An artificial neural network approach for short-term wind power forecasting in Portugal

This paper presents an artificial neural network approach for short-term wind power forecasting in Portugal. The increased integration of wind power into the electric grid, as nowadays occurs in Portugal, poses new challenges due to its intermittency and volatility. Hence, good forecasting tools play a key role in tackling these challenges. The accuracy of the wind power forecasting attained with the proposed approach is evaluated against persistence and ARIMA approaches, reporting the numerical results from a real-world case study.

Volatility forecasting with range models: An evaluation of new alternatives to the CARR model

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.

Short-term electricity prices forecasting in a competitive market by a hybrid PSO-ANFIS approach

In this paper, a novel hybrid approach is proposed for electricity prices forecasting in a competitive market, considering a time horizon of 1 week. The proposed approach is based on the combination of particle swarm optimization and adaptive-network based fuzzy inference system. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications, to demonstrate its effectiveness regarding forecasting accuracy and computation time. Finally, conclusions are duly drawn. (C) 2012 Elsevier Ltd. All rights reserved.

Application of adaptive neuro-fuzzy inference for wind power short-term forecasting

The increased integration of wind power into the electric grid, as nowadays occurs in Portugal, poses new challenges due to its intermittency and volatility. Hence, good forecasting tools play a key role in tackling these challenges. In this paper, an adaptive neuro-fuzzy inference approach is proposed for short-term wind power forecasting. Results from a real-world case study are presented. A thorough comparison is carried out, taking into account the results obtained with other approaches. Numerical results are presented and conclusions are duly drawn. (C) 2011 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.

Hybrid Wavelet-PSO-ANFIS Approach for Short-Term Electricity Prices Forecasting

A novel hybrid approach, combining wavelet transform, particle swarm optimization, and adaptive-network-based fuzzy inference system, is proposed in this paper for short-term electricity prices forecasting in a competitive market. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications. Finally, conclusions are duly drawn.

Short-term electricity prices forecasting in a competitive market by a hybrid intelligent approach

In this paper, a hybrid intelligent approach is proposed for short-term electricity prices forecasting in a competitive market. The proposed approach is based on the wavelet transform and a hybrid of neural networks and fuzzy logic. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications. Conclusions are duly drawn. (C) 2010 Elsevier Ltd. All rights reserved.

Short-term wind power forecasting in Portugal by neural networks and wavelet transform

This paper proposes artificial neural networks in combination with wavelet transform for short-term wind power forecasting in Portugal. The increased integration of wind power into the electric grid, as nowadays occurs in Portugal, poses new challenges due to its intermittency and volatility. Hence, good forecasting tools play a key role in tackling these challenges. Results from a real-world case study are presented. A comparison is carried out, taking into account the results obtained with other approaches. Finally, conclusions are duly drawn. (C) 2010 Elsevier Ltd. All rights reserved.

Theoretical Analysis of Multimodal Four-Wave Mixing in Optical Microwires

Optical fiber microwires (OFMs) are nonlinear optical waveguides that support several spatial modes. The multimodal generalized nonlinear Schrodinger equation (MM-GNLSE) is deduced taking into account the linear and nonlinear modal coupling. A detailed theoretical description of four-wave mixing (FWM) considering the modal coupling is developed. Both, the intramode and the intermode phase-matching conditions is calculated for an optical microwire in a strong guiding regime. Finally, the FWM dynamics is studied and the amplitude evolution of the pump beams, the signal and the idler are analyzed.

Aplicações e algoritmos de segurança rodoviária com o uso de sistemas de GPS e de comunicações WAVE

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Electrónica e Telecomunicações

Climatology of the Iberia coastal low-level wind jet: weather research forecasting model high-resolution results

Coastal low-level jets (CLLJ) are a low-tropospheric wind feature driven by the pressure gradient produced by a sharp contrast between high temperatures over land and lower temperatures over the sea. This contrast between the cold ocean and the warm land in the summer is intensified by the impact of the coastal parallel winds on the ocean generating upwelling currents, sharpening the temperature gradient close to the coast and giving rise to strong baroclinic structures at the coast. During summertime, the Iberian Peninsula is often under the effect of the Azores High and of a thermal low pressure system inland, leading to a seasonal wind, in the west coast, called the Nortada (northerly wind). This study presents a regional climatology of the CLLJ off the west coast of the Iberian Peninsula, based on a 9km resolution downscaling dataset, produced using the Weather Research and Forecasting (WRF) mesoscale model, forced by 19 years of ERA-Interim reanalysis (1989-2007). The simulation results show that the jet hourly frequency of occurrence in the summer is above 30% and decreases to about 10% during spring and autumn. The monthly frequencies of occurrence can reach higher values, around 40% in summer months, and reveal large inter-annual variability in all three seasons. In the summer, at a daily base, the CLLJ is present in almost 70% of the days. The CLLJ wind direction is mostly from north-northeasterly and occurs more persistently in three areas where the interaction of the jet flow with local capes and headlands is more pronounced. The coastal jets in this area occur at heights between 300 and 400 m, and its speed has a mean around 15 m/s, reaching maximum speeds of 25 m/s.

The daily and hourly energy consumption and load forecasting using artifitial neural network method: a case study using a set of 93 households in Portugal

It is important to understand and forecast a typical or a particularly household daily consumption in order to design and size suitable renewable energy systems and energy storage. In this research for Short Term Load Forecasting (STLF) it has been used Artificial Neural Networks (ANN) and, despite the consumption unpredictability, it has been shown the possibility to forecast the electricity consumption of a household with certainty. The ANNs are recognized to be a potential methodology for modeling hourly and daily energy consumption and load forecasting. Input variables such as apartment area, numbers of occupants, electrical appliance consumption and Boolean inputs as hourly meter system were considered. Furthermore, the investigation carried out aims to define an ANN architecture and a training algorithm in order to achieve a robust model to be used in forecasting energy consumption in a typical household. It was observed that a feed-forward ANN and the Levenberg-Marquardt algorithm provided a good performance. For this research it was used a database with consumption records, logged in 93 real households, in Lisbon, Portugal, between February 2000 and July 2001, including both weekdays and weekend. The results show that the ANN approach provides a reliable model for forecasting household electric energy consumption and load profile. © 2014 The Author.

Travelling wave profiles in some models with nonlinear diffusion

We study some properties of the monotone solutions of the boundary value problem (p(u'))' - cu' + f(u) = 0, u(-infinity) = 0, u(+infinity) = 1, where f is a continuous function, positive in (0, 1) and taking the value zero at 0 and 1, and P may be an increasing homeomorphism of (0, 1) or (0, +infinity) onto [0, +infinity). This problem arises when we look for travelling waves for the reaction diffusion equation partial derivative u/partial derivative t = partial derivative/partial derivative x [p(partial derivative u/partial derivative x)] + f(u) with the parameter c representing the wave speed. A possible model for the nonlinear diffusion is the relativistic curvature operator p(nu)= nu/root 1-nu(2). The same ideas apply when P is given by the one- dimensional p- Laplacian P(v) = |v|(p-2)v. In this case, an advection term is also considered. We show that, as for the classical Fisher- Kolmogorov- Petrovski- Piskounov equations, there is an interval of admissible speeds c and we give characterisations of the critical speed c. We also present some examples of exact solutions. (C) 2014 Elsevier Inc. All rights reserved.

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.

Short-term electricity prices forecasting in a competetive market by a hybrid Pso-Anfis approach

In this paper, a novel hybrid approach is proposed for electricity prices forecasting in a competitive market, considering a time horizon of 1 week. The proposed approach is based on the combination of particle swarm optimization and adaptive-network based fuzzy inference system. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications, to demonstrate its effectiveness regarding forecasting accuracy and computation time. Finally, conclusions are duly drawn.

Error control on spectral data of four-wave mixing based on a-SiC technology

In this paper we exploit the nonlinear property of the SiC multilayer devices to design an optical processor for error detection that enables reliable delivery of spectral data of four-wave mixing over unreliable communication channels. The SiC optical processor is realized by using double pin/pin a-SiC:H photodetector with front and back biased optical gating elements. Visible pulsed signals are transmitted together at different bit sequences. The combined optical signal is analyzed. Data show that the background acts as selector that picks one or more states by splitting portions of the input multi optical signals across the front and back photodiodes. Boolean operations such as EXOR and three bit addition are demonstrated optically, showing that when one or all of the inputs are present, the system will behave as an XOR gate representing the SUM. When two or three inputs are on, the system acts as AND gate indicating the present of the CARRY bit. Additional parity logic operations are performed using four incoming pulsed communication channels that are transmitted and checked for errors together. As a simple example of this approach, we describe an all-optical processor for error detection and then provide an experimental demonstration of this idea. (C) 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.