15 resultados para Auto-Regressive and Moving-Average Model with exogenous inputs
em Instituto Politécnico do Porto, Portugal
Resumo:
O processo de liberalização do setor elétrico em Portugal Continental seguiu uma metodologia idêntica à da maior parte dos países europeus, tendo a abertura de mercado sido efetuada de forma progressiva. Assim, no âmbito do acompanhamento do setor elétrico nacional, reveste-se de particular interesse caracterizar a evolução mais recente do mercado liberalizado, nomeadamente em relação ao preço da energia elétrica. A previsão do preço da energia elétrica é uma questão muito importante para todos os participantes do mercado de energia elétrica. Como se trata de um assunto de grande importância, a previsão do preço da energia elétrica tem sido alvo de diversos estudos e diversas metodologias têm sido propostas. Esta questão é abordada na presente dissertação recorrendo a técnicas de previsão, nomeadamente a métodos baseados no histórico da variável em estudo. As previsões são, segundo alguns especialistas, um dos inputs essenciais que os gestores desenvolvem para ajudar no processo de decisão. Virtualmente cada decisão relevante ao nível das operações depende de uma previsão. Para a realização do modelo de previsão de preço da energia elétrica foram utilizados os modelos Autorregressivos Integrados de Médias Móveis, Autoregressive / Integrated / Moving Average (ARIMA), que geram previsões através da informação contida na própria série temporal. Como se pretende avaliar a estrutura do preço da energia elétrica do mercado de energia, é importante identificar, deste conjunto de variáveis, quais as que estão mais relacionados com o preço. Neste sentido, é realizada em paralelo uma análise exploratória, através da correlação entre o preço da energia elétrica e outras variáveis de estudo, utilizando para esse efeito o coeficiente de correlação de Pearson. O coeficiente de correlação de Pearson é uma medida do grau e da direção de relação linear entre duas variáveis quantitativas. O modelo desenvolvido foi aplicado tendo por base o histórico de preço da eletricidade desde o inicio do mercado liberalizado e de modo a obter as previsões diária, mensal e anual do preço da eletricidade. A metodologia desenvolvida demonstrou ser eficiente na obtenção das soluções e ser suficientemente rápida para prever o valor do preço da energia elétrica em poucos segundos, servindo de apoio à decisão em ambiente de mercado.
Resumo:
In this paper, we study an international market model in which the home government imposes a tariff on the imported goods. The model has two stages. In the first stage, the home government chooses an import tariff to maximize a function that cares about the home firm’s profit and the total revenue. Then, the firms engage in a Cournot or in a Stackelberg competition. We compare the results obtained in the three different ways of moving on the decision make of the firms.
Resumo:
This paper analyses the effects of tariffs on an international economy with a monopolistic sector with two firms, located in two countries, each one producing a homogeneous good for both home consumption and export to the other identical country. We consider a game among governments and firms. First, the government imposes a tariff on imports and then we consider the two types of moving: simultaneous (Cournot-type model) and sequential (Stackelberg-type model) decisions by the firms. We also compare the results obtained in each model.
Resumo:
We consider a differentiated Stackelberg model with demand uncertainty only for the first mover. We study the advantages of flexibility over leadership as the degree of the differentiation of the goods changes.
Resumo:
This paper presents a methodology for distribution networks reconfiguration in outage presence in order to choose the reconfiguration that presents the lower power losses. The methodology is based on statistical failure and repair data of the distribution power system components and uses fuzzy-probabilistic modelling for system component outage parameters. Fuzzy membership functions of system component outage parameters are obtained by statistical records. A hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models allows catching both randomness and fuzziness of component outage parameters. Once obtained the system states by Monte Carlo simulation, a logical programming algorithm is applied to get all possible reconfigurations for every system state. In order to evaluate the line flows and bus voltages and to identify if there is any overloading, and/or voltage violation a distribution power flow has been applied to select the feasible reconfiguration with lower power losses. To illustrate the application of the proposed methodology to a practical case, the paper includes a case study that considers a real distribution network.
Resumo:
The exhibition of information does not always attend to the preferences and characteristics of the users, nor the context that involves the user. With the aim of overcoming this gap, we propose an emotional context-aware model for adapting information contents to users and groups. The proposed model is based on OCC and Big Five models to handle emotion and personality respectively. The idea is to adapt the representation of the information in order to maximize the positive emotional valences and minimize the negatives. To evaluate the proposed model it was developed a prototype for adapting RSS news to users and group of users.
Resumo:
In this study, the tensile strength of single-lap joints (SLJs) between similar and dissimilar adherends bonded with an acrylic adhesive was evaluated experimentally and numerically. The adherend materials included polyethylene (PE), polypropylene (PP), carbon-epoxy (CFRP), and glass-polyester (GFRP) composites. The following adherend combinations were tested: PE/PE, PE/PP, PE/CFRP, PE/GFRP, PP/PP, CFRP/CFRP, and GFRP/GFRP. One of the objectives of this work was to assess the influence of the adherends stiffness on the strength of the joints since it significantly affects the peel stresses magnitude in the adhesive layer. The experimental results were also used to validate a new mixed-mode cohesive damage model developed to simulate the adhesive layer. Thus, the experimental results were compared with numerical simulations performed in ABAQUS®, including a developed mixed-mode (I+II) cohesive damage model, based on the indirect use of fracture mechanics and implemented within interface finite elements. The cohesive laws present a trapezoidal shape with an increasing stress plateau, to reproduce the behaviour of the ductile adhesive used. A good agreement was found between the experimental and numerical results.
Resumo:
We present a new deterministic dynamical model on the market size of Cournot competitions, based on Nash equilibria of R&D investment strategies to increase the size of the market of the firms at every period of the game. We compute the unique Nash equilibrium for the second subgame and the profit functions for both firms. Adding uncertainty to the R&D investment strategies, we get a new stochastic dynamical model and we analyse the importance of the uncertainty to reverse the initial advantage of one firm with respect to the other.
Resumo:
This paper consist in the establishment of a Virtual Producer/Consumer Agent (VPCA) in order to optimize the integrated management of distributed energy resources and to improve and control Demand Side Management DSM) and its aggregated loads. The paper presents the VPCA architecture and the proposed function-based organization to be used in order to coordinate the several generation technologies, the different load types and storage systems. This VPCA organization uses a frame work based on data mining techniques to characterize the costumers. The paper includes results of several experimental tests cases, using real data and taking into account electricity generation resources as well as consumption data.
Resumo:
The short article attempts to make some very brief reflections on the effects a lack of public policies positively discriminatory in terms of public employment retirement. In particular, the observation of the absurd contradiction between the average age of retirement at the time of death (for men and women) and the average pension time for men and women in public employment in Portugal.
Resumo:
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.
Resumo:
We have developed SPARTS, a simulator of a generic embedded real-time device. It is designed to be extensible to accommodate different task properties, scheduling algorithms and/or hardware models for the wide variety of applications. SPARTS was developed to help the community investigate the behaviour of the real-time embedded systems and to quantify the associated constraints/overheads.
Resumo:
This work deals with the numerical simulation of air stripping process for the pre-treatment of groundwater used in human consumption. The model established in steady state presents an exponential solution that is used, together with the Tau Method, to get a spectral approach of the solution of the system of partial differential equations associated to the model in transient state.
Resumo:
Introduction The association of the Mediterranean diet and exercise appears to have a protective role, reducing cardiovascular risk. This study investigated the effects of education sessions on the Mediterranean diet and an exercise program in modifying eating behaviors, body composition and abdominal fat. Methods An experimental study was performed on 20 subjects with known coronary heart disease randomly assigned to experimental (n=10) and control (n=10) groups. Both groups received education sessions on the Mediterranean diet, but the experimental group also followed an eight-week program of specific exercises. A semiquantitative food frequency questionnaire was administered to analyze food intake, bioimpedance was used to measure weight, fat mass and lean mass, and waist circumference was measured to calculate waist-to-height ratio. Results After eight weeks, protein (p<0.05) and cholesterol (p<0.05) intake in the experimental group had decreased significantly compared with the control group. Between the beginning and end of the study, there were significant decreases in the control group in carbohydrate (p<0.05) and saturated fat intake (p<0.05). In both groups the percentage of total fat (p<0.05) and fat mass (p<0.05) was significantly decreased. In the experimental group the waist-to-height ratio was significantly reduced (p<0.05). Conclusion The Mediterranean diet reduced carbohydrate and saturated fat intake, reflected in reduced fat mass. The association of the exercise program showed additional benefits in reduction of protein and cholesterol intake and abdominal fat.