Scenarios Generation for Multi-Agent simulation of Electricity Markets based on Intelligent Data Analysis

This document presents a tool able to automatically gather data provided by real energy markets and to generate scenarios, capture and improve market players’ profiles and strategies by using knowledge discovery processes in databases supported by artificial intelligence techniques, data mining algorithms and machine learning methods. It provides the means for generating scenarios with different dimensions and characteristics, ensuring the representation of real and adapted markets, and their participating entities. The scenarios generator module enhances the MASCEM (Multi-Agent Simulator of Competitive Electricity Markets) simulator, endowing a more effective tool for decision support. The achievements from the implementation of the proposed module enables researchers and electricity markets’ participating entities to analyze data, create real scenarios and make experiments with them. On the other hand, applying knowledge discovery techniques to real data also allows the improvement of MASCEM agents’ profiles and strategies resulting in a better representation of real market players’ behavior. This work aims to improve the comprehension of electricity markets and the interactions among the involved entities through adequate multi-agent simulation.

Demonstration of the Multi-Agent Simulator of Competitive Electricity Markets

Electricity markets are complex environments with very particular characteristics. A critical issue concerns the constant changes they are subject to. This is a result of the electricity markets’ restructuring, performed so that the competitiveness could be increased, but with exponential implications in the increase of the complexity and unpredictability in those markets’ scope. The constant growth in markets unpredictability resulted in an amplified need for market intervenient entities in foreseeing market behavior. The need for understanding the market mechanisms and how the involved players’ interaction affects the outcomes of the markets, contributed to the growth of usage of simulation tools. Multi-agent based software is particularly well fitted to analyze dynamic and adaptive systems with complex interactions among its constituents, such as electricity markets. This paper presents the Multi-Agent System for Competitive Electricity Markets (MASCEM) – a simulator based on multi-agent technology that provides a realistic platform to simulate electricity markets, the numerous negotiation opportunities and the participating entities.

Elspot: Nord Pool Spot Integration in MASCEM Electricity Market Simulator

The energy sector in industrialized countries has been restructured in the last years, with the purpose of decreasing electricity prices through the increase in competition, and facilitating the integration of distributed energy resources. However, the restructuring process increased the complexity in market players' interactions and generated emerging problems and new issues to be addressed. In order to provide players with competitive advantage in the market, decision support tools that facilitate the study and understanding of these markets become extremely useful. In this context arises MASCEM (Multi-Agent Simulator of Competitive Electricity Markets), a multi-agent based simulator that models real electricity markets. To reinforce MASCEM with the capability of recreating the electricity markets reality in the fullest possible extent, it is crucial to make it able to simulate as many market models and player types as possible. This paper presents a new negotiation model implemented in MASCEM based on the negotiation model used in day-ahead market (Elspot) of Nord Pool. This is a key module to study competitive electricity markets, as it presents well defined and distinct characteristics from the already implemented markets, and it is a reference electricity market in Europe (the one with the larger amount of traded power).

Strategic Bidding in Electricity Markets: An agent-based simulator with game theory for scenario analysis

Electricity markets are complex environments, involving a large number of different entities, with specific characteristics and objectives, making their decisions and interacting in a dynamic scene. Game-theory has been widely used to support decisions in competitive environments; therefore its application in electricity markets can prove to be a high potential tool. This paper proposes a new scenario analysis algorithm, which includes the application of game-theory, to evaluate and preview different scenarios and provide players with the ability to strategically react in order to exhibit the behavior that better fits their objectives. This model includes forecasts of competitor players’ actions, to build models of their behavior, in order to define the most probable expected scenarios. Once the scenarios are defined, game theory is applied to support the choice of the action to be performed. Our use of game theory is intended for supporting one specific agent and not for achieving the equilibrium in the market. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a multi-agent electricity market simulator that models market players and simulates their operation in the market. The scenario analysis algorithm has been tested within MASCEM and our experimental findings with a case study based on real data from the Iberian Electricity Market are presented and discussed.

Metalearner based on Dynamic Neural Network for Strategic Bidding in electricity Markets

The restructuring of electricity markets, conducted to increase the competition in this sector, and decrease the electricity prices, brought with it an enormous increase in the complexity of the considered mechanisms. The electricity market became a complex and unpredictable environment, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. Software tools became, therefore, essential to provide simulation and decision support capabilities, in order to potentiate the involved players’ actions. This paper presents the development of a metalearner, applied to the decision support of electricity markets’ negotiation entities. The proposed metalearner executes a dynamic artificial neural network to create its own output, taking advantage on several learning algorithms implemented in ALBidS, an adaptive learning system that provides decision support to electricity markets’ players. The proposed metalearner considers different weights for each strategy, depending on its individual quality of performance. The results of the proposed method are studied and analyzed in scenarios based on real electricity markets’ data, using MASCEM - a multi-agent electricity market simulator that simulates market players’ operation in the market.

Domestic Consumption Simulation and Management Using a Continuous Consumption Management and Optimization Algorithm

The recent changes concerning the consumers’ active participation in the efficient management of load devices for one’s own interest and for the interest of the network operator, namely in the context of demand response, leads to the need for improved algorithms and tools. A continuous consumption optimization algorithm has been improved in order to better manage the shifted demand. It has been done in a simulation and user-interaction tool capable of being integrated in a multi-agent smart grid simulator already developed, and also capable of integrating several optimization algorithms to manage real and simulated loads. The case study of this paper enhances the advantages of the proposed algorithm and the benefits of using the developed simulation and user interaction tool.

Data Mining Approach to support the Generation of Realistic Scenarios for Multi-Agent simulation of Electricity Markets

This paper presents the Realistic Scenarios Generator (RealScen), a tool that processes data from real electricity markets to generate realistic scenarios that enable the modeling of electricity market players’ characteristics and strategic behavior. The proposed tool provides significant advantages to the decision making process in an electricity market environment, especially when coupled with a multi-agent electricity markets simulator. The generation of realistic scenarios is performed using mechanisms for intelligent data analysis, which are based on artificial intelligence and data mining algorithms. These techniques allow the study of realistic scenarios, adapted to the existing markets, and improve the representation of market entities as software agents, enabling a detailed modeling of their profiles and strategies. This work contributes significantly to the understanding of the interactions between the entities acting in electricity markets by increasing the capability and realism of market simulations.

Video-­‐monitorization system for a realistic driving simulator

Nos últimos anos, o ISEP em colaboração com a FEUP e outras Universidades, criou um simulador realista de condução chamado DRIS, que tem como objectivo ajudar em trabalhos de investigação de diferentes áreas, como engenharia civil, computação gráfica, psicologia, educação, etc. O resultado deste trabalho pretende ajudar os profissionais a analisarem os dados recolhidos em cada experiência de condução, a fim de permitir o estudo das reações do motorista em diferentes obstáculos durante um percurso. O simulador DRIS é constituído por uma tela branca, onde os ambientes de simulação são projetados; um carro real, onde é feita a experiência de condução e quatro câmaras colocadas no carro. Destas quatro câmaras, três estão dentro do carro e uma fora do carro. Cada câmara está focada estrategicamente, em partes críticas da condução: a estrada, o motorista, os pedais e os controles (mudança de marcha, volante, os comandos do limpador, etc). Cada uma das câmaras grava um vídeo, que é guardado em um computador colocado em uma das salas de controlo, dentro do Laboratório de Análise de Tráfego na FEUP. Além disso, um arquivo de texto é guardado no mesmo computador. Este arquivo de texto contém algumas informações sobre a experiência do motorista, como as coordenadas do carro, a velocidade do carro, o tempo, etc O trabalho desta Tese surge com a finalidade de melhorar a forma de os profissionais analisar e interpretar os dados recolhidos a partir de uma experiência de condução no DRIS. Para o efeito, foi criado um sistema de vídeo-­‐monitorização, que consiste em uma aplicação de vídeo, que permite a visualização de quatro vídeos simultaneamente, e ler um arquivo de texto, que contém todos os dados recolhidos na experiência. Ambos (vídeo e texto) têm de estar sincronizados com o mesmo tempo de forma a permitir ao utilizador, navegar backward e forward com a ajuda de um cursor. Além disso, como qualquer reprodutor de vídeo básico, contém alguns botões para controlar o status do vídeo (Play, Stop, Pause) e permiti que os profissionais analisem com detalhe os dados dos quatro vídeos. Aproveitando os avanços no desenvolvimento de software, a aplicação foi feita em C++ usando a biblioteca Qt, em ambiente de desenvolvimento integrado do Qt Creator, o que tornou mais fácil a implementação. No fim deste relatório (capítulo 4) é anexado um manual do usuário, a fim de explicar e ajudar os profissionais a usar a aplicação.

Tolerância a falhas em sistemas de tempo-real distribuídos e embebidos

Este documento descreve um modelo de tolerância a falhas para sistemas de tempo-real distribuídos. A sugestão deste modelo tem como propósito a apresentação de uma solu-ção fiável, flexível e adaptável às necessidades dos sistemas de tempo-real distribuídos. A tolerância a falhas é um aspeto extremamente importante na construção de sistemas de tempo-real e a sua aplicação traz inúmeros benefícios. Um design orientado para a to-lerância a falhas contribui para um melhor desempenho do sistema através do melhora-mento de aspetos chave como a segurança, a confiabilidade e a disponibilidade dos sis-temas. O trabalho desenvolvido centra-se na prevenção, deteção e tolerância a falhas de tipo ló-gicas (software) e físicas (hardware) e assenta numa arquitetura maioritariamente basea-da no tempo, conjugada com técnicas de redundância. O modelo preocupa-se com a efi-ciência e os custos de execução. Para isso utilizam-se também técnicas tradicionais de to-lerância a falhas, como a redundância e a migração, no sentido de não prejudicar o tempo de execução do serviço, ou seja, diminuindo o tempo de recuperação das réplicas, em ca-so de ocorrência de falhas. Neste trabalho são propostas heurísticas de baixa complexida-de para tempo-de-execução, a fim de se determinar para onde replicar os componentes que constituem o software de tempo-real e de negociá-los num mecanismo de coordena-ção por licitações. Este trabalho adapta e estende alguns algoritmos que fornecem solu-ções ainda que interrompidos. Estes algoritmos são referidos em trabalhos de investiga-ção relacionados, e são utilizados para formação de coligações entre nós coadjuvantes. O modelo proposto colmata as falhas através de técnicas de replicação ativa, tanto virtual como física, com blocos de execução concorrentes. Tenta-se melhorar ou manter a sua qualidade produzida, praticamente sem introduzir overhead de informação significativo no sistema. O modelo certifica-se que as máquinas escolhidas, para as quais os agentes migrarão, melhoram iterativamente os níveis de qualidade de serviço fornecida aos com-ponentes, em função das disponibilidades das respetivas máquinas. Caso a nova configu-ração de qualidade seja rentável para a qualidade geral do serviço, é feito um esforço no sentido de receber novos componentes em detrimento da qualidade dos já hospedados localmente. Os nós que cooperam na coligação maximizam o número de execuções para-lelas entre componentes paralelos que compõem o serviço, com o intuito de reduzir atra-sos de execução. O desenvolvimento desta tese conduziu ao modelo proposto e aos resultados apresenta-dos e foi genuinamente suportado por levantamentos bibliográficos de trabalhos de in-vestigação e desenvolvimento, literaturas e preliminares matemáticos. O trabalho tem também como base uma lista de referências bibliográficas.

Acetyl-L-Carnitine Prevents Methamphetamine-Induced Structural Damage on Endothelial Cells via ILK-Related MMP-9 Activity

Methamphetamine (METH) is a potent psychostimulant highly used worldwide. Recent studies evidenced the involvement of METH in the breakdown of the blood-brain-barrier (BBB) integrity leading to compromised function. The involvement of the matrix metalloproteinases (MMPs) in the degradation of the neurovascular matrix components and tight junctions (TJs) is one of the most recent findings in METH-induced toxicity. As BBB dysfunction is a pathological feature of many neurological conditions, unveiling new protective agents in this field is of major relevance. AcetylL-carnitine (ALC) has been described to protect the BBB function in different paradigms, but the mechanisms underling its action remain mostly unknown. Here, the immortalized bEnd.3 cell line was used to evaluate the neuroprotective features of ALC in METH-induced damage. Cells were exposed to ranging concentrations of METH, and the protective effect of ALC 1 mM was assessed 24 h after treatment. F-actin rearrangement, TJ expression and distribution, and MMPs activity were evaluated. Integrin-linked kinase (ILK) knockdown cells were used to assess role of ALC in ILK mediated METHtriggered MMPs’ activity. Our results show that METH led to disruption of the actin filaments concomitant with claudin-5 translocation to the cytoplasm. These events were mediated by MMP-9 activation in association with ILK overexpression. Pretreatment with ALC prevented METH-induced activation of MMP-9, preserving claudin-5 location and the structural arrangement of the actin filaments. The present results support the potential of ALC in preserving BBB integrity, highlighting ILK as a new target for the ALC therapeutic use.

New Concepts Towards the Synthesis of Digital Circuits Through Genetic Algorithms

This paper analyses the performance of a Genetic Algorithm using two new concepts, namely a static fitness function including a discontinuity measure and a fractional-order dynamic fitness function, for the synthesis of combinational logic circuits. In both cases, experiments reveal superior results in terms of speed and convergence to achieve a solution.

System Modeling and Control Through Fractional-Order Algorithms

The theory of fractional calculus goes back to the beginning of thr throry of differential calculus but its inherent complexity postponed the applications of the associated concepts. In the last decade the progress in the areas of chaos and fractals revealed subtle relationships with the fractional calculus leading to an increasing interest in the development of the new paradigm. In the area of automaticcontrol preliminary work has already been carried out but the proposed algorithms are restricted to the frequency domain. The paper discusses the design of fractional-order discrete-time controllers. The algorithms studied adopt the time domein, which makes them suited for z-transform analusis and discrete-time implementation. The performance of discrete-time fractional-order controllers with linear and non-linear systems is also investigated.

Passive Fault-Tolerance Management in Component-based Embedded Systems

It is imperative to accept that failures can and will occur, even in meticulously designed distributed systems, and design proper measures to counter those failures. Passive replication minimises resource consumption by only activating redundant replicas in case of failures, as typically providing and applying state updates is less resource demanding than requesting execution. However, most existing solutions for passive fault tolerance are usually designed and configured at design time, explicitly and statically identifying the most critical components and their number of replicas, lacking the needed flexibility to handle the runtime dynamics of distributed component-based embedded systems. This paper proposes a cost-effective adaptive fault tolerance solution with a significant lower overhead compared to a strict active redundancy-based approach, achieving a high error coverage with the minimum amount of redundancy. The activation of passive replicas is coordinated through a feedback-based coordination model that reduces the complexity of the needed interactions among components until a new collective global service solution is determined, improving the overall maintainability and robustness of the system.