Light shutters from nanocrystalline cellulose rods in a nematic liquid crystal

This work reports a recently developed electro-optical (EO) device that can potentially be used as a light shutter or a privacy window. By using nanocrystalline cellulose rods, we were able to improve some of the most relevant parameters characterising the EO behaviour. A brief description of the proposed working mechanism for these devices is presented, and numerical simulations based on this mechanism of both the optical transmission and the cells' electrical capacitance are compared with the obtained results, validating the underlying working model considered.

Conceção e construção de um simulador de controlo de vibrações

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

Curso E-learning de sistemas multicorpo (multibody systems) para engenheiros mecânicos

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

Conceções e práticas sobre emoções em faz-de-conta no jardim de infância

Dissertação apresentada à Escola Superior de Educação de Lisboa para obtenção de grau de mestre em Educação Artística – especialização em Teatro na Educação

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.