A long-term swarm intelligence hedging tool applied to electricity markets

This paper proposes a swarm intelligence long-term hedging tool to support electricity producers in competitive electricity markets. This tool investigates the long-term hedging opportunities available to electric power producers through the use of contracts with physical (spot and forward) and financial (options) settlement. To find the optimal portfolio the producer risk preference is stated by a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance estimation and the expected return are based on a forecasted scenario interval determined by a long-term price range forecast model, developed by the authors, whose explanation is outside the scope of this paper. The proposed tool makes use of Particle Swarm Optimization (PSO) and its performance has been evaluated by comparing it with a Genetic Algorithm (GA) based approach. To validate the risk management tool a case study, using real price historical data for mainland Spanish market, is presented to demonstrate the effectiveness of the proposed methodology.

Multi-dimensional scaling applied to histogram-based DNA analysis

This paper aims to study the relationships between chromosomal DNA sequences of twenty species. We propose a methodology combining DNA-based word frequency histograms, correlation methods, and an MDS technique to visualize structural information underlying chromosomes (CRs) and species. Four statistical measures are tested (Minkowski, Cosine, Pearson product-moment, and Kendall τ rank correlations) to analyze the information content of 421 nuclear CRs from twenty species. The proposed methodology is built on mathematical tools and allows the analysis and visualization of very large amounts of stream data, like DNA sequences, with almost no assumptions other than the predefined DNA “word length.” This methodology is able to produce comprehensible three-dimensional visualizations of CR clustering and related spatial and structural patterns. The results of the four test correlation scenarios show that the high-level information clusterings produced by the MDS tool are qualitatively similar, with small variations due to each correlation method characteristics, and that the clusterings are a consequence of the input data and not method’s artifacts.

Orientation system for people with cognitive disabilities

In health care there has been a growing interest and investment in new tools to have a constant monitoring of patients. The increasing of average life ex-pectation and, consequently, the costs in health care due to elderly population are the motivation for this investment. However, healthmonitoring is not only important to elderly people, it can be also applied to people with cognitive disabilities. In this article we present some systems, which try to support these persons on doing their day-to-day activities and how it can improve their life quality. Also, we present an idea to a project that tries to help the persons with cognitive disabilities by providing assistance in geo-guidance and keep their caregivers aware of their location.

Comparison between deterministic and meta-heuristic methods applied to ancillary services dispatch

This paper proposes two meta-heuristics (Genetic Algorithm and Evolutionary Particle Swarm Optimization) for solving a 15 bid-based case of Ancillary Services Dispatch in an Electricity Market. A Linear Programming approach is also included for comparison purposes. A test case based on the dispatch of Regulation Down, Regulation Up, Spinning Reserve and Non-Spinning Reserve services is used to demonstrate that the use of meta-heuristics is suitable for solving this kind of optimization problem. Faster execution times and lower computational resources requirements are the most relevant advantages of the used meta-heuristics when compared with the Linear Programming approach.

Autonomic computing for scheduling in manufacturing systems

We describe a novel approach to scheduling resolution by combining Autonomic Computing (AC), Multi-Agent Systems (MAS) and Nature Inspired Optimization Techniques (NIT). Autonomic Computing has emerged as paradigm aiming at embedding applications with a management structure similar to a central nervous system. A natural Autonomic Computing evolution in relation to Current Computing is to provide systems with Self-Managing ability with a minimum human interference. In this paper we envisage the use of Multi-Agent Systems paradigm for supporting dynamic and distributed scheduling in Manufacturing Systems with Autonomic properties, in order to reduce the complexity of managing systems and human interference. Additionally, we consider the resolution of realistic problems. The scheduling of a Cutting and Treatment Stainless Steel Sheet Line will be evaluated. Results show that proposed approach has advantages when compared with other scheduling systems.

Solving a signalized traffic intersection problem with an hyperbolic penalty function

Mathematical Program with Complementarity Constraints (MPCC) finds many applications in fields such as engineering design, economic equilibrium and mathematical programming theory itself. A queueing system model resulting from a single signalized intersection regulated by pre-timed control in traffic network is considered. The model is formulated as an MPCC problem. A MATLAB implementation based on an hyperbolic penalty function is used to solve this practical problem, computing the total average waiting time of the vehicles in all queues and the green split allocation. The problem was codified in AMPL.

Dynamic power- and failure-aware cloud resources allocation for Sets of independent tasks

Cloud computing is increasingly being adopted in different scenarios, like social networking, business applications, scientific experiments, etc. Relying in virtualization technology, the construction of these computing environments targets improvements in the infrastructure, such as power-efficiency and fulfillment of users’ SLA specifications. The methodology usually applied is packing all the virtual machines on the proper physical servers. However, failure occurrences in these networked computing systems can induce substantial negative impact on system performance, deviating the system from ours initial objectives. In this work, we propose adapted algorithms to dynamically map virtual machines to physical hosts, in order to improve cloud infrastructure power-efficiency, with low impact on users’ required performance. Our decision making algorithms leverage proactive fault-tolerance techniques to deal with systems failures, allied with virtual machine technology to share nodes resources in an accurately and controlled manner. The results indicate that our algorithms perform better targeting power-efficiency and SLA fulfillment, in face of cloud infrastructure failures.

Image upsampling algorithms applied on Nuclear Medicine: comparision of hqnx and nxSaI algorithms families with two interpolation algorithms - nearest neighbour and bicubic interpolation

Introduction: Image resizing is a normal feature incorporated into the Nuclear Medicine digital imaging. Upsampling is done by manufacturers to adequately fit more the acquired images on the display screen and it is applied when there is a need to increase - or decrease - the total number of pixels. This paper pretends to compare the “hqnx” and the “nxSaI” magnification algorithms with two interpolation algorithms – “nearest neighbor” and “bicubic interpolation” – in the image upsampling operations. Material and Methods: Three distinct Nuclear Medicine images were enlarged 2 and 4 times with the different digital image resizing algorithms (nearest neighbor, bicubic interpolation nxSaI and hqnx). To evaluate the pixel’s changes between the different output images, 3D whole image plot profiles and surface plots were used as an addition to the visual approach in the 4x upsampled images. Results: In the 2x enlarged images the visual differences were not so noteworthy. Although, it was clearly noticed that bicubic interpolation presented the best results. In the 4x enlarged images the differences were significant, with the bicubic interpolated images presenting the best results. Hqnx resized images presented better quality than 4xSaI and nearest neighbor interpolated images, however, its intense “halo effect” affects greatly the definition and boundaries of the image contents. Conclusion: The hqnx and the nxSaI algorithms were designed for images with clear edges and so its use in Nuclear Medicine images is obviously inadequate. Bicubic interpolation seems, from the algorithms studied, the most suitable and its each day wider applications seem to show it, being assumed as a multi-image type efficient algorithm.

Cloud computing sobre a plataforma Windows Azure

A utilização massiva da internet e dos serviços que oferece por parte do utilizador final potencia a evolução dos mesmos, motivando as empresas a apostarem no desenvolvimento deste tipo de soluções. Requisitos como o poder de computação, flexibilidade e escalabilidade tornam-se cada vez mais indissociáveis do desenvolvimento aplicacional, o que leva ao surgimento de paradigmas como o de Cloud Computing. É neste âmbito que surge o presente trabalho. Com o objetivo de estudar o paradigma de Cloud Computing inicia-se um estudo sobre esta temática, onde é detalhado o seu conceito, a sua evolução histórica e comparados os diferentes tipos de implementações que suporta. O estudo detalha posteriormente a plataforma Azure, sendo analisada a sua topologia e arquitetura, detalhando-se os seus componentes e a forma como esta mitiga alguns dos problemas mencionados. Com o conhecimento teórico é desenvolvido um protótipo prático sobre esta plataforma, em que se exploram algumas das particularidades da topologia e se interage com as principais redes sociais. O estudo culmina com uma análise sobre os benefícios e desvantagens do Azure e através de um levantamento das necessidades da empresa, determinam-se as oportunidades que a utilização da plataforma poderá proporcionar.

Accounting for the dissociating properties of organic chemicals in LCIA: an uncertainty analysis applied to micropollutants in the assessment of freshwater ecotoxicity

In life cycle impact assessment (LCIA) models, the sorption of the ionic fraction of dissociating organic chemicals is not adequately modeled because conventional non-polar partitioning models are applied. Therefore, high uncertainties are expected when modeling the mobility, as well as the bioavailability for uptake by exposed biota and degradation, of dissociating organic chemicals. Alternative regressions that account for the ionized fraction of a molecule to estimate fate parameters were applied to the USEtox model. The most sensitive model parameters in the estimation of ecotoxicological characterization factors (CFs) of micropollutants were evaluated by Monte Carlo analysis in both the default USEtox model and the alternative approach. Negligible differences of CFs values and 95% confidence limits between the two approaches were estimated for direct emissions to the freshwater compartment; however the default USEtox model overestimates CFs and the 95% confidence limits of basic compounds up to three orders and four orders of magnitude, respectively, relatively to the alternative approach for emissions to the agricultural soil compartment. For three emission scenarios, LCIA results show that the default USEtox model overestimates freshwater ecotoxicity impacts for the emission scenarios to agricultural soil by one order of magnitude, and larger confidence limits were estimated, relatively to the alternative approach.

Response surface methodology applied to SPE for the determination of ibuprofen in various types of water samples

Over the last few years, there has been a growing concern about the presence of pharmaceuticals in the environment. The main objective of this study was to develop and validate an SPE method using surface response methodology for the determination of ibuprofen in different types of water samples. The influence of sample pH and sample volume on the ibuprofen recovery was studied. The effect of each studied independent variable is pronounced on the dependent variable (ibuprofen recovery). Good selectivity, extraction efficiency, and precision were achieved using 600 mL of sample volume with the pH adjusted to 2.2. LC with fluorescence detection was employed. The optimized method was applied to 20 water samples from the North and South of Portugal.

A study on security grade assignment model for mobile users in urban computing

The relation between the information/knowledge expression and the physical expression can be involved as one of items for an ambient intelligent computing [2],[3]. Moreover, because there are so many contexts around user/spaces during a user movement, all appplcation which are using AmI for users are based on the relation between user devices and environments. In these situations, it is possible that the AmI may output the wrong result from unreliable contexts by attackers. Recently, establishing a server have been utilizes, so finding secure contexts and make contexts of higher security level for save communication have been given importance. Attackers try to put their devices on the expected path of all users in order to obtain users informationillegally or they may try to broadcast their SPAMS to users. This paper is an extensionof [11] which studies the Security Grade Assignment Model (SGAM) to set Cyber-Society Organization (CSO).

Application-specific modified particle swarm optimization for energy resource scheduling considering vehicle-to-grid

This paper presents a modified Particle Swarm Optimization (PSO) methodology to solve the problem of energy resources management with high penetration of distributed generation and Electric Vehicles (EVs) with gridable capability (V2G). The objective of the day-ahead scheduling problem in this work is to minimize operation costs, namely energy costs, regarding he management of these resources in the smart grid context. The modifications applied to the PSO aimed to improve its adequacy to solve the mentioned problem. The proposed Application Specific Modified Particle Swarm Optimization (ASMPSO) includes an intelligent mechanism to adjust velocity limits during the search process, as well as self-parameterization of PSO parameters making it more user-independent. It presents better robustness and convergence characteristics compared with the tested PSO variants as well as better constraint handling. This enables its use for addressing real world large-scale problems in much shorter times than the deterministic methods, providing system operators with adequate decision support and achieving efficient resource scheduling, even when a significant number of alternative scenarios should be considered. The paper includes two realistic case studies with different penetration of gridable vehicles (1000 and 2000). The proposed methodology is about 2600 times faster than Mixed-Integer Non-Linear Programming (MINLP) reference technique, reducing the time required from 25 h to 36 s for the scenario with 2000 vehicles, with about one percent of difference in the objective function cost value.

Distributed active traction control system applied to the RoboCup middle size league

This work addresses the problem of traction control in mobile wheeled robots in the particular case of the RoboCup Middle Size League (MSL). The slip control problem is formulated using simple friction models for ISePorto Team robots with a differential wheel configuration. Traction was also characterized experimentally in the MSL scenario for relevant game events. This work proposes a hierarchical traction control architecture which relies in local slip detection and control at each wheel, with relevant information being relayed to a higher level responsible for global robot motion control. A dedicated one axis control embedded hardware subsystem allowing complex local control, high frequency current sensing and odometric information procession was developed. This local axis control board is integrated in a distributed system using CAN bus communications. The slipping observer was implemented in the axis control hardware nodes integrated in the ISePorto robots and was used to control and detect loss of for traction. %and to detect the ball in the kicking device. An external vision system was used to perform a qualitative analysis of the slip detection and observer performance results are presented.

From simulation to statistical analysis: timeliness assessment of ethernet/IP-based distributed systems

A number of characteristics are boosting the eagerness of extending Ethernet to also cover factory-floor distributed real-time applications. Full-duplex links, non-blocking and priority-based switching, bandwidth availability, just to mention a few, are characteristics upon which that eagerness is building up. But, will Ethernet technologies really manage to replace traditional Fieldbus networks? Ethernet technology, by itself, does not include features above the lower layers of the OSI communication model. In the past few years, it is particularly significant the considerable amount of work that has been devoted to the timing analysis of Ethernet-based technologies. It happens, however, that the majority of those works are restricted to the analysis of sub-sets of the overall computing and communication system, thus without addressing timeliness at a holistic level. To this end, we are addressing a few inter-linked research topics with the purpose of setting a framework for the development of tools suitable to extract temporal properties of Commercial-Off-The-Shelf (COTS) Ethernet-based factory-floor distributed systems. This framework is being applied to a specific COTS technology, Ethernet/IP. In this paper, we reason about the modelling and simulation of Ethernet/IP-based systems, and on the use of statistical analysis techniques to provide usable results. Discrete event simulation models of a distributed system can be a powerful tool for the timeliness evaluation of the overall system, but particular care must be taken with the results provided by traditional statistical analysis techniques.