a recordação da publicidade associada à marca serão sempre, pelo menos, objectivos secundários de uma qualquer campanha publicitária. A eficácia surge assim associada inegavelmente à capacidade de memorização por parte do público-alvo das campanhas. Assim, parece consensual que as bases da eficácia publicitária são a memorização e a frequência publicitária no seu conjunto. Os modelos quantitativos existentes baseados em extensas bases de dados utilizados para estimar os resultados de eficácia utilizam sobretudo a relação cobertura/repetição, mas não chegam para saber qual a real eficácia do anúncio face aos objectivos junto de um determinado target. É possível aumentar a eficácia, através da criatividade, sem aumentar a pressão publicitária. Num contexto de saturação publicitária, o aumento da pressão publicitária não resultará certamente em maior eficácia. A resposta passará pelo poder da criatividade, desde logo nas estratégias do marketing e da comunicação, mas também das próprias mensagens publicitárias e na criatividade ao nível da utilização dos meios, sejam eles mais ou menos tradicionais.

Dynamic equilibrium through reinforcement learning

Reinforcement Learning is an area of Machine Learning that deals with how an agent should take actions in an environment such as to maximize the notion of accumulated reward. This type of learning is inspired by the way humans learn and has led to the creation of various algorithms for reinforcement learning. These algorithms focus on the way in which an agent’s behaviour can be improved, assuming independence as to their surroundings. The current work studies the application of reinforcement learning methods to solve the inverted pendulum problem. The importance of the variability of the environment (factors that are external to the agent) on the execution of reinforcement learning agents is studied by using a model that seeks to obtain equilibrium (stability) through dynamism – a Cart-Pole system or inverted pendulum. We sought to improve the behaviour of the autonomous agents by changing the information passed to them, while maintaining the agent’s internal parameters constant (learning rate, discount factors, decay rate, etc.), instead of the classical approach of tuning the agent’s internal parameters. The influence of changes on the state set and the action set on an agent’s capability to solve the Cart-pole problem was studied. We have studied typical behaviour of reinforcement learning agents applied to the classic BOXES model and a new form of characterizing the environment was proposed using the notion of convergence towards a reference value. We demonstrate the gain in performance of this new method applied to a Q-Learning agent.

A simulation study on the abatement of CO2 emissions by de-absorption with monoethanolamine

Because of the adverse effect of CO2 from fossil fuel combustion on the earth's ecosystems, the most cost-effective method for CO2 capture is an important area of research. The predominant process for CO2 capture currently employed by industry is chemical absorption in amine solutions. A dynamic model for the de-absorption process was developed with monoethanolamine (MEA) solution. Henry's law was used for modelling the vapour phase equilibrium of the CO2, and fugacity ratios calculated by the Peng-Robinson equation of state (EOS) were used for H2O, MEA, N-2 and O-2. Chemical reactions between CO2 and MEA were included in the model along with the enhancement factor for chemical absorption. Liquid and vapour energy balances were developed to calculate the liquid and vapour temperature, respectively.

From unthinned continent to ocean: The deep structure of the West Iberia passive continental margin at 38 degrees N

The crustal and lithospheric mantle structure at the south segment of the west Iberian margin was investigated along a 370 km long seismic transect. The transect goes from unthinned continental crust onshore to oceanic crust, crossing the ocean-continent transition (OCT) zone. The wide-angle data set includes recordings from 6 OBSs and 2 inland seismic stations. Kinematic and dynamic modeling provided a 2D velocity model that proved to be consistent with the modeled free-air anomaly data. The interpretation of coincident multi-channel near-vertical and wide-angle reflection data sets allowed the identification of four main crustal domains: (i) continental (east of 9.4 degrees W); (ii) continental thinning (9.4 degrees W-9.7 degrees W): (iii) transitional (9.7 degrees W-similar to 10.5 degrees W); and (iv) oceanic (west of similar to 10.5 degrees W). In the continental domain the complete crustal section of slightly thinned continental crust is present. The upper (UCC, 5.1-6.0 km/s) and the lower continental crust (LCC, 6.9-7.2 km/s) are seismically reflective and have intermediate to low P-wave velocity gradients. The middle continental crust (MCC, 6.35-6.45 km/s) is generally unreflective with low velocity gradient. The main thinning of the continental crust occurs in the thinning domain by attenuation of the UCC and the LCC. Major thinning of the MCC starts to the west of the LCC pinchout point, where it rests directly upon the mantle. In the thinning domain the Moho slope is at least 13 degrees and the continental crust thickness decreases seaward from 22 to 11 km over a similar to 35 km distance, stretched by a factor of 1.5 to 3. In the oceanic domain a two-layer high-gradient igneous crust (5.3-6.0 km/s; 6.5-7.4 km/s) was modeled. The intra-crustal interface correlates with prominent mid-basement, 10-15 km long reflections in the multi-channel seismic profile. Strong secondary reflected PmP phases require a first order discontinuity at the Moho. The sedimentary cover can be as thick as 5 km and the igneous crustal thickness varies from 4 to 11 km in the west, where the profile reaches the Madeira-Tore Rise. In the transitional domain the crust has a complex structure that varies both horizontally and vertically. Beneath the continental slope it includes exhumed continental crust (6.15-6.45 km/s). Strong diffractions were modeled to originate at the lower interface of this layer. The western segment of this transitional domain is highly reflective at all levels, probably due to dykes and sills, according to the high apparent susceptibility and density modeled at this location. Sub-Moho mantle velocity is found to be 8.0 km/s, but velocities smaller than 8.0 km/s confined to short segments are not excluded by the data. Strong P-wave wide-angle reflections are modeled to originate at depth of 20 km within the lithospheric mantle, under the eastern segment of the oceanic domain, or even deeper at the transitional domain, suggesting a layered structure for the lithospheric mantle. Both interface depths and velocities of the continental section are in good agreement to the conjugate Newfoundland margin. A similar to 40 km wide OCT having a geophysical signature distinct from the OCT to the north favors a two pulse continental breakup.

Large area image sensing structures based on a-SiC : H: a dynamic characterization

In recent works large area hydrogenated amorphous silicon p-i-n structures with low conductivity doped layers were proposed as single element image sensors. The working principle of this type of sensor is based on the modulation, by the local illumination conditions, of the photocurrent generated by a light beam scanning the active area of the device. In order to evaluate the sensor capabilities is necessary to perform a response time characterization. This work focuses on the transient response of such sensor and on the influence of the carbon contents of the doped layers. In order to evaluate the response time a set of devices with different percentage of carbon incorporation in the doped layers is analyzed by measuring the scanner-induced photocurrent under different bias conditions.

Constructing good deals in discrete time arbitrage-free dynamic pricing models

Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.

What drives corporate default risk premia? Evidence from the CDS market

This paper studies the evolution of the default risk premia for European firms during the years surrounding the recent credit crisis. We employ the information embedded in Credit Default Swaps (CDS) and Moody’s KMV EDF default probabilities to analyze the common factors driving this risk premia. The risk premium is characterized in several directions: Firstly, we perform a panel data analysis to capture the relationship between CDS spreads and actual default probabilities. Secondly, we employ the intensity framework of Jarrow et al. (2005) in order to measure the theoretical effect of risk premium on expected bond returns. Thirdly, we carry out a dynamic panel data to identify the macroeconomic sources of risk premium. Finally, a vector autoregressive model analyzes which proportion of the co-movement is attributable to financial or macro variables. Our estimations report coefficients for risk premium substantially higher than previously referred for US firms and a time varying behavior. A dominant factor explains around 60% of the common movements in risk premia. Additionally, empirical evidence suggests a public-to-private risk transfer between the sovereign CDS spreads and corporate risk premia.

A comparative study of alternative approaches for common factors identification

Preliminary version

The role of an illiquidity factor in the Portuguese stock market

This study examines the role of illiquidity (proxied by the proportion of zero returns) as an additional risk factor in asset pricing. We use Portuguese monthly data, covering the period between January 1988 and December 2008. We compute an illiquidity factor using the Fama and French [Fama, E. F., and K. R. French (1993), "Common risk factors in the returns on stocks and bonds", Journal of Financial Economics, Vol. 33, Nº. 1, pp. 3-56] procedure and analyze the performance of CAPM, Fama-French three-factor model and illiquidity-augmented versions of these models in explaining both the time-series and the cross-section of returns. Our results reveal that the effect of characteristic liquidity is subsumed by the models considered, but the risk of illiquidity is not priced in the Portuguese stock market.

Contributos para a implementação dum modelo de gestão da qualidade num serviço de tomografia computorizada: uma análise prospectiva

Mestrado em Intervenção Sócio-Organizacional na Saúde - Área de especialização: Políticas de Administração e Gestão de Serviços de Saúde.

: SiC Multilayer Photonic Structures with Self Optical Bias Amplification

Characteristics of tunable wavelength pi'n/pin filters based on a-SiC:H multilayered stacked cells are studied both experimental and theoretically. Results show that the device combines the demultiplexing operation with the simultaneous photodetection and self amplification of the signal. An algorithm to decode the multiplex signal is established. A capacitive active band-pass filter model is presented and supported by an electrical simulation of the state variable filter circuit. Experimental and simulated results show that the device acts as a state variable filter. It combines the properties of active high-pass and low-pass filter sections into a capacitive active band-pass filter using a changing photo capacitance to control the power delivered to the load.

Quantificação de fluxo do líquido cefalorraquidiano (LCR) por ressonância magnética

Mestrado em Radiações Aplicadas às Tecnologias da Saúde. Especialização: Ressonância Magnética.

Convex Total Variation Denoising of Poisson Fluorescence Confocal Images With Anisotropic Filtering

Fluorescence confocal microscopy (FCM) is now one of the most important tools in biomedicine research. In fact, it makes it possible to accurately study the dynamic processes occurring inside the cell and its nucleus by following the motion of fluorescent molecules over time. Due to the small amount of acquired radiation and the huge optical and electronics amplification, the FCM images are usually corrupted by a severe type of Poisson noise. This noise may be even more damaging when very low intensity incident radiation is used to avoid phototoxicity. In this paper, a Bayesian algorithm is proposed to remove the Poisson intensity dependent noise corrupting the FCM image sequences. The observations are organized in a 3-D tensor where each plane is one of the images acquired along the time of a cell nucleus using the fluorescence loss in photobleaching (FLIP) technique. The method removes simultaneously the noise by considering different spatial and temporal correlations. This is accomplished by using an anisotropic 3-D filter that may be separately tuned in space and in time dimensions. Tests using synthetic and real data are described and presented to illustrate the application of the algorithm. A comparison with several state-of-the-art algorithms is also presented.