11 resultados para stock order flow model

em Repositório Científico do Instituto Politécnico de Lisboa - Portugal


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Hydraulic systems are dynamically susceptible in the presence of entrapped air pockets, leading to amplified transient reactions. In order to model the dynamic action of an entrapped air pocket in a confined system, a heuristic mathematical formulation based on a conceptual analogy to a mechanical spring-damper system is proposed. The formulation is based on the polytropic relationship of an ideal gas and includes an additional term, which encompasses the combined damping effects associated with the thermodynamic deviations from the theoretical transformation, as well as those arising from the transient vorticity developed in both fluid domains (air and water). These effects represent the key factors that account for flow energy dissipation and pressure damping. Model validation was completed via numerical simulation of experimental measurements.

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In this paper, two wind turbines equipped with a permanent magnet synchronous generator (PMSG) and respectively with a two-level or a multilevel converter are simulated in order to access the malfunction transient performance. Three different drive train mass models, respectively, one, two and three mass models, are considered in order to model the bending flexibility of the blades. Moreover, a fractional-order control strategy is studied comparatively to a classical integer-order control strategy. Computer simulations are carried out, and conclusions about the total harmonic distortion (THD) of the electric current injected into the electric grid are in favor of the fractional-order control strategy.

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Preliminary version

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This paper addresses the investigation of the fractionation of saccharide mixtures and saccharide mixtures with calcium using ultrafiltration (UF) and nanofiltration (NF). A set of cellulose acetate membranes covered a wide range of molecular weight cut-off (MWCO) ranging from 250 to 46,000 Da and the total feed concentration of saccharides mixtures varied from 1550 to 4700 ppm with the ratio of the two saccharides-solutes (glucose to raffinose) being kept constant at the value of 1.8. The evolution pattern of the saccharide concentration ratio in the UF/NF permeate streams displayed a dependence on the membrane MWCO, on the total sugar concentration and on the presence of calcium ions. For the highest total sugar content, the membranes with MWCO from 2000 to 7000 Da showed saccharide fractionation capability that was enhanced in the presence of calcium. The Steric Pore Flow Model was used to predict individual solute permeation behaviours and to assess the deviations to steric hindered transport of the solutes in multi-component saccharide solutions. (C) 2008 Elsevier B.V. All rights reserved.

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Liver steatosis is mainly a textural abnormality of the hepatic parenchyma due to fat accumulation on the hepatic vesicles. Today, the assessment is subjectively performed by visual inspection. Here a classifier based on features extracted from ultrasound (US) images is described for the automatic diagnostic of this phatology. The proposed algorithm estimates the original ultrasound radio-frequency (RF) envelope signal from which the noiseless anatomic information and the textural information encoded in the speckle noise is extracted. The features characterizing the textural information are the coefficients of the first order autoregressive model that describes the speckle field. A binary Bayesian classifier was implemented and the Bayes factor was calculated. The classification has revealed an overall accuracy of 100%. The Bayes factor could be helpful in the graphical display of the quantitative results for diagnosis purposes.

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The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

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

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This paper presents a comparison between proportional integral control approaches for variable speed wind turbines. Integer and fractional-order controllers are designed using linearized wind turbine model whilst fuzzy controller also takes into account system nonlinearities. These controllers operate in the full load region and the main objective is to extract maximum power from the wind turbine while ensuring the performance and reliability required to be integrated into an electric grid. The main contribution focuses on the use of fractional-order proportional integral (FOPI) controller which benefits from the introduction of one more tuning parameter, the integral fractional-order, taking advantage over integer order proportional integral (PI) controller. A comparison between proposed control approaches for the variable speed wind turbines is presented using a wind turbine benchmark model in the Matlab/Simulink environment. Results show that FOPI has improved system performance when compared with classical PI and fuzzy PI controller outperforms the integer and fractional-order control due to its capability to deal with system nonlinearities and uncertainties. © 2014 IEEE.

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This paper presents a comparison between proportional integral control approaches for variable speed wind turbines. Integer and fractional-order controllers are designed using linearized wind turbine model whilst fuzzy controller also takes into account system nonlinearities. These controllers operate in the full load region and the main objective is to extract maximum power from the wind turbine while ensuring the performance and reliability required to be integrated into an electric grid. The main contribution focuses on the use of fractional-order proportional integral (FOPI) controller which benefits from the introduction of one more tuning parameter, the integral fractional-order, taking advantage over integer order proportional integral (PI) controller. A comparison between proposed control approaches for the variable speed wind turbines is presented using a wind turbine benchmark model in the Matlab/Simulink environment. Results show that FOPI has improved system performance when compared with classical PI and fuzzy PI controller outperforms the integer and fractional-order control due to its capability to deal with system nonlinearities and uncertainties. © 2014 IEEE.

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This paper presents the design and compares the performance of linear, decoupled and direct power controllers (DPC) for three-phase matrix converters operating as unified power flow controllers (UPFC). A simplified steady-state model of the matrix converter-based UPFC fitted with a modified Venturini high-frequency pulse width modulator is first used to design the linear controllers for the transmission line active (P) and reactive (Q) powers. In order to minimize the resulting cross coupling between P and Q power controllers, decoupled linear controllers (DLC) are synthesized using inverse dynamics linearization. DPC are then developed using sliding-mode control techniques, in order to guarantee both robustness and decoupled control. The designed P and Q power controllers are compared using simulations and experimental results. Linear controllers show acceptable steady-state behaviour but still exhibit coupling between P and Q powers in transient operation. DLC are free from cross coupling but are parameter sensitive. Results obtained by DPC show decoupled power control with zero error tracking and faster responses with no overshoot and no steady-state error. All the designed controllers were implemented using the same digital signal processing hardware.

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This paper presents the design and implementation of direct power controllers for three-phase matrix converters (MC) operating as Unified Power Flow Controllers (UPFC). Theoretical principles of the decoupled linear power controllers of the MC-UPFC to minimize the cross-coupling between active and reactive power control are established. From the matrix converter based UPFC model with a modified Venturini high frequency PWM modulator, decoupled controllers for the transmission line active (P) and reactive (Q) power direct control are synthesized. Simulation results, obtained from Matlab/Simulink, are presented in order to confirm the proposed approach. Results obtained show decoupled power control, zero error tracking, and fast responses with no overshoot and no steady-state error.